alphapurify 0.1.0__tar.gz

alphapurify-0.1.0/LICENSE.txt

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+MIT License
+
+Copyright (c) Elias Wu
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

alphapurify-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: alphapurify
+Version: 0.1.0
+Summary: A powerful quantitative factor cleaning and analysis library
+Author-email: Elias Wu <elaiswu71@gmail.com>
+License: MIT
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE.txt
+Requires-Dist: pandas
+Requires-Dist: polars
+Requires-Dist: duckdb
+Requires-Dist: plotly
+Requires-Dist: numpy
+Requires-Dist: scipy
+Requires-Dist: pyarrow
+Requires-Dist: joblib
+Requires-Dist: scikit-learn
+Requires-Dist: tqdm
+Dynamic: license-file
+
+# AlphaPurify
+
+**AlphaPurify** is a high-performance quantitative factor analysis and purification toolkit designed for institutional-grade research workflows.
+
+It provides a fully modular, vectorized, and multiprocessing-enabled framework for factor cleaning, evaluation, exposure decomposition, and portfolio attribution — built on a modern Polars-based architecture for large-scale cross-sectional datasets.
+
+---
+
+## 🚀 Key Features
+
+- ⚡ **High Performance**
+  - Nearly fully vectorized architecture powered by Polars
+  - Optimized for large-scale cross-sectional panel data
+  - Memory-efficient structural safeguards
+
+- 🧩 **Fully Modular Design**
+  - Each module can be used independently
+  - Seamlessly integrated into custom research pipelines
+  - Minimal coupling between components
+
+- 📊 **Comprehensive Factor Research Engine**
+  - Cross-sectional IC analysis
+  - Horizon autocorrelation
+  - Quantile portfolio backtesting
+  - Turnover measurement
+  - Industry-level attribution
+  - Long–short, long-only, and short-only evaluation
+
+- 🧪 **Advanced Factor Cleaning Toolkit**
+  - 40+ preprocessing techniques
+  - Robust winsorization
+  - Regression-based neutralization
+  - Polynomial & robust regression options
+  - Advanced standardization methods
+
+- 📈 **Exposure & Return Attribution**
+  - Systematic exposure decomposition
+  - Residual alpha estimation
+  - Cumulative attribution curves
+  - Interactive Plotly visualizations
+
+- 🕒 **Frequency-Agnostic**
+  - Supports intraday, daily, weekly, and high-frequency datasets
+  - No structural modifications required
+
+- 🛡 **Look-Ahead Bias Protection**
+  - Forward return construction safeguards
+  - Rebalancing alignment protection
+  - Parameter-level anti-leakage controls
+
+---
+
+## 📦 Installation
+
+```bash
+pip install alphapurify
+
+## 📊 Example Workflow
+
+from alphapurify import AlphaPurifier, FactorAnalyzer
+
+# Load your DataFrame
+df = ...
+
+# Clean factor
+cleaned = (
+    AlphaPurifier(df, factor_col="alpha")
+    .winsorize(method="mad")
+    .neutralize(neutralizer_cols=["size", "industry"])
+    .standardize(method="zscore")
+    .to_result()
+)

alphapurify-0.1.0/README.md

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+# AlphaPurify
+
+**AlphaPurify** is a high-performance quantitative factor analysis and purification toolkit designed for institutional-grade research workflows.
+
+It provides a fully modular, vectorized, and multiprocessing-enabled framework for factor cleaning, evaluation, exposure decomposition, and portfolio attribution — built on a modern Polars-based architecture for large-scale cross-sectional datasets.
+
+---
+
+## 🚀 Key Features
+
+- ⚡ **High Performance**
+  - Nearly fully vectorized architecture powered by Polars
+  - Optimized for large-scale cross-sectional panel data
+  - Memory-efficient structural safeguards
+
+- 🧩 **Fully Modular Design**
+  - Each module can be used independently
+  - Seamlessly integrated into custom research pipelines
+  - Minimal coupling between components
+
+- 📊 **Comprehensive Factor Research Engine**
+  - Cross-sectional IC analysis
+  - Horizon autocorrelation
+  - Quantile portfolio backtesting
+  - Turnover measurement
+  - Industry-level attribution
+  - Long–short, long-only, and short-only evaluation
+
+- 🧪 **Advanced Factor Cleaning Toolkit**
+  - 40+ preprocessing techniques
+  - Robust winsorization
+  - Regression-based neutralization
+  - Polynomial & robust regression options
+  - Advanced standardization methods
+
+- 📈 **Exposure & Return Attribution**
+  - Systematic exposure decomposition
+  - Residual alpha estimation
+  - Cumulative attribution curves
+  - Interactive Plotly visualizations
+
+- 🕒 **Frequency-Agnostic**
+  - Supports intraday, daily, weekly, and high-frequency datasets
+  - No structural modifications required
+
+- 🛡 **Look-Ahead Bias Protection**
+  - Forward return construction safeguards
+  - Rebalancing alignment protection
+  - Parameter-level anti-leakage controls
+
+---
+
+## 📦 Installation
+
+```bash
+pip install alphapurify
+
+## 📊 Example Workflow
+
+from alphapurify import AlphaPurifier, FactorAnalyzer
+
+# Load your DataFrame
+df = ...
+
+# Clean factor
+cleaned = (
+    AlphaPurifier(df, factor_col="alpha")
+    .winsorize(method="mad")
+    .neutralize(neutralizer_cols=["size", "industry"])
+    .standardize(method="zscore")
+    .to_result()
+)

