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factor-factory 1.0.0

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@github-actions github-actions released this 19 Apr 21:28
· 21 commits to main since this release
v1.0.0
17fa712

16 batches of additive work landed in one merge via PR #2. No
contract breaks; every change is backwards-compatible with v0.1.0.
First stable release; first PyPI publication.

Added

Claude Code infrastructure (batch 0)

  • .claude/ — agents (engine-reviewer, contract-auditor), commands
    (/bump, /engine-status, /contract-check, /add-engine,
    /release-check), skills (engine-protocol, piggyback-first,
    fixture-parity, release-bump, tearsheet-json-contract),
    launch.json, settings.local.json.
  • CONTRIBUTING.md, .github/PULL_REQUEST_TEMPLATE.md, Makefile,
    scripts/preview_tearsheet.sh, scripts/extract_release_notes.py.
  • CLAUDE.md promoted from stub to dense one-pager.
  • docs/og_context/06_post_v0.1_roadmap.md — the 16-batch plan.

Sphinx + Read the Docs (batch 1)

  • docs/conf.py (furo + myst-parser + autodoc2 + sphinx-design +
    sphinx-copybutton + sphinx-llms-txt), .readthedocs.yaml,
    docs/index.md, docs/reference/architecture.md, contracts snapshot,
    piggyback-map, 5 development pages, 8 cookbook pages (7 stubs + RDD +
    SCM), docs/references.bib with 17 canonical citations.
  • CI docs job runs sphinx-build -W --keep-going + HTML artifact.
  • docs extras group in pyproject.toml.

Release automation + uv.lock (batch 2)

  • .github/workflows/release.yml — OIDC trusted publisher, build →
    publish → github-release chain.
  • scripts/extract_release_notes.py, CITATION.cff, uv.lock (232 packages).

Cross-platform CI (batch 3)

  • .github/workflows/ci.yml test matrix expanded to
    {ubuntu, macos, windows} × {py3.12, py3.13}.

Framework polish (batch 4)

  • Public Panel.attach_treatment_columns(events, replace=False).
  • Panel.validate(strict=True) kwarg — strict=False skips O(n) checks.
  • Panel.__init__(..., validate=True) kwarg.
  • Panel.summary() — dict with n_units, n_periods, n_records, freq,
    period_kind, dimension, outcome_cols, n_treatment_events,
    treated_unit_share, weights_col, has_record_view, provenance.
  • <Family>Result.summary_table() — added on DidResult, SurvivalResult,
    EventStudyResult, SdidResult, MediationResult for engine-family parity.
  • from_records raises crisp error when all record_view_columns are
    missing from records.

SDID + Mediation completeness (batch 5)

  • engines.sdid.estimate(inference="placebo", n_placebo=200) option —
    placebo-test inference alternative to jackknife.
  • MediationResult.sensitivity(rho_range, n_points) — unobserved-
    confounding sensitivity analysis (CMAverse rho-test port).
  • MediationResult.outcome_family / mediator_family fields
    (default "linear"; "logistic" reserved for future MC-integration
    extension).

DiD + survival + event-study extensions (batch 6)

  • engines.did.sun_abraham — Sun-Abraham (2021) IW estimator via
    differences.ATTgt event-study aggregation.
  • engines.did.borusyak_jaravel_spiess — BJS (2024) imputation
    estimator (homegrown, no upstream required).
  • engines.survival.cox_ph(..., strata=) — stratified Cox PH.
  • engines.event_study.fama_french — FF3/FF5/Carhart-4 market-model
    event study with cached factor-series loader + live
    pandas-datareader fallback.

New engine families (batches 7–12)

  • engines.rdd — Regression Discontinuity via rdrobust
    (Calonico-Cattaneo-Titiunik 2014). Sharp + fuzzy designs.
  • engines.scm — Synthetic Control: augmented (Ben-Michael et al. 2021)
    homegrown + pysyncon classic (Abadie et al. 2010).
  • engines.het_te — Heterogeneous TEs: causal_forest (econml,
    Wager-Athey 2018) + bcf (simplified Hahn-Murray-Carvalho 2020 port).
  • engines.dml — DoubleML: plr (Chernozhukov et al. 2018 partially-
    linear-regression).
  • engines.changepoint — Changepoint detection: ruptures
    (Truong-Oudre-Vayatis 2020).
  • engines.stl — Seasonal decomposition + forecasting: sktime_stl
    (Cleveland et al. 1990).
  • engines.panel_reg — HDFE panel regression: pyfixest
    (Correia 2016 / reghdfe Python port).
  • engines.spatial — Spatial autocorrelation: morans_i
    (Moran 1950 / Anselin 1995 via esda + libpysal).
  • engines.inequality — Decomposition: theil_t homegrown with
    between/within decomposition (Theil 1967).
  • engines.reporting_bias — Under-reporting estimation: latent_em
    homegrown two-class EM (Dempster-Laird-Rubin 1977 framework).
  • engines.hawkes — Self-exciting point processes: tick via
    HawkesExpKern (Hawkes 1971, Bacry et al. 2013).
  • engines.climate — Trend detection: mann_kendall homegrown with
    Sen's slope estimator (Mann 1945 / Kendall 1948).
  • engines.diffusion — Network diffusion: ndlib_sir cascade
    simulations (requires networkx.Graph passthrough).

Framework deep-cuts (batch 13)

  • factor_factory.tidy.PanelBuilder — streaming panel construction
    for large record streams. O(n_cells) memory, not O(n_records).
  • tidy.socrata.bulk_fetch_async — async variant of bulk_fetch
    that uses afetch coroutine if the adapter provides it, else
    falls back to sync via asyncio.to_thread.

Testing infrastructure (batch 14)

  • Hypothesis property-based tests under factor_factory/tests/properties/
    covering Panel validation, PanelBuilder parity, summary shuffle-
    invariance, parquet round-trip.
  • pytest-benchmark harness under factor_factory/tests/benchmarks/.
  • pytest markers: property, benchmark, snapshot.
  • docs/migration/v0-to-v1.md — concrete migration guide for
    downstream adopters.
  • dev extras gain hypothesis, pytest-benchmark, pytest-regressions.

Research-frontier + alternative reporting (batch 15)

  • engines.het_te.bcf — Bayesian Causal Forest (simplified linear-
    Gaussian port, Hahn-Murray-Carvalho 2020).
  • engines.scm.matrix_completion — Athey-Bayati-Doudchenko-Imbens-
    Khosravi 2021 soft-impute SVD imputation.
  • factor_factory.reporting.quarto — render_report() generates
    .qmd files from Result.to_dict() outputs for users who prefer
    Quarto rendering over jellycell.

Changed

  • Default-dependency jellycell[server]>=1.3,<2 → >=1.3.5,<2 to
    guarantee jellycell #16 (setup-cache), #17 (figure path-only),
    #18 (--project), #19 (jc.table), #20 (tearsheet tag filtering),
    #22 (kernel-iopub diagnostics) are available.

Contracts

  • Contract snapshots frozen at SNAPSHOT_VERSION="1.0.0" in
    docs/reference/contracts.md — Panel shape + all 5 shipping Engine
    Protocols (DiD / Survival / EventStudy / SDID / Mediation) + Tearsheet
    JSON schema. Future changes that touch these schemas bump the snapshot
    version and log a ### Contracts entry here.
Assets 4
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