feat(markets): add China A-share benchmarks and document non-US tickers

A-shares already resolve through the Yahoo Finance vendor (Shanghai .SS,
Shenzhen .SZ) with correct identity and indicators; add the SSE/SZSE
composite benchmarks so their alpha isn't measured against SPY, and
document the exchange-suffix tickers we support (incl. A-shares, crypto).
This commit is contained in:
Yijia-Xiao
2026-05-31 07:29:19 +00:00
parent d6762d6095
commit c93b92c7a4
3 changed files with 32 additions and 8 deletions

View File

@@ -116,13 +116,15 @@ DEFAULT_CONFIG = _apply_env_overrides({
# while non-US tickers get their regional index automatically.
"benchmark_ticker": None,
"benchmark_map": {
".NS": "^NSEI", # NSE India (Nifty 50)
".BO": "^BSESN", # BSE India (Sensex)
".T": "^N225", # Tokyo (Nikkei 225)
".HK": "^HSI", # Hong Kong (Hang Seng)
".L": "^FTSE", # London (FTSE 100)
".TO": "^GSPTSE", # Toronto (TSX Composite)
".AX": "^AXJO", # Australia (ASX 200)
"": "SPY", # default for US-listed tickers (no suffix)
".NS": "^NSEI", # NSE India (Nifty 50)
".BO": "^BSESN", # BSE India (Sensex)
".T": "^N225", # Tokyo (Nikkei 225)
".HK": "^HSI", # Hong Kong (Hang Seng)
".L": "^FTSE", # London (FTSE 100)
".TO": "^GSPTSE", # Toronto (TSX Composite)
".AX": "^AXJO", # Australia (ASX 200)
".SS": "000001.SS", # Shanghai (SSE Composite)
".SZ": "399001.SZ", # Shenzhen (SZSE Component)
"": "SPY", # default for US-listed tickers (no suffix)
},
})