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open-economic-quant-research-data / Microstructure /tests

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History: 4 commits

ShawnChamberlain

Add real-data empirical validation across Polymarket CLOB, 785d Binance perp NAV, 312m JKP EM, and 144 L2 scenarios

15bf08e verified 14 days ago

test_analysis.py
8.45 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_binance.py
32.8 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_binance_archive.py
36.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_book.py
5.31 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_cancellation_features.py
4.58 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_cli.py
71.9 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_config.py
3.02 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_dashboard.py
3.82 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_evidence_budget.py
5.31 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_execution.py
12.7 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_exploratory_trade_study.py
2.06 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_features.py
10 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_ingestion.py
24.8 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_l2_analysis.py
6.57 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_l2_evaluation.py
29.1 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_l2_multidate.py
15.7 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_l2_reporting.py
7.09 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_labels.py
8.58 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_acquisition.py
32.4 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_config.py
6.37 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_ingestion.py
879 Bytes
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_analysis_config.py
9.42 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_binance.py
26.5 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_capture.py
66.7 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_config.py
4.9 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_development.py
35.8 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_inputs.py
17 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_l2_pipeline.py
37.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_manifest.py
43.7 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_normalization.py
11.7 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_m8_pipeline.py
81.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_maker_fee_sensitivity.py
3.19 kB
Add real-data empirical validation across Polymarket CLOB, 785d Binance perp NAV, 312m JKP EM, and 144 L2 scenarios 14 days ago
test_models.py
7.45 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_multidate.py
24.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_pipeline.py
12.2 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_provenance.py
3.88 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_public_data.py
43.6 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_public_pipeline.py
29 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_quality.py
16.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_reporting.py
24.1 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_schemas.py
3.41 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_splits.py
4.19 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_storage.py
4.94 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago
test_trade_only.py
5.3 kB
Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity 15 days ago