Point research to snapshot pipeline repo

Author: Pigbibi

README.md

@@ -106,10 +106,19 @@ python3 scripts/print_strategy_profile_status.py
   - `symbol`, `sector`, `mom_6_1`, `mom_12_1`, `sma200_gap`, `vol_63`, `maxdd_126`
   - optional passthrough columns such as `as_of`, `close`, `volume`, `adv20_usd`, `history_days`, `eligible`
 
-Recommended upstream task:
+Recommended upstream task lives in `../UsEquitySnapshotPipelines`:
 
 ```bash
-PYTHONPATH=src:. python3 scripts/run_russell_1000_snapshot_task.py
+cd ../UsEquitySnapshotPipelines
+PYTHONPATH=src:../UsEquityStrategies/src:../QuantPlatformKit/src python scripts/update_russell_1000_input_data.py \
+  --output-dir data/input/refreshed/r1000_official_monthly_v2_alias \
+  --universe-start 2018-01-01 \
+  --price-start 2018-01-01 \
+  --extra-symbols QQQ,SPY,BOXX
+PYTHONPATH=src:../UsEquityStrategies/src:../QuantPlatformKit/src python scripts/build_russell_1000_feature_snapshot.py \
+  --prices data/input/refreshed/r1000_official_monthly_v2_alias/r1000_price_history.csv \
+  --universe data/input/refreshed/r1000_official_monthly_v2_alias/r1000_universe_history.csv \
+  --output-dir data/output/russell_1000_multi_factor_defensive
 ```
 
 Then point this runtime at the generated file:

notifications/telegram.py

@@ -49,16 +49,16 @@
         "signal_label": "信号",
         "no_trades": "✅ 无需调仓",
         "emergency": "🛡️ 金丝雀应急: {n_bad}/4 坏, 全部转入 {safe}",
-        "quarterly": "📊 季度调仓: Top {n} 轮动",
+        "quarterly": "📊 季度调仓: 前 {n} 名轮动",
         "daily_check": "📋 每日检查: 金丝雀正常, 持仓不变",
         "hold": "💎 持仓不变",
         "market_sell": "📉 [市价卖出] {symbol}: {qty}股",
         "limit_buy": "📈 [限价买入] {symbol}: {qty}股 @ ${price}",
-        "submitted": "已下发 (ID: {order_id})",
+        "submitted": "已下发（订单号: {order_id}）",
         "failed": "失败: {reason}",
-        "order_filled": "✅ 订单成交 | {symbol} {side} {qty}股 均价 ${price} (ID: {order_id})",
-        "order_partial": "⚠️ 部分成交 | {symbol} {side} {executed}/{qty}股 均价 ${price} (ID: {order_id})",
-        "order_rejected": "❌ 订单异常 | {symbol} {side} {qty}股 状态: {status} (ID: {order_id})",
+        "order_filled": "✅ 订单成交 | {symbol} {side} {qty}股 均价 ${price}（订单号: {order_id}）",
+        "order_partial": "⚠️ 部分成交 | {symbol} {side} {executed}/{qty}股 均价 ${price}（订单号: {order_id}）",
+        "order_rejected": "❌ 订单异常 | {symbol} {side} {qty}股 状态: {status}（订单号: {order_id}）",
         "strategy_name_global_etf_rotation": "全球 ETF 轮动",
         "strategy_name_russell_1000_multi_factor_defensive": "罗素1000多因子",
         "strategy_name_tech_communication_pullback_enhancement": "科技通信回调增强",

