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Provides Elvers, Polars, Python, platform, and architecture info in a single call for bug reports. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Issue templates: bug report, feature request, new operator - CODE_OF_CONDUCT.md (Contributor Covenant v2.1) - SECURITY.md with scope definition - Enhanced PR template with review criteria Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- CLAUDE.md: AI memo only (conduct, architecture, known limitations) - CONTRIBUTING.md: human contributor guide (workflow, invariants, rationale) - README.md: concise usage with design invariants - OPERATORS.md: updated zero-handling descriptions - Removed duplication across files Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
[NUMERICAL] Pure divisions (divide, inverse): guard removed entirely. Inf -> null flows through Factor constructor. Statistical operators (zscore, scale, normalize, signal, etc.): threshold changed from < 1e-10 to == 0. Degenerate cases (constant series) still return semantic defaults (0.0). Regression operators (ts_regression, vector_neut, regression_neut): threshold changed from < 1e-10 to == 0. Test tolerances: removed hardcoded abs=1e-10 where pytest.approx defaults are sufficient. Impact: eliminates silent data loss from legitimate small values. Near-zero denominators now produce large but finite values; use winsorize/truncate to handle outliers. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Removed interval parameter from load(). The balanced panel skeleton is now built from the union of all timestamps present in the data, not from a generated datetime_range. This eliminates frequency inference and correctly handles weekends, holidays, and irregular trading calendars without generating spurious all-null rows. Added _check_intervals() to warn about irregular timestamp spacing. Added timestamp type validation (must be pl.Date or pl.Datetime). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
feat: docs restructure, show_versions, remove 1e-10 zero guards
…guards (#6) * feat(ci): add pyright static type checking - Fix 4 pyright errors in factor.py (hash annotation, eq/ne override, dead code) - Add pyright to CI pipeline and dev dependencies - Remove _resolve_other (dead code after _binary refactor) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> * docs: add pyright to all checklists and update changelog for 0.4.0 - PR template: add pyright check item - README Development section: add pyright command - CONTRIBUTING: add pyright to verify, dev cycle, and pre-PR checklist - CHANGELOG [Unreleased]: full list of additions and changes since 0.3.0 Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…guards (#7) * feat(ci): add pyright static type checking - Fix 4 pyright errors in factor.py (hash annotation, eq/ne override, dead code) - Add pyright to CI pipeline and dev dependencies - Remove _resolve_other (dead code after _binary refactor) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> * docs: add pyright to all checklists and update changelog for 0.4.0 - PR template: add pyright check item - README Development section: add pyright command - CONTRIBUTING: add pyright to verify, dev cycle, and pre-PR checklist - CHANGELOG [Unreleased]: full list of additions and changes since 0.3.0 Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> * fix(core): add missing type hints to _rbinary method Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
74 operator outputs saved as parquet for numerical regression testing. Run --save before refactor, --verify after to ensure correctness. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Factor: stores column name string + Panel reference. Zero data storage. - .df is now a computed property (backward compatible) - Binary ops use pl.col expressions, no hash joins - _check_panel enforces same-Panel constraint Panel: single DataFrame holds all data and computed columns. - _add_col: adds computed column with NaN/Inf -> null conversion - select: export specific factors - gc: drop intermediate columns Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- divide: removed hash join, now uses Factor.__truediv__
- densify, bucket: pl.col("factor") -> pl.col(f._col)
- _fill_nulls: adds fill column to Panel instead of creating DataFrame
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- _cs_op: adds column to Panel via _add_col instead of DataFrame copy
- All pl.col("factor") -> pl.col(f._col)
- No joins to remove (already join-free)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Removed 4 hash joins (signed_power, maximum, minimum, where)
- All pl.col("factor") -> pl.col(f._col)
- _unary: uses Panel._add_col instead of DataFrame copy
- where: 3-way join eliminated, references columns by name
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Removed 6 hash joins (ts_corr, ts_covariance, trade_when,
ts_delta_limit, ts_regression x2)
- All pl.col("factor") -> pl.col(f._col)
- _ts_op: uses Panel._add_col instead of DataFrame copy
- ts_regression: intermediate columns use unique uid prefix
- trade_when: temporary columns use id-based naming
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Removed 13 hash joins across all group_* and neut functions - Group operations now use .over(["timestamp", group._col]) directly - regression_neut: intermediate columns use unique uid prefix Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- ts_arg_max/min: pl.col("factor") -> pl.col(f._col)
- hump: uses Panel._df directly instead of Factor.df
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- conftest: add make_panel_ts and make_panel_cs for shared-Panel tests - Multi-factor tests now create factors from the same Panel - 141/141 tests pass Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Also relaxed oracle verification threshold from 1e-14 to 1e-12 to account for expected floating-point path differences (join-based vs column-based computation). Oracle verification: 74/74 passed. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- CLAUDE.md: updated architecture section, operator template - CHANGELOG.md: added column-based architecture entry - CONTRIBUTING.md: updated Inf->null path reference - README.md: updated Design invariants Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Skip computation if column name already exists. Same name = same expression = same result. Eliminates redundant computation when sub-expressions are reused across multiple alphas. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- __version__ = "0.4.0" - CHANGELOG: [Unreleased] -> [0.4.0] - 2026-03-25 - SECURITY: add 0.4.x to supported versions - Remove oracle snapshot parquets (served their purpose during refactor) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Module layout for complete quantitative research platform: core/ - Factor + Panel (moved Panel from io/ to core/) ops/ - Step 4: factor computation (unchanged) data/ - Step 2+3: acquisition + storage (moved loader from io/) universe/ - Step 1: instrument selection analysis/ - Step 5: IC, decay, turnover, coverage synthesis/ - Step 6: orthogonalization, combination, selection portfolio/ - Step 7: optimization, constraints backtest/ - Step 8: unified signal interface risk/ - Step 9: exposure, limits, VaR execution/ - Step 10+11: trading + post-trade monitor/ - Step 12: dashboard, alerts, logging Sample data moved to data/sample/. Removed io/ module. All 141 tests pass. Pyright 0 errors. Ruff clean. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- README: added Pipeline table showing all 12 steps with status - CLAUDE.md: full architecture map with data flow diagram - CONTRIBUTING.md: fixed outdated review criteria - CHANGELOG: added restructure and memoization entries Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Covers Phase 1-7 architecture, open questions, and phandas reference paths for each module. Designed for AI session handoff. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
) - Column-based Factor: stores column name + Panel ref (zero intermediate DataFrames) - Column-level memoization: _add_col skips if column exists - Panel._add_col with NaN/Inf -> null sanitization - Pyright static type checking in CI (0 errors) - 12-step pipeline architecture scaffolded in docs - Detailed next-steps roadmap in CLAUDE.md for session continuity - All 141 tests passing Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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v0.4.0 Release
Added
show_versions()for environment diagnostics in bug reports_check_intervals()warns about irregular timestamp spacingPanel.gc()to drop intermediate columnsPanel.select()to export specific factorsChanged
1e-10zero guards across all operators. Pure divisions (divide, inverse) now produce Inf → null via Panel._add_col. Statistical and regression operators use exact zero checks for degenerate cases.Tests
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