asrquant 1.0.0__tar.gz

asrquant-1.0.0/CHANGELOG.md

@@ -0,0 +1,82 @@
+# Changelog
+
+## 1.0.0 - 2026-08-10
+
+- First stable public-API release corresponding to manuscript v0.1.0.
+- Added an 18-test executable paper-contract suite; total automated test count is 154.
+- Reconciled every manuscript appendix workflow with the one-import API.
+- Hardened fixed-income curve bootstrapping with explicit coupon-frequency and complete-grid validation.
+- Regenerated empirical benchmarks and paper figures from the stable codebase.
+- Stabilized release, coverage, security and PyPI workflows for the 1.0.0 distribution.
+- Kept live-capital authorization separate and fail-closed from software release status.
+
+## 1.0.0rc3 - 2026-08-01
+
+### Fixed
+
+- Restored compatibility across Matplotlib 3.8–3.11+ with a boxplot keyword fallback for `tick_labels` and legacy `labels`.
+- Explicitly load the `pytest-cov` plugin when global pytest plugin autoload is disabled.
+- Audit only shipped runtime dependencies instead of mixing development tooling into the blocking dependency gate, and generate the SBOM from an isolated installed-runtime environment.
+- Removed unused imports and aligned the Ruff profile with correctness-oriented rules.
+- Included the rc2 Monte Carlo and approximation tests in isolated CI domain groups.
+
+### Changed
+
+- Added bounded major-version ranges for runtime dependencies to reduce accidental breaking upgrades.
+- Added `requirements/runtime.txt` as the canonical runtime dependency-audit input.
+
+## 1.0.0rc2 - 2026-08-01
+
+### Added
+
+- Universal Monte Carlo engine implementing generate -> transform -> reduce for arbitrary scenario generators and pathwise quantities.
+- Generic expectation, probability, variance, standard deviation, standard error, confidence interval, quantile, VaR and Expected Shortfall estimators.
+- Inverse-transform sampling, normal sampling, Cholesky-correlated Gaussian scenarios and generic scalar/vector Euler-Maruyama simulation.
+- Path-dependent hedging loss and proportional transaction-cost utilities.
+- Static and animated Monte Carlo parameter surfaces.
+- Linear and bilinear interpolation, cubic splines, Gaussian kernel regression, RBF interpolation and Gaussian-process surrogates.
+- Controlled extrapolation, response-surface linear/polynomial/ridge/lasso regression, RMSE/MAE/R-squared validation, gradients and Hessians.
+- Explicit AR(p) interface and high-level `QuantLab` wrappers for universal Monte Carlo, Monte Carlo surfaces, approximation, AR and GARCH.
+
+### Changed
+
+- `SurfaceResult` now exposes first- and second-order sensitivity surfaces through `gradient()` and `hessian()`.
+- Release candidate advanced from rc1 to rc2 after filling the generic simulation and approximation gaps identified in the scientific audit.
+
+## 1.0.0rc1 - 2026-08-01
+
+### Added
+
+- Production-readiness evidence gate and signed, expiring deployment certificates.
+- Guarded Alpaca paper/live broker adapter.
+- Pre-trade live risk engine, persistent kill switch, reconciliation and durable audit store.
+- Operations, security, threat-model and regulatory-control documentation.
+- 62 production-hardening tests, bringing the total collected suite to 126 tests.
+
+### Changed
+
+- Version moved from research alpha 0.5.0 to production-hardening release candidate 1.0.0rc1.
+- Security policy and CI/release expectations expanded for live-capable deployments.
+
+## 0.5.0 - 2026-08-01
+
+- Added PDF paper ingestion with page-level provenance and corpus fingerprints.
+- Added source-linked hypothesis discovery and corpus-relative novelty labels.
+- Added the complete `ResearchProject` workflow from hypothesis through data, features, signals, econometric testing, backtesting, robustness, decisions, manifests, and reports.
+- Added provider-assisted data-plan downloads and leakage-aware feature specifications.
+- Added order-level paper trading, broker-neutral interfaces, order states, partial fills, cash and position accounting, and risk controls.
+- Added CLI `papers` and `research` commands.
+- Added literature-to-decision and algorithmic-trading guides and examples.
+- Expanded the automated suite to 64 tests.
+
+## 0.1.0 - 2026-07-31
+
+Initial research release.
+
+- Added specification-first multi-asset backtesting.
+- Added transparent linear, nonlinear, and borrow costs.
+- Added implementation-contract audit.
+- Added performance, risk, regression, validation, portfolio, derivatives, and simulation modules.
+- Added 69 user-facing visualizations.
+- Added self-contained HTML reports and reproducibility manifests.
+- Added 26 automated tests, examples, benchmarks, and a 24-page paper.

