docs: distinguish signal execution and holding times #2

Closed
ageorge156 wants to merge 24 commits from codex/core-contracts-20260821 into main
24 Commits
Author SHA1 Message Date
ao gong 15b283bdf9 docs: distinguish signal execution and holding times
CI / lite (pull_request) Successful in 4s
2026-08-21 21:49:07 +08:00
ao gong f9b7f2ab1a feat: schedule factor weights for next-session execution 2026-08-21 21:47:53 +08:00
ao gong 213aa88deb test: require execution-price input snapshot 2026-08-21 21:46:47 +08:00
ao gong b7f77e2a6c test: define lagged factor-to-execution contract 2026-08-21 21:46:00 +08:00
ao gong c9fb5978f0 docs: clarify execution audit result contract
CI / lite (pull_request) Successful in 3s
2026-08-21 21:39:12 +08:00
ao gong b2af2a10a6 docs: document auditable execution workflow 2026-08-21 21:38:08 +08:00
ao gong da2ca51ff7 fix: enforce cash-backed long-only rebalancing 2026-08-21 21:37:02 +08:00
ao gong ee22d1eb9d test: reproduce execution cash and long-only violations 2026-08-21 21:35:47 +08:00
ao gong 17b680604d fix: derive multi-day trades from target-weight deltas 2026-08-21 21:35:15 +08:00
ao gong c51d803daf test: reproduce multi-day execution audit gaps 2026-08-21 21:31:52 +08:00
ao gong 5578851d85 fix: enforce chronological rebalance scores
CI / lite (pull_request) Canceled after 0s
2026-08-21 21:25:27 +08:00
ao gong b4f7b74c04 test: reject unsorted rebalance dates 2026-08-21 21:25:11 +08:00
ao gong 0a236622f3 docs: add factor-to-backtest portfolio workflow 2026-08-21 21:24:41 +08:00
ao gong 88af157ee7 fix: validate unique rebalance dates 2026-08-21 21:24:17 +08:00
ao gong a1130ea43b test: reject ambiguous duplicate rebalance dates 2026-08-21 21:24:03 +08:00
ao gong 96e8f1ad62 feat: build target weights from factor scores 2026-08-21 21:23:25 +08:00
ao gong ecf6b4e4bf test: add red factor-to-weights portfolio contract 2026-08-21 21:22:36 +08:00
ao gong 979166ad16 docs: document unified backtest result workflow
CI / lite (pull_request) Successful in 3s
2026-08-21 21:11:52 +08:00
ao gong cdf41edf1f feat: add unified weight backtest result facade 2026-08-21 21:11:06 +08:00
ao gong 585a635797 test: add red contract for unified backtest result 2026-08-21 21:10:33 +08:00
ao gong 2ff0630973 refactor: clarify quant core validation internals
CI / lite (pull_request) Successful in 3s
2026-08-21 21:00:19 +08:00
ao gong bae4dedf70 test: satisfy metric contract lint 2026-08-21 20:59:27 +08:00
ao gong e359792ef5 fix: harden quant core calculation boundaries 2026-08-21 20:58:30 +08:00
ao gong 0c3a375b1e test: add red contracts for quant core boundaries 2026-08-21 20:57:49 +08:00