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Define versioned optimizer capabilities and forecast semantics - #46

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PureSaber merged 4 commits into
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codex/optimizer-barra-v2
Oct 14, 2026
Merged

PureSaber merged 4 commits into
mainfrom
codex/optimizer-barra-v2

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Research and execution previously exposed different allocation options, and implicit score objectives lacked a forecast horizon. Add a shared versioned allocation capability contract: legacy score semantics remain explicit, while v2 requires a risk objective, forecast horizon and expected-return model and rejects unsupported combinations.

Validation: 18 focused contract cases and existing quant-lab option checks pass in the isolated implementation workspace. Full repository CI remains required before merging.

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