QingLong A-Share Research Lab is a synthetic-data public demonstration of an A-share market-structure-aware research workflow.
It focuses on tradability filters, limit-up/limit-down states, suspension handling, cohort-style pattern selection, turnover-aware simulation, and research hygiene.
- Synthetic A-share style daily data
- Suspension and limit-state flags
- Tradability filter
- Cohort-style pattern scoring
- Turnover-aware portfolio simulation
- Market-structure-aware validation notes
- Reproducible manifest
- Proprietary production pattern logic
- Private ticker selections
- Private parameters
- Real trading logs
- Paid vendor data
- Private strategy performance records
python -m pip install -e ".[dev]"
python -m pytest -q
python examples/run_qinglong_demo.py --config configs/sample_config.yaml