refactor(constants): single source of truth for A-share constants (P1.1)#64
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…nts (#47) Closes #47 (P1.1). The lot size, commission/stamp rates, max-position cap, and board price limits were re-declared as literal defaults across trading, strategy, backtest, and risk modules. Introduce src/utils/ashare_constants.py as the canonical source and import the shared values instead of re-hardcoding: - strategy/base.py: PRICE_LIMITS now imported from the canonical module (and re-exported, so backtest/engine's `from src.strategy.base import PRICE_LIMITS` is unchanged); numeric defaults reference LOT_SIZE/COMMISSION_RATE/STAMP_DUTY_RATE. - trading/constraints.py: CHINEXT/STAR prefixes + numeric defaults from canonical. - risk/position_sizer.py: LOT_SIZE / MAX_SINGLE_POSITION from canonical. All values are identical to before — behavior-preserving (verified: PRICE_LIMITS identity-equal across the re-export chain, 249 strategy/backtest/constraint/ risk tests green, ruff clean). Note: each module's board-*detection* logic and rule application still live locally (they genuinely diverge — decimal vs percent limits, differing BSE handling). Unifying that logic is a deeper, behavior-sensitive follow-up; this PR consolidates the constants, which was the drift hazard. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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June 26, 2026 03:32
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Closes #47. The lot size, commission/stamp rates, max-position cap, and board price limits were re-declared as literal defaults in trading, strategy, backtest, and risk modules. Introduces
src/utils/ashare_constants.pyas the canonical source; the sites now import the shared values instead of re-hardcoding them.strategy/base.py:PRICE_LIMITSimported from canonical and re-exported (sobacktest/engine'sfrom src.strategy.base import PRICE_LIMITSis unchanged); numeric defaults referenceLOT_SIZE/COMMISSION_RATE/STAMP_DUTY_RATE.trading/constraints.py: CHINEXT/STAR prefixes + numeric defaults from canonical.risk/position_sizer.py:LOT_SIZE/MAX_SINGLE_POSITIONfrom canonical.Behavior-preserving — all values identical. Verified:
PRICE_LIMITSidentity-equal across the re-export chain; 249 strategy/backtest/constraint/risk tests green; ruff clean.Scope note: each module's board-detection logic still lives locally (the implementations genuinely diverge — decimal vs percent limits, differing BSE handling). Unifying that logic is a deeper, behavior-sensitive follow-up; this PR removes the duplicated constants, which was the drift hazard. Simulation-only; not investment advice.