apt-trader/timefolio-contest ? reverse-engineered prompt

Build me a Python app for a Korean stock portfolio system that picks a weekly portfolio using five signals, value, quality, momentum, low volatility, and growth, then combines them into an optimized set of stock weights.

I want it to pull market, financial, dividend, buyback, and macro data, save and read from a local SQLite database, and respect a simple compliance list so forbidden tickers are excluded. It should handle Korean market rules like commission, transaction tax, turnover limits, sector concentration limits, minimum market cap, and minimum liquidity.

Please include a live mode that generates the current week’s portfolio, and a backtest mode for a date range so I can see how it would have performed. It should also track signal quality over time with rolling information coefficient history and warn me when a signal gets weak.

If you need to check current library or API details, look them up online and wire everything together in a clean way.