feat: 初始化 ProStock 项目基础结构和配置

- 添加项目规则文档（开发规范、安全规则、配置管理）
- 实现数据模块核心功能（API 客户端、限流器、存储管理、配置加载）
- 添加 .gitignore 和 .kilocodeignore 配置
- 配置环境变量模板
- 编写 daily 模块单元测试

src/data/daily.py

@@ -0,0 +1,70 @@
+"""Simplified daily market data interface.
+
+A single function to fetch A股日线行情 data from Tushare.
+Supports all output fields including tor (换手率) and vr (量比).
+"""
+import pandas as pd
+from typing import Optional, List, Literal
+from src.data.client import TushareClient
+
+
+def get_daily(
+    ts_code: str,
+    start_date: Optional[str] = None,
+    end_date: Optional[str] = None,
+    trade_date: Optional[str] = None,
+    adj: Literal[None, "qfq", "hfq"] = None,
+    factors: Optional[List[Literal["tor", "vr"]]] = None,
+    adjfactor: bool = False,
+) -> pd.DataFrame:
+    """Fetch daily market data for A-share stocks.
+
+    This is a simplified interface that combines rate limiting, API calls,
+    and error handling into a single function.
+
+    Args:
+        ts_code: Stock code (e.g., '000001.SZ', '600000.SH')
+        start_date: Start date in YYYYMMDD format
+        end_date: End date in YYYYMMDD format
+        trade_date: Specific trade date in YYYYMMDD format
+        adj: Adjustment type - None, 'qfq' (forward), 'hfq' (backward)
+        factors: List of factors to include - 'tor' (turnover rate), 'vr' (volume ratio)
+        adjfactor: Whether to include adjustment factor
+
+    Returns:
+        pd.DataFrame with daily market data containing:
+        - Base fields: ts_code, trade_date, open, high, low, close, pre_close, 
+                       change, pct_chg, vol, amount
+        - Factor fields (if requested): tor, vr
+        - Adjustment factor (if adjfactor=True): adjfactor
+
+    Example:
+        >>> data = get_daily('000001.SZ', start_date='20240101', end_date='20240131')
+        >>> data = get_daily('600000.SH', factors=['tor', 'vr'])
+    """
+    # Initialize client
+    client = TushareClient()
+
+    # Build parameters
+    params = {"ts_code": ts_code}
+
+    if start_date:
+        params["start_date"] = start_date
+    if end_date:
+        params["end_date"] = end_date
+    if trade_date:
+        params["trade_date"] = trade_date
+    if adj:
+        params["adj"] = adj
+    if factors:
+        params["factors"] = factors
+    if adjfactor:
+        params["adjfactor"] = "True"
+
+    # Fetch data
+    data = client.query("daily", **params)
+
+    if data.empty:
+        print(f"[get_daily] No data for ts_code={ts_code}")
+
+    return data