Commit History
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Merge pull request #34 from ParallelLLC/dev
Edwin SalgueroUnverified signatureAdd Hugging Face model-card YAMLd797ff4 -
docs: add Hugging Face model-card YAML to README
Edwin Salguero +1: CursorHub rejects a repo card without license and tags in a leading YAML block. Co-authored-by: Cursor <cursoragent@cursor.com>c43b5de -
Merge pull request #33 from ParallelLLC/dev
Edwin SalgueroUnverified signatureMerge Claude updates from dev: algotrader 2.0 and Yahoo ingest fixes00880d6 -
feat: default ingest to Yahoo and restore a full README
Edwin Salguero +1: CursorUse Yahoo Finance as the default tape for config, CLI, Gradio, and UIs; fail closed instead of silently simulating. Merge the algotrader 2.0 lab docs with the v1 FinRL/agentic README and drop the Northwestern line. Co-authored-by: Cursor <cursoragent@cursor.com>3d257f3 -
Add multi-asset portfolio support with a cross-sectional null
ClaudeUnverified signatureSingle-asset backtesting caps this at hobbyist use: anyone doing real cross-sectional work (rank N names, long the top decile, short the bottom) could not express their strategy at all. This adds the portfolio path. Panel (algotrader/panel.py): aligned T x N field frames with per-symbol provenance. Missing data deliberately stays missing — forward-filling a symbol through days it did not trade invents liquidity and lets a strategy hold a delisted name forever. That choice is what makes survivorship measurable, and Panel.survivorship() reports it: a universe where every name still trades after a decade was chosen after the fact, and the Reality Score now caps at 60 when it finds one. Matrix engine (algotrader/portfolio.py): T x N weights with drift-aware turnover. Hold 50% of a book in a name that doubles and you are at 67% without trading, so charging |target[t] - target[t-1]| understates the cost of doing nothing. Turnover is measured against the drifted weight instead. A rebalance …2d2e42a -
Fix three correctness bugs in the Yahoo ingest
ClaudeUnverified signatureAll three are silent: nothing raises, the numbers are just wrong. Unadjusted prices. yahoo.auto_adjust defaulted to false and _normalize_ohlcv selects only the required columns, discarding 'adj close'. So splits were not adjusted for: NVDA's June 2024 10:1 reads as a -90% single-day return and AAPL's 2020 4:1 as -75%. Any strategy or risk control spanning a split saw a phantom crash. Default is now true, opting out logs a warning, and _warn_if_unadjusted names the dates of daily-or-slower bars moving more than 35% as a backstop when adjustment is off. Partial bars reported as final. _poll_once pulls period='5d' and _ingest_new_bars took every row past the watermark, including the period Yahoo is still building. It emitted that in-progress bar, advanced _last_bar_ts past it, and so never re-emitted the finished version — the strategy acted on a close that had not happened yet, then never saw the real one. _drop_incomplete now withholds a bar until its interval has elapsed; yahoo.emit_…9d67baa -
Add algotrader 2.0: a backtester that tries to prove itself wrong
ClaudeUnverified signatureMost backtesting tools answer "how much would this have made?". This adds a second, harder question: how much of that was luck? New `algotrader` package (additive — v1's agentic_ai_system, its tests, CI and Docker setup are untouched): - engine.py: vectorised backtester with an explicit no-look-ahead contract. A strategy emits a target exposure at bar t's close; the engine holds position[t] = target[t - lag] with lag >= 1, so a signal computed on a bar cannot earn that bar's move. Costs are charged on exposure changes, plus a borrow fee on shorts. - validation/: the point of the release. - permutation.py — Monte-Carlo permutation test. Shuffles bar order while preserving each bar's anatomy, then re-runs the same rule on hundreds of structure-free markets. Block-bootstrap mode preserves vol clustering. - deflated_sharpe.py — Bailey & Lopez de Prado's PSR/DSR, charging for every parameter variant tried and for skew and fat tails. - pbo.py — probability of back…3339913 -
Merge pull request #32 from ParallelLLC/dev
Edwin SalgueroUnverified signatureIntegrate Yahoo ingest into FinRL main; stop extra branchesa84fd7d -
feat: add Yahoo ingest on the FinRL tree and stop extra branch creation
Edwin Salguero +1: CursorKeep csv/alpaca/synthetic/FinRL paths unchanged. Add yfinance>=1.0 as an optional data_source, rewrite the README, and remove Dependabot plus the weekly dependency-updates workflow so only main and dev remain. Co-authored-by: Cursor <cursoragent@cursor.com>8a5d4f8
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Update README.md
Edwin SalgueroUnverified signature288f367 -
docs: update README with comprehensive documentation and Apache 2.0 license
Edwin Salguero1e265d1 -
chore: update license from MIT to Apache 2.0
Edwin Salguero6b4e60d -
