NexQuant

mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-28 07:57:44 +00:00

Files

T

TPTBusiness 9591c11702 fix(auto-fixer): preserve date dimension in groupby(['instrument','date']) fix

The previous fixer converted groupby(['instrument','date']) → groupby(level=1),
stripping the date level. This caused intraday calculations (VWAP, rolling-std,
cumsum) to accumulate across trading days instead of resetting daily, producing
all-NaN factor output — causing 100% failure rate on intraday factors.

New behaviour: capture the DataFrame variable name and emit:
  var.groupby([var.index.get_level_values(1),
               var.index.get_level_values(0).normalize()])
which groups by (instrument, day) as originally intended.

Adds test/qlib/test_auto_fixer.py covering all fixer cases.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-04-26 11:50:52 +02:00

__init__.py

fix: fix some minor bugs in qlib scenario (#817 )

2025-04-23 18:48:02 +08:00

auto_fixer.py

fix(auto-fixer): preserve date dimension in groupby(['instrument','date']) fix

2026-04-26 11:50:52 +02:00

config.py

feat: add previous runner loops to runner history (#1142 )

2025-08-04 17:38:27 +08:00

eurusd_debate.py

docs: Translate all code comments to English