CnEquityStrategies

QSL architecture role

• Layer: strategy-library.
• Responsibility: A-share strategy implementation package.
• Owns: runtime-enabled strategy code, manifests, catalog metadata.
• Consumes: QuantPlatformKit and validated snapshot artifacts.
• Must not: connect to brokers or deploy live services.

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

CnEquityStrategies is the A-share equity strategy package for QuantStrategyLab. It contains reusable strategy implementations, manifests, catalog metadata, and runtime adapters for CN-capable platform repositories.

This repository is a strategy layer, not a broker or deployment layer. It does not store broker credentials, submit orders by itself, publish snapshot artifacts, or decide whether a profile is safe for live trading without external evidence.

Current runtime surface

Direct runtime strategies

These profiles use platform-provided market_history and do not require a separate snapshot artifact before the strategy entrypoint can produce target weights.

Profile	Name	Input	Benchmark	Current role
cn_industry_etf_rotation	CN Industry ETF Rotation	market_history	510300	A-share ETF main live track.
cn_index_etf_tactical_rotation	CN Index ETF Tactical Rotation	market_history	510300	Research/backtest only; legacy ETF tactical rotation.

Snapshot-backed runtime strategy

CnEquitySnapshotPipelines owns the artifact contract, production data lineage, and promotion evidence.

Profile	Name	Input	Benchmark	Current role
cn_dividend_quality_snapshot	CN Dividend Quality Snapshot	feature_snapshot + manifest	510300	Dividend + quality composite selector for defensive allocation.
cn_equity_combo	CN Equity Combo	market_history + feature_snapshot	510300	Research-only orchestrator combining ETF, growth sleeves, and dividend sleeves.

Live candidate

Profile	Name	Input	Benchmark	Current role
cn_industry_etf_rotation_aggressive	CN Industry ETF Rotation Aggressive	market_history	510300	Optional QMT live candidate; not the default runtime profile.

Research-only snapshot profiles

Profile	Name	Input	Benchmark	Current role
cn_chinext_growth_momentum_quality_snapshot	CN ChiNext Growth Momentum Quality Snapshot	feature_snapshot + manifest	399006	Research-only ChiNext growth-momentum-quality selector.

Research-only growth sleeves

Profile	Name	Input	Benchmark	Current role
cn_chinext_growth_momentum_quality	CN ChiNext Growth Momentum Quality	market_history	510300	Research-only ChiNext growth sleeve; board-specific growth + momentum + quality.
cn_star_growth_momentum_quality	CN Star Growth Momentum Quality	market_history	510300	Research-only STAR growth sleeve; stricter liquidity and concentration controls.

Planned external snapshot scaffolds

Profile	Name	Notes
cn_small_cap_quality_snapshot	CN Small-Cap Quality Snapshot	External snapshot scaffold; not registered in the runtime catalog yet.
cn_chinext_tactical_rotation	CN ChiNext Tactical Rotation	Research-only ChiNext tactical rotation line.

Performance and evidence boundary

The research numbers in this repository are review evidence, not return promises. Before enabling or changing any live profile, rerun the relevant research/readiness commands and review short, medium, and long windows where applicable:

• return and benchmark-relative return
• maximum drawdown and drawdown stability
• turnover, costs, lot-size (100-share lots), slippage, suspension, and limit-up/limit-down behavior
• data freshness and artifact version
• broker dry-run order preview, notification logs, rollout controls, and operator approval

If evidence is stale, incomplete, or the profile is not returned by get_runtime_enabled_profiles(), keep it out of live runtime settings.

Quick start

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

Local smoke coverage for the ETF rotation path:

python scripts/smoke_cn_index_etf_tactical_rotation_dry_run.py --json

How this connects to execution

Platform repositories consume this package through strategy loaders and runtime metadata. They own broker credentials, market-data access, account state, dry-run/live switches, order submission, notifications, deployment settings, and rollback controls.

The intended A-share runtime platform is:

• QmtPlatform (miniQMT / QMT execution layer; planned)

Deploy safely

1. Keep broker credentials and account identifiers outside Git.
2. Use platform repositories for dry-run, paper, or live execution switches.
3. Confirm strategy evidence and platform dry-run output before enabling scheduled execution.
4. Review generated orders, notifications, artifact URIs, and rollback settings.
5. Start with small staged exposure and keep kill-switch procedures documented in the platform repository.

Repository layout

• src/: strategy implementations, manifests, catalog metadata, and runtime adapters.
• tests/: unit, contract, and regression tests.
• docs/: integration notes and strategy research.
• scripts/: local research and smoke helpers.

Useful docs

• docs/platform_integration.md
• docs/research/cn_index_etf_tactical_rotation.md
• docs/research/cn_growth_sleeve_redesign_20260705.md
• docs/research/cn_growth_sleeve_structure_20260705.md
• docs/research/cn_chinext_growth_momentum_quality_snapshot_20260705.md

Safety and contribution notes

• Do not commit secrets, tokens, cookies, broker credentials, account identifiers, or private order data.
• Keep behavior changes small and include tests or reproducible evidence commands.
• Do not promote a research profile into live runtime settings without the documented evidence gates.

License

See LICENSE.