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feat: factor family diagnostics, nested selection and complete labels - #14

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PureSaber merged 1 commit into
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codex/research-integrity-11-20
Sep 27, 2026
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PureSaber merged 1 commit into
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codex/research-integrity-11-20

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实现 11、12、14、17、18、19 的因子侧适配:原始 CSCV 与 purged 组合切分明确区分,依赖抽样和嵌套训练共用 lab 方法,所有选择样本与退市终值留在标签审计中。新增 future-prefix、缺终值和统计入口测试。验证:135 passed,coverage 91.75%,ruff 通过;跨 Python 版本的 rpds 约束保留。依赖 PureSaber/quant-data-kit#26、PureSaber/quant-lab#12。详见 docs/RESEARCH_INTEGRITY_11_20.md。

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PureSaber merged commit a711659 into main Sep 27, 2026
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