Sync from GitHub (tests passed)

config/symbol_sets/challenger.json

@@ -1,10 +1,10 @@
 {
-  "run_id": "scr-20260121-01acc8",
-  "generated_at": "2026-01-21T17:46:27Z",
-  "screener_run_id": "scr-20260121-01acc8",
-  "content_fingerprint": "sha256:0ea03719287924228105d1df7a8070c1386bc4a9047a86f8e004624d2e400a6c",
-  "output_fingerprint": "sha256:0406e8ce45a8ba00a01ab24be8cfabcb458cc5bdb2429f9af0731c4d526d2ddb",
-  "universe_content_fingerprint": "sha256:3c94a3eb2a5e4a75cf7bfb2711542a96af62f6bb8c21511ba475124351cca3f1",
+  "run_id": "scr-20260323-c74df2",
+  "generated_at": "2026-03-23T05:06:32Z",
+  "screener_run_id": "scr-20260323-c74df2",
+  "content_fingerprint": "sha256:f5de46455306636f11fbcc47d069279523ae3ed32fd98d921eb6e21060e814aa",
+  "output_fingerprint": "sha256:640f93b2c31dd5f2a257b156bc2ebebe4cd2d1dd4bd5dfcdb9e04eaa56786cad",
+  "universe_content_fingerprint": "sha256:68f29e3ef6f6005e6bb41339790c7c56effe1fca14b9b1dfbafaa435dd0d5f7c",
   "selection_rules_version": "3.2.0",
   "target": "HG=F",
   "total_candidates": 141,
@@ -60,12 +60,12 @@
   },
   "excluded_reasons_summary": {
     "oos_n_obs_too_low": 0,
-    "oos_abs_pearson_too_low": 63,
-    "oos_rolling_std_too_high": 4,
+    "oos_abs_pearson_too_low": 64,
+    "oos_rolling_std_too_high": 3,
     "oos_target_redundant": 1,
     "oos_metrics_missing": 0,
-    "category_not_whitelisted": 39,
-    "category_limit_reached": 19,
+    "category_not_whitelisted": 37,
+    "category_limit_reached": 21,
     "global_cap_reached": 0
   },
   "tie_break_rule": "alphabetical_ticker_within_same_score",
@@ -75,289 +75,289 @@
       "category": "macro_currency",
       "selection_source": "mandatory",
       "rank": 116,
-      "score_composite": 0.3296,
-      "is_pearson": -0.4365658515972881,
+      "score_composite": 0.3276,
+      "is_pearson": -0.4365658515972885,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": -0.25589672032928534,
+      "oos_pearson": -0.24923921865260898,
       "oos_pearson_sign": "negative",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.1820077225456136,
-      "oos_rolling_std": 0.09848538068512089,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.14302635835345903,
+      "oos_rolling_std": 0.09814800174937098,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": -0.25589672032928534
+      "oos_lag_corr_at_frozen": -0.24923921865260898
     },
     {
       "ticker": "CL=F",
       "category": "commodity_energy",
       "selection_source": "mandatory",
-      "rank": 133,
-      "score_composite": 0.2723,
-      "is_pearson": 0.3464957346484408,
+      "rank": 138,
+      "score_composite": 0.241,
+      "is_pearson": 0.34649573464844113,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.15655569439803313,
+      "oos_pearson": 0.052141377309148224,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.14952098817008314,
-      "oos_rolling_std": 0.19248057705038732,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.07074621074206999,
+      "oos_rolling_std": 0.20030688879528052,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.15655569439803313
+      "oos_lag_corr_at_frozen": 0.052141377309148224
     },
     {
       "ticker": "COPX",
       "category": "etf_copper",
       "selection_source": "screener",
       "rank": 2,
-      "score_composite": 0.7604,
-      "is_pearson": 0.7841779211355742,
+      "score_composite": 0.7588,
+      "is_pearson": 0.7841776863335453,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.6956413804263578,
+      "oos_pearson": 0.690363949041162,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.6338861263834715,
-      "oos_rolling_std": 0.12942713172730172,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.625211906029331,
+      "oos_rolling_std": 0.12396096846273649,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.6956413804263578
+      "oos_lag_corr_at_frozen": 0.690363949041162
     },
     {
       "ticker": "PICK",
       "category": "etf_miners",
       "selection_source": "screener",
       "rank": 3,
-      "score_composite": 0.7121,
-      "is_pearson": 0.7269352585154228,
+      "score_composite": 0.7117,
+      "is_pearson": 0.7269350967939731,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.6578612359678409,
+      "oos_pearson": 0.6565284500254881,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.5856942833071352,
-      "oos_rolling_std": 0.10066353661183235,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.5773858976713295,
+      "oos_rolling_std": 0.09694498373603411,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.6578612359678409
+      "oos_lag_corr_at_frozen": 0.6565284500254881
     },
     {
-      "ticker": "SCCO",
+      "ticker": "FCX",
       "category": "miner_major",
       "selection_source": "screener",
       "rank": 4,
-      "score_composite": 0.7025,
-      "is_pearson": 0.7085866126559941,
+      "score_composite": 0.7051,
+      "is_pearson": 0.6989201517417913,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.6087163075965507,
+      "oos_pearson": 0.6304243561297919,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.5334391644308702,
-      "oos_rolling_std": 0.15529979141258105,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.5386866385737777,
