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‎.github/workflows/ci.yml‎

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name: CI
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on:
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push:
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branches: [main, master]
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pull_request:
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branches: [main, master]
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concurrency:
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group: ${{ github.workflow }}-${{ github.ref }}
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cancel-in-progress: true
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jobs:
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quality:
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runs-on: ubuntu-latest
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strategy:
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fail-fast: false
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matrix:
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python-version: ['3.11', '3.12', '3.13']
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steps:
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- name: Checkout
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uses: actions/checkout@v4
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- name: Set up Python
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uses: actions/setup-python@v5
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with:
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python-version: ${{ matrix.python-version }}
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cache: pip
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- name: Install project and dev tools
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run: |
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python -m pip install --upgrade pip
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python -m pip install -e ".[dev]"
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- name: Lint with Ruff
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run: ruff check .
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- name: Run pytest
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run: pytest
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- name: Execute example notebooks
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if: matrix.python-version == '3.13'
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env:
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MPLBACKEND: Agg
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run: |
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mkdir -p /tmp/quanteval-notebooks
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jupyter nbconvert --to notebook --execute --output-dir /tmp/quanteval-notebooks examples/01_quickstart.ipynb
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jupyter nbconvert --to notebook --execute --output-dir /tmp/quanteval-notebooks examples/02_parameter_optimization.ipynb
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jupyter nbconvert --to notebook --execute --output-dir /tmp/quanteval-notebooks examples/03_strategy_comparison.ipynb
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- name: Build distribution
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if: matrix.python-version == '3.13'
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run: python -m build
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- name: Validate package metadata
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if: matrix.python-version == '3.13'
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run: twine check dist/*
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pre-commit:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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with:
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python-version: '3.13'
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cache: pip
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- name: Install pre-commit
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run: pip install pre-commit
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- name: Run pre-commit hooks
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run: pre-commit run --all-files

‎.github/workflows/release.yml‎

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name: Release
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on:
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push:
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tags:
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- 'v*'
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jobs:
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release:
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runs-on: ubuntu-latest
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steps:
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- name: Checkout
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uses: actions/checkout@v4
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- name: Set up Python
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uses: actions/setup-python@v5
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with:
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python-version: '3.13'
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cache: pip
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- name: Install build dependencies
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run: |
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python -m pip install --upgrade pip
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python -m pip install -e ".[dev]"
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- name: Build release artifacts
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run: python -m build
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- name: Validate artifacts
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run: twine check dist/*
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- name: Create GitHub release
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uses: softprops/action-gh-release@v2
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with:
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generate_release_notes: true
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files: |
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dist/*

‎.gitignore‎

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# artifacts
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__pycache__/
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*.py[cod]
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*.so
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.Python
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.coverage
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.coverage.*
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.mypy_cache/
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.pytest_cache/
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.ruff_cache/
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.ipynb_checkpoints/
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.venv/
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venv/
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build/
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dist/
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site/
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htmlcov/
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*.egg-info/
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pip-wheel-metadata/
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data_cache/
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.sisyphus/
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.vscode/
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.idea/
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# agents
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AGENTS.md
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CLAUDE.md

‎.pre-commit-config.yaml‎

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repos:
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- repo: https://github.com/kynan/nbstripout
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rev: 0.9.1
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hooks:
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- id: nbstripout
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- repo: https://github.com/pre-commit/pre-commit-hooks
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rev: v5.0.0
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hooks:
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- id: trailing-whitespace
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- id: end-of-file-fixer
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- id: check-yaml
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- id: check-added-large-files
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args: ['--maxkb=500']
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- repo: https://github.com/astral-sh/ruff-pre-commit
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rev: v0.9.10
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hooks:
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- id: ruff
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args: [--fix]
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- id: ruff-format
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- repo: https://github.com/nbQA-dev/nbQA
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rev: 1.9.1
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hooks:
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- id: nbqa-ruff
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args: [--fix]
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files: ^examples/

‎CHANGELOG.md‎

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# Changelog
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All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/).
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## [0.1.0] - 2026-03-14
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### Added
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- Backtesting engine with delayed signal execution to reduce look-ahead bias
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- Built-in strategies: dual moving average cross, Bollinger band mean reversion, buy-and-hold benchmark
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- Technical factor library: SMA, EMA, RSI, MACD, Bollinger Bands, ATR, Momentum, VolumeMA, ROC, Stochastic Oscillator
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- Grid search and walk-forward parameter optimisation
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- Multi-strategy comparison framework with correlation analysis and equal-weight portfolio construction
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- Static (matplotlib) and interactive (Plotly) visualisation for equity curves and drawdowns
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- AkShare data loader with local Parquet caching for Chinese A-share, ETF, and index data
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- GitHub Actions CI: lint, pytest (Python 3.11–3.13), notebook smoke tests, build validation
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- GitHub Actions release workflow: tag-triggered artifact build and GitHub Release creation
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- Bilingual documentation: English README and Chinese README, contributing guide, and tutorial
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- Example Jupyter notebooks: quickstart, parameter optimisation, strategy comparison
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### Notes
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- Requires Python >= 3.11
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[0.1.0]: https://github.com/KarhouTam/quanteval/releases/tag/v0.1.0

