Skip to content

REPRODUCIBILITY.md

Latest commit

 

History

History
60 lines (44 loc) · 2.34 KB

REPRODUCIBILITY.md

File metadata and controls

60 lines (44 loc) · 2.34 KB
Raw

Reproducibility

This repository is designed so a fresh technical reviewer can validate the code and public artifacts without private files or large raw datasets.

Environment

  • Python: 3.11 or newer, matching pyproject.toml.
  • Install: python -m pip install -e ".[dev]".
  • Main local checks:
python -m pytest
ruff check src tests scripts
python -m compileall -q src scripts tests
microalpha-smoke --manifest-out /tmp/microalpha-smoke.yaml

The local development machine used for Phase 17 has Python 3.10.9, so package installation against the declared Python 3.11 floor must be verified by GitHub Actions or another real Python 3.11+ environment.

Smoke vs Full Research

The smoke path validates importability, config loading, deterministic config hashing, CLI wiring, and manifest generation. It does not download historical market data and does not rerun the full multi-day research pipeline.

Bounded demonstration command:

PYTHONPATH=src MPLCONFIGDIR=/tmp/microalpha-mpl python3 scripts/run_phase16_performance.py --output-dir /tmp/microalpha-phase16-demo/reports --work-root /tmp/microalpha-phase16-demo/work --repetitions 1

The full historical research path uses Binance/Tardis BTC-USDT historical trade and incremental L2 data. Large raw and derived datasets are intentionally kept outside Git. Full reruns require downloading source files, retaining immutable raw bytes, verifying checksums where supplied, and rebuilding the bronze, replay, research, feature, label, modeling, signal, execution, accounting, cost, robustness, and performance artifacts.

Data and Hash Policy

Raw source files are immutable byte streams. The ingestion layer records project SHA-256 checksums and vendor checksums when available. Downstream artifacts record config hashes, source identities, and deterministic result hashes. Runtime measurements, timestamps, absolute local paths, and private career files are excluded from deterministic release identity hashes.

CI

GitHub Actions runs tests and research-smoke on Python 3.11 for every push and pull request. Wall-clock benchmark thresholds are not CI gates; performance reports are measured local artifacts.

Holdout Policy

The 2026 data remain sealed. They are reserved for a future confirmatory evaluation and are not accessed by the smoke path, bounded demo, or Phase 17 packaging checks.