PuLam/robust-AAE

Lightweight standalone bundle for AAE alpha robustness testing.

This bundle is intentionally scoped to the robustness path only. It does not overwrite or modify the stable backtest flow.

Included

• robust standalone runner
• robustness matrix runner
• CSV -> JSONL alpha-pack converter
• top-10 alpha input pack exported from test7
• small sample outputs for one alpha and a small matrix smoke run
• Kaggle offline instructions

Key scripts

• scripts/jsonl_alpha_robustness.py
• scripts/run_alpha_robustness_matrix.py
• scripts/prepare_alpha_robustness_input.py
• scripts/publish_alpha_robustness_to_hf.py

Kaggle offline usage

The recommended runtime source remains the Kaggle dataset gplebih/aae-new, because it already includes the backtest runtime, wheelhouse, and daily_pv.h5.

See:

• docs/README_alpha_robustness.md
• docs/README_alpha_robustness_matrix.md

Top-10 alpha pack

• inputs/test7_top10_best_return_alpha_pack.jsonl
• inputs/top10_seed_best_return_with_formula.csv

Sample outputs

• examples/decay_relret_mom_v4_baseline/
• examples/decay_relret_mom_v4_matrix_smoke/