A-share research asset profile

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status: active owner: market-data-platform last_verified: 2026-07-20 source_of_truth: yes superseded_by: n/a

This page records the publication snapshot and usage boundaries for the A-share daily baseline, PIT financial statements, and historical industry assets. The authoritative state is DATA_PLATFORM_ROOT/metadata/current_assets/a_share_current.json. See Research data integrity for look-ahead controls and downstream ownership.

Publication snapshot

The following snapshot was checked on 2026-07-16. It records the state at that time, not a live query of the current data root.

Asset	Schema	Status at snapshot	Coverage and size
daily_clean	tushare.a_share.daily_clean.v1	Published	2015-01-05 to 2026-07-16; 11,498,830 rows; 5,785 securities
pit_fundamentals	tushare.a_share.fundamentals.pit.v1	Published	Snapshot a_share_top800_union_20150227_20260529_three_statement_pit; manifest query range 1994-02-19 to 2026-06-15; 252,643 rows; 6,292 securities; 8 quarantined rows
industry_changes	licensed.a_share.industry_changes.v1	Published	SW 2021 level-3 industries; data through 2026-03-04; 7,780 rows; 5,851 securities
normalized_fundamentals	tushare.a_share.fundamentals.normalized.v1	Not published	exists: false in the current contract at the time of the snapshot

daily_clean is the default research entry point. The default and default_next presets in strategy-pipeline use daily prices, daily valuation data, and the full-market by-date universe. Financial-statement and historical-industry features are enabled explicitly through configs/presets/a_share_pit.yml.

The PIT snapshot directory name, manifest query range, and research-universe definition are different concepts. Consumers must inspect the contract and manifest instead of inferring coverage from a directory name. At the recorded snapshot, normalized_fundamentals had no consumable alias and must be treated as missing.

The published pit_fundamentals asset described here is legacy v1. Its manifest end date of 2026-06-15 is only the end of the event query range; it does not provide a source-observation vintage. The current contract treats an explicit as-of value for this asset as missing, and the asset cannot pass v2 revision-provenance or freshness gates. Historical records collected in 2026 must not enter earlier-date revision-safe PIT backtests. Until normalized v2 and PIT v2 are rebuilt and explicitly promoted, this asset is exploratory and has status legacy_unverified.

Usage boundaries

• daily_basic provides a daily valuation overlay; it does not contain PIT financial-statement data.
• Financial-statement research uses pit_fundamentals through the platform's formal as-of loader to build field-level state.
• available_date is generated from the disclosure date with a calendar-day delay. Do not read a record before that date. Also prove that source retrieval is no later than the target as-of date and check revision coverage and freshness.
• Join historical industry labels using effective_date and end_date. Do not backfill current industry labels into historical dates.
• The current contract records publication status. The manifest records query range, cutoff, row count, security count, and quarantined rows.
• Data publication only proves that an asset is readable. A complete PIT strategy still needs research-window, benchmark, cost, capacity, and out-of-sample gates.

Historical-industry source semantics

Source	Semantics	Use
TuShare SW index_member_all	Interval membership with level-3 industry, ts_code, in_date, out_date, and is_new	Primary source for current industry_changes
TuShare CITIC ci_index_member	Interval membership with level-3 industry, ts_code, in_date, out_date, and is_new	Can be published as a parallel CITIC industry system
TuShare index_classify	Industry taxonomy inventory; SW distinguishes the 2014 and 2021 versions	Validate taxonomy/version; not a membership source by itself
Dated industry snapshot	Constituent set on a specified date; record source, date, and frequency	Sampling validation or interval derivation when evidence supports it

The platform maps in_date to effective_date, out_date to end_date, and ts_code to symbol. is_new records current-source state and cannot replace historical intervals. Set industry_system explicitly to sw2014, sw2021, citic, or a more specific taxonomy name.

A snapshot cannot directly claim exact validity intervals. For validation, record snapshot date, source name, taxonomy, level, and frequency. Current labels without effective history or dated-source provenance must not enter historical PIT research.

Publication and operations

The repository contains specifications, builders, validators, and contract keys; the data itself stays outside Git. See A-share fundamentals operations for the raw-to-PIT workflow.

Asset	Current-contract key
Daily cleaned asset	daily_clean
PIT financial statements	pit_fundamentals
Normalized financial intermediate layer	normalized_fundamentals
Historical industry changes	industry_changes