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docs: drop the em dash

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Jimmy7892
2026-08-28 01:43:57 +02:00
parent ff1eea2085
commit fc59a6a077
2 changed files with 8 additions and 8 deletions
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README.md
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@@ -254,7 +254,7 @@ method can weigh it. Treat any parameter that came from data as part of the
pipeline, re-derive it on the window under test, and compare the results.
[`examples/25_lookahead_trap.py`](https://github.com/manifoldbt/manifoldbt/blob/master/examples/25_lookahead_trap.py)
runs both on the same strategy — including perturbing every future bar — and
runs both on the same strategy, including perturbing every future bar, and
prints what each method concludes, so the difference is visible rather than
asserted.
examples/README.md
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@@ -9,7 +9,7 @@ traded as written, and that is not a defect.
Every example opens with the same four blocks, in this order:
```
"""One-line title — the mechanism, named.
"""One-line title -- the mechanism, named.
Demonstrates:
- the two or three API surfaces the file exists to show
@@ -27,15 +27,15 @@ from is part of the example.
## The three data provenances
**`Data: shared store`** — real market data from `data/`, ingested once and
**`Data: shared store`** -- real market data from `data/`, ingested once and
reused. These examples need that store to exist (see below). Their results are
real in the sense that the prices are real; they are still not investment
advice, and none of the strategies is tuned.
**`Data: self-contained (network)`** — the file ingests what it needs on each
**`Data: self-contained (network)`** -- the file ingests what it needs on each
run, from a free connector. Runs on a fresh clone, needs a network.
**`Data: synthetic (seed N)`** — the file generates its own series. Always
**`Data: synthetic (seed N)`** -- the file generates its own series. Always
reproducible, never a market claim.
## The rule on synthetic data
@@ -51,7 +51,7 @@ in that case:
| | What the fixture determines |
|---|---|
| `21_fill_at_computed_level.py` | the series is detrended, so mean reversion cannot lose on it — only the *gap* between two execution prices is meaningful |
| `21_fill_at_computed_level.py` | the series is detrended, so mean reversion cannot lose on it -- only the *gap* between two execution prices is meaningful |
| `25_lookahead_trap.py` | the leak is deliberate; the file exists to show which audits fail to see it |
A synthetic example whose fixture does **not** predetermine the outcome carries
@@ -73,7 +73,7 @@ python examples/13_stochastic_simulation.py
```
Charts are an optional extra. Without it an example still runs to the end and
skips its chart, saying so — no file here needs `[plot]` to be useful, except
skips its chart, saying so -- no file here needs `[plot]` to be useful, except
`06_full_visualization.py`, which is nothing but charts.
## The shared store
@@ -92,7 +92,7 @@ same 1h store serves the examples running on 12h or daily bars. Both connectors
are free on all tiers and need no API key.
Doing it by hand takes one call per symbol, and the `asset_class` is the part
that is easy to get wrong — the examples ask for `BTC-USDT:perp`, and the
that is easy to get wrong -- the examples ask for `BTC-USDT:perp`, and the
default (`crypto_spot`) stores a symbol they will not find:
```python