alphapurify-0.1.0/alphapurify/alphapurify.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: alphapurify
+Version: 0.1.0
+Summary: A powerful quantitative factor cleaning and analysis library
+Author-email: Elias Wu <elaiswu71@gmail.com>
+License: MIT
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE.txt
+Requires-Dist: pandas
+Requires-Dist: polars
+Requires-Dist: duckdb
+Requires-Dist: plotly
+Requires-Dist: numpy
+Requires-Dist: scipy
+Requires-Dist: pyarrow
+Requires-Dist: joblib
+Requires-Dist: scikit-learn
+Requires-Dist: tqdm
+Dynamic: license-file
+
+# AlphaPurify
+
+**AlphaPurify** is a high-performance quantitative factor analysis and purification toolkit designed for institutional-grade research workflows.
+
+It provides a fully modular, vectorized, and multiprocessing-enabled framework for factor cleaning, evaluation, exposure decomposition, and portfolio attribution — built on a modern Polars-based architecture for large-scale cross-sectional datasets.
+
+---
+
+## 🚀 Key Features
+
+- ⚡ **High Performance**
+  - Nearly fully vectorized architecture powered by Polars
+  - Optimized for large-scale cross-sectional panel data
+  - Memory-efficient structural safeguards
+
+- 🧩 **Fully Modular Design**
+  - Each module can be used independently
+  - Seamlessly integrated into custom research pipelines
+  - Minimal coupling between components
+
+- 📊 **Comprehensive Factor Research Engine**
+  - Cross-sectional IC analysis
+  - Horizon autocorrelation
+  - Quantile portfolio backtesting
+  - Turnover measurement
+  - Industry-level attribution
+  - Long–short, long-only, and short-only evaluation
+
+- 🧪 **Advanced Factor Cleaning Toolkit**
+  - 40+ preprocessing techniques
+  - Robust winsorization
+  - Regression-based neutralization
+  - Polynomial & robust regression options
+  - Advanced standardization methods
+
+- 📈 **Exposure & Return Attribution**
+  - Systematic exposure decomposition
+  - Residual alpha estimation
+  - Cumulative attribution curves
+  - Interactive Plotly visualizations
+
+- 🕒 **Frequency-Agnostic**
+  - Supports intraday, daily, weekly, and high-frequency datasets
+  - No structural modifications required
+
+- 🛡 **Look-Ahead Bias Protection**
+  - Forward return construction safeguards
+  - Rebalancing alignment protection
+  - Parameter-level anti-leakage controls
+
+---
+
+## 📦 Installation
+
+```bash
+pip install alphapurify
+
+## 📊 Example Workflow
+
+from alphapurify import AlphaPurifier, FactorAnalyzer
+
+# Load your DataFrame
+df = ...
+
+# Clean factor
+cleaned = (
+    AlphaPurifier(df, factor_col="alpha")
+    .winsorize(method="mad")
+    .neutralize(neutralizer_cols=["size", "industry"])
+    .standardize(method="zscore")
+    .to_result()
+)

alphapurify-0.1.0/alphapurify/alphapurify.egg-info/SOURCES.txt

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+LICENSE.txt
+README.md
+pyproject.toml
+alphapurify/alphapurify.egg-info/PKG-INFO
+alphapurify/alphapurify.egg-info/SOURCES.txt
+alphapurify/alphapurify.egg-info/dependency_links.txt
+alphapurify/alphapurify.egg-info/requires.txt
+alphapurify/alphapurify.egg-info/top_level.txt

alphapurify-0.1.0/alphapurify/alphapurify.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

alphapurify-0.1.0/alphapurify/alphapurify.egg-info/requires.txt

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+pandas
+polars
+duckdb
+plotly
+numpy
+scipy
+pyarrow
+joblib
+scikit-learn
+tqdm

alphapurify-0.1.0/alphapurify/alphapurify.egg-info/top_level.txt

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+

alphapurify-0.1.0/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "alphapurify"  
+version = "0.1.0"
+description = "A powerful quantitative factor cleaning and analysis library"
+readme = { file = "README.md", content-type = "text/markdown" }
+requires-python = ">=3.10"
+
+authors = [
+  { name = "Elias Wu", email = "elaiswu71@gmail.com" }
+]
+
+license = { text = "MIT" }
+
+classifiers = [
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "License :: OSI Approved :: MIT License",
+  "Operating System :: OS Independent"
+]
+
+dependencies = [
+  "pandas",
+  "polars",
+  "duckdb",
+  "plotly",
+  "numpy",
+  "scipy",
+  "pyarrow",
+  "joblib",
+  "scikit-learn",
+  "tqdm"
+]
+
+[tool.setuptools.packages.find]
+where = ["alphapurify"]
+include = ["alphapurify*"]
+exclude = ["tests*", "docs*"]

alphapurify-0.1.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+