- Introduced a detailed guide for beginners transitioning from demo to real trading in the A股 market.
- Included sections on unique A股 trading rules, backtesting pitfalls, risk management, real data integration, fundamental factors, execution strategies, recommended tools, and a complete learning path.
- Highlighted critical areas for new traders to focus on, including T+1 settlement, trading costs, and the importance of risk management.
- Provided practical examples and code snippets for data access and processing using popular libraries.
- 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
tigerenwork