ml4t-engineer 0.1.0__tar.gz

ml4t_engineer-0.1.0/.gitignore

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+src/ml4t/engineer/_version.py
+__pycache__/
+*.pyc
+.pytest_cache/
+.coverage
+.hypothesis/
+htmlcov/
+
+# MkDocs build output
+site/
+
+# Claude Code (local development only)
+CLAUDE.md
+.claude/
+.venv-mlfinpy/
+.idea/

ml4t_engineer-0.1.0/CHANGELOG.md

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+# Changelog
+
+All notable changes to ml4t-engineer are documented in this file.
+
+Format follows [Keep a Changelog](https://keepachangelog.com/en/1.1.0/).
+Versioning follows [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [0.1.0b9] - 2026-06-21
+
+### Added
+- `FixedTickRunBarSampler` for stable, fixed-threshold tick run bars
+
+### Fixed
+- Public package metadata links now point to the `ml4t/engineer` repository and
+  published documentation
+- Added the missing MIT license file to the source distribution
+- Synced lockfile metadata with relaxed dependency bounds
+- Reduced pytest warning noise for performance markers and cyclical feature
+  metadata
+
+## [0.1.0b8] - 2026-05-05
+
+### Fixed
+- Dropped the Python 3.14-specific dependency split pins for `pandas`,
+  `pyarrow`, `scipy`, `scikit-learn`, `statsmodels`, and `numba`, keeping the
+  source-level minimums as unconditional requirements so resolvers can choose
+  the newest compatible builds for each platform
+
+## [0.1.0b7] - 2026-05-05
+
+### Fixed
+- Lowered the Python 3.14 `pandas` floor from `>=3.0.0` to `>=2.3.3`, which
+  already publishes `cp314` wheels and avoids unnecessary dependency conflicts
+  downstream
+
+## [0.1.0b6] - 2026-05-05
+
+### Fixed
+- Lowered the Python 3.14 `scikit-learn` floor from `>=1.8.0` to `>=1.7.2`,
+  which already publishes `cp314` wheels and avoids unnecessary dependency
+  conflicts downstream
+
+## [0.1.0b5] - 2026-05-05
+
+### Fixed
+- Restored actual Python 3.14 installability by routing compiled scientific
+  dependencies onto release lines that publish `cp314` wheels
+
+## [0.1.0b4] - 2026-04-02
+
+### Changed
+- Vendored the shared ML4T docs theme into `docs/overrides/` using MkDocs
+  Material `custom_dir`, removing the external theme-package requirement
+- Public `engineer` workflows now resolve `ml4t-specs` from PyPI instead of a
+  local sibling checkout or editable path override
+
+### Fixed
+- GitHub Docs workflow now builds and deploys from the public repo without
+  depending on private adjacent repositories
+
+## [0.1.0b3] - 2026-04-01
+
+### Added
+- Public documentation overhaul with a workflow-first landing page, Book Guide,
+  and tighter API/user-guide routing
+- Expanded `AGENTS.md` coverage across the package, including secondary modules
+  and wheel artifacts
+
+### Changed
+- Shared feed and artifact schema definitions now come from `ml4t-specs`
+- `data_contract_from_market_data_spec()` now normalizes inputs through
+  `ml4t.specs.FeedSpec`
+- Artifact schema defaults align with shared spec naming:
+  `asset`, `label_value`, and `prediction_value`
+
+### Removed
+- `DataContractConfig.from_ml4t_data()` in favor of shared spec-driven contracts
+
+## [0.1.0b2] - 2026-03-23
+
+### Added
+- Engineered artifact spec dataclasses for feature, label, and prediction outputs
+
+### Changed
