Commit Graph

5 Commits

Author SHA1 Message Date
tigerenwork 9546279fcf Refactor code structure for improved readability and maintainability 2026-05-31 13:49:54 +08:00
tigerenwork 31f8695d56 feat: Enhance data pipeline with circuit breakers and price limit flags 2026-05-30 00:48:10 +08:00
tigerenwork 9023c8eb76 feat: Add comprehensive quantitative trading data pipeline demo
- Implemented a data pipeline for quantitative trading covering:
  - Price adjustment for corporate actions (splits & dividends)
  - Calculation of simple and log returns
  - Handling of multi-stock panels and missing values
  - Outlier detection and treatment methods (Z-score, MAD, Winsorize)
  - Trading calendar creation and cross-market alignment
  - End-to-end DataPipeline class for data cleaning and analysis
- Included visualizations for price adjustments, return comparisons, and missing value handling
- Added detailed comments and documentation in Chinese for clarity
2026-05-30 00:24:41 +08:00
tigerenwork 81852b83b9 Add data pipeline implementation and requirements file for data processing 2026-05-29 01:34:53 +08:00
tigerenwork fcf98abdd4 first commit 2026-05-29 01:34:18 +08:00