Yuxuan Yan 8d908477e2 Add daily derived data pipeline

2026-06-16 15:55:30 +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 minute bar feature pipeline

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

test_derived.py

Add daily derived data pipeline

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

test_downloader.py

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

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

test_features.py

Add daily derived data pipeline

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

test_minute_downloader.py

Add minute bar feature pipeline

2026-06-16 13:57:17 +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

Use next-open returns for research eval

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