Add dynamic RSI semiconductor indicators#26
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Reviewed commit: c82b31618e
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| rsi_threshold_history = ( | ||
| soxx_rsi_history.rolling( | ||
| rsi_quantile_window, | ||
| min_periods=max(60, min(rsi_quantile_window, 126) // 2), |
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When dynamic_rsi_quantile_window is set below 60, this computes min_periods as at least 60, which makes min_periods > window and causes pandas to raise ValueError at runtime (for example, window 20 -> min_periods 60). Since this parameter is now publicly configurable through the IBKR/LongBridge helpers, valid-looking non-default configs can crash indicator generation instead of degrading gracefully.
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| [project] | ||
| name = "quant-platform-kit" | ||
| version = "0.7.19" | ||
| version = "0.7.20" |
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This bumps the package metadata to 0.7.20, but the exported quant_platform_kit.__version__ constant remains 0.7.19 in src/quant_platform_kit/__init__.py. That creates conflicting version sources (metadata vs runtime constant), which can break version-gated behavior, diagnostics, or compatibility checks that read __version__.
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Addressed Codex review feedback:
Validation after fixes: slowrun PYTHONPATH=src .venv/bin/python -m pytest tests -> 134 passed; CI is green. |
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Summary
Long-horizon validation
Using Yahoo adjusted SOXL/SOXX and BIL-as-BOXX data from 2010-10-04 to 2026-05-06, the live dynamic q90/floor70 logic produced:
Validation
Note: local QPK venv does not have ruff installed, so ruff was not run locally.