CnEquitySnapshotPipelines

Feature-snapshot pipeline that builds validated A-share factor snapshots and evidence artifacts for QuantStrategyLab strategy runtimes.

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Status

Experimental. Use at your own risk. This project is not financial advice and does not guarantee any trading result. Its outputs are research evidence, not trading instructions.

What this is

CnEquitySnapshotPipelines builds factor-snapshot artifacts, manifests, ranking previews, and release summaries for snapshot-backed A-share strategy runtimes. It reads factor input CSVs, or stages them from public data with AkShare, and emits a versioned artifact pack under a stable contract. Downstream strategy and execution repositories consume only validated artifacts.

What this is not

It does not place broker orders. It does not store broker credentials. It does not make a strategy live on its own.

Quick start

Requires Python 3.11 or newer.

python -m pip install -e '.[test]'
python -m pytest -q

Build the sample artifact packs from the bundled example inputs:

python scripts/build_dividend_quality_sample.py
python scripts/build_chinext_growth_momentum_quality_sample.py

Or run an installed builder:

cneq-build-dividend-quality-snapshot \
  --factor-snapshot examples/dividend_quality/factor_snapshot.sample.csv \
  --output-dir data/output/dividend_quality

To stage factor inputs from public data, install the optional extra:

python -m pip install -e '.[public-data]'
cneq-stage-akshare-dividend-quality --output data/staging/dividend_quality/factor_snapshot.latest.csv

Configuration

The builders take command-line flags rather than environment variables.

Flag	Required	Default	Purpose
--factor-snapshot	Yes	none	Factor input CSV; the expected columns are in docs/artifact_contract.md.
--output-dir	No	data/output/<profile>	Directory for the generated artifact pack.
--min-adv20-cny	No	0.0	Minimum 20-day average traded value filter.
--min-market-cap-cny	No	0.0	Minimum market-cap filter.
--as-of	No	UTC today	Snapshot date in YYYY-MM-DD form.
--output	No	data/staging/<profile>/factor_snapshot.latest.csv	Output path for the AkShare staging commands.

Repository layout

src/        snapshot builders, contracts, and lifecycle helpers
scripts/    sample-build scripts
examples/   sample factor inputs
docs/       artifact contract and design notes
tests/      unit and contract tests
data/       local working output

Contributing

See CONTRIBUTING.md.

Security

See SECURITY.md. Do not open a public issue for a vulnerability. Keep credentials, private data, and external service tokens out of Git and logs.

License

MIT. See LICENSE.