47 lines
1.1 KiB
JSON
47 lines
1.1 KiB
JSON
{
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"created_at": "2026-08-01",
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"evidence_status": "RESEARCH_CANDIDATE_NOT_PRODUCTION",
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"data_sources": [
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{
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"market": "US",
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"symbols": [
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"SPY",
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"AAPL",
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"AMZN",
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"NVDA",
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"TSLA",
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"AIG",
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"AAMRQ"
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],
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"verified_end": "2026-03-20",
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"limitations": [
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"price return",
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"no PIT fundamentals",
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"no total return",
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"public repository accuracy not guaranteed"
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]
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},
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{
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"market": "KR",
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"symbols": [
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"005930",
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"000660",
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"035900"
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],
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"verified_end": "2021-04-16",
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"limitations": [
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"stale source",
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"inferred corporate-action rescaling",
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"no PIT fundamentals",
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"no total return"
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]
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}
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],
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"simulation_assumptions": {
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"US_one_way_cost": 0.0007,
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"KR_one_way_cost": 0.001,
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"tax_fx_cash_yield": "excluded",
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"execution": "close-to-close with next-day position lag"
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},
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"reproducibility_warning": "Raw source data are not bundled. Scripts expect the local filenames documented in source code."
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} |