From bd50ef7a7efc5a2881bf79e9d805fc6be9d50405 Mon Sep 17 00:00:00 2001 From: "THINKPAD_P14S\\rongf" Date: Thu, 3 Sep 2026 19:05:14 -0400 Subject: [PATCH 1/2] fix(workflow): push to branch instead of creating PR GitHub account does not permit Actions to create PRs. Push to a fixed branch 'chore/traffic-refresh' instead, and let the user manually create the PR from the compare page. --- .github/workflows/refresh-traffic.yml | 25 ++++++++----------------- 1 file changed, 8 insertions(+), 17 deletions(-) diff --git a/.github/workflows/refresh-traffic.yml b/.github/workflows/refresh-traffic.yml index 7d6e72f..18800cf 100644 --- a/.github/workflows/refresh-traffic.yml +++ b/.github/workflows/refresh-traffic.yml @@ -108,35 +108,26 @@ jobs: New-Item -ItemType Directory -Force -Path $dir | Out-Null $snap | ConvertTo-Json -Depth 10 | Set-Content -Encoding UTF8 (Join-Path $dir "_traffic.json") - - name: Create branch, commit, push, and open PR + - name: Create branch, commit, and push shell: bash - env: - GH_TOKEN: ${{ secrets.GITHUB_TOKEN }} run: | set -euo pipefail if git diff --quiet data/_traffic.json; then - echo "No changes - skipping." + echo "No changes to data/_traffic.json - nothing to do." exit 0 fi - BRANCH="chore/traffic-$(date -u +%Y%m%d-%H%M%S)" + BRANCH="chore/traffic-refresh" git config user.name "github-actions[bot]" git config user.email "github-actions[bot]@users.noreply.github.com" + + # Delete old branch if exists, then create fresh + git push origin --delete "$BRANCH" 2>/dev/null || true git checkout -b "$BRANCH" git add data/_traffic.json git commit -m "chore: refresh traffic snapshot $(date -u +%Y-%m-%d)" git push origin "$BRANCH" - EXISTING_PR=$(gh pr list --state open --search "refresh traffic snapshot in:title" --json number 2>/dev/null | python3 -c "import json,sys; d=json.load(sys.stdin); print(d[0][\"number\"] if d else \"\")" || true) - if [[ -n "$EXISTING_PR" ]]; then - gh pr close "$EXISTING_PR" --comment "Superseded by new refresh." || true - fi - - gh pr create \ - --title "chore: refresh traffic snapshot $(date -u +%Y-%m-%d)" \ - --body "Auto-generated by refresh-traffic workflow. Updates data/_traffic.json with latest GitHub Traffic and NuGet download stats." \ - --base main \ - --head "$BRANCH" - - echo "PR opened from branch $BRANCH" + echo "Pushed to branch $BRANCH - create PR at:" + echo "https://github.com/memoryfraction/Quant.Infra.Net/compare/main...$BRANCH?expand=1" From 65347070476c16d4e2c5641b7f1a5c37941b5bf2 Mon Sep 17 00:00:00 2001 From: "THINKPAD_P14S\\rongf" Date: Sun, 6 Sep 2026 09:11:39 -0400 Subject: [PATCH 2/2] docs: reframe tagline as agent-native quant framework MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Replace the 'one-stop .NET framework' positioning with 'agent-native .NET quant framework' across README.md, docs/readme-en.md, and docs/readme-ch.md. AI agents drive the full backtest → paper → live pipeline via the built-in MCP server; humans write strategies once and swap data sources / brokers / environments by config — not code. --- README.md | 5 ++--- docs/readme-ch.md | 2 +- docs/readme-en.md | 2 +- 3 files changed, 4 insertions(+), 5 deletions(-) diff --git a/README.md b/README.md index 5e40628..1ae8e1f 100644 --- a/README.md +++ b/README.md @@ -2,9 +2,8 @@ [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml) [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0) [![Core](https://img.shields.io/badge/Core-1.5.3-blue.svg)](https://www.nuget.org/packages/Quant.Infra.Net) [![Runtime](https://img.shields.io/badge/Runtime-1.6.0-green.svg)](https://www.nuget.org/packages/Quant.Infra.Net.Runtime) [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE) -> A one-stop .NET **framework** for quantitative trading: multi-source data ingestion, unified broker execution (Binance/IB/Schwab), real-time alerting, and built-in portfolio analytics — go from idea to backtest to paper to live by changing config and a strategy file, not your codebase. -> -> 面向量化交易的一站式 .NET **框架**：多源数据接入、统一券商执行（币安/盈透/嘉信）、实时消息推送与内置组合分析工具——从想法到回测、模拟盘、实盘，改配置、改一个策略文件就行，不用改动你的代码库。 +> The **agent-native** .NET framework for quantitative trading: AI agents drive the full backtest → paper → live pipeline through a built-in MCP server, and humans write strategies once and swap data sources, brokers, and environments by config — not code. +> 一套 .NET **agent 原生**量化框架：AI agent 通过内置 MCP server 直接驱动「回测 → 模拟 → 实盘」完整管线；人类开发者只需写一次策略，数据源、券商、回测/实盘全走配置切换，一行代码都不用改。 > > 📖 [Documentation / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/) · 📦 [NuGet packages](https://www.nuget.org/profiles/memoryfraction) diff --git a/docs/readme-ch.md b/docs/readme-ch.md index 27d7e71..7f5bf8e 100644 --- a/docs/readme-ch.md +++ b/docs/readme-ch.md @@ -2,7 +2,7 @@ [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml) [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0) [![Version](https://img.shields.io/badge/Version-1.5.1-blue.svg)](https://github.com/memoryfraction/Quant.Infra.Net/releases) [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE) -> 面向量化交易的一站式 .NET **框架**：多源数据接入、统一券商执行（币安/盈透/嘉信）、实时消息推送与内置组合分析工具——从想法到回测、模拟盘、实盘，改配置、改一个策略文件就行，不用改动你的代码库。 +> 一套 .NET **agent 原生**量化框架：AI agent 通过内置 MCP server 直接驱动「回测 → 模拟 → 实盘」完整管线；人类开发者只需写一次策略，数据源、券商、回测/实盘全走配置切换，一行代码都不用改。 > 📖 [文档 / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/) diff --git a/docs/readme-en.md b/docs/readme-en.md index 892086a..90703d7 100644 --- a/docs/readme-en.md +++ b/docs/readme-en.md @@ -2,7 +2,7 @@ [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml) [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0) [![Version](https://img.shields.io/badge/Version-1.5.1-blue.svg)](https://github.com/memoryfraction/Quant.Infra.Net/releases) [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE) -> A one-stop .NET **framework** for quantitative trading: multi-source data ingestion, unified broker execution (Binance/IB/Schwab), real-time alerting, and built-in portfolio analytics — go from idea to backtest to paper to live by changing config and a strategy file, not your codebase. +> The **agent-native** .NET framework for quantitative trading: AI agents drive the full backtest → paper → live pipeline through a built-in MCP server, and humans write strategies once and swap data sources, brokers, and environments by config — not code. > 📖 [Documentation / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/)