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@foolproof-labs

foolproof-labs

Foolproof Labs

中文说明

Foolproof Labs 是一组面向量化研究的开源小工具,重点是让数据、时间、统计结论和研究经验更容易检查。

其中 ashare-data-immunitypit-adjuster 直接面向 A 股常见的数据问题;其他工具也适用于 A 股量化研究流程。工具不荐股、不承诺收益,也不替代交易所规则、数据供应商说明或人工复核。

Open-source tools for making quantitative research easier to audit and harder to fool yourself about.

The projects are small, composable utilities. They do not promise profitable strategies, replace domain review, or make an entire research process automatically correct. Each tool makes one risk or assumption explicit and testable.

Projects

Project Purpose
ashare-data-immunity Quality checks for A-share daily bars: OHLCV validation, board-aware price limits, suspension detection, listing and continuity audits, and snapshot manifests.
pit-adjuster Point-in-time fixed-basis price reconstruction from corporate-action archives, with adjustment-convention drift checks.
lookahead-free Declarative checks that a time-annotated data pipeline does not give a decision data before it was available.
factor-qc A fail-closed backtest quality gate for DSR, PBO, multiple-testing haircuts, and minimum track record length.
falsification-ledger A hash-chained record for pre-registering research claims, falsification evidence, adjudication, and hit-rate reports.
lesson-book A local, deterministic mistake ledger that surfaces similar past situations before the next action.

Shared principles

  • Small tools with explicit inputs, outputs, and limits.
  • Read-only checks wherever a check is all that is needed.
  • Reproducible local workflows and machine-readable results.
  • MIT-licensed code with tests and examples.
  • Honest boundaries: a warning or pass is evidence about a check, not proof of a profitable strategy.

Contributing

Issues and pull requests are welcome. Please include a small reproducible example, the expected result, and the data or rule assumption involved. For A-share issues, state the market board, date range, data source, and the relevant exchange rule or vendor convention when available.

All repositories are MIT licensed. See each repository for installation, command examples, current status, and project-specific limitations.

Popular repositories Loading

  1. ashare-data-immunity ashare-data-immunity Public

    A 股日线数据质量检查:OHLCV 清洗、按板块识别涨跌停/停牌、上市与连续性审计、SHA-256 快照。Data immunity for A-share daily bars: cleaning, board-aware price limits and suspensions, audits, snapshot manifests.

    Python 1

  2. pit-adjuster pit-adjuster Public

    PIT 前视无偏复权引擎:复权因子链、复权口径漂移检测、快照等价校验。Point-in-time fixed-basis back-adjustment for daily prices, with convention-drift detection.

    Python

  3. falsification-ledger falsification-ledger Public

    量化研究预注册与证伪账本:哈希链防篡改、一次性裁决、命中率统计。Hash-chained pre-registration ledger for research claims.

    Python

  4. factor-qc factor-qc Public

    回测质量闸门:DSR、PBO、Harvey-Liu 多重检验折减与 MinTRL,P0/P1/P2 分级,默认不放行。Fail-closed quality gate for backtests in one NumPy engine.

    Python

  5. lesson-book lesson-book Public

    本地优先的交易经验记账本:记录错误代价,相似情境再现时提醒。Local-first tuition memory for traders.

    Python

  6. lookahead-free lookahead-free Public

    时序无前视验证:声明式数据流程检查,线性时间证明决策未使用当时不可知的数据。Verifiable look-ahead-freedom for data pipelines.

    Python

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