Draft: docs: record covariance estimator decision #5

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ageorge156 wants to merge 19 commits from codex/research-artifact-contract-20260821 into codex/ledger-attribution-20260821
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@@ -89,6 +89,22 @@ def test_research_artifact_projects_versioned_queryable_fact_tables() -> None:
assert artifact.nav["benchmark_return"].tolist() == pytest.approx(
[0.0, 0.01, -0.01, 0.02]
)
assert artifact.signals.columns.tolist() == [
"run_id",
"signal_date",
"execution_date",
"asset_id",
"factor_score",
"target_weight",
]
first_signal = artifact.signals[
artifact.signals["signal_date"] == result.factor_scores.index[0].date()
]
assert first_signal.set_index("asset_id").loc["A", "factor_score"] == 2.0
assert first_signal.set_index("asset_id").loc["A", "target_weight"] == 1.0
assert first_signal["execution_date"].unique().tolist() == [
result.schedule.signal_to_execution.iloc[0].date()
]
assert set(artifact.trades["side"]) == {"buy", "sell"}
assert {"security", "cash"}.issubset(set(artifact.positions["asset_type"]))
assert artifact.positions.groupby("trade_date")["weight"].sum().tolist() == pytest.approx(