research/backtest_growth_pullback_suite.py

@@ -1292,7 +1292,7 @@ def build_workspace_mapping() -> dict[str, object]:
         "qqq_plus_default_config": str(DEFAULT_CONFIGS_DIR / "qqq_plus_stock_alpha_v1_1_default.json"),
         "qqq_plus_aggressive_config": str(DEFAULT_CONFIGS_DIR / "qqq_plus_stock_alpha_v1_1_aggressive.json"),
         "defensive_strategy_entry": str(suite.US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/strategies/russell_1000_multi_factor_defensive.py"),
-        "defensive_backtest_entry": str(suite.US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/backtests/russell_1000_multi_factor_defensive.py"),
+        "defensive_backtest_entry": str(suite.US_EQUITY_SNAPSHOT_PIPELINES_ROOT / "src/us_equity_snapshot_pipelines/russell_1000_multi_factor_backtest.py"),
         "interactivebrokers_research_dir": str(SCRIPT_DIR),
         "us_equity_strategies_read_only_reference": str(suite.US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies"),
         "quant_platform_kit_shared_read_only": str(suite.QUANT_PLATFORM_KIT_ROOT / "src/quant_platform_kit"),

research/backtest_stock_alpha_suite.py

@@ -29,10 +29,13 @@
 
 WORKSPACE_ROOT = Path(__file__).resolve().parents[2]
 US_EQUITY_STRATEGIES_ROOT = WORKSPACE_ROOT / "UsEquityStrategies"
+US_EQUITY_SNAPSHOT_PIPELINES_ROOT = WORKSPACE_ROOT / "UsEquitySnapshotPipelines"
 QUANT_PLATFORM_KIT_ROOT = WORKSPACE_ROOT / "QuantPlatformKit"
 LOCAL_RUNS_ROOT = WORKSPACE_ROOT / "_local_runs"
 
 for candidate in (
+    US_EQUITY_SNAPSHOT_PIPELINES_ROOT,
+    US_EQUITY_SNAPSHOT_PIPELINES_ROOT / "src",
     US_EQUITY_STRATEGIES_ROOT,
     US_EQUITY_STRATEGIES_ROOT / "src",
     QUANT_PLATFORM_KIT_ROOT,
@@ -43,12 +46,12 @@
         if candidate_text not in sys.path:
             sys.path.insert(0, candidate_text)
 
-from us_equity_strategies.backtests.russell_1000_multi_factor_defensive import (  # noqa: E402
+from us_equity_snapshot_pipelines.russell_1000_multi_factor_backtest import (  # noqa: E402
     build_monthly_rebalance_dates,
     resolve_active_universe,
     run_backtest as run_defensive_backtest,
 )
-from us_equity_strategies.snapshots.russell_1000_multi_factor_defensive import (  # noqa: E402
+from us_equity_snapshot_pipelines.russell_1000_multi_factor_defensive_snapshot import (  # noqa: E402
     read_table,
 )
 from us_equity_strategies.strategies.tqqq_growth_income import (  # noqa: E402
@@ -1731,8 +1734,8 @@ def build_workspace_mapping(results_dir: Path, data_run_dir: Path) -> dict[str,
     return {
         "workspace_root": str(WORKSPACE_ROOT),
         "defensive_code_entry": str(US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/strategies/russell_1000_multi_factor_defensive.py"),
-        "defensive_snapshot_entry": str(US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/snapshots/russell_1000_multi_factor_defensive.py"),
-        "defensive_backtest_entry": str(US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/backtests/russell_1000_multi_factor_defensive.py"),
+        "defensive_snapshot_entry": str(US_EQUITY_SNAPSHOT_PIPELINES_ROOT / "src/us_equity_snapshot_pipelines/russell_1000_multi_factor_defensive_snapshot.py"),
+        "defensive_backtest_entry": str(US_EQUITY_SNAPSHOT_PIPELINES_ROOT / "src/us_equity_snapshot_pipelines/russell_1000_multi_factor_backtest.py"),
         "hybrid_code_entry": str(US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/strategies/tqqq_growth_income.py"),
         "hybrid_runtime_entry": str(WORKSPACE_ROOT / "CharlesSchwabPlatform/main.py"),
         "semiconductor_code_entry": str(US_EQUITY_STRATEGIES_ROOT / "src/us_equity_strategies/strategies/soxl_soxx_trend_income.py"),

