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v0.1.5
v0.1.5 - Research Workflow Notebooks
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Added
Research Workflow Notebooks
Complete systematic research workflow notebooks included in PyPI distribution
notebooks/01_data_download.ipynb - Bloomberg data download (21 cells)
Automated download for all configured securities (CDX, VIX, ETF)
BloombergSource integration with graceful error handling
Cache directory management and validation
Sample data generation for missing securities
Comprehensive logging and progress tracking
notebooks/02_signal_computation.ipynb - Signal computation (20 cells)
Batch signal computation from cached Bloomberg data
SignalRegistry integration for catalog-driven signal generation
Comprehensive validation (z-score normalization, alignment, correlations)
Plotly visualizations (individual signals, 3-panel subplot, correlation heatmap)
Metadata persistence for reproducibility
Production-ready workflow with error handling
notebooks/__init__.py - Package initialization with workflow documentation
Notebook sequence documentation
Workflow position markers for each step
Prerequisites and outputs clearly defined
Distribution Improvements
Research notebooks now included in PyPI package (aponyx/notebooks/)
Notebooks accessible after installation for copy/modification
Updated packaging to include notebook JSON files
Examples Enhancements
Signal suitability evaluation added to end_to_end_demo.ipynb
Pre-backtest quality gate demonstration
PASS/HOLD/FAIL decision workflow
Component scoring breakdown visualization
Changed
Updated .gitignore to preserve notebooks/ directory structure
Enhanced README.md with research notebooks section and workflow documentation
Updated PROJECT_STATUS.md to reflect notebook distribution
Copilot instructions updated with notebook workflow context
pyproject.toml now includes notebook files in package data
Fixed
Bloomberg demo error handling for missing Terminal connection
Suitability report path references in demo notebook
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