+- Shared market data specs can now be bridged directly into engineer config
+
+## [0.1.0b1] - 2026-03-03
+
+### Removed
+- Dead modules: `selection/`, `validation/`, `visualization/`, `pipeline/`
+- Diagnostic config classes (`feature_config.py`) — moved to ml4t-diagnostic
+- Deprecation machinery (`core/deprecation.py`, deprecated params in bar samplers and `mom()`)
+- Backward-compatibility shims in labeling module
+- `[tool.mypy]` config (migrated to ty)
+
+### Added
+- Comprehensive volatility tests (58 new tests covering all 11 non-TA-Lib estimators)
+- `perf` pytest marker — performance benchmarks excluded from default runs, available via `pytest -m perf`
+
+### Changed
+- TA-Lib moved from dev dependency group to `[ta]` optional extra (fixes CI for lint/typecheck jobs)
+- `mom()` parameter renamed: `timeperiod` → `period` (consistency with other indicators)
+- Bar sampler constructors: removed `initial_expectation` / `initial_run_expectation` params
+
+## [0.1.0a11] - 2026-03-03
+
+### Changed
+- API hardening and correctness fixes for beta preparation
+- Labeling leakage gap closed: data sorted chronologically before all label computations
+- Public API aligned with documentation
+
+## [0.1.0a10] - 2026-02-28
+
+### Fixed
+- Labeling leakage gap: ensured chronological sorting in all labeling functions
+- Public API documentation alignment
+
+## [0.1.0a9] - 2026-02-28
+
+### Fixed
+- `__version__` sourced from generated version metadata instead of hardcoded string
+
+## [0.1.0a8] - 2026-02-27
+
+### Added
+- GitHub Actions CI workflow (lint, typecheck, test matrix, build)
+- Release workflow with OIDC trusted publishing
+- Ecosystem diagrams in README
+
+### Changed
+- Removed outcome module (migrated to ml4t-diagnostic)
+- Feature count: 120 features across 10 categories
+- Standardized labeling API on `LabelingConfig`-first pattern
+
+### Fixed
+- Normalized metadata for 4 features (33 → 37 normalized)
+- ty type checking rules and CI configuration
+- Numba cleanup crash workaround for Python 3.13
+
+## [0.1.0a7] - 2026-01-20
+
+### Added
+- Time-based duration strings for labeling horizons (`"1h"`, `"4h"`, `"1d"`)
+- `fixed_time_horizon_labels()` accepts `horizon="1h"`
+- `triple_barrier_labels()` accepts `max_holding_period="1h"`
+- `rolling_percentile_binary_labels()` accepts time-based horizon/lookback
+- 51 new tests for time-based horizons
+
+### Fixed
+- Chronological sorting in `triple_barrier_labels`, `trend_scanning_labels`,
+  `fixed_time_horizon_labels`, and `rolling_percentile_binary_labels`
+- dtype-based timestamp detection (replaces name matching)
+
+## [0.1.0a6] - 2026-01-18
+
+### Added
+- Validation infrastructure with AFML and mlfinpy reference tests
+- 86 validation tests (AFML formulas + mlfinpy comparison)
+- Triple barrier, meta-labeling, sample weights validated at 1e-10 tolerance
+
+### Fixed
+- Triple barrier edge cases
+- Multiple drift detection bugs
+- Tuple syntax for isinstance type checks
+
+## [0.1.0a5] - 2026-01-14
+
+### Added
+- `get_agent_docs()` for AI agent discoverability
+- Hierarchical AGENTS.md navigation files
+- AGENTS.md files included in wheel builds
+
+### Fixed
+- `variance_ratio` Int64 bug
+
+## [0.1.0a4] - 2026-01-08
+
+### Fixed
+- Synced missing modules from development workspace
+
+## [0.1.0a3] - 2026-01-04
+
+Initial public alpha release.
