Add dividend quality dry-run fixtures and end-to-end smoke path. (#2)

Includes committed market-history and snapshot fixtures, builder/smoke scripts, dividend dry-run tests, and CI checkout for CnEquitySnapshotPipelines.

Co-authored-by: Cursor <cursoragent@cursor.com>

Author: Pigbibi

.env.example

@@ -3,5 +3,5 @@ STRATEGY_PROFILE=cn_index_etf_tactical_rotation
 ACCOUNT_PREFIX=QMT
 ACCOUNT_REGION=CN
 QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
-QMT_FEATURE_SNAPSHOT_PATH=
-QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=
+QMT_FEATURE_SNAPSHOT_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv
+QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json

.github/workflows/ci.yml

@@ -42,6 +42,19 @@ jobs:
           done
           echo "ref=${ref}" >> "$GITHUB_OUTPUT"
 
+      - name: Resolve CnEquitySnapshotPipelines ref
+        id: cn-equity-snapshot-pipelines-ref
+        run: |
+          set -euo pipefail
+          ref="main"
+          for candidate in "${GITHUB_HEAD_REF:-}" "${GITHUB_BASE_REF:-}"; do
+            if [ -n "$candidate" ] && git ls-remote --exit-code --heads https://github.com/QuantStrategyLab/CnEquitySnapshotPipelines.git "$candidate" >/dev/null 2>&1; then
+              ref="$candidate"
+              break
+            fi
+          done
+          echo "ref=${ref}" >> "$GITHUB_OUTPUT"
+
       - name: Checkout QuantPlatformKit
         uses: actions/checkout@v6
         with:
@@ -56,6 +69,13 @@ jobs:
           ref: ${{ steps.cn-equity-strategies-ref.outputs.ref }}
           path: external/CnEquityStrategies
 
+      - name: Checkout CnEquitySnapshotPipelines
+        uses: actions/checkout@v6
+        with:
+          repository: QuantStrategyLab/CnEquitySnapshotPipelines
+          ref: ${{ steps.cn-equity-snapshot-pipelines-ref.outputs.ref }}
+          path: external/CnEquitySnapshotPipelines
+
       - name: Setup Python
         uses: actions/setup-python@v6
         with:
@@ -66,7 +86,7 @@ jobs:
           set -euo pipefail
           python -m pip install --upgrade pip
           python -m pip install -e '.[test]' ruff
-          python -m pip install --no-deps -e external/QuantPlatformKit -e external/CnEquityStrategies
+          python -m pip install --no-deps -e external/QuantPlatformKit -e external/CnEquityStrategies -e external/CnEquitySnapshotPipelines
 
       - name: Run ruff
         run: python -m ruff check . --extend-exclude external

.gitignore

@@ -6,4 +6,6 @@ __pycache__/
 dist/
 build/
 .DS_Store
-data/
+data/*
+!data/fixtures/
+!data/fixtures/**

README.md

@@ -13,6 +13,8 @@ Current scope is **dry-run first**: evaluate strategy targets and preview orders
 
 ## Quick start
 
+### ETF tactical rotation (market history)
+
 ```bash
 python3 -m pip install -e '.[test]'
 python3 -m pip install --no-deps -e ../QuantPlatformKit ../CnEquityStrategies
@@ -26,6 +28,29 @@ curl http://127.0.0.1:8080/probe
 curl http://127.0.0.1:8080/dry-run
 ```
 
+### Dividend quality snapshot (feature snapshot)
+
+```bash
+python3 -m pip install --no-deps -e ../CnEquitySnapshotPipelines
+
+# Regenerate fixtures (uses sample factor CSV; sets as_of to today)
+python3 scripts/build_fixtures.py
+
+export STRATEGY_PROFILE=cn_dividend_quality_snapshot
+export QMT_DRY_RUN_ONLY=true
+export QMT_FEATURE_SNAPSHOT_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv
+export QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json
+
+python3 main.py
+curl http://127.0.0.1:8080/dry-run
+```
+
+End-to-end smoke (stage/build/run):
+
+```bash
+python3 scripts/smoke_cn_dividend_quality_dry_run_e2e.py
+```
+
 ## Environment variables
 
 | Variable | Default | Description |
@@ -34,6 +59,7 @@ curl http://127.0.0.1:8080/dry-run
 | `STRATEGY_PROFILE` | required | Strategy profile id |
 | `QMT_MARKET_HISTORY_PATH` | — | CSV with `date,symbol,close` for direct strategies |
 | `QMT_FEATURE_SNAPSHOT_PATH` | — | Snapshot CSV for feature-snapshot strategies |
+| `QMT_FEATURE_SNAPSHOT_MANIFEST_PATH` | — | Snapshot manifest JSON (required for dividend quality) |
 | `RUNTIME_TARGET_JSON` | — | Optional runtime target override from QuantRuntimeSettings |
 
 See `.env.example` and `CnEquityStrategies/docs/platform_integration.md`.

