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Accept and validate advanced factor risk research recipes - #22

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PureSaber merged 1 commit into
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codex/barra-risk-contract
Oct 13, 2026
Merged

PureSaber merged 1 commit into
mainfrom
codex/barra-risk-contract

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Validate the new risk_model.estimation and exposure_pipeline contracts before a research run starts. Reject unknown settings, unavailable PIT fields, conflicting exposure sources, invalid style dependencies and horizon/lag/history mismatches. Keep validation dependency-free and preserve legacy recipes.

This contract accompanies PureSaber/quant-risk-monitor#23 and the A-share adapter, with explicit documentation of field provenance and declared versus calibrated settings.

Validation: 236 tests passed, one optional quant_fund adapter test skipped because the package is absent, 85.65% branch-inclusive coverage. The rolling-research suite used the repository's pinned quant-data-kit/quant-factors sources. Ruff lint and format passed.

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PureSaber merged commit e189eaf into main Oct 13, 2026
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