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v4.3.11

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@AdvancingTitans AdvancingTitans released this 09 Jul 17:15
v4.3.11
0b89b9a

Summary

  • Added A-share microstructure evidence via Sina best bid/ask snapshots, including spread bps, five-level depth, volume, and turnover.
  • Added _meta.stock_microstructure and _meta.stock_trading_costs to Evidence Pack for A-share holdings.
  • Split Simons readiness into microstructure_costs, crowding_proxy, and slippage_sensitivity, keeping crowding and slippage conditional where full data is unavailable.
  • Added stock snapshot output for A-share bid/ask spread and trading-cost limitations.
  • Bumped CLI release metadata to 4.3.11 and stock-analysis skill metadata to 4.5.3.

Validation

  • PYTHONPATH=/tmp/stock-analysis-release-4311/src /Users/yjw/agent/stock-analysis-v42/.venv/bin/python -m pytest → 149 passed
  • PYTHONPATH=/tmp/stock-analysis-release-4311/src /Users/yjw/agent/stock-analysis-v42/.venv/bin/python -m ruff check src tests → All checks passed
  • git diff --check → clean
  • Real CLI probe: stock_analysis --market stock --symbol 600519 --date 20260709 returned Sina bid/ask spread 0.01 / 0.0846 bps
Assets 2
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