mlquantx 0.2.5__tar.gz

mlquantx-0.2.5/LICENSE

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+MIT License
+
+Copyright (c) 2025 Yimin Du
+
+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.

mlquantx-0.2.5/NOTICE.md

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+# Notices
+
+This repository is distributed under the MIT License. Some optional third-party dependencies have their own licenses and terms.
+
+In particular, MOSEK is an optional solver backend and may require a commercial or academic license from MOSEK ApS. The default install path uses open-source solvers available through `cvxpy`.

mlquantx-0.2.5/PKG-INFO

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+Metadata-Version: 2.4
+Name: mlquantx
+Version: 0.2.5
+Summary: Reference implementation of ‘ML-Enhanced Multi-Factor Quantitative Trading’ (arXiv:2507.07107).
+Author: Yimin Du
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/initial-d/ml-quant-trading
+Project-URL: Documentation, https://initial-d.github.io/ml-quant-trading/
+Project-URL: Paper, https://arxiv.org/abs/2507.07107
+Project-URL: Issues, https://github.com/initial-d/ml-quant-trading/issues
+Project-URL: Changelog, https://github.com/initial-d/ml-quant-trading/blob/main/CHANGELOG.md
+Keywords: quant,alpha,factor,portfolio,pytorch,markowitz
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+License-File: NOTICE.md
+Requires-Dist: numpy>=1.24
+Requires-Dist: pandas>=2.0
+Requires-Dist: scipy>=1.10
+Requires-Dist: scikit-learn>=1.3
+Requires-Dist: torch>=2.0
+Requires-Dist: cvxpy>=1.4
+Requires-Dist: scs>=3.2
+Requires-Dist: pyyaml>=6.0
+Requires-Dist: click>=8.1
+Requires-Dist: rich>=13.0
+Requires-Dist: tqdm>=4.65
+Requires-Dist: yfinance>=0.2.0
+Requires-Dist: baostock>=0.8.8
+Requires-Dist: akshare>=1.18.0
+Provides-Extra: mosek
+Requires-Dist: Mosek>=10.0; extra == "mosek"
+Provides-Extra: ecos
+Requires-Dist: ecos>=2.0; extra == "ecos"
+Provides-Extra: gpu
+Requires-Dist: cupy-cuda12x>=12.0; extra == "gpu"
+Provides-Extra: dev
+Requires-Dist: pytest>=7.4; extra == "dev"
+Requires-Dist: pytest-cov>=4.1; extra == "dev"
+Requires-Dist: ruff>=0.4; extra == "dev"
+Requires-Dist: mypy>=1.7; extra == "dev"
+Requires-Dist: hypothesis>=6.90; extra == "dev"
+Dynamic: license-file
+
+# mlquant
+
+**A reproducible PyTorch research stack for machine-learning multi-factor
+trading: 213 factors, bias correction, portfolio optimization, and vectorized
+backtesting.**
+
+[![CI](https://github.com/initial-d/ml-quant-trading/actions/workflows/ci.yml/badge.svg)](https://github.com/initial-d/ml-quant-trading/actions/workflows/ci.yml)
+[![arXiv](https://img.shields.io/badge/arXiv-2507.07107-b31b1b.svg)](https://arxiv.org/abs/2507.07107)
+[![Python 3.9+](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/downloads/)
+
+## Install and run
+
+```bash
+python -m pip install mlquantx
+mlquant demo
+```
+
+The demo needs no market-data account or API key. It runs the deterministic
+synthetic pipeline from data generation through 213 factor dimensions, model
+training, portfolio construction, cost-aware backtesting, and Markdown/JSON
+report generation. The default config ships inside the wheel, so the command
+works outside a repository checkout.
+
+## What is included
+
+- 204 hand-crafted factors plus 9 curated Alpha101-style factors
+- mask-aware PyTorch tensor primitives for cross-sectional panels
+- limit-up, limit-down, halt, and missing-data bias handling
+- MLP and Transformer research baselines
+- constrained Markowitz portfolio construction
+- vectorized backtesting with turnover and transaction costs
+- AkShare, Baostock, yfinance, and deterministic synthetic data paths
+- auditable public-data validation reports, including negative results
+
+## Start here
+
+- [Source and full documentation](https://github.com/initial-d/ml-quant-trading)
+- [Google Colab quick start](https://colab.research.google.com/github/initial-d/ml-quant-trading/blob/main/notebooks/quickstart_colab.ipynb)
+- [Public validation dashboard](https://github.com/initial-d/ml-quant-trading/blob/main/docs/validation_dashboard.md)
+- [Research card and limitations](https://github.com/initial-d/ml-quant-trading/blob/main/docs/research_card.md)
+- [100,000-row synthetic dataset](https://huggingface.co/datasets/dddyym/ml-quant-trading-synthetic)
+- [213-input MLP checkpoint](https://huggingface.co/dddyym/ml-quant-trading-synthetic-mlp)
+- [Paper: arXiv:2507.07107](https://arxiv.org/abs/2507.07107)
+
+## Research boundary
+
+`mlquant` is research and educational software. It is not investment advice or
+a production trading system. Synthetic smoke tests verify engineering behavior,
+not profitability. Public-data backtests depend on data quality, survivorship,
+transaction costs, slippage, and modeling assumptions and do not represent live
+or guaranteed out-of-sample performance.
+
+## License
+
+MIT. See the [repository license](https://github.com/initial-d/ml-quant-trading/blob/main/LICENSE).

