Skip to content

v0.1.19 - Interactive Research Dashboard

Choose a tag to compare

@stabilefrisur stabilefrisur released this 15 Dec 23:14
· 55 commits to master since this release

Added

  • Interactive Research Dashboard for signal pipeline analysis
    • plot_research_dashboard() function generating 5-panel Plotly visualization
    • Displays four-stage transformation pipeline (indicator → score → signal → positions → P&L)
    • Shows traded product (CDX spread) alongside signal for correlation analysis
    • Supports runtime transformation overrides via workflow metadata
    • Example script 09_research_dashboard.py demonstrating standalone usage
    • Dashboard height: 1440px with dual y-axes and synchronized time axis
    • Interactive features: shared x-axis, range slider, unified hover mode
    • 14 new tests for dashboard functionality in tests/visualization/test_plots.py

Fixed

  • Transformation Override Passthrough in research dashboard
    • Dashboard now correctly uses transformation overrides from workflow metadata
    • Added transformation override fields to workflow metadata.json
    • recompute_signal_with_intermediates() now accepts override parameters
    • Fixes issue where signal equaled score when signal_transformation override was specified

Documentation

  • Updated README.md architecture table with plot_research_dashboard function
  • Added research dashboard section to visualization_design.md
  • Updated CHANGELOG with unreleased research dashboard feature

Test Coverage

  • 769 total tests passing (increased from 755)
  • 14 new visualization tests for research dashboard functionality