Define the data before choosing the feed.

The requirements plane converts A500 investment intent into explicit fields, temporal semantics, quality targets, licensing boundaries and downstream consumers.

A500 enhancement

Eight requirement domains.

Priority reflects the current build sequence. P0 establishes a bias-safe market universe; P1 enables multi-factor research; P2 adds higher-noise sentiment and alternative inputs.

ReferenceP0

Security & Calendar

Security masterTrading calendarIndustry history
BenchmarkP0

CSI A500

ConstituentsWeightsIndex returns
MarketP0

Price & Volume

OHLCVAmountAdjustmentTradability
AccountingP1

Fundamentals

IncomeBalance sheetCash flowAvailable-at
PricingP1

Valuation

PE / PBPS / PCFDividend yieldMarket cap
EventsP1

Corporate Events

AnnouncementsBuybacksRegulationActions
UnstructuredP2

News & Sentiment

NewsPublic opinionSocial mediaAnalyst revisions
DerivedP1

Market Sentiment

BreadthLimit activityDispersionTurnover
Research stateP1

Derived Inputs

UniverseMasksFactorsLabels

Point-in-time invariant

Only what was knowable at time t.

Every fundamental, event, news and index-membership record must carry an actual availability timestamp—not merely a reporting period or event date.

X(t) may consume only records with available_at ≤ t. Restatements, delayed publications and source revisions require separate versions.