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Add Cboe NSE and Deribit public research sources - #38
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PureSaber
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Oct 10, 2026
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实施者自审记录(不冒充独立审批):已检查输入单位与来源限制、旧接口兼容、不可变输出及失败不发布的路径。相关本地测试和真实小样本验收通过,当前提交的远端检查全部成功。原始行情与凭据未提交仓库。
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Adds bounded official-source ingestion for VX daily files, NSE index F&O UDiFF files, and Deribit option history/current marks. Every published bundle records source hashes, exclusions, normalization assumptions and permitted research modes. Coin-quoted Deribit inputs remain analytical USD projections and cannot enable account replay.
Validation: synthetic response tests cover units, historical lots, unsafe archives, request bounds, pagination, missing data, freshness and mode restrictions. Bounded live Cboe/NSE/Deribit samples generated analysis reports; VX and NSE futures also passed modeled replay with explicit margins. Full CI remains the merge gate. Raw market data stays outside Git.