+      "oos_rolling_std": 0.17642023792518888,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.6087163075965507
+      "oos_lag_corr_at_frozen": 0.6304243561297919
     },
     {
-      "ticker": "FCX",
+      "ticker": "SCCO",
       "category": "miner_major",
       "selection_source": "screener",
       "rank": 5,
-      "score_composite": 0.702,
-      "is_pearson": 0.6989201642564743,
+      "score_composite": 0.7044,
+      "is_pearson": 0.7085866034886997,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.6201687537962907,
+      "oos_pearson": 0.6152223233347587,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.5324484075842124,
-      "oos_rolling_std": 0.14759110938554468,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.540388045002868,
+      "oos_rolling_std": 0.1566317501769846,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.6201687537962907
+      "oos_lag_corr_at_frozen": 0.6152223233347587
     },
     {
       "ticker": "RIO",
       "category": "miner_major",
       "selection_source": "screener",
       "rank": 6,
-      "score_composite": 0.6706,
-      "is_pearson": 0.6828595893612273,
+      "score_composite": 0.6703,
+      "is_pearson": 0.6828596492587814,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.5994364710809708,
+      "oos_pearson": 0.5986438431068744,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.48517950608454813,
-      "oos_rolling_std": 0.15700147666323397,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.48282129354113945,
+      "oos_rolling_std": 0.1617803945652807,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.5994364710809708
+      "oos_lag_corr_at_frozen": 0.5986438431068744
     },
     {
       "ticker": "HBM.TO",
       "category": "miner_mid",
       "selection_source": "screener",
       "rank": 7,
-      "score_composite": 0.6653,
-      "is_pearson": 0.6560511147782789,
+      "score_composite": 0.6671,
+      "is_pearson": 0.6560510784547535,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.5648592455438034,
+      "oos_pearson": 0.5707657517893016,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.4775168986074405,
-      "oos_rolling_std": 0.14001446897643596,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.4849641232686483,
+      "oos_rolling_std": 0.16436234617877785,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.5648592455438034
+      "oos_lag_corr_at_frozen": 0.5707657517893016
     },
     {
       "ticker": "BHP",
       "category": "miner_major",
       "selection_source": "screener",
       "rank": 8,
-      "score_composite": 0.6527,
-      "is_pearson": 0.6635623320785133,
+      "score_composite": 0.6525,
+      "is_pearson": 0.6635623527581717,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.5559001722822761,
+      "oos_pearson": 0.5551633686072006,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.44239989298799065,
-      "oos_rolling_std": 0.20336423420854333,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.439351304682754,
+      "oos_rolling_std": 0.19763957666653081,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.5559001722822761
+      "oos_lag_corr_at_frozen": 0.5551633686072006
     },
     {
       "ticker": "LUN.TO",
       "category": "miner_mid",
       "selection_source": "screener",
-      "rank": 10,
-      "score_composite": 0.6281,
-      "is_pearson": 0.6287675265797077,
+      "rank": 9,
+      "score_composite": 0.6325,
+      "is_pearson": 0.6287673772695176,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.4691591604291037,
+      "oos_pearson": 0.48378139066866854,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.37582943200137664,
-      "oos_rolling_std": 0.22842925132202532,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.39759593400959636,
+      "oos_rolling_std": 0.24201588718683556,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.4691591604291037
+      "oos_lag_corr_at_frozen": 0.48378139066866854
     },
     {
       "ticker": "XME",
       "category": "etf_metals",
       "selection_source": "screener",
       "rank": 12,
-      "score_composite": 0.6115,
-      "is_pearson": 0.5943772119915407,
+      "score_composite": 0.6154,
+      "is_pearson": 0.5943772186013415,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.46443515550885744,
+      "oos_pearson": 0.47749140155299885,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.3362533803829553,
-      "oos_rolling_std": 0.18804813880332064,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.3499853954255169,
+      "oos_rolling_std": 0.18125758491863864,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.46443515550885744
+      "oos_lag_corr_at_frozen": 0.47749140155299885
     },
     {
       "ticker": "FXA",
       "category": "macro_currency",
       "selection_source": "screener",
-      "rank": 15,
-      "score_composite": 0.5827,
-      "is_pearson": 0.555466611120134,
+      "rank": 17,
+      "score_composite": 0.5769,
+      "is_pearson": 0.555465514750984,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.5091830531812065,
+      "oos_pearson": 0.4898401022435348,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.3625125275585919,
