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.
Files changed (89) hide show
  1. {mlquantx-0.3.1/src/mlquantx.egg-info → mlquantx-0.4.0}/PKG-INFO +12 -4
  2. {mlquantx-0.3.1 → mlquantx-0.4.0}/PYPI_README.md +6 -0
  3. mlquantx-0.4.0/README.md +700 -0
  4. {mlquantx-0.3.1 → mlquantx-0.4.0}/pyproject.toml +9 -4
  5. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/__init__.py +1 -1
  6. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/engine.py +7 -4
  7. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/cli/main.py +204 -34
  8. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/configs/small.yaml +4 -1
  9. mlquantx-0.4.0/src/mlquant/data/_optional.py +16 -0
  10. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/akshare_loader.py +2 -1
  11. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/baostock_loader.py +3 -2
  12. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/yfinance_loader.py +3 -2
  13. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/__init__.py +2 -2
  14. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_add.py +1 -1
  15. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_best.py +2 -2
  16. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_better.py +3 -3
  17. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_extra.py +1 -1
  18. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_old.py +1 -1
  19. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_original.py +1 -1
  20. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_stock.py +1 -1
  21. mlquantx-0.4.0/src/mlquant/features/bias.py +162 -0
  22. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/legacy_factors.py +3 -4
  23. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/neutralize.py +0 -1
  24. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/tensor_factors.py +0 -1
  25. mlquantx-0.4.0/src/mlquant/systemone.py +755 -0
  26. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/trainer.py +18 -6
  27. {mlquantx-0.3.1 → mlquantx-0.4.0/src/mlquantx.egg-info}/PKG-INFO +12 -4
  28. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/SOURCES.txt +4 -2
  29. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/requires.txt +3 -0
  30. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_baostock.py +0 -2
  31. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_benchmark_tensor_factors.py +0 -1
  32. mlquantx-0.4.0/tests/test_bias.py +58 -0
  33. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_cli.py +62 -0
  34. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_cost_drag_units.py +10 -0
  35. mlquantx-0.4.0/tests/test_optional_data_deps.py +38 -0
  36. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_public_data_validation.py +18 -0
  37. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_systemone.py +162 -1
  38. mlquantx-0.4.0/tests/test_trainer_split.py +48 -0
  39. mlquantx-0.3.1/README.md +0 -208
  40. mlquantx-0.3.1/src/mlquant/features/bias.py +0 -81
  41. mlquantx-0.3.1/src/mlquant/features.py +0 -613
  42. mlquantx-0.3.1/src/mlquant/systemone.py +0 -355
  43. mlquantx-0.3.1/tests/test_bias.py +0 -25
  44. {mlquantx-0.3.1 → mlquantx-0.4.0}/LICENSE +0 -0
  45. {mlquantx-0.3.1 → mlquantx-0.4.0}/NOTICE.md +0 -0
  46. {mlquantx-0.3.1 → mlquantx-0.4.0}/setup.cfg +0 -0
  47. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/__init__.py +0 -0
  48. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/backtest/metrics.py +0 -0
  49. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/cli/__init__.py +0 -0
  50. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/configs/__init__.py +0 -0
  51. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/__init__.py +0 -0
  52. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/loaders.py +0 -0
  53. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/panel.py +0 -0
  54. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/data/synthetic.py +0 -0
  55. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_alpha101.py +0 -0
  56. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_change.py +0 -0
  57. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/_factors_market.py +0 -0
  58. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/alpha101.py +0 -0
  59. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/market_breadth.py +0 -0
  60. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/features/target.py +0 -0
  61. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/__init__.py +0 -0
  62. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/losses.py +0 -0
  63. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/models/nets.py +0 -0
  64. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/__init__.py +0 -0
  65. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/frontier.py +0 -0
  66. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/portfolio/markowitz.py +0 -0
  67. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/__init__.py +0 -0
  68. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/augment.py +0 -0
  69. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/training/dataset.py +0 -0
  70. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/__init__.py +0 -0
  71. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/config.py +0 -0
  72. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquant/utils/seed.py +0 -0
  73. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/dependency_links.txt +0 -0
  74. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/entry_points.txt +0 -0
  75. {mlquantx-0.3.1 → mlquantx-0.4.0}/src/mlquantx.egg-info/top_level.txt +0 -0
  76. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_aggregate_validation_reports.py +0 -0
  77. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_akshare.py +0 -0
  78. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_akshare_csi300_full_pipeline.py +0 -0
  79. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_alpha101.py +0 -0
  80. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_audit_validation_report.py +0 -0
  81. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_augment.py +0 -0
  82. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_export_huggingface_artifacts.py +0 -0
  83. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_losses.py +0 -0
  84. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_markowitz.py +0 -0
  85. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_metrics.py +0 -0
  86. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_neutralize.py +0 -0
  87. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_synthetic.py +0 -0
  88. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_technical_pipeline_audit.py +0 -0
  89. {mlquantx-0.3.1 → mlquantx-0.4.0}/tests/test_tensor_factors.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: mlquantx
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- Version: 0.3.1
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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
@@ -36,9 +36,10 @@ Requires-Dist: pyyaml>=6.0
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  Requires-Dist: click>=8.1
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  Requires-Dist: rich>=13.0
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  Requires-Dist: tqdm>=4.65
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- Requires-Dist: yfinance>=0.2.0
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- Requires-Dist: baostock>=0.8.8
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- Requires-Dist: akshare>=1.18.0
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+ Provides-Extra: data
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+ Requires-Dist: yfinance>=0.2.0; extra == "data"
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+ Requires-Dist: baostock>=0.8.8; extra == "data"
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+ Requires-Dist: akshare>=1.18.0; extra == "data"
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  Provides-Extra: mosek
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  Requires-Dist: Mosek>=10.0; extra == "mosek"
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  Provides-Extra: ecos
@@ -46,6 +47,7 @@ Requires-Dist: ecos>=2.0; extra == "ecos"
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  Provides-Extra: gpu
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  Requires-Dist: cupy-cuda12x>=12.0; extra == "gpu"
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  Provides-Extra: dev
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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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  Requires-Dist: pytest-cov>=4.1; extra == "dev"
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  Requires-Dist: ruff>=0.4; extra == "dev"
@@ -76,6 +78,12 @@ training, portfolio construction, cost-aware backtesting, and Markdown/JSON
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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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+
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+ ```bash
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+ python -m pip install 'mlquantx[data]'
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+ ```
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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
@@ -21,6 +21,12 @@ training, portfolio construction, cost-aware backtesting, and Markdown/JSON
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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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+
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+ ```bash
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+ python -m pip install 'mlquantx[data]'
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+ ```
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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