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Add a cross-market public-data validation target #65

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enhancementNew feature or request help wantedExtra attention is needed public dataTasks using public datasets such as yfinance or Baostock reproducibilityReproduction reports, determinism, and paper-alignment tasks

Description

Context: the Awesome AI Trading Research full-text review included this caveat:

Real-data validation is limited to 3 years (2022-2024) of A-shares only; cross-market generalization would add confidence.

Goal: define and run one additional public-data validation target outside the current A-share focus, while preserving the same caveats around data quality, costs, and non-investment use.

Suggested scope:

  • choose a small, redistributable or on-demand public-data universe, such as US ETFs/equities through yfinance;
  • predeclare the universe, date range, data source, cost assumptions, and failure modes;
  • run a compact validation or factor-IC workflow that fits normal contributor machines;
  • publish the exact command, generated artifacts, and caveats;
  • compare the result to the A-share public validation only as a scope check, not as a market ranking.

Useful entry points:

Acceptance criteria:

  • The new market/universe is documented before interpreting results.
  • The workflow can be reproduced without proprietary data.
  • The report includes costs, turnover or factor-IC caveats, and data-source limitations.

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    enhancementNew feature or request help wantedExtra attention is needed public dataTasks using public datasets such as yfinance or Baostock reproducibilityReproduction reports, determinism, and paper-alignment tasks

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