Releases
v0.1.8
v0.1.8 - Enhanced Workflow and Stability
Compare
Sorry, something went wrong.
No results found
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.py → evaluation/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
You can’t perform that action at this time.