CnEquitySnapshotPipelines

QSL architecture role

• Layer: pipeline.
• Responsibility: A-share snapshot and evidence pipeline.
• Owns: validated factor snapshots, manifests, ranking previews, release evidence.
• Consumes: CnEquityStrategies metadata and upstream market inputs.
• Must not: place broker orders or decide live enablement alone.

Chinese README

Investing involves risk. This project does not provide investment advice and is for education, research, and engineering review only.

What this repository is

CnEquitySnapshotPipelines builds feature-snapshot artifacts, manifests, ranking previews, and release summaries for snapshot-backed A-share strategy runtimes in QuantStrategyLab.

This repository produces evidence and artifacts. It does not place broker orders, store broker credentials, or make a strategy live by itself.

Active snapshot profile

Profile	Display name	Contract	Builder
cn_dividend_quality_snapshot	CN Dividend Quality Snapshot	cn_dividend_quality_snapshot.factor_snapshot.v1	cneq-build-dividend-quality-snapshot
cn_chinext_growth_momentum_quality_snapshot	CN ChiNext Growth Momentum Quality Snapshot	cn_chinext_growth_momentum_quality_snapshot.factor_snapshot.v1	cneq-build-chinext-growth-momentum-quality-snapshot

Quick start

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

Build a sample artifact pack locally:

PYTHONPATH=src python scripts/build_dividend_quality_sample.py
PYTHONPATH=src python scripts/build_chinext_growth_momentum_quality_sample.py

Stage real factor inputs via AkShare (falls back to sample CSV on failure):

cneq-stage-akshare-dividend-quality --output data/staging/dividend_quality/factor_snapshot.latest.csv
cneq-stage-akshare-market-history --output data/staging/market_history/etf_universe.latest.csv

Or use the installed entrypoint:

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

cneq-build-chinext-growth-momentum-quality-snapshot \
  --factor-snapshot examples/chinext_growth_momentum_quality/factor_snapshot.sample.csv \
  --output-dir data/output/chinext_growth_momentum_quality

Downstream use

CnEquityStrategies and future QmtPlatform should consume only validated artifacts for runtime-enabled profiles.

See docs/artifact_contract.md for the factor snapshot schema.

License

See LICENSE.