diff --git a/.gitignore b/.gitignore
index a62aaf0..5553f6b 100644
--- a/.gitignore
+++ b/.gitignore
@@ -64,4 +64,7 @@ CLAUDE.local.md
 .claude/docs/
 
 # Local work-in-progress notes
-TODO.md
\ No newline at end of file
+TODO.md
+
+# Results
+results
\ No newline at end of file
diff --git a/README.md b/README.md
index ed3dd76..99f3a17 100644
--- a/README.md
+++ b/README.md
@@ -1,7 +1,8 @@
 # hqbacktest - A股量化策略回测与交易模拟引擎
 
 <p align="center">
-    <img src="https://img.shields.io/badge/status-v0.1.4-blue"/>
+    <img src="https://img.shields.io/pypi/v/hqbacktest.svg"/>
+    <img src="https://img.shields.io/pypi/pyversions/hqbacktest.svg"/>
     <img src="https://img.shields.io/badge/hqdata-%3E%3D0.1.22-blue"/>
     <img src="https://img.shields.io/badge/python-%3E%3D3.10-blue"/>
 </p>
@@ -113,6 +114,17 @@ result.save("results/moving-average")
 
 命令行（推荐用于 CI 与可复现实验）：
 
+`hqbacktest` 不下载数据，命令行示例需要你本地已有一份 `hqdata` CSV 快照。先用 `hqdata` CLI 抓一段真实日线（换成你自己的 tushare/ricequant token 和日期区间）：
+
+```bash
+hqdata --source tushare calendar --start 20260123 --end 20260212
+hqdata --source tushare stock-list --start 20260123 --end 20260212
+hqdata --source tushare stock-daily --start 20260123 --end 20260212
+hqdata --source tushare stock-factor --start 20260123 --end 20260212
+```
+
+再跑仓库自带的 [`configs/moving_average.toml`](configs/moving_average.toml)（日期区间需要和你抓取的快照区间对上）：
+
 ```bash
 hqbacktest run --config configs/moving_average.toml --output results/moving-average
 ```
diff --git a/configs/moving_average.toml b/configs/moving_average.toml
new file mode 100644
index 0000000..7bc4080
--- /dev/null
+++ b/configs/moving_average.toml
@@ -0,0 +1,26 @@
+# Example config for `hqbacktest run` using the `examples.moving_average`
+# strategy against a real hqdata CSV snapshot.
+#
+# The date range below assumes you already have a `tushare` snapshot under
+# `~/.hqdata/tushare` covering 20260123-20260212 (fetch it first with the
+# `hqdata` CLI, see README "配置数据源"). If your snapshot covers a
+# different range, change `start_date` / `end_date` accordingly -- they
+# must fall within calendar.csv's trading days AND have stock_daily /
+# stock_list / stock_factor CSVs on disk for every day in range.
+
+[start]
+start_date = "20260123"        # first trading day with data in your snapshot
+end_date   = "20260212"        # last trading day with data in your snapshot
+
+[capital]
+initial_cash = "100000"
+
+[data]
+source = "tushare"             # or "ricequant"; must match a snapshot under data_root
+data_root = "~/.hqdata"
+
+[strategy]
+module = "examples.moving_average"
+
+[output]
+directory = "results/moving-average"
diff --git a/docs/cli.md b/docs/cli.md
index a953b7d..e78d353 100644
--- a/docs/cli.md
+++ b/docs/cli.md
@@ -12,6 +12,8 @@ hqbacktest run --config configs/moving_average.toml --output results/moving-aver
 python -m hqbacktest run --config configs/moving_average.toml --output results/moving-average
 ```
 
+`configs/moving_average.toml` 是仓库自带的示例配置，但 `hqbacktest` 不下载数据——运行前需要本地已有一份覆盖该日期区间的 `hqdata` CSV 快照（`hqdata` CLI 抓取步骤见 README「配置数据源」一节），否则会以退出码 2 报 `SnapshotFileMissingError`。
+
 ### 1.1 策略模块解析
 
 `hqbacktest run` 把 config 文件所在目录和当前工作目录加入 `sys.path`，让 `[strategy].module = "my_strategy"` 这类**不带点号的写法**可以直接 `import` 成功，行为与 `python -m hqbacktest run` 一致。
diff --git a/src/hqbacktest/__init__.py b/src/hqbacktest/__init__.py
index 7885c70..9e6f0cc 100644
--- a/src/hqbacktest/__init__.py
+++ b/src/hqbacktest/__init__.py
@@ -1,5 +1,7 @@
 """hqbacktest - A-share quantitative strategy backtest and trading simulation engine."""
 
+from importlib.metadata import version
+
 from hqbacktest.data import (
     CacheKey,
     DataCache,
@@ -51,7 +53,7 @@
     TradingRuleSet,
 )
 
-__version__ = "0.1.4"
+__version__ = version("hqbacktest")
 
 __all__ = [
     "__version__",