每日股票分析器

WHENWhen implementing a BaseFetcher subclass for data collection

ACTIONnormalize stock codes to exactly 6-digit format for A-share, 5-digit with HK prefix for HK, and uppercase alphanumeric for US stocks

CONSEQUENCEIncorrect stock code format causes routing failures and data fetcher returns empty DataFrame, breaking analysis pipeline for that stock

WHENWhen calculating volume_ratio technical indicator

ACTIONuse shift(1) on the 5-day rolling average volume denominator to exclude current day from the calculation

CONSEQUENCEWithout shift(1), the volume_ratio includes current day volume in both numerator and denominator, creating look-ahead contamination that inflates the ratio

WHENWhen returning fetched data from any fetcher implementation

ACTIONinclude exactly these columns in the output DataFrame: date, open, high, low, close, volume, amount, pct_chg, ma5, ma10, ma20, volume_ratio

CONSEQUENCEMissing required columns cause downstream analysis stages to fail with KeyError, breaking the entire trading signal generation pipeline