Dev howiemen - #3
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…findings Add a v0.1 real-data review note to the README flagging that unit tests and single-symbol smoke tests pass, but a review of the full `~/.hqdata/tushare` snapshot exposed multiple serious defects only visible on real data: `history()` crashes on suspended/mid-listing stocks, multi-symbol performance is unusable (>10 min for 5 stocks × 139 days), first-day PnL is invisible in max drawdown and volatility, same-day sell proceeds cannot fund buys, net asset value silently under-records dividends across ex-dividend dates, and the `hqbacktest` console script fails to import user strategy modules. Clarify that v0.1 is only suitable for single-symbol, non-suspended, non-ex-dividend demo scenarios. Document the task 14 fixes in the capability matrix and planned scope: `MarketDataPortal.get_universe` defaults to filtering `.BJ` (Beijing Exchange) stocks with an `include_bj=True` opt-in, the first-day `visible_through="00000000"` sentinel no longer raises, `get_bars` allows day-by-day gaps, suspended positions are valued at the most recent close from the prior 20 trading days with a `DATA_WARNING` event written, missing daily snapshot files raise `SnapshotFileMissingError`, and document that `Bar.volume` is denominated in lots (1 lot = 100 shares) consistent with the Tushare `hqdata` adapter.
… layers Optimize `DataView.current_price` to a single `get_bars` slice (was N day-by-day round-trips) while preserving the 20-trading-day lookback bound, add per-day file + per-symbol cumulative caching in `HqDataCsvPortal`, and document Task 15 benchmarks and memory characteristics in README.
- Add §3.4 to mvp-contract capturing SELL-before-BUY ordering, rolling cash checks, lot rounding rules (BUY only), T+1 rejection, fee-free realized_pnl, ROUND_HALF_EVEN quantization, Fill.BUY stamp_tax invariant, target_quantity_for_value(0), and CLI float rejection - Surface the matching/ledger contract in README under task 16 - Tighten CLI config to reject float for initial_cash, aligning with BacktestConfig precision contract (rule 5) - Update changelog with 2026-08-24 task 16 entry
- README: document first-day P&L into curve, volatility sample-size guard, Decimal power bridge via `Decimal(str(float(...)))`, and `positions.sellable_quantity` post-settlement semantics - mvp-contract: register §3.5 with table entries for daily_return/drawdown base, None-return for insufficient volatility samples, Decimal quantization, and sellable_quantity post-settle timing - changelog: 2026-08-24 entry for task 17 metrics baseline
- README 新增「因子诊断与分红偏差显性化」章节，明示 adjustment_policy=none 下跨除权日净值系统性低估 - mvp-contract.md 新增 §3.7 固化诊断阈值（0.1%）、写入位置、零账本影响、CLI 警告语义 - Order 字段补 `fill_ids: tuple[str, ...]` 描述；变更日志登记任务 19
…DME and mvp-contract
Document the v0.1.1 patch release in CHANGELOG.md, covering all backward-compatible hardening changes from the v0.1 real-data review: data layer hardening and performance improvements, refined match/ledger semantics, equity curve and metrics baseline fixes, strategy isolation safeguards, holdings-period factor diagnostics, CLI first-mile enhancements, and the new integration test infrastructure.
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