Skip to content

[codex] add russell 1000 research toolchain - #5

Merged
Pigbibi merged 2 commits into
mainfrom
codex/ues-r1000-toolchain
Apr 5, 2026
Merged

[codex] add russell 1000 research toolchain#5
Pigbibi merged 2 commits into
mainfrom
codex/ues-r1000-toolchain

Conversation

@Pigbibi

@Pigbibi Pigbibi commented Apr 5, 2026

Copy link
Copy Markdown
Contributor

What changed

  • add Russell 1000 data-prep modules for universe and price history building
  • add reusable backtest and feature-snapshot generation scripts for russell_1000_multi_factor_defensive
  • add sample inputs and focused tests for the new research toolchain

Why

This local-only work is a clean, self-contained research toolchain. It is independent from the recent metadata/registry refactor and can be reviewed on its own.

Impact

  • no runtime platform behavior changed
  • no canonical profile keys changed
  • this adds research/data-prep support around the existing Russell 1000 defensive strategy

Validation

  • python -m py_compile scripts/*.py src/us_equity_strategies/backtests/*.py src/us_equity_strategies/data_prep/*.py
  • pytest tests/test_russell_1000_backtest.py tests/test_russell_1000_data_prep.py tests/test_russell_1000_feature_snapshot.py tests/test_russell_1000_multi_factor_defensive.py

@Pigbibi
Pigbibi marked this pull request as ready for review April 5, 2026 19:28
@Pigbibi
Pigbibi merged commit d645d86 into main Apr 5, 2026
1 check passed
@Pigbibi
Pigbibi deleted the codex/ues-r1000-toolchain branch April 5, 2026 19:28
Pigbibi added a commit that referenced this pull request Apr 17, 2026
* add russell 1000 research toolchain

* fix lint issues in russell 1000 toolchain
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant