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Add Cboe NSE and Deribit public research sources - #38

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PureSaber merged 2 commits into
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codex/free-derivative-sources
Oct 10, 2026
Merged

PureSaber merged 2 commits into
mainfrom
codex/free-derivative-sources

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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.

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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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实施者自审更新(不冒充独立审批):已合入 origin/main 的并行研究准入改动;本次三个免费源适配器与验收功能提交保持一致。合并后当前 head 的 Python 3.10/3.11/3.12、Windows 3.12 和 CodeQL 全部通过。固定部署继续引用已验收的 ab17ee7 功能提交,不隐式升级并行功能。真实样本、请求边界、来源指纹、Deribit 仅分析限制与分页完整性检查均已核对。

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PureSaber merged commit a871ea0 into main Oct 10, 2026
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