Releases
v0.1.6
v0.1.6 - Complete Research Workflow with Synthetic Data Support
Compare
Sorry, something went wrong.
No results found
Added
Backtest Workflow Notebook
Complete backtest execution notebook (notebooks/04_backtest.ipynb) with 48 cells
Strategy registry integration for catalog-driven backtesting
Multi-strategy batch execution with error handling
Comprehensive performance metrics visualization
Signal-strategy alignment validation
Metadata persistence for reproducibility
Production-ready workflow completing the 4-step research cycle
Synthetic Data Support
Synthetic data generation utilities for development workflow (notebooks/generate_synthetic_data.py)
CDX, VIX, and ETF synthetic time series generation
Configurable market regimes and correlations
Documentation for synthetic data usage (notebooks/README_SYNTHETIC_DATA.md)
Enables full workflow execution without Bloomberg Terminal access
Changed
Standardized product_id naming to lowercase format across all modules
Registry schema updated to use lowercase identifiers (e.g., cdx_ig_5y)
Strategy catalog updated with lowercase product references
All notebooks and examples updated for consistency
Enhanced signal computation notebook with improved visualizations
Better subplot layouts and formatting
Clearer correlation heatmap presentation
Refactored signal computation notebook to use fetch functions instead of hardcoded cache paths
Updated documentation to reflect current codebase state and workflow completeness
Fixed
Added missing imports to signal computation notebook
Removed deprecated tenor field from DataRegistry schema
Improved suitability evaluation workflow notebook organization
You can’t perform that action at this time.