fix(backtest): adopt complete CN calendar pin

.github/workflows/drift-check.yml

@@ -26,7 +26,7 @@ jobs:
         uses: actions/checkout@v6
         with:
           repository: QuantStrategyLab/QuantPlatformKit
-          ref: 5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd
+          ref: 4664c2b283e9409a7dae4febf8571260c9f72724
           path: external/QuantPlatformKit
 
       - name: Set up Python
@@ -194,7 +194,7 @@ jobs:
       contents: read
       issues: write
       id-token: write
-    uses: QuantStrategyLab/QuantPlatformKit/.github/workflows/reusable-drift-check.yml@5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd
+    uses: QuantStrategyLab/QuantPlatformKit/.github/workflows/reusable-drift-check.yml@4664c2b283e9409a7dae4febf8571260c9f72724
     with:
       strategy_domain: cn_equity
       caller_event_name: ${{ github.event_name }}
@@ -203,7 +203,7 @@ jobs:
       snapshot_checkout_path: external/CnEquitySnapshotPipelines
       snapshot_repository_ref: ${{ needs.preflight_backtests.outputs.snapshot_repository_ref }}
       ai_gateway_service_url: ${{ vars.AI_GATEWAY_SERVICE_URL }}
-      quant_platform_kit_ref: 5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd
+      quant_platform_kit_ref: 4664c2b283e9409a7dae4febf8571260c9f72724
       lifecycle_preflight_artifact: lifecycle-preflight-${{ github.run_id }}-${{ github.run_attempt }}
     secrets:
       codex_audit_service_url: ${{ secrets.CODEX_AUDIT_SERVICE_URL }}

pyproject.toml

@@ -10,7 +10,7 @@ readme = "README.md"
 requires-python = ">=3.11"
 dependencies = [
   "pandas>=2.0",
-  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd",
+  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@4664c2b283e9409a7dae4febf8571260c9f72724",
 ]
 
 [project.optional-dependencies]

qsl.toml

@@ -5,5 +5,5 @@ upgrade_ring = "ring_b"
 bundle = "2026.09.1"
 requires = [
   "pandas>=2.0",
-  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd",
+  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@4664c2b283e9409a7dae4febf8571260c9f72724",
 ]

tests/test_drift_workflow_config.py

@@ -18,8 +18,8 @@ def test_drift_workflow_wires_real_snapshot_history_and_preflight_bundle() -> No
     assert '"conclusion": "success"' in workflow
     assert "cn_etf_market_history.csv" in workflow
     assert "repository: QuantStrategyLab/QuantPlatformKit" in workflow
-    assert "ref: 5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd" in workflow
-    assert "quant_platform_kit_ref: 5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd" in workflow
+    assert "ref: 4664c2b283e9409a7dae4febf8571260c9f72724" in workflow
+    assert "quant_platform_kit_ref: 4664c2b283e9409a7dae4febf8571260c9f72724" in workflow
     assert "python -m pip install --no-deps -e external/QuantPlatformKit" in workflow
     assert "scripts/run_walk_forward_backtest.py" in workflow
     assert '"--list-profiles"' in workflow
@@ -30,7 +30,7 @@ def test_drift_workflow_wires_real_snapshot_history_and_preflight_bundle() -> No
     assert "Upload lifecycle preflight artifact" in workflow
     assert "actions/upload-artifact@v7" in workflow
     assert workflow.count("github.ref == format('refs/heads/{0}', github.event.repository.default_branch)") == 2
-    assert "uses: QuantStrategyLab/QuantPlatformKit/.github/workflows/reusable-drift-check.yml@5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd" in workflow
+    assert "uses: QuantStrategyLab/QuantPlatformKit/.github/workflows/reusable-drift-check.yml@4664c2b283e9409a7dae4febf8571260c9f72724" in workflow
     assert "strategy_domain: cn_equity" in workflow
     assert "caller_event_name: ${{ github.event_name }}" in workflow
     assert "caller_pr_head_repository: ${{ github.event.pull_request.head.repo.full_name || '' }}" in workflow

tests/test_proxy_backtest.py

@@ -173,6 +173,47 @@ def test_proxy_does_not_require_quotes_on_calendar_holidays():
     assert result.final_holdings["510300"] > 0
 
 
+def test_proxy_does_not_insert_2023_market_holiday_gaps():
+    dates = pd.bdate_range("2023-05-30", "2023-06-26")
+    holidays = {pd.Timestamp("2023-06-22"), pd.Timestamp("2023-06-23")}
+    rows = [
+        {"date": day, "symbol": "159949", "close": 10.0}
+        for day in dates
+        if day not in holidays
+    ]
+    result = run_proxy_backtest(
+        pd.DataFrame(rows),
+        lambda history: ({"159949": 1.0}, {}),
+        universe_symbols=("159949",),
+        config=ProxyBacktestConfig(
+            min_history_days=1,
+            rebalance_frequency="monthly",
+            commission_rate=0,
+            min_commission=0,
+            cash_reserve_ratio=0,
+        ),
+    )
+    assert list(result.equity_curve.index) == [day for day in dates if day not in holidays]
+    assert result.final_holdings["159949"] > 0
+
+
+def test_proxy_rejects_missing_price_on_2023_trading_day_while_holding():
+    dates = pd.bdate_range("2023-05-30", "2023-06-26")
+    holidays = {pd.Timestamp("2023-06-22"), pd.Timestamp("2023-06-23")}
+    rows = [
+        {"date": day, "symbol": "159949", "close": float("nan") if day == pd.Timestamp("2023-06-26") else 10.0}
+        for day in dates
+        if day not in holidays
+    ]
+    with pytest.raises(ValueError, match="finite positive price"):
+        run_proxy_backtest(
+            pd.DataFrame(rows),
+            lambda history: ({"159949": 1.0}, {}),
+            universe_symbols=("159949",),
+            config=ProxyBacktestConfig(min_history_days=1, rebalance_frequency="monthly"),
+        )
+
+
 def test_proxy_all_cash_tolerates_missing_trading_day_without_inventing_holdings():
     rows = [{"date": day, "symbol": "510300", "close": 10.0}
             for day in pd.bdate_range("2024-01-02", periods=5)

tests/test_qsl_compat_metadata.py

@@ -3,7 +3,7 @@
 
 
 ROOT = Path(__file__).resolve().parents[1]
-QPK_REVISION = "5488048cc0fc8e818b8c4be7a9729f6f1b5fdfdd"
+QPK_REVISION = "4664c2b283e9409a7dae4febf8571260c9f72724"
 QPK_URL = (
     "quant-platform-kit @ git+https://github.com/QuantStrategyLab/"
     f"QuantPlatformKit.git@{QPK_REVISION}"