Yuxuan Yan 8d908477e2 Add daily derived data pipeline

2026-06-16 15:55:30 +08:00

..

alpha

Add daily derived data pipeline

2026-06-16 15:55:30 +08:00

combo

Add outlier-robust reversal_rank alpha and investable-universe filter

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

common

Add daily derived data pipeline

2026-06-16 15:55:30 +08:00

data

Add minute bar feature pipeline

2026-06-16 13:57:17 +08:00

derived

Add daily derived data pipeline

2026-06-16 15:55:30 +08:00

features

Add daily derived data pipeline

2026-06-16 15:55:30 +08:00

portfolio

Use next-open returns for research eval

2026-06-12 18:41:18 +08:00

__init__.py

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

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