research/backtest_stock_alpha_v1_robustness.py

@@ -30,7 +30,7 @@
 
 import backtest_stock_alpha_suite as suite  # noqa: E402
 
-from us_equity_strategies.backtests.russell_1000_multi_factor_defensive import (  # noqa: E402
+from us_equity_snapshot_pipelines.russell_1000_multi_factor_backtest import (  # noqa: E402
     build_monthly_rebalance_dates,
     resolve_active_universe,
     run_backtest as run_defensive_backtest,

research/results/growth_pullback_summary.md

@@ -5,7 +5,7 @@
 - qqq_plus default config: /Users/lisiyi/Projects/InteractiveBrokersPlatform/research/configs/qqq_plus_stock_alpha_v1_1_default.json
 - qqq_plus aggressive config: /Users/lisiyi/Projects/InteractiveBrokersPlatform/research/configs/qqq_plus_stock_alpha_v1_1_aggressive.json
 - defensive strategy entry: /Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/strategies/russell_1000_multi_factor_defensive.py
-- defensive backtest entry: /Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/backtests/russell_1000_multi_factor_defensive.py
+- defensive backtest entry: /Users/lisiyi/Projects/UsEquitySnapshotPipelines/src/us_equity_snapshot_pipelines/russell_1000_multi_factor_backtest.py
 - new research entry: /Users/lisiyi/Projects/InteractiveBrokersPlatform/research/backtest_growth_pullback_suite.py
 - avoided repos: /Users/lisiyi/Projects/BinancePlatform, /Users/lisiyi/Projects/CryptoLeaderRotation
 

research/results/growth_pullback_workspace_mapping.json

@@ -3,7 +3,7 @@
   "qqq_plus_default_config": "/Users/lisiyi/Projects/InteractiveBrokersPlatform/research/configs/qqq_plus_stock_alpha_v1_1_default.json",
   "qqq_plus_aggressive_config": "/Users/lisiyi/Projects/InteractiveBrokersPlatform/research/configs/qqq_plus_stock_alpha_v1_1_aggressive.json",
   "defensive_strategy_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/strategies/russell_1000_multi_factor_defensive.py",
-  "defensive_backtest_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/backtests/russell_1000_multi_factor_defensive.py",
+  "defensive_backtest_entry": "/Users/lisiyi/Projects/UsEquitySnapshotPipelines/src/us_equity_snapshot_pipelines/russell_1000_multi_factor_backtest.py",
   "interactivebrokers_research_dir": "/Users/lisiyi/Projects/InteractiveBrokersPlatform/research",
   "us_equity_strategies_read_only_reference": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies",
   "quant_platform_kit_shared_read_only": "/Users/lisiyi/Projects/QuantPlatformKit/src/quant_platform_kit",

research/results/stock_strategy_workspace_mapping.json

@@ -1,8 +1,8 @@
 {
   "workspace_root": "/Users/lisiyi/Projects",
   "defensive_code_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/strategies/russell_1000_multi_factor_defensive.py",
-  "defensive_snapshot_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/snapshots/russell_1000_multi_factor_defensive.py",
-  "defensive_backtest_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/backtests/russell_1000_multi_factor_defensive.py",
+  "defensive_snapshot_entry": "/Users/lisiyi/Projects/UsEquitySnapshotPipelines/src/us_equity_snapshot_pipelines/russell_1000_multi_factor_defensive_snapshot.py",
+  "defensive_backtest_entry": "/Users/lisiyi/Projects/UsEquitySnapshotPipelines/src/us_equity_snapshot_pipelines/russell_1000_multi_factor_backtest.py",
   "hybrid_code_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/strategies/hybrid_growth_income.py",
   "hybrid_runtime_entry": "/Users/lisiyi/Projects/CharlesSchwabPlatform/main.py",
   "semiconductor_code_entry": "/Users/lisiyi/Projects/UsEquityStrategies/src/us_equity_strategies/strategies/semiconductor_rotation_income.py",