fix: add YAML metadata to README.md for Hugging Face repository card
Edwin Salguero# Conflicts: # README.md81964c7 -
Update README.md
Edwin SalgueroUnverified signature6d01b44 -
chore: merge dependabot/github_actions/docker/setup-buildx-action-3
Edwin Salguero930bdf5 -
chore: merge dependabot/github_actions/docker/metadata-action-5
Edwin Salguero5b62c62 -
chore: merge dependabot/github_actions/docker/build-push-action-6
Edwin Salguero13f37fa -
chore: merge dependabot/github_actions/codecov/codecov-action-5
Edwin Salguerob1217c1 -
chore: merge dependabot/github_actions/actions/setup-python-5
Edwin Salguero70835ff -
fix: correct circular import in streamlit_app.py for deployment
Edwin Salguero97e9fd7 -
fix: remove comments from packages.txt for Streamlit Cloud deployment
Edwin Salgueroa59c6ba -
feat: prepare for Streamlit Cloud deployment - fix requirements.txt, add deployment config, error handling, and entry point
Edwin Salgueroaaa6e1c
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Update README.md
Edwin Salgueroc1f2fac
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github-actions(deps): bump docker/build-push-action from 4 to 6
dependabot[bot]Unverified signatureBumps [docker/build-push-action](https://github.com/docker/build-push-action) from 4 to 6. - [Release notes](https://github.com/docker/build-push-action/releases) - [Commits](https://github.com/docker/build-push-action/compare/v4...v6) --- updated-dependencies: - dependency-name: docker/build-push-action dependency-version: '6' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>dc2ef1c -
github-actions(deps): bump actions/setup-python from 4 to 5
dependabot[bot]Unverified signatureBumps [actions/setup-python](https://github.com/actions/setup-python) from 4 to 5. - [Release notes](https://github.com/actions/setup-python/releases) - [Commits](https://github.com/actions/setup-python/compare/v4...v5) --- updated-dependencies: - dependency-name: actions/setup-python dependency-version: '5' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>f73cfab -
github-actions(deps): bump docker/metadata-action from 4 to 5
dependabot[bot]Unverified signatureBumps [docker/metadata-action](https://github.com/docker/metadata-action) from 4 to 5. - [Release notes](https://github.com/docker/metadata-action/releases) - [Commits](https://github.com/docker/metadata-action/compare/v4...v5) --- updated-dependencies: - dependency-name: docker/metadata-action dependency-version: '5' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>c8729f8 -
github-actions(deps): bump docker/setup-buildx-action from 2 to 3
dependabot[bot]Unverified signatureBumps [docker/setup-buildx-action](https://github.com/docker/setup-buildx-action) from 2 to 3. - [Release notes](https://github.com/docker/setup-buildx-action/releases) - [Commits](https://github.com/docker/setup-buildx-action/compare/v2...v3) --- updated-dependencies: - dependency-name: docker/setup-buildx-action dependency-version: '3' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>7d12a9a -
github-actions(deps): bump codecov/codecov-action from 3 to 5
dependabot[bot]Unverified signatureBumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 3 to 5. - [Release notes](https://github.com/codecov/codecov-action/releases) - [Changelog](https://github.com/codecov/codecov-action/blob/main/CHANGELOG.md) - [Commits](https://github.com/codecov/codecov-action/compare/v3...v5) --- updated-dependencies: - dependency-name: codecov/codecov-action dependency-version: '5' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>a3e4c7d
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feat(ui): add robust multi-interface UI system (Streamlit, Dash, Jupyter, WebSocket) with launcher, docs, and integration tests [skip ci]
Edwin Salguero9f44dc9 -
Merge pull request #13 from EAName/feature/comprehensive-test-suite-fixes
Edwin SalgueroUnverified signatureMerge pull request #12 from EAName/mainf820bf2 -
Merge pull request #12 from EAName/main
Edwin SalgueroUnverified signaturefixes936f607 -
Merge pull request #11 from EAName/fix/finrl-arg-filtering
Edwin SalgueroUnverified signaturechore: enterprise-grade project structure, robust .gitignore, and dir…f08ef19 -
chore: enterprise-grade project structure, robust .gitignore, and directory cleanup
Edwin Salguero9289e29 -
feat: comprehensive test suite fixes and improvements
Edwin Salguero63f74a3 -
feat: Add comprehensive Dependabot PR review workflow
Edwin Salguero- Add automated review script for all 12 Dependabot PRs - Create Cursor-specific PR review guide - Include AI-assisted review prompts and templates - Add trading-specific review criteria - Support both EAName and ParallelLLC repositories - Include local testing and Docker build validation - Add review decision logging and tracking184a5a6 -
Merge pull request #1 from EAName/dependabot/github_actions/github/codeql-action-3
Edwin SalgueroUnverified signaturegithub-actions(deps): bump github/codeql-action from 2 to 31315d62 -