asrquant-1.0.0/CITATION.cff

@@ -0,0 +1,28 @@
+cff-version: 1.2.0
+message: "If you use ASRQuant in research, please cite the software and accompanying paper."
+title: "ASRQuant: From Scientific Literature to Auditable Quantitative Decisions and Algorithmic Trading"
+type: software
+authors:
+  - family-names: "TOURE"
+    given-names: "Alpha Kabinet"
+  - name: "Alpha Stochastic Research"
+version: 1.0.0
+date-released: 2026-08-10
+license: MIT
+repository-code: "https://github.com/Alpha-Stochastic-Research/asrquant"
+url: "https://www.asr-lab.online"
+keywords:
+  - scientific literature
+  - economic hypotheses
+  - algorithmic trading
+  - paper trading
+  - quantitative finance
+  - stochastic processes
+  - Monte Carlo
+  - derivatives
+  - econometrics
+  - machine learning
+  - backtesting
+  - visualization
+  - implementation risk
+  - reproducibility

asrquant-1.0.0/CODE_OF_CONDUCT.md

@@ -0,0 +1,5 @@
+# Code of Conduct
+
+Participants must communicate professionally, critique ideas rather than people, disclose conflicts of interest, respect licenses and data rights, and avoid presenting unverifiable investment claims as scientific facts. Harassment, discrimination, plagiarism, fabricated results, and manipulation of tests or benchmarks are not accepted.
+
+Reports may be sent to research@asr-lab.online.

asrquant-1.0.0/CONTRIBUTING.md

@@ -0,0 +1,32 @@
+# Contributing to ASRQuant
+
+ASRQuant uses pull requests, automated tests, and explicit scientific review.
+
+## Development setup
+
+```bash
+python -m venv .venv
+source .venv/bin/activate
+pip install -e ".[dev]"
+pytest
+```
+
+## Requirements for a contribution
+
+1. State the quantitative-finance use case and the formula or convention implemented.
+2. Document timestamp and execution semantics where relevant.
+3. Add deterministic tests, including at least one boundary case.
+4. Return pandas objects for calculations and figure objects for plots.
+5. Avoid implicit forward filling or silent data coercion.
+6. Update the API catalog and changelog.
+7. Do not claim profitability from package examples.
+
+## Scientific changes
+
+Changes to metrics, costs, timing, optimization, or statistical tests must include:
+
+- mathematical definition;
+- source or derivation;
+- units and annualization convention;
+- numerical test against a known result;
+- limitations and failure modes.

asrquant-1.0.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Alpha Stochastic Research and Alpha Kabinet TOURE
+
+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.

asrquant-1.0.0/MANIFEST.in

@@ -0,0 +1,11 @@
+include README.md LICENSE CITATION.cff CHANGELOG.md CONTRIBUTING.md CODE_OF_CONDUCT.md SECURITY.md RELEASE_NOTES.md RELEASE_CHECKLIST.md PRODUCTION_READINESS_CHECKLIST.md THREAT_MODEL.md PYPI_DEPLOYMENT_GUIDE_FR.md PAPER_PACKAGE_CONTRACT_v1.0.0.md VALIDATION_v1.0.0.txt
+recursive-include docs *.md
+recursive-include deployment *.json
+recursive-include examples *.py *.csv
+recursive-include benchmarks *.py *.csv
+recursive-include paper *.tex *.pdf *.png
+recursive-include scripts *.py *.sh
+recursive-include tests *.py *.pdf
+recursive-include requirements *.txt
+prune **/__pycache__
+global-exclude *.py[cod]

