initial import: etf strategy project

docs/TUSHARE.md

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+# Tushare Integration
+
+## Setup
+
+1) Add token
+
+- Create `/home/openclaw/projects/quant-factor-research/.env`:
+
+  - `TUSHARE_TOKEN=...`
+  - `TUSHARE_TIMEOUT=30`
+
+Template: `configs/tushare.env.example`
+
+2) Install dependency into conda env
+
+- `conda activate qfr`
+- Prefer conda-forge where possible; but `tushare` is usually pip:
+  - `pip install tushare`
+
+## Download daily bars
+
+Example:
+
+- `python scripts/tushare_download_daily.py --ts-code 000001.SZ --start 20250101 --end 20250131 --out data/raw/000001SZ_202501.parquet`
+
+Notes:
+
+- Tushare API has rate limits based on your account积分. Cache results locally.