Add T0.5 market heat IPO analysis

Request:
- Test whether subscription-period T0.5 market heat data can be captured and incorporated into IPO analysis.

Changes:
- Add an ipo_market_heat table for non-official market-heat snapshots.
- Add a VBKR/Jieli archive script for expected margin subscription multiples.
- Archive the 2026-06-15T18:40:00Z heat snapshot for 01392, 02335, 06067, 06106, and 06132.
- Add an experimental T0.5 overlay rule file and a Chinese cross-IPO trial report.
- Update archivist and analyst skills so T0.5 remains separate from official T1 allotment demand.

Verification:
- .venv/bin/python -m py_compile scripts/archive_t0_5_market_heat.py scripts/build_analysis_dataset.py scripts/update_sync_state.py
- Python sqlite3 PRAGMA integrity_check returned ok and foreign_key_check returned zero rows.
- Confirmed 5 ipo_market_heat rows and 5 t0_5_market_heat source_refs for the frozen snapshot.
- git diff --cached --check

Next useful context:
- T0.5 data is non-official and should be resampled during the subscription window, then compared against T1 official allotment results.
This commit is contained in:
2026-06-15 15:44:32 +00:00
parent a2ec016769
commit 222f55c140
13 changed files with 3043 additions and 2507 deletions
+21
View File
@@ -53,6 +53,27 @@ CREATE TABLE IF NOT EXISTS ipo_demand (
notes TEXT
);
CREATE TABLE IF NOT EXISTS ipo_market_heat (
heat_id TEXT PRIMARY KEY,
ticker TEXT NOT NULL REFERENCES ipo_master(ticker),
source_id TEXT NOT NULL REFERENCES source_refs(source_id),
stage TEXT NOT NULL DEFAULT 'T0_5_market_heat',
provider TEXT NOT NULL,
observed_at TEXT NOT NULL,
margin_subscription_multiple REAL,
margin_multiple_label TEXT,
offer_price_low_hkd REAL,
offer_price_high_hkd REAL,
board_lot INTEGER,
min_subscription_amount_hkd REAL,
subscription_deadline TEXT,
result_announcement_date TEXT,
listing_date TEXT,
data_as_of TEXT NOT NULL,
notes TEXT,
UNIQUE (ticker, provider, observed_at)
);
CREATE TABLE IF NOT EXISTS price_performance (
performance_id TEXT PRIMARY KEY,
ticker TEXT NOT NULL REFERENCES ipo_master(ticker),