mlquantx 0.3.1__tar.gz → 0.4.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {mlquantx-0.3.1/src/mlquantx.egg-info → mlquantx-0.4.0}/PKG-INFO +12 -4
- {mlquantx-0.3.1 → mlquantx-0.4.0}/PYPI_README.md +6 -0
- mlquantx-0.4.0/README.md +700 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/pyproject.toml +9 -4
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/__init__.py +1 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/engine.py +7 -4
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/cli/main.py +204 -34
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/configs/small.yaml +4 -1
- mlquantx-0.4.0/src/mlquant/data/_optional.py +16 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/akshare_loader.py +2 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/baostock_loader.py +3 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/yfinance_loader.py +3 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/__init__.py +2 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_add.py +1 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_best.py +2 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_better.py +3 -3
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_extra.py +1 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_old.py +1 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_original.py +1 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_stock.py +1 -1
- mlquantx-0.4.0/src/mlquant/features/bias.py +162 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/legacy_factors.py +3 -4
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/neutralize.py +0 -1
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/tensor_factors.py +0 -1
- mlquantx-0.4.0/src/mlquant/systemone.py +755 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/trainer.py +18 -6
- {mlquantx-0.3.1 → mlquantx-0.4.0/src/mlquantx.egg-info}/PKG-INFO +12 -4
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/SOURCES.txt +4 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/requires.txt +3 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_baostock.py +0 -2
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_benchmark_tensor_factors.py +0 -1
- mlquantx-0.4.0/tests/test_bias.py +58 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_cli.py +62 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_cost_drag_units.py +10 -0
- mlquantx-0.4.0/tests/test_optional_data_deps.py +38 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_public_data_validation.py +18 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_systemone.py +162 -1
- mlquantx-0.4.0/tests/test_trainer_split.py +48 -0
- mlquantx-0.3.1/README.md +0 -208
- mlquantx-0.3.1/src/mlquant/features/bias.py +0 -81
- mlquantx-0.3.1/src/mlquant/features.py +0 -613
- mlquantx-0.3.1/src/mlquant/systemone.py +0 -355
- mlquantx-0.3.1/tests/test_bias.py +0 -25
- {mlquantx-0.3.1 → mlquantx-0.4.0}/LICENSE +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/NOTICE.md +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/setup.cfg +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/metrics.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/cli/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/configs/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/loaders.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/panel.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/synthetic.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_alpha101.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_change.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_market.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/alpha101.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/market_breadth.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/target.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/losses.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/nets.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/frontier.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/markowitz.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/augment.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/dataset.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/__init__.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/config.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/seed.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/dependency_links.txt +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/entry_points.txt +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/top_level.txt +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_aggregate_validation_reports.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_akshare.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_akshare_csi300_full_pipeline.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_alpha101.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_audit_validation_report.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_augment.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_export_huggingface_artifacts.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_losses.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_markowitz.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_metrics.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_neutralize.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_synthetic.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_technical_pipeline_audit.py +0 -0
- {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_tensor_factors.py +0 -0
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Metadata-Version: 2.4
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Name: mlquantx
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Version: 0.
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Version: 0.4.0
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Summary: Reference implementation of ‘ML-Enhanced Multi-Factor Quantitative Trading’ (arXiv:2507.07107).
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Author: Yimin Du
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License-Expression: MIT
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Requires-Dist: baostock>=0.8.8; extra == "data"
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Requires-Dist: mlquantx[data]; extra == "dev"
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Requires-Dist: pytest>=7.4; extra == "dev"
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report generation. The default config ships inside the wheel, so the command
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works outside a repository checkout.
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The AkShare, Baostock, and yfinance public-data loaders are an optional extra:
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```bash
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python -m pip install 'mlquantx[data]'
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```
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## Customize or contribute
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The wheel is the fastest way to try the project. Clone the repository when you
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```bash
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```
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The wheel is the fastest way to try the project. Clone the repository when you
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