# Single Python client — no file paths, no CSV downloads
from quant_data import Client

# Identity injected from SSO session; queries logged with user.
client = Client(env="prod")

# Point-in-time query — VN30 universe as it was known on 2024-03-15.
# No survivorship bias, no look-ahead bias.
universe = client.vn30_membership(
    as_of="2024-03-15",
    include_corp_actions=True,
)

bars = client.equity_bars(
    symbols=universe,
    start="2020-01-01",
    end="2024-03-15",
    fields=["open", "high", "low", "close", "volume", "foreign_room"],
    adjust="split_div",        # corporate actions applied automatically
    snapshot_id="snap_2024Q1_v3",  # pinned snapshot — reproducible
)

# Crypto — same client, market-specific schema
btc = client.crypto_bars(
    symbol="BTC-USDT-PERP",
    venues=["binance", "okx", "bybit"],
    interval="1m",
    include_funding=True,
)

# run_id of any downstream computation embeds: code SHA + snapshot_id
# → byte-identical results on re-run, today or 6 months from now.

name: vn30_momentum_carry
version: v4.2
market: vn_equity
universe:
  filter: vn30_constituents
  as_of_rule: point_in_time   # anti-survivorship
  min_adv_20d: 5_000_000_000     # VND, capacity floor

signals:
  - ref: mom_12_1@v3          # from signal library, pinned
    weight: 0.6
  - ref: carry_div_yld@v2
    weight: 0.4

entry:
  rule: composite_rank_top_decile
  rebalance: monthly_first_session

exit:
  rule: rank_drop_below_3rd_decile
  stop_loss: -0.08

sizing:
  method: equal_weight
  max_positions: 15
  respect_foreign_room: true

cost_model:
  brokerage_bps: 15
  tax_sell_bps: 10
  slippage_bps: 8
  respect_ceiling_floor: true

capital: 50_000_000_000          # 50B VND target AUM
data_snapshot: snap_2026Q2_v1