docs(TaiwanStockPriceAdj): 補充還原因子的更新時點與基準日說明 - #170
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使用者(Backer)來信詢問「除息當日的還原因子是否當日即更新,或本就預期 T+1」,文件未載明此行為,故補上。 新增內容(三點,皆為對外可觀察行為): 1. 還原價為回溯計算,以最新交易日為基準往前累乘,因此事件當日的還原價 恆等於該日原始價,調整反映在該日「之前」的歷史資料。 2. 除權息 / 減資 / 股票分割 / 面額變更的還原係數於事件當日盤後更新時即 納入計算,不會延後至次一交易日。 3. 事件排定日遇全市場休市(如颱風停市)而順延時,還原調整以實際發生交易 的日期為準,而非原定日期。 修改檔案: - docs/tutor/TaiwanMarket/Technical.md:TaiwanStockPriceAdj 段落,於 bullet list 之後、!!! example 之前插入 `??? note` 摺疊區塊 - docs/tutor/TaiwanMarket/Technical.en.md:同上,英文版 - docs/llms-full.txt:TaiwanStockPriceAdj 條目新增一行純文字 Note docs/llms.txt 僅為頁面索引,不需異動。
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背景
Backer 使用者來信詢問:TaiwanStockPriceAdj 對「除息當日」的還原因子,設計上是否應在當日更新即反映,還是本就預期延後一個交易日(T+1)?並希望文件補上更新時點的說明,方便自動化流程對接。
文件原本只寫了資料更新時間,未說明還原因子本身的更新時點與基準日,故補上。
新增內容
在
TaiwanStockPriceAdj段落的 bullet list 之後、!!! example之前,加入一個??? note摺疊區塊,共三點(皆為對外可觀察的行為):修改檔案
docs/tutor/TaiwanMarket/Technical.md??? note區塊docs/tutor/TaiwanMarket/Technical.en.mddocs/llms-full.txtTaiwanStockPriceAdj條目新增一行純文字- Note:docs/llms.txt僅為頁面索引,不需異動。