mlquantx 0.2.6__tar.gz → 0.4.0__tar.gz

{mlquantx-0.2.6/src/mlquantx.egg-info → mlquantx-0.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mlquantx
-Version: 0.2.6
+Version: 0.4.0
 Summary: Reference implementation of ‘ML-Enhanced Multi-Factor Quantitative Trading’ (arXiv:2507.07107).
 Author: Yimin Du
 License-Expression: MIT
@@ -36,9 +36,10 @@ 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: data
+Requires-Dist: yfinance>=0.2.0; extra == "data"
+Requires-Dist: baostock>=0.8.8; extra == "data"
+Requires-Dist: akshare>=1.18.0; extra == "data"
 Provides-Extra: mosek
 Requires-Dist: Mosek>=10.0; extra == "mosek"
 Provides-Extra: ecos
@@ -46,6 +47,7 @@ Requires-Dist: ecos>=2.0; extra == "ecos"
 Provides-Extra: gpu
 Requires-Dist: cupy-cuda12x>=12.0; extra == "gpu"
 Provides-Extra: dev
+Requires-Dist: mlquantx[data]; extra == "dev"
 Requires-Dist: pytest>=7.4; extra == "dev"
 Requires-Dist: pytest-cov>=4.1; extra == "dev"
 Requires-Dist: ruff>=0.4; extra == "dev"
@@ -56,8 +58,8 @@ Dynamic: license-file
 # mlquant
 
 **A reproducible PyTorch research stack for machine-learning multi-factor
-trading: 213 factors, bias correction, portfolio optimization, and vectorized
-backtesting.**
+trading: 213 factors, bias correction, portfolio optimization, vectorized
+backtesting, and System-One-style portfolio decisions.**
 
 [![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)
@@ -76,6 +78,12 @@ 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.
 
+The AkShare, Baostock, and yfinance public-data loaders are an optional extra:
+
+```bash
+python -m pip install 'mlquantx[data]'
+```
+
 ## Customize or contribute
 
 The wheel is the fastest way to try the project. Clone the repository when you
@@ -102,12 +110,15 @@ If the demo saves you setup time, consider
 - vectorized backtesting with turnover and transaction costs
 - AkShare, Baostock, yfinance, and deterministic synthetic data paths
 - auditable public-data validation reports, including negative results
+- `mlquant systemone decide` for typed portfolio-intent decisions from
+  structured research state
 
 ## 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)
+- [System-One-compatible portfolio decisions](https://github.com/initial-d/ml-quant-trading/blob/main/docs/systemone_adapter.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)

{mlquantx-0.2.6 → mlquantx-0.4.0}/PYPI_README.md

@@ -1,8 +1,8 @@
 # mlquant
 
 **A reproducible PyTorch research stack for machine-learning multi-factor
-trading: 213 factors, bias correction, portfolio optimization, and vectorized
-backtesting.**
+trading: 213 factors, bias correction, portfolio optimization, vectorized
+backtesting, and System-One-style portfolio decisions.**
 
 [![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)
@@ -21,6 +21,12 @@ 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.
 
+The AkShare, Baostock, and yfinance public-data loaders are an optional extra:
+
+```bash
+python -m pip install 'mlquantx[data]'
+```
+
 ## Customize or contribute
 
 The wheel is the fastest way to try the project. Clone the repository when you
@@ -47,12 +53,15 @@ If the demo saves you setup time, consider
 - vectorized backtesting with turnover and transaction costs
 - AkShare, Baostock, yfinance, and deterministic synthetic data paths
 - auditable public-data validation reports, including negative results
+- `mlquant systemone decide` for typed portfolio-intent decisions from
+  structured research state
 
 ## 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)
+- [System-One-compatible portfolio decisions](https://github.com/initial-d/ml-quant-trading/blob/main/docs/systemone_adapter.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)