Investing involves risk. This project does not provide investment advice and is for education, research, and engineering review only.
QuantAdvisorResearch is a QuantStrategyLab research publishing system. It publishes research-oriented advisory content from web and RSS evidence without placing orders.
It produces research, audit, or orchestration artifacts. It should not submit broker orders or mutate live allocations by itself.
- Treat generated reports as evidence or review material, not automatic trading instructions.
- Keep source traceability and artifact timestamps visible.
- Require human review before using outputs in downstream strategy or platform changes.
- Keep credentials, private data, and external service tokens out of Git and logs.
src/: library and runtime code.tests/: unit, contract, and regression tests.docs/: runbooks, design notes, evidence, and integration contracts..github/workflows/: CI, scheduled jobs, release, or deployment workflows.scripts/: operator scripts and local helpers.
python -m pip install -e .
python -m pytest -qdocs/advisory_contract.mddocs/data_factor_roadmap.mddocs/data_factor_roadmap.zh-CN.mddocs/notification_format.mddocs/notification_format.zh-CN.mddocs/system_design.mddocs/system_design.zh-CN.md
- See CONTRIBUTING.md for pull request scope, local verification, and documentation expectations.
- Follow CODE_OF_CONDUCT.md for maintainer and contributor conduct.
- Report credential, automation, broker, exchange, or cloud-resource vulnerabilities through SECURITY.md; do not open public issues for secrets or live-execution risk.
See LICENSE.