Repository navigation
feat: share optimizer capabilities and frozen forecast input contracts - #23
Merged
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Research allocation validation now uses the same versioned capability contract as the optimizer and Studio. All implemented methods have explicit objective/forecast compatibility; unsupported factor-only HRP/risk-parity combinations are rejected before execution. Add an explicit, path-resolved frozen return-forecast input for protocol v2.
Legacy configurations retain their existing meanings. Dependency pins align the shared contract and factor package. Validation: 236 tests passed, one skipped, 85.55% branch-inclusive coverage, Ruff check and format. Depends on PureSaber/quant-data-kit#46 and PureSaber/quant-factors#25.