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f5e8c708f3
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feat: add PIT OHLCV runner and fetch support
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2026-04-18 14:59:48 +08:00 |
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c015873ee1
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feat: add strict US alpha research pipeline
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2026-04-18 00:38:29 +08:00 |
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bf6fccfd11
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feat: add regime and breakout alpha modules
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2026-04-18 00:31:16 +08:00 |
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7853eafe55
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feat: add PIT-aware tradable universe mask
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2026-04-18 00:23:07 +08:00 |
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1edce83430
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fix: handle single-ticker yahoo panels
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2026-04-18 00:03:07 +08:00 |
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3abc51e3e3
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feat: add OHLCV market data updater
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2026-04-17 23:59:06 +08:00 |
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a66b039d2d
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Reject empty attribution semantics headers
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2026-04-07 18:10:21 +08:00 |
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88d765713e
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Reject colliding attribution semantics headers
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2026-04-07 18:10:21 +08:00 |
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35a91ba6cc
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Honor complete attribution beta semantics labels
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2026-04-07 18:10:21 +08:00 |
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b3d87b3d92
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Harden attribution beta semantics fallback
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2026-04-07 18:10:21 +08:00 |
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097131d962
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Add attribution beta semantics metadata
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2026-04-07 18:10:21 +08:00 |
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82a3e63c2b
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Restore summary schema for proxy attribution
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2026-04-07 18:10:21 +08:00 |
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69a03f52d9
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Fix proxy attribution benchmark and labeling
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2026-04-07 18:10:21 +08:00 |
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9c4a219c68
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Integrate factor attribution into backtest CLI
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2026-04-07 18:10:21 +08:00 |
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f6670d9e6d
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Normalize one-point regression residual volatility
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2026-04-07 17:02:00 +08:00 |
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18174a9e11
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Compute residual vol for square regressions
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2026-04-07 16:57:58 +08:00 |
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3d934b3316
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Handle square factor regressions without inference
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2026-04-07 16:53:16 +08:00 |
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0876c0b6af
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Guard factor regressions against unidentified models
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2026-04-07 16:48:23 +08:00 |
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f2e14ec200
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Add factor attribution regression engine
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2026-04-07 16:40:24 +08:00 |
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507565c556
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Tighten benchmark mutation leakage test
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2026-04-07 16:34:35 +08:00 |
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26937f035e
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Split proxy leakage tests
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2026-04-07 16:31:51 +08:00 |
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7afc60dfcb
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Strengthen proxy factor builder tests
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2026-04-07 16:28:00 +08:00 |
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7e44ece569
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Add factor builder leakage tests
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2026-04-07 16:21:05 +08:00 |
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7e8d24c1e9
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Add local attribution factor builders
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2026-04-07 16:16:59 +08:00 |
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2382364a46
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Handle HTTP protocol errors in factor download
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2026-04-07 16:12:00 +08:00 |
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71912b8358
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Wrap additional network errors in factor download
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2026-04-07 16:06:54 +08:00 |
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7f0c5de574
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Use explicit download errors for factor loader fallback
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2026-04-07 16:01:51 +08:00 |
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c46727b1ca
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Handle OSError download fallback for factor loader
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2026-04-07 15:57:16 +08:00 |
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0e94688066
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Narrow factor loader format fallback handling
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2026-04-07 15:51:57 +08:00 |
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9e6da727a3
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Implement Ken French factor download and cache fallback
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2026-04-07 15:44:46 +08:00 |
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e70922d9af
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Harden factor loader zip parsing and fallback
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2026-04-07 15:38:49 +08:00 |
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feb1864a4d
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Add factor loader and cache scaffolding
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2026-04-07 15:27:44 +08:00 |
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