-      "oos_rolling_std": 0.12894669685695853,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.32832693673580254,
+      "oos_rolling_std": 0.12350321412672499,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.5091830531812065
+      "oos_lag_corr_at_frozen": 0.4898401022435348
     },
     {
       "ticker": "VALE",
       "category": "miner_diversified",
       "selection_source": "screener",
-      "rank": 27,
-      "score_composite": 0.5598,
-      "is_pearson": 0.601255642994768,
+      "rank": 26,
+      "score_composite": 0.5604,
+      "is_pearson": 0.6012554629102538,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.4425764243529336,
+      "oos_pearson": 0.4445675912928725,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.29346039914390826,
-      "oos_rolling_std": 0.20032867069171392,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.28976577357292094,
+      "oos_rolling_std": 0.19372627881337298,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.4425764243529336
+      "oos_lag_corr_at_frozen": 0.4445675912928725
     },
     {
       "ticker": "GXC",
       "category": "macro_china",
       "selection_source": "screener",
-      "rank": 38,
-      "score_composite": 0.5041,
-      "is_pearson": 0.5168835094918269,
+      "rank": 35,
+      "score_composite": 0.5079,
+      "is_pearson": 0.5168833323419436,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.4082885051741739,
+      "oos_pearson": 0.420875066025181,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.2939353746154297,
-      "oos_rolling_std": 0.09201890516974226,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.30734288156791845,
+      "oos_rolling_std": 0.09697106858358417,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.4082885051741739
+      "oos_lag_corr_at_frozen": 0.420875066025181
     },
     {
       "ticker": "CEW",
       "category": "macro_em",
       "selection_source": "screener",
-      "rank": 41,
-      "score_composite": 0.4977,
-      "is_pearson": 0.5536226976964501,
+      "rank": 38,
+      "score_composite": 0.5003,
+      "is_pearson": 0.5536225367409852,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.37194491590167394,
+      "oos_pearson": 0.38069003456546857,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.13178363722975933,
-      "oos_rolling_std": 0.13395906273656685,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.15417630118572548,
+      "oos_rolling_std": 0.1350927605389791,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.37194491590167394
+      "oos_lag_corr_at_frozen": 0.38069003456546857
     },
     {
       "ticker": "PL=F",
       "category": "commodity_precious",
       "selection_source": "screener",
-      "rank": 44,
-      "score_composite": 0.4915,
-      "is_pearson": 0.4836877560320039,
+      "rank": 45,
+      "score_composite": 0.4808,
+      "is_pearson": 0.48368775603200487,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.5105685707176206,
+      "oos_pearson": 0.47469989704669946,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.4435428754676094,
-      "oos_rolling_std": 0.11808532274711148,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.41015198316732004,
+      "oos_rolling_std": 0.113114497608784,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.5105685707176206
+      "oos_lag_corr_at_frozen": 0.47469989704669946
     },
     {
       "ticker": "ALI=F",
       "category": "commodity_base",
       "selection_source": "screener",
-      "rank": 73,
-      "score_composite": 0.4095,
-      "is_pearson": 0.5018667089390717,
+      "rank": 75,
+      "score_composite": 0.3996,
+      "is_pearson": 0.5018667089390725,
       "is_n_obs": 312,
       "is_best_lag": 0,
-      "oos_pearson": 0.49570612185061425,
+      "oos_pearson": 0.462995288684693,
       "oos_pearson_sign": "positive",
-      "oos_n_obs": 107,
-      "oos_partial_corr": 0.4252316927738504,
-      "oos_rolling_std": 0.09163426478282909,
+      "oos_n_obs": 116,
+      "oos_partial_corr": 0.40895220453316294,
+      "oos_rolling_std": 0.10271550817716062,
       "oos_frozen_lag": 0,
-      "oos_lag_corr_at_frozen": 0.49570612185061425
+      "oos_lag_corr_at_frozen": 0.462995288684693
     }
   ]
 }

deep_learning/training/hyperopt.py

@@ -124,7 +124,7 @@ def _objective(trial, base_cfg: TFTASROConfig, master_data: tuple) -> float:
     from deep_learning.models.tft_copper import create_tft_model
 
     trial_cfg = create_trial_config(trial, base_cfg)
-    master_df, tv_unknown, tv_known, target_cols = master_data
+    master_df, tv_unknown, tv_known, target_cols, _ = master_data
 
     try:
         training_ds, validation_ds, test_ds = build_datasets(

deep_learning/training/trainer.py

@@ -103,7 +103,7 @@ def train_tft_model(
     # ---- 1. Feature store ----
     logger.info("Building feature store ...")
     with SessionLocal() as session:
-        master_df, tv_unknown, tv_known, target_cols = build_tft_dataframe(session, cfg)
+        master_df, tv_unknown, tv_known, target_cols, _ = build_tft_dataframe(session, cfg)
 
     logger.info("Master DataFrame: %d rows x %d cols", *master_df.shape)