Merge pull request #3 from EAName/dependabot/github_actions/actions/upload-artifact-4
Edwin SalgueroUnverified signaturegithub-actions(deps): bump actions/upload-artifact from 3 to 4dff59d0 -
Merge pull request #4 from EAName/dependabot/github_actions/peaceiris/actions-gh-pages-4
Edwin SalgueroUnverified signaturegithub-actions(deps): bump peaceiris/actions-gh-pages from 3 to 4473ab5f -
Merge pull request #5 from EAName/dependabot/github_actions/peter-evans/create-pull-request-7
Edwin SalgueroUnverified signaturegithub-actions(deps): bump peter-evans/create-pull-request from 4 to 79b88fe8 -
Merge pull request #6 from EAName/dependabot/docker/python-3.13-slim
Edwin SalgueroUnverified signaturedocker(deps): bump python from 3.11-slim to 3.13-slim70cd635 -
Merge pull request #2 from EAName/dependabot/github_actions/docker/login-action-3
Edwin SalgueroUnverified signaturegithub-actions(deps): bump docker/login-action from 2 to 35040792 -
Update README.md
Edwin SalgueroUnverified signature616e7a8 -
feat: Add comprehensive branch protection and release management
Edwin Salguero- Add detailed branch protection rules for algorithmic trading - Create CODEOWNERS file for code ownership and review requirements - Add automated branch protection setup workflow - Create comprehensive release checklist template - Include trading-specific validation and risk management rules - Add emergency procedures and rollback plans - Support semantic versioning and release automation - Include quality gates and performance monitoringa13907f -
docker(deps): bump python from 3.11-slim to 3.13-slim
dependabot[bot]Unverified signatureBumps python from 3.11-slim to 3.13-slim. --- updated-dependencies: - dependency-name: python dependency-version: 3.13-slim dependency-type: direct:production ... Signed-off-by: dependabot[bot] <support@github.com>499b14d -
github-actions(deps): bump peter-evans/create-pull-request from 4 to 7
dependabot[bot]Unverified signatureBumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 4 to 7. - [Release notes](https://github.com/peter-evans/create-pull-request/releases) - [Commits](https://github.com/peter-evans/create-pull-request/compare/v4...v7) --- updated-dependencies: - dependency-name: peter-evans/create-pull-request dependency-version: '7' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>6d871fd -
github-actions(deps): bump peaceiris/actions-gh-pages from 3 to 4
dependabot[bot]Unverified signatureBumps [peaceiris/actions-gh-pages](https://github.com/peaceiris/actions-gh-pages) from 3 to 4. - [Release notes](https://github.com/peaceiris/actions-gh-pages/releases) - [Changelog](https://github.com/peaceiris/actions-gh-pages/blob/main/CHANGELOG.md) - [Commits](https://github.com/peaceiris/actions-gh-pages/compare/v3...v4) --- updated-dependencies: - dependency-name: peaceiris/actions-gh-pages dependency-version: '4' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>4ef913e -
github-actions(deps): bump actions/upload-artifact from 3 to 4
dependabot[bot]Unverified signatureBumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 3 to 4. - [Release notes](https://github.com/actions/upload-artifact/releases) - [Commits](https://github.com/actions/upload-artifact/compare/v3...v4) --- updated-dependencies: - dependency-name: actions/upload-artifact dependency-version: '4' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>7af573a -
github-actions(deps): bump docker/login-action from 2 to 3
dependabot[bot]Unverified signatureBumps [docker/login-action](https://github.com/docker/login-action) from 2 to 3. - [Release notes](https://github.com/docker/login-action/releases) - [Commits](https://github.com/docker/login-action/compare/v2...v3) --- updated-dependencies: - dependency-name: docker/login-action dependency-version: '3' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>291337b -
github-actions(deps): bump github/codeql-action from 2 to 3
dependabot[bot]Unverified signatureBumps [github/codeql-action](https://github.com/github/codeql-action) from 2 to 3. - [Release notes](https://github.com/github/codeql-action/releases) - [Changelog](https://github.com/github/codeql-action/blob/main/CHANGELOG.md) - [Commits](https://github.com/github/codeql-action/compare/v2...v3) --- updated-dependencies: - dependency-name: github/codeql-action dependency-version: '3' dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>2227352 -
feat: Add comprehensive CI/CD pipeline
Edwin Salguero- Add main CI/CD workflow with quality assurance, testing, and deployment - Add release management workflow for automated versioning - Add dependency update workflow for security patches - Add strategy backtesting workflow for trading validation - Add Dependabot configuration for automated dependency management - Add comprehensive CI/CD setup documentation - Include trading-specific validations and compliance checks - Support multi-environment deployment and monitoringce55621