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v0.1.5 - Research Workflow Notebooks

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@stabilefrisur stabilefrisur released this 08 Nov 18:39
· 218 commits to master since this release

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