asrquant-1.0.0/PAPER_PACKAGE_CONTRACT_v1.0.0.md

@@ -0,0 +1,33 @@
+# ASRQuant 1.0.0 — Paper/Package Contract
+
+This document is the release bridge between **manuscript v0.1.0** and **ASRQuant 1.0.0**.
+
+The rule for the stable release is simple: a capability described as implemented in the manuscript must be represented by an actual public API and an automated test. Future or specialist capabilities must be identified as limitations or roadmap items instead of being implied as implemented.
+
+| Manuscript capability | Stable implementation | Executable evidence |
+|---|---|---|
+| One-import public API | `import asrquant as asr`; `open_lab`, `fit`, `simulate`, `price_option`, `visualize`, `show`, `save` | `test_one_import_polynomial_modelling_and_visualization`, `test_paper_one_import_formula_to_polynomial_model` |
+| PDF literature ingestion and source-linked hypotheses | `asr.research.from_pdfs`, `LiteratureCorpus`, `HypothesisRegistry`, `ResearchProject` | `test_appendix_pdf_to_hypothesis_registry_real_text_pdf` |
+| Hypothesis → data → features → signal → portfolio → test → robustness → governed decision | `ResearchProject` workflow | `test_appendix_research_project_to_governed_paper_trade` |
+| CSV and in-memory quantitative laboratory | `QuantLab.from_csv`, `QuantLab`, `open_lab` | `test_appendix_csv_to_audited_backtest`, `test_appendix_in_memory_custom_strategy` |
+| Provider-neutral market-data contract | provider adapters + `QuantLab.from_provider` | `test_appendix_provider_contract_without_network` |
+| Seven core stochastic-process families | ABM, GBM, OU, CIR, Vasicek, Heston, Merton | `test_paper_seven_core_stochastic_process_families` |
+| Monte Carlo uncertainty and martingale diagnostics | `monte_carlo.py`, simulation result objects, `martingale_diagnostics` | `test_appendix_monte_carlo_martingale_and_option_pricing` + quant suite |
+| Derivative pricing | BSM, Bachelier, Black-76, CRR, implied vol, European/Asian MC | `test_paper_derivative_pricing_contract` |
+| Econometrics and polynomial modelling | `asr.fit`, `asr.stats`, robust OLS, polynomial/quantile/logistic methods | paper formula test + statistics suite |
+| Leakage-aware ML and chronological validation | `machine_learning.py`, walk-forward, purged/gap-aware split tests | quant/core test groups |
+| Portfolio/risk/volatility | `optimization.py`, `metrics.py`, `volatility.py` | quant/core test groups |
+| Fixed income | bond price, YTM, duration, convexity, validated zero-curve bootstrap | `test_paper_fixed_income_contract` |
+| Implementation-risk audit | `QuantLab.audit`, `implementation_audit` | `test_appendix_implementation_audit_and_regression` |
+| N-dimensional parameter surfaces and exports | `surfaces.py` | `test_paper_surface_contract_html_and_gif_export` + surface group |
+| 100+ visualization functions | 102 module-level public functions + result plot methods | `test_visualization_catalog_remains_above_one_hundred_public_functions` |
+| Paper broker, order states, partial fills and risk controls | `PaperBroker`, `PaperTrader`, `RiskPolicy`, market/limit/stop/stop-limit orders | `test_paper_broker_order_types_partial_fill_and_cancellation`, governed paper-trade test |
+| Durable audit and fail-closed deployment controls | `SQLiteAuditStore`, `ProductionReadinessGate`, `DeploymentCertificate`, live safety primitives | production group (62 tests) |
+
+## Stable release validation
+
+ASRQuant 1.0.0 collects **154 automated tests**, including **18 paper-contract tests**. The paper-contract suite is part of the CI domain matrix and must pass before a stable source commit is treated as matching manuscript v0.1.0.
+
+## Deliberate boundaries
+
+The stable release does not claim exchange queue realism, complete point-in-time corporate-action reconstruction, universal broker behavior, guaranteed profitability, causal identification from predictive regressions, or automatic authorization for live capital. These boundaries remain explicit in the manuscript and software documentation.