+
+### Added
+- 120 feature functions across 10 categories (momentum, trend, volatility,
+  volume, microstructure, ML, risk, cycle, pattern, statistics)
+- 60 indicators validated against TA-Lib at 1e-6 tolerance
+- Triple-barrier labeling system (De Prado AFML)
+- ATR-adjusted barriers, fixed horizon, trend scanning, percentile labels
+- Meta-labeling and sample uniqueness (sequential bootstrap)
+- Alternative bar types: volume, dollar, tick, imbalance, run bars
+- Polars-native with Numba JIT compilation
+- `compute_features()` pipeline with dependency resolution
+- `FeatureCatalog` for feature discovery and metadata
+- `LabelingConfig` with Pydantic v2 serialization
+- `MLDatasetBuilder` for dataset construction
+- `PreprocessingPipeline` for feature transformation
+
+[Unreleased]: https://github.com/ml4t/engineer/compare/v0.1.0b9...HEAD
+[0.1.0b9]: https://github.com/ml4t/engineer/compare/v0.1.0b8...v0.1.0b9
+[0.1.0b8]: https://github.com/ml4t/engineer/compare/v0.1.0b7...v0.1.0b8
+[0.1.0b7]: https://github.com/ml4t/engineer/compare/v0.1.0b6...v0.1.0b7
+[0.1.0b6]: https://github.com/ml4t/engineer/compare/v0.1.0b5...v0.1.0b6
+[0.1.0b5]: https://github.com/ml4t/engineer/compare/v0.1.0b4...v0.1.0b5
+[0.1.0b4]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0b3...v0.1.0b4
+[0.1.0b3]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0b2...v0.1.0b3
+[0.1.0b2]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0b1...v0.1.0b2
+[0.1.0b1]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a11...v0.1.0b1
+[0.1.0a11]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a10...v0.1.0a11
+[0.1.0a10]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a9...v0.1.0a10
+[0.1.0a9]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a8...v0.1.0a9
+[0.1.0a8]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a7...v0.1.0a8
+[0.1.0a7]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a6...v0.1.0a7
+[0.1.0a6]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a5...v0.1.0a6
+[0.1.0a5]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a4...v0.1.0a5
+[0.1.0a4]: https://github.com/stefan-jansen/ml4t-engineer/compare/v0.1.0a3...v0.1.0a4
+[0.1.0a3]: https://github.com/stefan-jansen/ml4t-engineer/releases/tag/v0.1.0a3

ml4t_engineer-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2025-2026 Stefan Jansen
+
+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.

ml4t_engineer-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: ml4t-engineer
+Version: 0.1.0
+Summary: High-performance quantitative finance feature engineering library
+Project-URL: Homepage, https://github.com/ml4t/engineer
+Project-URL: Documentation, https://www.ml4trading.io/docs/engineer/
+Project-URL: Repository, https://github.com/ml4t/engineer
+Project-URL: Issues, https://github.com/ml4t/engineer/issues
+Project-URL: Changelog, https://github.com/ml4t/engineer/blob/main/CHANGELOG.md
+Author-email: Stefan Jansen <stefan@ml4trading.io>
+Maintainer-email: Stefan Jansen <stefan@ml4trading.io>
+License: MIT
+License-File: LICENSE
+Keywords: backtesting,feature-engineering,features,finance,labeling,machine-learning,microstructure,polars,quantitative-finance,technical-analysis,trading
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Classifier: Typing :: Typed
+Requires-Python: >=3.12
+Requires-Dist: ml4t-specs<0.2.0,>=0.1.0
+Requires-Dist: numba>=0.57.0; python_version < '3.15'
+Requires-Dist: numpy<2.6,>=1.24.0
+Requires-Dist: pandas>=2.0.0
+Requires-Dist: polars>=0.20.0
