 ao gong
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741d5f1ad3
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feat(data): snapshot asset returns with stable lineage
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2026-08-24 10:42:34 +08:00 |
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ao gong
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cbb56d2f52
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docs: record covariance estimator decision
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2026-08-21 23:49:06 +08:00 |
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ao gong
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524fc73852
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feat: estimate deterministic covariance snapshots
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2026-08-21 23:47:29 +08:00 |
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ao gong
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8ef8e3208e
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test: define deterministic covariance estimator contract
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2026-08-21 23:45:40 +08:00 |
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ao gong
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dc67f0e982
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docs: record reproducible risk artifact contract
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2026-08-21 23:41:21 +08:00 |
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ao gong
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1a60fef6e1
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feat: publish reproducible portfolio risk facts
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2026-08-21 23:28:34 +08:00 |
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ao gong
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a5dc04bf7e
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test: define reproducible risk snapshot contract
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2026-08-21 23:24:41 +08:00 |
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ao gong
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a3cefe364d
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feat: add deterministic trade and signal identity
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2026-08-21 22:32:37 +08:00 |
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ao gong
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d6c3614301
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test: require deterministic trade identity
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2026-08-21 22:32:14 +08:00 |
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ao gong
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8addce4a68
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wip: hand off research artifact contract
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2026-08-21 22:31:14 +08:00 |
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ao gong
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2071d508d0
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test: cover sortino boundary contracts
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2026-08-21 22:30:28 +08:00 |
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ao gong
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0568cabda1
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feat: include signal facts in research artifact
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2026-08-21 22:30:01 +08:00 |
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ao gong
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b2f3da9d66
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test: require signal facts in research artifact
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2026-08-21 22:29:32 +08:00 |
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ao gong
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cfa5bed188
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feat: add deterministic research run artifact
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2026-08-21 22:29:10 +08:00 |
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ao gong
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a9465e6479
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test: define versioned research artifact contract
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2026-08-21 22:26:51 +08:00 |
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ao gong
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55eeff3951
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docs: add realized ledger weights to handoff
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2026-08-21 22:22:00 +08:00 |
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ao gong
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3b1ad07c69
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feat: expose realized ledger position weights
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2026-08-21 22:21:32 +08:00 |
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ao gong
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1b5b353098
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test: define realized ledger weight projection contract
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2026-08-21 22:21:03 +08:00 |
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ao gong
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2bb9f52080
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wip: hand off ledger-backed attribution
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2026-08-21 22:19:20 +08:00 |
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ao gong
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76bb5494a2
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docs: record lightweight attribution design references
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2026-08-21 22:18:24 +08:00 |
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ao gong
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f7ad82534a
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feat: add label-safe component risk decomposition
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2026-08-21 22:17:05 +08:00 |
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ao gong
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35a52d781e
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test: define labeled component risk contract
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2026-08-21 22:16:24 +08:00 |
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ao gong
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f14ab464f7
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feat: add strict benchmark-relative performance metrics
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2026-08-21 22:15:47 +08:00 |
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ao gong
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de2f9494fc
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test: define benchmark-relative performance contract
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2026-08-21 22:15:05 +08:00 |
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ao gong
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19fe22b01a
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feat: add ledger-backed daily return attribution
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2026-08-21 22:14:18 +08:00 |
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ao gong
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212351e984
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test: define post-execution return attribution contract
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2026-08-21 22:13:04 +08:00 |
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ao gong
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5fb4b85cc3
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wip: hand off stacked daily ledger
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2026-08-21 22:06:51 +08:00 |
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ao gong
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a421278527
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fix: align ledger performance with signal window
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2026-08-21 22:05:28 +08:00 |
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ao gong
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c774a4546a
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test: exclude factor warmup from performance window
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2026-08-21 22:04:52 +08:00 |
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ao gong
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022b87fdac
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feat: expose platform-neutral ledger projection
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2026-08-21 22:03:21 +08:00 |
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ao gong
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1b39c53f18
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test: define daily ledger projection contract
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2026-08-21 22:02:58 +08:00 |
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ao gong
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b794ab2e8f
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feat: add post-execution daily ledger
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2026-08-21 22:01:35 +08:00 |
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ao gong
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a44e2d306a
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test: define post-execution daily ledger contract
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2026-08-21 21:58:01 +08:00 |
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ao gong
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15b283bdf9
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docs: distinguish signal execution and holding times
CI / lite (pull_request) Successful in 4s
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2026-08-21 21:49:07 +08:00 |
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ao gong
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f9b7f2ab1a
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feat: schedule factor weights for next-session execution
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2026-08-21 21:47:53 +08:00 |
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ao gong
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213aa88deb
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test: require execution-price input snapshot
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2026-08-21 21:46:47 +08:00 |
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ao gong
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b7f77e2a6c
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test: define lagged factor-to-execution contract
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2026-08-21 21:46:00 +08:00 |
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ao gong
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c9fb5978f0
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docs: clarify execution audit result contract
CI / lite (pull_request) Successful in 3s
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2026-08-21 21:39:12 +08:00 |
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ao gong
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b2af2a10a6
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docs: document auditable execution workflow
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2026-08-21 21:38:08 +08:00 |
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ao gong
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da2ca51ff7
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fix: enforce cash-backed long-only rebalancing
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2026-08-21 21:37:02 +08:00 |
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ao gong
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ee22d1eb9d
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test: reproduce execution cash and long-only violations
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2026-08-21 21:35:47 +08:00 |
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ao gong
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17b680604d
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fix: derive multi-day trades from target-weight deltas
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2026-08-21 21:35:15 +08:00 |
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ao gong
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c51d803daf
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test: reproduce multi-day execution audit gaps
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2026-08-21 21:31:52 +08:00 |
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ao gong
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5578851d85
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fix: enforce chronological rebalance scores
CI / lite (pull_request) Canceled after 0s
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2026-08-21 21:25:27 +08:00 |
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ao gong
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b4f7b74c04
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test: reject unsorted rebalance dates
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2026-08-21 21:25:11 +08:00 |
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ao gong
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0a236622f3
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docs: add factor-to-backtest portfolio workflow
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2026-08-21 21:24:41 +08:00 |
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ao gong
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88af157ee7
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fix: validate unique rebalance dates
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2026-08-21 21:24:17 +08:00 |
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ao gong
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a1130ea43b
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test: reject ambiguous duplicate rebalance dates
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2026-08-21 21:24:03 +08:00 |
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ao gong
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96e8f1ad62
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feat: build target weights from factor scores
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2026-08-21 21:23:25 +08:00 |
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ao gong
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ecf6b4e4bf
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test: add red factor-to-weights portfolio contract
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2026-08-21 21:22:36 +08:00 |
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