fix(denoise): keep close columns as a list
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@@ -547,7 +547,7 @@ DenoiseMethodLiteral = Literal[_DENOISE_METHODS] # type: ignore
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class DenoiseSpec(TypedDict, total=False):
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method: DenoiseMethodLiteral # type: ignore
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params: Dict[str, Any]
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columns: List[str]
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columns: Union[str, List[str]]
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when: Literal['pre_ti', 'post_ti'] # type: ignore
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causality: Literal['causal', 'zero_phase'] # type: ignore
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keep_original: bool
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@@ -127,7 +127,7 @@ def normalize_denoise_pipeline_values(
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_COLUMN_ALIASES_OHLC = frozenset({"ohlc"})
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_COLUMN_ALIASES_CLOSE = frozenset({"price", "close"})
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_COLUMN_ALIASES_CLOSE = frozenset({"price"})
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_COLUMN_ALIASES_OHLCV = frozenset({"ohlcv"})
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_COLUMN_ALIASES_ALL = frozenset({"all", "*", "numeric"})
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_COLUMN_ALIASES = (
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@@ -246,6 +246,10 @@ class TestNormalizeDenoiseSec:
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out = normalize_denoise_spec({"method": "sma", "columns": "price"})
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assert out["columns"] == "price"
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def test_keeps_concrete_close_column_as_list(self):
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out = normalize_denoise_spec({"method": "sma", "columns": ["close"]})
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assert out["columns"] == ["close"]
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def test_preserves_list_wrapped_alias(self):
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out = normalize_denoise_spec({"method": "sma", "columns": ["ohlc"]})
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assert out["columns"] == "ohlc"
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