+Requires-Dist: pyarrow>=14.0.0; python_version < '3.15'
+Requires-Dist: pydantic>=2.0.0
+Requires-Dist: python-dateutil>=2.8.0
+Requires-Dist: pyyaml>=6.0.0
+Requires-Dist: scikit-learn>=1.3.0; python_version < '3.15'
+Requires-Dist: scipy>=1.10.0; python_version < '3.15'
+Requires-Dist: statsmodels>=0.14.0; python_version < '3.15'
+Requires-Dist: structlog>=23.0.0
+Provides-Extra: all
+Requires-Dist: arch>=6.0.0; extra == 'all'
+Requires-Dist: duckdb>=0.9.0; extra == 'all'
+Requires-Dist: hypothesis>=6.80.0; extra == 'all'
+Requires-Dist: ipdb>=0.13.0; extra == 'all'
+Requires-Dist: ipython>=8.14.0; extra == 'all'
+Requires-Dist: lightgbm>=4.0.0; extra == 'all'
+Requires-Dist: matplotlib>=3.7.0; extra == 'all'
+Requires-Dist: mkdocs-material>=9.5.0; extra == 'all'
+Requires-Dist: mkdocs<2,>=1.6; extra == 'all'
+Requires-Dist: mkdocstrings[python]>=0.24.0; extra == 'all'
+Requires-Dist: pandas-market-calendars>=4.0.0; extra == 'all'
+Requires-Dist: plotly>=5.15.0; extra == 'all'
+Requires-Dist: pre-commit>=3.3.0; extra == 'all'
+Requires-Dist: pytest-benchmark>=4.0.0; extra == 'all'
+Requires-Dist: pytest-cov>=4.1.0; extra == 'all'
+Requires-Dist: pytest-timeout>=2.1.0; extra == 'all'
+Requires-Dist: pytest-xdist>=3.3.0; extra == 'all'
+Requires-Dist: pytest>=7.4.0; extra == 'all'
+Requires-Dist: ruff>=0.1.0; extra == 'all'
+Requires-Dist: seaborn>=0.12.0; extra == 'all'
+Requires-Dist: shap>=0.44.0; extra == 'all'
+Requires-Dist: ta-lib>=0.4.0; extra == 'all'
+Provides-Extra: calendars
+Requires-Dist: pandas-market-calendars>=4.0.0; extra == 'calendars'
+Provides-Extra: dev
+Requires-Dist: arch>=6.0.0; extra == 'dev'
+Requires-Dist: duckdb>=0.9.0; extra == 'dev'
+Requires-Dist: hypothesis>=6.80.0; extra == 'dev'
+Requires-Dist: ipdb>=0.13.0; extra == 'dev'
+Requires-Dist: ipython>=8.14.0; extra == 'dev'
+Requires-Dist: lightgbm>=4.0.0; extra == 'dev'
+Requires-Dist: pandas-market-calendars>=4.0.0; extra == 'dev'
+Requires-Dist: pre-commit>=3.3.0; extra == 'dev'
+Requires-Dist: pytest-benchmark>=4.0.0; extra == 'dev'
+Requires-Dist: pytest-cov>=4.1.0; extra == 'dev'
+Requires-Dist: pytest-timeout>=2.1.0; extra == 'dev'
+Requires-Dist: pytest-xdist>=3.3.0; extra == 'dev'
+Requires-Dist: pytest>=7.4.0; extra == 'dev'
+Requires-Dist: ruff>=0.1.0; extra == 'dev'
+Requires-Dist: shap>=0.44.0; extra == 'dev'
+Requires-Dist: ta-lib>=0.4.0; extra == 'dev'
+Requires-Dist: yfinance>=0.2.0; extra == 'dev'
+Provides-Extra: docs
+Requires-Dist: mkdocs-material>=9.5.0; extra == 'docs'
+Requires-Dist: mkdocs<2,>=1.6; extra == 'docs'
+Requires-Dist: mkdocstrings[python]>=0.24.0; extra == 'docs'
+Provides-Extra: ml
+Requires-Dist: lightgbm>=4.0.0; extra == 'ml'
+Requires-Dist: shap>=0.44.0; extra == 'ml'
+Provides-Extra: store
+Requires-Dist: duckdb>=0.9.0; extra == 'store'
+Provides-Extra: ta
+Requires-Dist: ta-lib>=0.4.0; extra == 'ta'
+Provides-Extra: viz
+Requires-Dist: matplotlib>=3.7.0; extra == 'viz'
+Requires-Dist: plotly>=5.15.0; extra == 'viz'
+Requires-Dist: seaborn>=0.12.0; extra == 'viz'
+Description-Content-Type: text/markdown
+
+# ml4t-engineer
+
+[![Python 3.12+](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/downloads/)
+[![PyPI](https://img.shields.io/pypi/v/ml4t-engineer)](https://pypi.org/project/ml4t-engineer/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+Feature engineering for financial machine learning: validated features, labeling
+methods, alternative bars, and leakage-safe dataset preparation.