data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv

@@ -0,0 +1,5 @@
+as_of,symbol,sector,close_cny,adv20_cny,market_cap_cny,dividend_yield_ttm,dividend_stability_3y,earnings_positive,payout_ratio,roe_ttm,roe_stability_3y,realized_vol_126,mom_12_1,sma200_gap,suspension_days_63,is_st,list_days
+2026-06-27,600519,consumer,1680.0,800000000.0,2000000000000.0,0.035,0.85,True,0.45,0.28,0.8,0.22,0.08,0.05,0,False,4000
+2026-06-27,601088,energy,28.0,120000000.0,60000000000.0,0.055,0.78,True,0.55,0.16,0.72,0.18,0.12,0.08,0,False,3000
+2026-06-27,1,finance,12.0,200000000.0,230000000000.0,0.048,0.7,True,0.35,0.11,0.65,0.16,0.04,0.03,0,False,8000
+2026-06-27,510300,index,4.0,1000000000.0,0.0,0.02,0.5,True,0.0,0.1,0.5,0.14,0.01,0.01,0,False,3000

data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json

@@ -0,0 +1,14 @@
+{
+  "config_name": "cn_dividend_quality_snapshot",
+  "config_path": null,
+  "config_sha256": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855",
+  "contract_version": "cn_dividend_quality_snapshot.factor_snapshot.v1",
+  "generated_at": "2026-06-27T15:03:17.043212+00:00",
+  "manifest_type": "feature_snapshot",
+  "row_count": 4,
+  "snapshot_as_of": "2026-06-27",
+  "snapshot_path": "/Users/lisiyi/Projects/QmtPlatform/data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv",
+  "snapshot_sha256": "ba00a43b18ca204a53f6f657774b2964bc196a6727f329d0f9dd242f36d1cedd",
+  "source_project": "CnEquitySnapshotPipelines",
+  "strategy_profile": "cn_dividend_quality_snapshot"
+}

data/fixtures/dividend_quality/cn_dividend_quality_snapshot_ranking_latest.csv

@@ -0,0 +1,4 @@
+rank,symbol,sector,score,eligible,close_cny,adv20_cny,market_cap_cny,dividend_yield_ttm,dividend_stability_3y,roe_ttm,roe_stability_3y,realized_vol_126,mom_12_1,sma200_gap
+1,601088,energy,0.4369198095556462,True,28.0,120000000.0,60000000000.0,0.055,0.78,0.16,0.72,0.18,0.12,0.08
+2,600519,consumer,0.11194564869990552,True,1680.0,800000000.0,2000000000000.0,0.035,0.85,0.28,0.8,0.22,0.08,0.05
+3,000001,finance,-0.5488654582555526,True,12.0,200000000.0,230000000000.0,0.048,0.7,0.11,0.65,0.16,0.04,0.03

data/fixtures/dividend_quality/release_status_summary.json

@@ -0,0 +1,45 @@
+{
+  "contract_version": "cn_dividend_quality_snapshot.factor_snapshot.v1",
+  "diagnostics": {
+    "actionable": true,
+    "breadth_ratio": 1.0,
+    "candidate_count": 3,
+    "managed_symbols": [
+      "600519",
+      "601088",
+      "000001",
+      "510300"
+    ],
+    "realized_stock_weight": 0.24,
+    "regime": "risk_on",
+    "safe_haven_weight": 0.76,
+    "selected_count": 3,
+    "selected_symbols": [
+      "601088",
+      "600519",
+      "000001"
+    ],
+    "signal_source": "factor_snapshot",
+    "snapshot_contract_version": "cn_dividend_quality_snapshot.factor_snapshot.v1",
+    "status_icon": "🇨🇳",
+    "target_stock_weight": 1.0,
+    "target_weights": {
+      "000001": 0.08,
+      "510300": 0.76,
+      "600519": 0.08,
+      "601088": 0.08
+    }
+  },
+  "display_name": "CN Dividend Quality Snapshot",
+  "generated_at": "2026-06-27T15:03:17.068089+00:00",
+  "manifest_path": "/Users/lisiyi/Projects/QmtPlatform/data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json",
+  "ranking_path": "/Users/lisiyi/Projects/QmtPlatform/data/fixtures/dividend_quality/cn_dividend_quality_snapshot_ranking_latest.csv",
+  "release_status": "ready",
+  "row_count": 4,
+  "signal_description": "cn dividend quality regime=risk_on breadth=100.0% target_stock=100.0% selected=3 top=601088(0.44), 600519(0.11), 000001(-0.55)",
+  "snapshot_as_of": "2026-06-27",
+  "snapshot_path": "/Users/lisiyi/Projects/QmtPlatform/data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv",
+  "source_project": "CnEquitySnapshotPipelines",
+  "status_description": "regime=risk_on | breadth=100.0% | target_stock=100.0%",
+  "strategy_profile": "cn_dividend_quality_snapshot"
+}