- Add extract_qlib_params.py script to extract pre-fitted mean/std parameters
from Qlib's proc_list.proc and save as reusable .npy files with metadata.json
- Add RobustZScoreNorm.from_version() class method to load saved parameters
by version name, supporting multiple parameter versions coexistence
- Update dump_polars_dataset.py to use from_version() instead of loading
parameters directly from proc_list.proc
- Update generate_beta_embedding.py to use qshare's filter_instruments for
stock universe filtering
- Save parameters to data/robust_zscore_params/csiallx_feature2_ntrla_flag_pnlnorm/
with 330 features (158 alpha158_ntrl + 158 alpha158_raw + 7 market_ext_ntrl + 7 market_ext_raw)
- Update README.md with documentation for parameter extraction and usage
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add .claudeignore and .clauderc for Claude Code setup
- Add config.yaml for cta_1d, stock_15m, and alpha158_beta tasks
- Add alpha158_beta pipeline.py with documentation
- Add utility scripts for embedding generation and prediction
- Add executed baseline notebook for cta_1d
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move cta_1d/loader.py, train.py, backtest.py to cta_1d/src/
- Move stock_15m/loader.py, train.py to stock_15m/src/
- Update root __init__.py files to re-export from src/ submodules
- Update src/__init__.py files with proper public API exports
- Update imports to use relative paths within src/
- Add missing create_experiment_dir export to common/__init__.py
- Remove legacy/ directories with old pandas implementations
- Remove test_new_loaders.py development test file
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
guofu