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Factor Coverage Notes

Current scope is daily A-share predictors backed by Tushare official APIs.

Supported Data Families

  • Daily OHLCV, adjusted returns, turnover, amount, market cap, valuation ratios.
  • PIT financial statements and Tushare financial indicators.
  • Disclosure dates, ST status, suspend status, index weights, broad index returns.
  • Shareholder count, top holders, margin trading, money flow, dividends, repurchases, unlocks.

Skipped Until A Separate Data Source Exists

  • Intraday / high-frequency predictors, including TAQ-style bid-ask spread.
  • Single-stock option implied volatility and volatility-surface predictors.
  • Patent citation, customer-supplier, governance-index, and credit-rating predictors.
  • Strict IBES / 13F equivalents where Tushare only provides an A-share proxy.

When a predictor needs one of these unavailable datasets, mark it unsupported instead of implementing a weak proxy silently.