‎CODE_OF_CONDUCT.md‎

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# Contributor Covenant Code of Conduct
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## Our Pledge
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We as members, contributors, and leaders pledge to make participation in our
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community a harassment-free experience for everyone, regardless of age, body
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size, visible or invisible disability, ethnicity, sex characteristics, gender
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identity and expression, level of experience, education, socio-economic status,
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nationality, personal appearance, race, caste, color, religion, or sexual
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identity and orientation.
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We pledge to act and interact in ways that contribute to an open, welcoming,
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diverse, inclusive, and healthy community.
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## Our Standards
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Examples of behavior that contributes to a positive environment for our
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community include:
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* Demonstrating empathy and kindness toward other people
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* Being respectful of differing opinions, viewpoints, and experiences
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* Giving and gracefully accepting constructive feedback
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* Accepting responsibility and apologizing to those affected by our mistakes,
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and learning from the experience
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* Focusing on what is best not just for us as individuals, but for the
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overall community
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Examples of unacceptable behavior include:
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* The use of sexualized language or imagery, and unwelcome sexual attention
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or advances
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* Trolling, insulting or derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or email
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address, without their explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Enforcement Responsibilities
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Community leaders are responsible for clarifying and enforcing our standards of
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acceptable behavior and will take appropriate and fair corrective action in
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response to any behavior that they deem inappropriate, threatening, offensive,
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or harmful.
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Community leaders have the right and responsibility to remove, edit, or reject
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comments, commits, code, wiki edits, issues, and other contributions that are
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not aligned to this Code of Conduct, and will communicate reasons for moderation
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decisions when appropriate.
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## Scope
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This Code of Conduct applies within all community spaces, and also applies when
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an individual is officially representing the community in public spaces.
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Examples of representing our community include using an official e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported to the community leaders responsible for enforcement at
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karhou.tam@example.com.
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All complaints will be reviewed and investigated promptly and fairly.
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All community leaders are obligated to respect the privacy and security of the
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reporter of any incident.
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## Enforcement Guidelines
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Community leaders will follow these Community Impact Guidelines in determining
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the consequences for any action they deem in violation of this Code of Conduct:
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### 1. Correction
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**Community Impact**: Use of inappropriate language or other behavior deemed
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unprofessional or unwelcome in the community.
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**Consequence**: A private, written warning from community leaders, providing
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clarity around the nature of the violation and an explanation of why the
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behavior was inappropriate. A public apology may be requested.
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### 2. Warning
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**Community Impact**: A violation through a single incident or series of
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actions.
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**Consequence**: A warning with consequences for continued behavior. No
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interaction with the people involved, including unsolicited interaction with
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those enforcing the Code of Conduct, for a specified period of time. This
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includes avoiding interactions in community spaces as well as external channels
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like social media. Violating these terms may lead to a temporary or permanent
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ban.
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### 3. Temporary Ban
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**Community Impact**: A serious violation of community standards, including
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sustained inappropriate behavior.
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**Consequence**: A temporary ban from any sort of interaction or public
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communication with the community for a specified period of time. No online or
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offline interaction with the people involved, including unsolicited interaction
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with those enforcing the Code of Conduct, is allowed during this period.
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Violating these terms may lead to a permanent ban.
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### 4. Permanent Ban
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**Community Impact**: Demonstrating a pattern of violation of community
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standards, including sustained inappropriate behavior, harassment of an
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individual, or aggression toward or disparagement of classes of individuals.
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**Consequence**: A permanent ban from any sort of public interaction within the
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community.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage],
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version 2.1, available at
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[https://www.contributor-covenant.org/version/2/1/code_of_conduct.html][v2.1].
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Community Impact Guidelines were inspired by
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[Mozilla's code of conduct enforcement ladder][Mozilla CoC].
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For answers to common questions about this code of conduct, see the FAQ at
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[https://www.contributor-covenant.org/faq][faq]. Translations are available at
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[https://www.contributor-covenant.org/translations][translations].
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[homepage]: https://www.contributor-covenant.org
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[v2.1]: https://www.contributor-covenant.org/version/2/1/code_of_conduct.html
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[Mozilla CoC]: https://github.com/mozilla/diversity
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[faq]: https://www.contributor-covenant.org/faq
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[translations]: https://www.contributor-covenant.org/translations

‎CONTRIBUTING.md‎

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# Contributing to QuantEval
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Thank you for helping improve QuantEval.
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## Development setup
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```bash
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git clone https://github.com/KarhouTam/quanteval.git
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cd quanteval
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python -m pip install -e ".[dev]"
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```
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## Local checks
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Please run these before opening a pull request:
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```bash
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ruff check .
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pytest
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python -m build
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twine check dist/*
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```
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## Pull request expectations
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- keep changes focused
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- add or update tests for behavior changes
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- update English and Chinese documentation when public behavior changes
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- prefer small, reusable Python utilities over notebook-only logic
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## Reporting issues
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Include the following when possible:
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- reproduction steps
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- expected behavior
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- actual behavior
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- Python version and dependency context
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- a minimal code sample or notebook cell sequence
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## Notebook guidance
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- avoid hard-coded local absolute paths
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- keep outputs useful but not misleading
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- prefer package imports over `sys.path` hacks whenever possible
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## License
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By contributing, you agree that your contributions will be released under the MIT License.

‎LICENSE‎

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Copyright 2026 Karhou Tam
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Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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