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v0.1.8 - Enhanced Workflow and Stability

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@stabilefrisur stabilefrisur released this 13 Nov 22:52
· 193 commits to master since this release

Added

  • Single-signal research workflow template notebook (notebooks/06_single_signal_template.ipynb) with 8588 lines
    • Complete end-to-end workflow for individual signal development and validation
    • Integrated suitability evaluation, backtesting, and performance analysis
    • Self-contained template for rapid signal idea iteration
  • Jupyter notebook stability settings and troubleshooting guide (NOTEBOOK_TROUBLESHOOTING.md)
    • Solutions for kernel crashes and execution issues
    • Environment variable configuration for Windows stability
    • Best practices for notebook development workflow

Changed

  • Refactored performance metrics consolidation into evaluation layer
    • Moved backtest/metrics.pyevaluation/performance/metrics.py
    • Enhanced metrics module with comprehensive risk-adjusted calculations
    • Unified performance analysis through evaluation layer
  • Implemented rolling window stability analysis with dual-metric scoring
    • Enhanced PerformanceAnalyzer with temporal stability assessment
    • Added rolling Sharpe ratio tracking for regime consistency
    • Improved performance reporting with stability diagnostics
  • Aligned structure and formatting across notebooks 01-05
    • Standardized markdown headers and cell organization
    • Consistent workflow documentation and prerequisite tracking
    • Improved table formatting with left-aligned display
  • Updated documentation for accuracy across design docs and notebooks
    • Corrected signal registry usage examples
    • Fixed performance evaluation design documentation
    • Enhanced signal suitability design document (renamed from signal_suitability_evaluation.md)

Fixed

  • Performance metrics now correctly compute extended risk metrics (profit factor, tail ratio, Calmar)
  • Suitability evaluation tests updated with correct configuration patterns
  • Notebook execution stability improved with proper error handling