mihailoxyz/alpha-search

qlib-csi300 (private mirror)

Private mirror of the QuantaAlpha/qlib_csi300 Qlib bundle (CSI300 daily OHLCV+vwap ~2015-2025 + cn_data with point-in-time constituents), pinned for the alpha-search experiments so the data underlying published results cannot drift. Mirrored 2026-07-28; sha256 checksums verified file-by-file against the source at mirror time.

• daily_pv.h5 — daily price/volume panel (sha256 a357dcc5f641161a...)
• daily_pv_debug.h5 — small debug subset (sha256 03816baa04a9ccef...)
• cn_data.zip — full qlib cn_data dir incl. PIT CSI300 instruments (sha256 233485a9035d5d00...)

alpha101.jsonl — hypothesis seed dataset

The 101 Formulaic Alphas (Kakushadze, arXiv:1601.00991; formulas (c) WorldQuant LLC, published with permission in the paper) as enriched seeds for the miner. Per row: formula (byte-exact parse from the arXiv PDF), hypothesis (trader-economics rationale), description (mechanical read), code (self-contained def alpha(d, params) pandas translation; d = dict of wide date x instrument DataFrames), params/param_names (all windows and constants lifted out), fields, ops, uses_indneutralize, uses_cap (82/101 computable without industry/cap data).

Provenance: authored by 7 Opus agents from the parsed formulas under a fixed operator->pandas mapping, adversarially re-verified by 7 independent Opus agents (15 rows corrected, incl. one formula parenthesis defect), then all 101 codes executed on the CSI300 debug panel (shape/finiteness/non-constant gate). Alphas 96-97 neutralize mathematically-undefined inner correlations to 0. Working copy + conventions doc: alpha-search repo, src/alpha_search/data/seeds/.