v0.2.0 - Public Validation and Contributor Workflow
v0.2.0 turns the first public research baseline into a more reviewable
open-source workflow. The release adds public validation reports, a Baostock
data path, stronger contributor guidance, and clearer limitations around
public-data results.
Highlights
- Added Baostock public-data validation support and an A-share validation report.
- Added synthetic validation as a Windows CPU reproducibility baseline.
- Documented yfinance HTTP 429 rate-limit behavior and a smoke-test workflow.
- Added an English factor handbook for the 213-factor research surface.
- Added Chinese README summaries for simplified and traditional Chinese readers.
- Hardened neutralization and Baostock handling with additional tests.
- Added contributor pairing guidance for validation and benchmark reports.
- Added
SECURITY.mdfor vulnerability reporting.
Validation Position
This is still a research and education toolkit, not a trading-signal release.
The public reports are useful because they make assumptions, costs, data-source
limits, and baseline behavior easier to inspect.
The current public results do not claim deployable alpha. They mainly show:
- how the validation harness behaves across synthetic and public data;
- how turnover and transaction costs affect interpretation;
- why simple baselines are important controls;
- where contributors can add more reproducible reports.
See docs/validation_digest_20260720.md for
the release validation summary.
Useful Entry Points
- Start here:
docs/start_here.md - Public-data validation:
docs/public_data_validation.md - Validation digest:
docs/validation_digest_20260720.md - Benchmark board:
docs/benchmark_board.md - Reality check:
docs/reality_check.md - Pairing issue: #22
Compatibility Notes
- Package version is now
0.2.0. - The project remains Python 3.9+ and PyTorch based.
- The paper remains the research snapshot;
maincontinues to evolve as a
living open-source toolkit.