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fix(backtest): adopt complete CN calendar pin - #257

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Pigbibi merged 2 commits into
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fix/cn-calendar-preflight-20260914
Sep 14, 2026
Merged

Pigbibi merged 2 commits into
mainfrom
fix/cn-calendar-preflight-20260914

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@Pigbibi

@Pigbibi Pigbibi commented Sep 14, 2026

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Problem

The cn_chinext_tactical_rotation lifecycle preflight failed on 2023-06-22 because the locked QPK calendar did not include 2023 CN equity closures. The backtest therefore inserted a synthetic market day with no quote and correctly rejected held-asset valuation.

Change

  • Adopt QPK merge 4664c2b283e9409a7dae4febf8571260c9f72724, which adds the complete verified 2023 SSE/SZSE closure dates.
  • Update the active dependency, qsl.toml, lockfile, workflow inputs, and compatibility metadata to that exact QPK revision.
  • Add regressions proving 2023-06-22/23 are not inserted and that a genuinely missing price on a held asset still raises the existing finite-positive-price error.

The reindex and missing-price protections are unchanged. This PR does not modify quant-monitor, dispatch workflows, collect real market data, or place trades.

Validation

  • PYTHONPATH=/tmp/qpk-cn-calendar-merged/src:src python3 -m pytest -q tests/test_proxy_backtest.py tests/test_qsl_compat_metadata.py -k 'not research_extra_installs_frozen_sdk_and_consumer_checker' — 36 passed, 1 deselected
  • QPK pin consistency check against 4664c2b283e9409a7dae4febf8571260c9f72724 — passed
  • python3 -m pip check — passed
  • git diff --check — passed

The local environment lacks ai_gateway_client, so the research-extra installation test was left to CI.

Pigbibi and others added 2 commits September 14, 2026 20:45
Co-Authored-By: Codex <noreply@openai.com>
Co-Authored-By: Codex <noreply@openai.com>
@Pigbibi
Pigbibi merged commit 1ab5f72 into main Sep 14, 2026
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@Pigbibi
Pigbibi deleted the fix/cn-calendar-preflight-20260914 branch September 14, 2026 12:54
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