v0.1.15 - Indicator-Signal Separation Architecture

Added

• Indicator-Signal Separation Architecture
  • New indicators.py module with reusable indicator computation functions
  • New transformations.py module with signal processing operations
  • indicator_catalog.json defining 3 core indicators with metadata
  • transformation_catalog.json defining 4 transformation operations
  • Indicator caching for performance optimization across signals
  • IndicatorRegistry and TransformationRegistry for metadata management
  • Runtime overrides: indicator_override, transformation_override, security_mapping
• Enhanced CLI List Command
  • New aponyx list products to display available CDX products
  • New aponyx list indicators to show indicator catalog with data requirements
  • New aponyx list transformations to show available signal transformations
  • New aponyx list securities to display Bloomberg security mappings
  • Improved formatting with rich table output for all list commands
• Comprehensive Test Suite
  • 361 tests in test_indicator_registry.py for indicator metadata validation
  • 329 tests in test_indicators.py for indicator computation logic
  • 317 tests in test_transformation_registry.py for transformation metadata
  • 379 tests in test_signal_composer.py for signal composition patterns
  • All CLI tests updated and passing (681 total tests)

Changed

• Signal Composition Pattern (Breaking)
  • Signals now ALWAYS composed from indicator + transformation (no direct computation)
  • Removed signals.py module - all computation split into indicators and transformations
  • Signal catalog entries now reference indicator_dependencies and transformations
  • compose_signal() replaces direct signal computation functions
  • Indicators output raw economic values (bps, ratios) - NOT pre-normalized
  • Transformations apply signal processing (z-score, volatility adjustment, differencing)
• Workflow Configuration (Breaking)
  • CLI simplified to YAML-config-only approach (no CLI parameter overrides)
  • Removed --signal, --strategy, --product, --securities, --data flags from run command
  • All workflow parameters configured via YAML files only
  • New workflow_minimal.yaml and workflow_complete.yaml examples
  • Removed workflow_basic.yaml, workflow_bloomberg.yaml, workflow_custom_securities.yaml, workflow_custom_steps.yaml
• Label-Based Workflow System
  • Workflow directories renamed to {label}_{timestamp} format
  • Label field now required in workflow config
  • aponyx report accepts label or index (0 = most recent)
  • Improved workflow discovery and organization
• Registry Architecture
  • Split SignalRegistry into IndicatorRegistry, TransformationRegistry, SignalRegistry
  • Enhanced metadata validation with comprehensive error messages
  • Removed legacy compatibility code and deprecated patterns
  • Catalog schema enforced at load time with fail-fast validation

Fixed

• CLI Test Suite completely refactored for new workflow API
  • Fixed all 894 test assertions in test_commands.py
  • Updated error handling tests for YAML-only configuration
  • Fixed integration tests for label-based workflow discovery
  • All 681 tests passing with new architecture

Removed

• Legacy Compatibility Code
  • Removed backward compatibility layer from indicator-signal architecture
  • Removed CLI parameter override support (YAML-only now)
  • Removed deprecated signals.py module
  • Removed .github internal files (kept copilot-instructions.md only)
  • Removed .specify and specs/ folders from version control
  • Cleaned up 4,213 lines of legacy code

Breaking Changes

• Signal catalog schema changed - all signals must declare indicator_dependencies and transformations
• Direct signal computation functions removed - use compose_signal() with indicator + transformation
• CLI no longer accepts workflow parameter overrides - use YAML config files only
• Workflow directory naming changed to {label}_{timestamp} format
• Removed multiple example workflow files - use workflow_minimal.yaml or workflow_complete.yaml