Yuxuan Yan 2ceac82325 Add pipeline invariant checks for look-ahead, execution, PnL, and lot rules ...

Ten network-free correctness tests mapping 1:1 to the review checks:
reversal look-ahead, next-open execution date, PnL decomposition,
realized-not-target threading, blocked-trade zero cost, causal universe
mask, one-way cost bps, raw-price accounting, adjustment-invariant alpha,
and lot-lattice repair.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-06-11 21:46:29 +08:00

..

__init__.py

feat: phase 1 — data downloader, backtrader runner, SMA strategy

2026-06-07 09:21:16 +08:00

test_alpha.py

Add outlier-robust reversal_rank alpha and investable-universe filter

2026-06-11 17:40:28 +08:00

test_downloader.py

refactor: class-based alpha factory + month-partitioned data pipeline

2026-06-09 14:07:07 +08:00

test_pipeline_invariants.py

Add pipeline invariant checks for look-ahead, execution, PnL, and lot rules

2026-06-11 21:46:29 +08:00

test_portfolio.py

Evaluate weights against next-period returns to avoid look-ahead

2026-06-11 17:39:55 +08:00