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Fix critical issues with daily snapshot and allocation mapping to ensure correct signal generation.
Refactor backtest.py to improve code structure and clarity. Update function signatures, add new features, and enhance logging.
Removed redundant _build_price_matrix function and adjusted related code.
Added type hints and improved logging messages in French.
Added secure retrieval of financial metrics and updated logging for model promotion criteria.
Refactor backtest.py to improve structure and readability. Update function signatures and logging for better clarity.
Refactor alpha_features.py by removing unused functions and comments, and updating feature calculations for better clarity and performance.
Added a new function to calculate monthly returns based on 'adj close'. This function ensures compatibility with MarketDataProcessor.
Remove calculate_returns function and its comments.
Removed commented-out documentation and unnecessary comments. Updated the processing pipeline to include feature calculations and cleaned up the code for better readability.
Ensure newline at end of file for consistency.
Refactor and enhance alpha feature calculations with improved readability and structure.
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🎉 This PR is included in version 1.9.0 🎉 The release is available on GitHub release Your semantic-release bot 📦🚀 |
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