+
+## Part of the ML4T Library Ecosystem
+
+This library is one of six interconnected libraries supporting the machine
+learning for trading workflow described in
+[Machine Learning for Trading](https://www.ml4trading.io/):
+
+![ML4T Library Ecosystem](docs/images/ml4t_ecosystem_workflow_color.png)
+
+Together they cover data infrastructure, feature engineering, modeling, signal evaluation, strategy backtesting, and live deployment.
+
+## What This Library Does
+
+Transforming raw price data into predictive features is a core task in
+quantitative research. `ml4t-engineer` provides:
+
+- 120 registry features across 11 categories (momentum, volatility, trend,
+  microstructure, and more)
+- Triple-barrier, ATR-based, percentile, trend-scanning, and meta-labeling
+  methods from *Advances in Financial Machine Learning*
+- Alternative bar sampling (volume bars, dollar bars, tick imbalance bars)
+- Dataset building, preprocessing, and feature discovery for leakage-safe ML
+  workflows
+
+The library is built on Polars with Numba JIT compilation for numerical
+operations. 60 features are validated against TA-Lib at `1e-6` tolerance.
+
+![ml4t-engineer Architecture](docs/images/ml4t_engineer_architecture_print.jpeg)
+
+## Installation
+
+```bash
+pip install ml4t-engineer
+```
+
+Optional dependencies:
+
+```bash
+pip install ml4t-engineer[ta]        # TA-Lib backend
+pip install ml4t-engineer[viz]       # Visualization
+pip install ml4t-engineer[calendars] # Trading calendars
+```
+
+## Quick Start
+
+```python
+import polars as pl
+from ml4t.engineer import compute_features
+
+df = pl.read_parquet("ohlcv.parquet")
+
+# Compute features with default parameters
+result = compute_features(df, ["rsi", "macd", "atr", "obv"])
+
+# Or with custom parameters
+result = compute_features(df, [
+    {"name": "rsi", "params": {"period": 20}},
+    {
+        "name": "bollinger_bands",
+        "params": {"period": 20, "nbdevup": 2.0, "nbdevdn": 2.0},
+    },
+])
+```
+
+## Feature Registry
+
+```python
+from ml4t.engineer.core.registry import get_registry
+
+registry = get_registry()
+print(registry.list_all())                    # All 120 features
+print(registry.list_by_category("momentum"))  # 31 momentum indicators
+print(registry.list_ta_lib_compatible())      # 60 TA-Lib validated features
+print(registry.list_normalized())             # 37 bounded (0-100, -1 to 1)
+```
+
+## Feature Categories
+
+| Category | Count | Examples |
+|----------|-------|----------|
+| Momentum | 31 | RSI, MACD, Stochastic, CCI, ADX, MFI |
+| Microstructure | 15 | Kyle Lambda, VPIN, Amihud, Roll spread |
+| Volatility | 15 | ATR, Bollinger, Yang-Zhang, Parkinson |
+| Statistics | 14 | Variance, Linear Regression, Correlation |
+| ML | 14 | Fractional Diff, Entropy, Lag features |
+| Trend | 10 | SMA, EMA, WMA, DEMA, TEMA, KAMA |
+| Risk | 6 | Max Drawdown, Sortino, CVaR |
+| Price Transform | 5 | Typical Price, Weighted Close |
+| Regime | 4 | Hurst Exponent, Choppiness Index |
+| Volume | 3 | OBV, AD, ADOSC |
+| Math | 3 | MAX, MIN, SUM |
+
+## Triple-Barrier Labeling
+
+```python
+from ml4t.engineer.config import LabelingConfig
+from ml4t.engineer.labeling import triple_barrier_labels, atr_triple_barrier_labels
+
