Releases
v0.1.13
v0.1.13 - Flexible Security Mapping
Compare
Sorry, something went wrong.
No results found
Added
Flexible Security Mapping for signal computation
default_securities field in signal catalog defining instrument-to-security defaults
security_mapping parameter in WorkflowConfig for custom security selection
--securities CLI option for runtime security overrides (e.g., cdx:cdx_hy_5y,etf:hyg)
workflow_custom_securities.yaml example demonstrating security mapping
DataRegistry helper methods: find_dataset_by_security() and load_dataset_by_security()
load_signal_required_data() helper in data/loaders.py for reusable data loading logic
Bloomberg Data Fetching enhancements
DataStep now downloads all securities from bloomberg_securities.json
Smart current-day refresh for intraday Bloomberg data updates
Changed
Signal Data Loading architecture
Security selection moved from DataStep to SignalStep
SignalStep maps instrument types to specific securities using defaults or overrides
DataStep becomes signal-agnostic, downloading all available securities
Signal catalog now explicitly declares default_securities for each signal
VIX loading skips security parameter (single instrument)
Documentation Updates
Updated copilot-instructions.md with security mapping patterns
Updated README.md with --securities CLI option examples
Updated PROJECT_STATUS.md with DataRegistry helpers
All documentation dates updated to November 23, 2025
Fixed
Signal computation now properly supports running same signal with different securities
Products for backtesting default to cdx_ig_5y consistently
You can’t perform that action at this time.