reversal_rank weights the 5-day reversal signal by bounded cross-sectional
rank instead of z-score, so a few extreme A-share pct_change outliers
(newly listed / post-suspension / limit-up names) can no longer dominate
the book. compute_alpha gains an optional per-date investable-universe
mask (tradable, non-ST, seasoned, top-liquidity) applied to the signal
before weighting, exposed via --liquid-universe/--universe-top-n.
combo combine now accepts a single alpha as an identity passthrough so a
one-alpha pipeline run needs no synthetic second input.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Yuxuan Yan
07ed6ad917