Initial commit: Add project files

2026-08-02 05:15:36 +09:00
commit dcd1322d41
636 changed files with 122352 additions and 0 deletions
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+{
+  "created_at": "2026-08-01",
+  "evidence_status": "RESEARCH_CANDIDATE_NOT_PRODUCTION",
+  "data_sources": [
+    {
+      "market": "US",
+      "symbols": [
+        "SPY",
+        "AAPL",
+        "AMZN",
+        "NVDA",
+        "TSLA",
+        "AIG",
+        "AAMRQ"
+      ],
+      "verified_end": "2026-03-20",
+      "limitations": [
+        "price return",
+        "no PIT fundamentals",
+        "no total return",
+        "public repository accuracy not guaranteed"
+      ]
+    },
+    {
+      "market": "KR",
+      "symbols": [
+        "005930",
+        "000660",
+        "035900"
+      ],
+      "verified_end": "2021-04-16",
+      "limitations": [
+        "stale source",
+        "inferred corporate-action rescaling",
+        "no PIT fundamentals",
+        "no total return"
+      ]
+    }
+  ],
+  "simulation_assumptions": {
+    "US_one_way_cost": 0.0007,
+    "KR_one_way_cost": 0.001,
+    "tax_fx_cash_yield": "excluded",
+    "execution": "close-to-close with next-day position lag"
+  },
+  "reproducibility_warning": "Raw source data are not bundled. Scripts expect the local filenames documented in source code."
+}