Yuxuan Yan 3c58a1372e Use next-open returns for research eval

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

..

__init__.py

feat: add portfolio phase — discretize alpha weights into tradable positions

2026-06-10 11:23:04 +08:00

cli.py

feat: add portfolio phase — discretize alpha weights into tradable positions

2026-06-10 11:23:04 +08:00

constraints.py

feat: add portfolio phase — discretize alpha weights into tradable positions

2026-06-10 11:23:04 +08:00

construct.py

Use next-open returns for research eval

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

costs.py

Document and abstract portfolio trading costs

2026-06-10 15:41:38 +08:00

discretize.py

Fix portfolio construction NaN handling

2026-06-10 14:58:06 +08:00

market_rules.py

feat: add portfolio phase — discretize alpha weights into tradable positions

2026-06-10 11:23:04 +08:00

research.py

Use next-open returns for research eval

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

simulator.py

Document and abstract portfolio trading costs

2026-06-10 15:41:38 +08:00