30bb71f9c5
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
35 lines
1.4 KiB
Markdown
35 lines
1.4 KiB
Markdown
# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Project Overview
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AI 协助分析交易数据和回测的仓库。主要用来做策略回测、行情分析、期权定价、资产配置等量化相关操作。
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## Python Environment
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- Python 3.13 (Homebrew at `/opt/homebrew/bin/python3`)
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- `pip` 与 `python3` 版本可能不对应(pip 可能指向 3.9),安装包时用 `/opt/homebrew/bin/python3 -m pip install <pkg>` 或创建 venv
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- `.venv/` 已 gitignore
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- 常用库: `pandas`, `numpy`, `akshare`, `yfinance`, `tushare`
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## Data Sources
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按优先级排序:
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1. **Tushare Pro** — 优先使用,数据最全(股票、期货、指数、期权等)
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- Token: `76efd8465f9f2591aa42a385268e06acf6b80b7a15be2267ad2281b7`
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- 用法: `import tushare as ts; ts.set_token('...'); pro = ts.pro_api()`
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2. **akshare** — 备选,无需 token,覆盖面广
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- A股指数: `ak.stock_zh_index_daily(symbol="sh000300")`
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- 全球指数: `ak.index_global_hist_em(symbol="纳斯达克")`
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- 个股: `ak.stock_zh_a_hist(symbol="600030", adjust="qfq")`
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- 期货主连: `ak.futures_main_sina(symbol="FG0")`
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3. **yfinance** — 海外市场(注意频次限制,需加 sleep)
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## Conventions
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- 期货主连代码格式: `FG0` (品种代码 + "0")
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- A股个股复权方式: 前复权 (`adjust="qfq"`)
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- 图表输出到 `/tmp/` 临时目录,不回写仓库
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