+# Fixed barriers
+tb_config = LabelingConfig.triple_barrier(
+    upper_barrier=0.02,    # 2% profit target
+    lower_barrier=0.01,    # 1% stop loss
+    max_holding_period=20, # 20 bars
+)
+labels = triple_barrier_labels(
+    df,
+    config=tb_config,
+)
+
+# ATR-based dynamic barriers
+atr_config = LabelingConfig.atr_barrier(
+    atr_tp_multiple=2.0,
+    atr_sl_multiple=1.0,
+    atr_period=14,
+    max_holding_period=20,
+)
+labels = atr_triple_barrier_labels(
+    df,
+    config=atr_config,
+)
+
+# Time-based horizons
+tb_time_config = LabelingConfig.triple_barrier(
+    upper_barrier=0.02,
+    lower_barrier=0.01,
+    max_holding_period="4h",  # 4 hours
+)
+labels = triple_barrier_labels(
+    df,
+    config=tb_time_config,
+)
+```
+
+## Alternative Bars
+
+```python
+from ml4t.engineer.bars import VolumeBarSampler, DollarBarSampler, TickImbalanceBarSampler
+
+# Volume bars (equal volume per bar)
+vbars = VolumeBarSampler(volume_per_bar=1000).sample(tick_data)
+
+# Dollar bars (equal dollar volume per bar)
+dbars = DollarBarSampler(dollars_per_bar=1_000_000).sample(tick_data)
+
+# Tick imbalance bars (information-driven)
+ibars = TickImbalanceBarSampler(expected_ticks_per_bar=100).sample(tick_data)
+```
+
+## Documentation
+
+- [Docs Home](https://www.ml4trading.io/docs/engineer/) - library overview and
+  workflow map
+- [Quickstart](https://www.ml4trading.io/docs/engineer/getting-started/quickstart/) -
+  first working feature and labeling workflow
+- [Features](https://www.ml4trading.io/docs/engineer/user-guide/features/) -
+  120 features across 11 registry categories
+- [Labeling](https://www.ml4trading.io/docs/engineer/user-guide/labeling/) -
+  7 labeling methods for supervised learning
+- [Dataset Builder](https://www.ml4trading.io/docs/engineer/user-guide/dataset-builder/) -
+  leakage-safe train/test preparation
+- [Examples](https://github.com/ml4t/engineer/blob/main/examples/README.md) -
+  runnable scripts for complete workflows and focused features
+
+## Technical Characteristics
+
+- **Polars-native**: All computations use Polars expressions
+- **Numba-accelerated**: JIT compilation for numerical kernels
+- **TA-Lib validated**: 60 features validated at `1e-6` tolerance
+- **AFML-compliant**: Labeling methods verified against *Advances in Financial Machine Learning*
+- **ML-ready outputs**: 37 features produce bounded outputs (0-100, -1 to 1) for direct model input; remaining features work with standard preprocessing (returns, z-scores, robust scaling)
+
+## Related Libraries
+
+- **ml4t-specs**: Shared feed and artifact schema definitions across the ML4T stack
+- **ml4t-data**: Market data acquisition and storage
+- **ml4t-diagnostic**: Signal evaluation and statistical validation
+- **ml4t-backtest**: Event-driven backtesting
+- **ml4t-live**: Live trading with broker integration
+
+## Development
+
+```bash
+git clone https://github.com/ml4t/engineer.git
+cd ml4t-engineer
+uv sync
+uv run pytest tests/ -q
+uv run ty check
+```
+
+## References
+
+- Lopez de Prado, M. (2018). *Advances in Financial Machine Learning*. Wiley.
+- Lopez de Prado, M. (2020). *Machine Learning for Asset Managers*. Cambridge.
+
+## License
+
+MIT License - see [LICENSE](LICENSE) for details.