docs: reframe tagline as agent-native quant framework

.github/workflows/refresh-traffic.yml

@@ -108,35 +108,26 @@ jobs:
           New-Item -ItemType Directory -Force -Path $dir | Out-Null
           $snap | ConvertTo-Json -Depth 10 | Set-Content -Encoding UTF8 (Join-Path $dir "_traffic.json")
 
-      - name: Create branch, commit, push, and open PR
+      - name: Create branch, commit, and push
         shell: bash
-        env:
-          GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         run: |
           set -euo pipefail
 
           if git diff --quiet data/_traffic.json; then
-            echo "No changes - skipping."
+            echo "No changes to data/_traffic.json - nothing to do."
             exit 0
           fi
 
-          BRANCH="chore/traffic-$(date -u +%Y%m%d-%H%M%S)"
+          BRANCH="chore/traffic-refresh"
           git config user.name "github-actions[bot]"
           git config user.email "github-actions[bot]@users.noreply.github.com"
+
+          # Delete old branch if exists, then create fresh
+          git push origin --delete "$BRANCH" 2>/dev/null || true
           git checkout -b "$BRANCH"
           git add data/_traffic.json
           git commit -m "chore: refresh traffic snapshot $(date -u +%Y-%m-%d)"
           git push origin "$BRANCH"
 
-          EXISTING_PR=$(gh pr list --state open --search "refresh traffic snapshot in:title" --json number 2>/dev/null | python3 -c "import json,sys; d=json.load(sys.stdin); print(d[0][\"number\"] if d else \"\")" || true)
-          if [[ -n "$EXISTING_PR" ]]; then
-            gh pr close "$EXISTING_PR" --comment "Superseded by new refresh." || true
-          fi
-
-          gh pr create \
-            --title "chore: refresh traffic snapshot $(date -u +%Y-%m-%d)" \
-            --body "Auto-generated by refresh-traffic workflow. Updates data/_traffic.json with latest GitHub Traffic and NuGet download stats." \
-            --base main \
-            --head "$BRANCH"
-
-          echo "PR opened from branch $BRANCH"
+          echo "Pushed to branch $BRANCH - create PR at:"
+          echo "https://github.com/memoryfraction/Quant.Infra.Net/compare/main...$BRANCH?expand=1"

README.md

@@ -2,9 +2,8 @@
 
 [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml)  [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0)  [![Core](https://img.shields.io/badge/Core-1.5.3-blue.svg)](https://www.nuget.org/packages/Quant.Infra.Net)  [![Runtime](https://img.shields.io/badge/Runtime-1.6.0-green.svg)](https://www.nuget.org/packages/Quant.Infra.Net.Runtime)  [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
 
-> A one-stop .NET **framework** for quantitative trading: multi-source data ingestion, unified broker execution (Binance/IB/Schwab), real-time alerting, and built-in portfolio analytics — go from idea to backtest to paper to live by changing config and a strategy file, not your codebase.
->
-> 面向量化交易的一站式 .NET **框架**：多源数据接入、统一券商执行（币安/盈透/嘉信）、实时消息推送与内置组合分析工具——从想法到回测、模拟盘、实盘，改配置、改一个策略文件就行，不用改动你的代码库。
+> The **agent-native** .NET framework for quantitative trading: AI agents drive the full backtest → paper → live pipeline through a built-in MCP server, and humans write strategies once and swap data sources, brokers, and environments by config — not code.
+> 一套 .NET **agent 原生**量化框架：AI agent 通过内置 MCP server 直接驱动「回测 → 模拟 → 实盘」完整管线；人类开发者只需写一次策略，数据源、券商、回测/实盘全走配置切换，一行代码都不用改。
 >
 > 📖 [Documentation / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/) · 📦 [NuGet packages](https://www.nuget.org/profiles/memoryfraction)
 

docs/readme-ch.md

@@ -2,7 +2,7 @@
 
 [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml)  [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0)  [![Version](https://img.shields.io/badge/Version-1.5.1-blue.svg)](https://github.com/memoryfraction/Quant.Infra.Net/releases)  [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
 
-> 面向量化交易的一站式 .NET **框架**：多源数据接入、统一券商执行（币安/盈透/嘉信）、实时消息推送与内置组合分析工具——从想法到回测、模拟盘、实盘，改配置、改一个策略文件就行，不用改动你的代码库。
+> 一套 .NET **agent 原生**量化框架：AI agent 通过内置 MCP server 直接驱动「回测 → 模拟 → 实盘」完整管线；人类开发者只需写一次策略，数据源、券商、回测/实盘全走配置切换，一行代码都不用改。
 
 > 📖 [文档 / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/)
 

docs/readme-en.md

@@ -2,7 +2,7 @@
 
 [![Build & Test](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/memoryfraction/Quant.Infra.Net/actions/workflows/ci.yml)  [![.NET](https://img.shields.io/badge/.NET-8.0-blueviolet)](https://dotnet.microsoft.com/download/dotnet/8.0)  [![Version](https://img.shields.io/badge/Version-1.5.1-blue.svg)](https://github.com/memoryfraction/Quant.Infra.Net/releases)  [![License](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
 
-> A one-stop .NET **framework** for quantitative trading: multi-source data ingestion, unified broker execution (Binance/IB/Schwab), real-time alerting, and built-in portfolio analytics — go from idea to backtest to paper to live by changing config and a strategy file, not your codebase.
+> The **agent-native** .NET framework for quantitative trading: AI agents drive the full backtest → paper → live pipeline through a built-in MCP server, and humans write strategies once and swap data sources, brokers, and environments by config — not code.
 
 > 📖 [Documentation / GitHub Pages](https://memoryfraction.github.io/Quant.Infra.Net/)