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v0.2.0 - Public Validation and Contributor Workflow

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@initial-d initial-d released this 20 Jul 04:05

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.md for 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

Compatibility Notes

  • Package version is now 0.2.0.
  • The project remains Python 3.9+ and PyTorch based.
  • The paper remains the research snapshot; main continues to evolve as a
    living open-source toolkit.