docs(futu): 核实期权数据是否包含 HV 时间序列 - #18
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回应"futuapi期权数据是否包含HV时间序列"的追问，对照官方文档逐一核实： - get_option_expiration_date / get_option_chain / subscribe+get_stock_quote / get_market_snapshot 四个调用（§2.1-2.3 已列全字段）完全没有 HV，全是 快照/静态字段，没有任何序列。 - 富途标准 K 线技术指标（MA/MACD/RSI/BOLL/KDJ/EMA/SAR/WMSR/BIAS/CCI/PSY/ VR/OSC/九转）也不含 HV——HV 不是能挂在任意K线上的通用指标。 - 唯一出现"HV"字样的是财务/财报体系的 get_financials_earnings_price_move 接口，按 code+periodCount 返回每次历史财报日前后若干交易日的 option_iv/option_hv——确实是"带 HV 的时间序列"，但是财报事件窗口切片， 不是任意区间连续序列，替代不了 core/signals/hv.py 需要的 ~250 日滚动 窗口；计算口径未公开，跟项目现有 20日/252日 约定是否可比未知；且属于 第四个独立接口面，跟期权链三个调用无关。 结论：§3.6 的判断不变——两个"两者都用"模块的历史价格腿仍然只能走 yfinance。但顺带记录一个真正只有 futu 能做、yfinance 结构性做不到的 能力（跨多次历史财报的 IV/HV 对照，ADR 0004 的 gap），标注为独立探索 方向（新增 Q-g），不并入本次 provider seam 范围。 无代码改动，无新增 ADR。 Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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目的
回应"futuapi 期权数据是否包含 HV 时间序列"的追问。对照官方文档逐一核实，不是凭印象回答。无代码改动，无新增 ADR。
核实结果（新增 §2.5，充实 §3.6/TL;DR/§7）
get_financials_earnings_price_move接口（不是期权链/行情接口），按code+periodCount返回每次历史财报日前后若干交易日的option_iv/option_hv。这确实是"带 HV 的时间序列"，但：core/signals/hv.py需要的 ~250 个交易日滚动窗口；import接触面变大而不是收窄。结论不变：§3.6 里"两个'两者都用'模块的历史价格腿仍然只能走 yfinance"依然成立。
顺带记录一个真正的机会：
option_iv+option_hv跨多次历史财报事件，是 yfinance 结构性做不到的（ADR 0004 明确写了 yfinance 期权链没有历史）。标为新增的 Q-g，作为独立探索方向记录，不并入这次 provider seam 的范围。检查
python scripts/doc_guard.py— cleanruff format --check/ruff check— clean🤖 Generated with Claude Code