Skip to content

QuantsScenarioBench v1.1.0

Choose a tag to compare

View all tags
@tim-nish tim-nish released this 03 Jul 15:35
v1.1.0
4d31f2c
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

Highlights

  • Benchmark Core — Portfolio Optimizer Interface (BaselineStrategy, ForecastOptimizer), a validated PortfolioWeights type, three traditional baselines (EqualWeight, GlobalMinimumVariance, CVaROptimization), four performance metrics (Sharpe, Sortino, Maximum Drawdown, Final Wealth Factor), and run_benchmark() producing a JSON-serializable BenchmarkResult.
  • EvaluationResult pipeline — a fixed, JSON-native EvaluationResult schema, plus the pure to_evaluation_result() transform from BenchmarkResult.
  • Local evaluation result storage — write_evaluation_result() writes one timestamped, append-only JSON file per run, organized by Benchmark Dataset and strategy.
  • Hugging Face evaluation results publishing — publish_evaluation_results() and generate_evaluation_results_card() publish results to a shared, append-only Hugging Face dataset repo with an auto-generated summary card.
  • Leaderboard aggregation — aggregate_evaluation_results(), load_evaluation_results(), and load_evaluation_results_from_hub() build a ranked strategy × Benchmark Dataset table from every published EvaluationResult.

Notes

  • This release provides leaderboard aggregation only — a ranked list[dict] you can load into pandas, a notebook, or your own app. There is no hosted or public leaderboard page.
  • The Hugging Face Space (Gradio Leaderboard UI) is planned for v1.2, not included here.

See CHANGELOG.md for full details.

Assets 2
Loading