diff --git a/README.md b/README.md index da5965f..4a89603 100644 --- a/README.md +++ b/README.md @@ -17,19 +17,6 @@ Polars-native factor computation engine for quantitative research. All operators - **`Panel`** -- Balanced `(timestamp, symbol)` container with strict alignment guarantees. Prevents look-ahead bias by construction. - **`Factor`** -- Immutable signal vector. Every operator takes `Factor` and returns `Factor` with eager evaluation. -## Numerical Conventions - -| Convention | Summary | -| --- | --- | -| Null semantics | NaN/Inf unified to null on construction. Single missing-value type throughout. | -| Division by zero | All divisions guarded at `abs(denom) < 1e-10`, returning null. | -| Rank range | (0, 1] -- does not pass through zero. Ties use `average` method. | -| Std/Variance/Covariance | ddof=0 (population). Correlation is ddof-invariant. | -| Rolling warmup | All `ts_*` operators: first `window-1` values are null. | - -Full conventions and per-operator specifications: -**[OPERATORS.md](OPERATORS.md)** - ## Installation ```bash @@ -80,6 +67,8 @@ panel = load("hourly.parquet", interval="1h") `add` `subtract` `multiply` `divide` `reverse` `densify` `bucket` and standard operators (`+` `-` `*` `/` `**` `abs`) +Full specifications and numerical conventions: **[OPERATORS.md](OPERATORS.md)** + ## Development ```bash