mlquantx-0.2.5/PYPI_README.md

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+# mlquant
+
+**A reproducible PyTorch research stack for machine-learning multi-factor
+trading: 213 factors, bias correction, portfolio optimization, and vectorized
+backtesting.**
+
+[![CI](https://github.com/initial-d/ml-quant-trading/actions/workflows/ci.yml/badge.svg)](https://github.com/initial-d/ml-quant-trading/actions/workflows/ci.yml)
+[![arXiv](https://img.shields.io/badge/arXiv-2507.07107-b31b1b.svg)](https://arxiv.org/abs/2507.07107)
+[![Python 3.9+](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/downloads/)
+
+## Install and run
+
+```bash
+python -m pip install mlquantx
+mlquant demo
+```
+
+The demo needs no market-data account or API key. It runs the deterministic
+synthetic pipeline from data generation through 213 factor dimensions, model
+training, portfolio construction, cost-aware backtesting, and Markdown/JSON
+report generation. The default config ships inside the wheel, so the command
+works outside a repository checkout.
+
+## What is included
+
+- 204 hand-crafted factors plus 9 curated Alpha101-style factors
+- mask-aware PyTorch tensor primitives for cross-sectional panels
+- limit-up, limit-down, halt, and missing-data bias handling
+- MLP and Transformer research baselines
+- constrained Markowitz portfolio construction
+- vectorized backtesting with turnover and transaction costs
+- AkShare, Baostock, yfinance, and deterministic synthetic data paths
+- auditable public-data validation reports, including negative results
+
+## Start here
+
+- [Source and full documentation](https://github.com/initial-d/ml-quant-trading)
+- [Google Colab quick start](https://colab.research.google.com/github/initial-d/ml-quant-trading/blob/main/notebooks/quickstart_colab.ipynb)
+- [Public validation dashboard](https://github.com/initial-d/ml-quant-trading/blob/main/docs/validation_dashboard.md)
+- [Research card and limitations](https://github.com/initial-d/ml-quant-trading/blob/main/docs/research_card.md)
+- [100,000-row synthetic dataset](https://huggingface.co/datasets/dddyym/ml-quant-trading-synthetic)
+- [213-input MLP checkpoint](https://huggingface.co/dddyym/ml-quant-trading-synthetic-mlp)
+- [Paper: arXiv:2507.07107](https://arxiv.org/abs/2507.07107)
+
+## Research boundary
+
+`mlquant` is research and educational software. It is not investment advice or
+a production trading system. Synthetic smoke tests verify engineering behavior,
+not profitability. Public-data backtests depend on data quality, survivorship,
+transaction costs, slippage, and modeling assumptions and do not represent live
+or guaranteed out-of-sample performance.
+
+## License
+
+MIT. See the [repository license](https://github.com/initial-d/ml-quant-trading/blob/main/LICENSE).