diff --git a/docs/img/performance_manifest.json b/docs/img/performance_manifest.json index d494aa7..a4d8b7b 100644 --- a/docs/img/performance_manifest.json +++ b/docs/img/performance_manifest.json @@ -1,18 +1,18 @@ { "schema_version": 4, - "generated_at": "2026-07-02T06:57:57Z", + "generated_at": "2026-07-02T08:06:29Z", "generator": { "path": "scripts/generate_report.py", "script_sha256": "b536aa7fc5e4fe7df6c7ff28c0992629a489869eaec46486db7aff1cb946099b", "git": { - "source_commit": "34096ad11c1ae33531186a86961a9e2e883d60a9", + "source_commit": "881176debe1573e1154c011eead6aae20bb05232", "worktree_clean_at_start": true }, "source_tree": { - "sha256": "d0f255e6b88db78b61480a90312e6074b323eca8dd3456dd2a3ec275612f224e", + "sha256": "fc50e697979df83828bfffe416bb80da71212ebeef593bbe814c21c7f78753a7", "file_count": 109, "files": { - "poetry.lock": "d4e2e756f8ba3ca67ca0e7592c56d1e3c42303fd8b5af06dd52f25658d9e6ceb", + "poetry.lock": "33a3d2cf42b5068cac47961fa13e819a1b5167614cc5ea6984b3ee0dcace1688", "pyproject.toml": "eaeeb454c28bf7f6d9e530002bb7e88624b56b6c3e1fcb71e6414045cb9c42a0", "quantcortex/__init__.py": "14bf1ebdacd054c3738e4704d33da6709a39206463df8b8ced5376da342c4036", "quantcortex/alpha/__init__.py": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855", diff --git a/paper/build_manifest.json b/paper/build_manifest.json index 288bfd0..ab3e5d0 100644 --- a/paper/build_manifest.json +++ b/paper/build_manifest.json @@ -1,18 +1,18 @@ { "anonymous_pdf": { "path": "quantcortex_audit_anonymous.pdf", - "sha256": "74bd8f67606e4bad177b81c49f3818fd2682abceef3b39cb279bb497d5b8d062" + "sha256": "d860d3312ec78f7969ee776f9ecbca2e00c010d174a9040e25eba7c364fa12a9" }, "pdf": { "path": "quantcortex_audit_neurips2026.pdf", - "sha256": "c2a16206747a6f9205396cb040d7cd01d0f5306319570286a218d9072388e7af" + "sha256": "6f63c3905a25323efac79e31ac69b6f429da4c34557d0b2cc5dc40d045e3cfbb" }, "schema_version": 1, - "source_commit": "34096ad11c1ae33531186a86961a9e2e883d60a9", - "source_date_epoch": 1782975290, + "source_commit": "881176debe1573e1154c011eead6aae20bb05232", + "source_date_epoch": 1782979408, "source_manifest": { "path": "quantcortex_audit_neurips2026.sources.sha256", - "sha256": "e550f507515e06a0ee005ec23b828d0ed346230841a99c718063589249c3d443" + "sha256": "459d3518b53b00f7cbd0f1372c6b5090952fd0a4c4560077f47f4d22fd5716e2" }, "tectonic_bundle": { "name": "default_bundle_v33.tar", diff --git a/paper/expansion/results/manifest.json b/paper/expansion/results/manifest.json index 26eff98..fc636cf 100644 --- a/paper/expansion/results/manifest.json +++ b/paper/expansion/results/manifest.json @@ -163,9 +163,9 @@ } ] }, - "generated_at": "2026-07-02T06:54:51Z", + "generated_at": "2026-07-02T08:03:28Z", "git": { - "source_commit": "34096ad11c1ae33531186a86961a9e2e883d60a9", + "source_commit": "881176debe1573e1154c011eead6aae20bb05232", "tracked_worktree_clean_at_start": true }, "protocol": { @@ -180,7 +180,7 @@ "files": { "paper/expansion/protocol.json": "e49e41a12a19fa5404a573ba5e21eb8a2888e616985f8c610d9652866923315c", "paper/preregistration.md": "06f4407daed7bcd594e00bbf2751e7bd32c5d00eae530b2a6b2f66625b864162", - "poetry.lock": "d4e2e756f8ba3ca67ca0e7592c56d1e3c42303fd8b5af06dd52f25658d9e6ceb", + "poetry.lock": "33a3d2cf42b5068cac47961fa13e819a1b5167614cc5ea6984b3ee0dcace1688", "pyproject.toml": "eaeeb454c28bf7f6d9e530002bb7e88624b56b6c3e1fcb71e6414045cb9c42a0", "quantcortex/__init__.py": "14bf1ebdacd054c3738e4704d33da6709a39206463df8b8ced5376da342c4036", "quantcortex/alpha/__init__.py": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855", @@ -293,6 +293,6 @@ "scripts/release_expansion_artifacts.sh": "727e7b9c023df48550481f38887624e5c6154217e279af2d4e77da11b93c7400", "scripts/run_expansion_experiments.py": "df9932dc67a1e1151faebc5dfd742f0aa622dfcf8093ce5ef9c55d9be4fbaf59" }, - "sha256": "3cea145651a58cdbb70509df5f53c56ff22d6ddf07c3bbe282280940d918777f" + "sha256": "dc2ae72b9014519f0c3dc9bc3746e9aa5efd929e5c2cba5e5a8138ca9714ba5a" } } diff --git a/paper/quantcortex_audit_anonymous.pdf b/paper/quantcortex_audit_anonymous.pdf index a19d2bc..e53960a 100644 Binary files a/paper/quantcortex_audit_anonymous.pdf and b/paper/quantcortex_audit_anonymous.pdf differ diff --git a/paper/quantcortex_audit_anonymous.sha256 b/paper/quantcortex_audit_anonymous.sha256 index 8f5a4b6..2e5306a 100644 --- a/paper/quantcortex_audit_anonymous.sha256 +++ b/paper/quantcortex_audit_anonymous.sha256 @@ -1 +1 @@ -74bd8f67606e4bad177b81c49f3818fd2682abceef3b39cb279bb497d5b8d062 quantcortex_audit_anonymous.pdf +d860d3312ec78f7969ee776f9ecbca2e00c010d174a9040e25eba7c364fa12a9 quantcortex_audit_anonymous.pdf diff --git a/paper/quantcortex_audit_neurips2026.pdf b/paper/quantcortex_audit_neurips2026.pdf index 3ff054a..cceac4f 100644 Binary files a/paper/quantcortex_audit_neurips2026.pdf and b/paper/quantcortex_audit_neurips2026.pdf differ diff --git a/paper/quantcortex_audit_neurips2026.sha256 b/paper/quantcortex_audit_neurips2026.sha256 index 311f488..e6d1901 100644 --- a/paper/quantcortex_audit_neurips2026.sha256 +++ b/paper/quantcortex_audit_neurips2026.sha256 @@ -1 +1 @@ -c2a16206747a6f9205396cb040d7cd01d0f5306319570286a218d9072388e7af quantcortex_audit_neurips2026.pdf +6f63c3905a25323efac79e31ac69b6f429da4c34557d0b2cc5dc40d045e3cfbb quantcortex_audit_neurips2026.pdf diff --git a/paper/quantcortex_audit_neurips2026.sources.sha256 b/paper/quantcortex_audit_neurips2026.sources.sha256 index 58d039c..3038ab2 100644 --- a/paper/quantcortex_audit_neurips2026.sources.sha256 +++ b/paper/quantcortex_audit_neurips2026.sources.sha256 @@ -4,11 +4,11 @@ c2b36aafee0ad2e3ac631e05a5fc1b20e1acce10dd0b4758667f0a809cafff51 checklist.tex 62609e68cbc90516cf19a46d52f80bf07ab0a4751880e4c078cc9be4ba842a5c references.bib 0c1ad36961fcd9198dcc2558cf2793e1df39973bde8264fd701f5e7970672757 neurips_2026.sty 06f4407daed7bcd594e00bbf2751e7bd32c5d00eae530b2a6b2f66625b864162 preregistration.md -4cee7de114227526d83abaae47a0c647451a864056955e91d099f846dfc4dfc4 results/generated_values.tex -046e5cc9146f4344c144b9fa947e8b18d6f8c2b7a2bce26c5cc96f03c4d5576c results/manifest.json +004720fada6d46dd1fb4a8877b297f89f44caba3c8a914c295b1fba8779bcc4c results/generated_values.tex +74e105be24042107d4c11078b775c58015f3fcedbdabaa078b8c85f71c9ec5a9 results/manifest.json e49e41a12a19fa5404a573ba5e21eb8a2888e616985f8c610d9652866923315c expansion/protocol.json 2dbaa11bfdd9a1936b45114f61bd96c53e3d57eefe103a75c488352486c0e2f9 expansion/results/generated_values.tex -8c9cfa381e4382bd7fe45af82e9f9d6a1a4c0503fd35db824053381e5c8d16a8 expansion/results/manifest.json +4ec2ca8856b070033690339afa219c20e7ba84a25baed9edbc3e43531fe3cb88 expansion/results/manifest.json 18608aa1250c4554b2e27b507211f764fdf1ec1fb8e4b9f09e080601505e2e3a figures/accounting_summary.pdf 6765f7d1f827577ba648af7545d006ef7f005f0091194605c6130100215ac18c figures/audit_protocol.pdf 19df4c9eabe88add863ed4be4e9315aa0084b833be9deb4d5bb7633e769ced07 figures/bootstrap_robustness.pdf diff --git a/paper/results/generated_values.tex b/paper/results/generated_values.tex index d8ea7e8..31cd503 100644 --- a/paper/results/generated_values.tex +++ b/paper/results/generated_values.tex @@ -4,7 +4,7 @@ \newcommand{\PaperRequiredWarmupSessions}{274} \newcommand{\PaperBootstrapReplications}{5,000} \newcommand{\PaperInputDigest}{efb384a62157e56a0cd8065abf45c1ed07d90ec26c681e5d54d74fe4cb9c55e1} -\newcommand{\PaperSourceTreeDigest}{1c05d00cea1d0e9acc5118c3e9302fc50111a327ed15c48e25019a40cecec5b8} +\newcommand{\PaperSourceTreeDigest}{7dfddd78bc3d88c01b39666be0157aa9e5cb728c9def9bd8f911ce03f4716e27} \newcommand{\PaperNetCAGR}{1.40\%} \newcommand{\PaperGrossCAGR}{3.17\%} \newcommand{\PaperCashCAGR}{2.50\%} diff --git a/paper/results/manifest.json b/paper/results/manifest.json index bb2a5dd..9a56fad 100644 --- a/paper/results/manifest.json +++ b/paper/results/manifest.json @@ -20,7 +20,7 @@ "results/cost_sensitivity.csv": "25b9969cf8ecdabd19e7761ad2973252c9f5b9f994b6dc147595a2a112c24d88", "results/engine_comparison.csv": "ea0322dcd2aa4a1eb3b5996045c3a4b2ed25a85684a578ee788b013b99b643cd", "results/evaluation_contract.json": "77ee05ce64622ef9ba1bfbd7dae85c4f6fd44f07db0b21feaf6b3e0e418673e7", - "results/generated_values.tex": "4cee7de114227526d83abaae47a0c647451a864056955e91d099f846dfc4dfc4", + "results/generated_values.tex": "004720fada6d46dd1fb4a8877b297f89f44caba3c8a914c295b1fba8779bcc4c", "results/protocol_switches.csv": "20d5a0dc37e07a20c1f2772c8e9940ff6464ef1da98692edd5fdb06531bc2393", "results/return_decomposition.csv": "53a84aa9b91c92f0037e48dc09154807cbf003ccf0038f39da8406108bf709cc", "results/sharpe_uncertainty.csv": "aead873ced9b25c76c6944aa6e3ba0901ade65c784fa5cb8cc10ad1c6c01f136", @@ -240,14 +240,14 @@ "path": "results/evaluation_contract.json", "schema_version": 1 }, - "generated_at": "2026-07-02T06:57:57Z", + 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Finance API" optional = true python-versions = "*" groups = ["main"] markers = "extra == \"providers\" or extra == \"all\"" files = [ - {file = "yfinance-1.4.1-py2.py3-none-any.whl", hash = "sha256:1e1c506ca81dc15635380e7129813a5b32da80201af9bb404cac5d528ecfddc3"}, - {file = "yfinance-1.4.1.tar.gz", hash = "sha256:9acecec3036b4aa96d1e3120ff85ca4f6f81d239d968f56b6eb7877f89fea7a3"}, + {file = "yfinance-1.5.1-py2.py3-none-any.whl", hash = "sha256:a5c9cfc1b9c990f217b643e4fb92444e023cc02b2bacdea9c1fb472509fdfe22"}, + {file = "yfinance-1.5.1.tar.gz", hash = "sha256:89c48a1d45fb870f8e3066c22643c6911118ede9cead747b48925ce8e01a6940"}, ] [package.dependencies] diff --git a/requirements/brokers.lock b/requirements/brokers.lock index 4c28fd4..1936e63 100644 --- a/requirements/brokers.lock +++ b/requirements/brokers.lock @@ -6,7 +6,7 @@ aiosignal==1.4.0 ; python_version >= "3.11" and python_version < "3.15" alpaca-py==0.43.4 ; python_version >= "3.11" and python_version < "3.15" annotated-types==0.7.0 ; python_version >= "3.11" and python_version < "3.15" attrs==26.1.0 ; python_version >= "3.11" and python_version < "3.15" -ccxt==4.5.58 ; python_version >= "3.11" and python_version < "3.15" +ccxt==4.5.63 ; python_version >= "3.11" and python_version < "3.15" certifi==2025.11.12 ; python_version >= "3.11" and python_version < "3.15" cffi==2.0.0 ; python_version >= "3.11" and python_version < "3.15" charset-normalizer==3.4.7 ; python_version >= "3.11" and python_version < "3.15" diff --git a/requirements/dev.lock b/requirements/dev.lock index c3fa3d5..8af7a41 100644 --- a/requirements/dev.lock +++ b/requirements/dev.lock @@ -87,7 +87,7 @@ pycparser==3.0 ; python_version >= "3.11" and python_version < "3.15" and implem pygments==2.20.0 ; python_version >= "3.11" and python_version < "3.15" pyparsing==3.3.2 ; python_version >= "3.11" and python_version < "3.15" pytest-cov==7.1.0 ; python_version >= "3.11" and python_version < "3.15" -pytest==9.1.0 ; python_version >= "3.11" and python_version < "3.15" +pytest==9.1.1 ; python_version >= "3.11" and python_version < "3.15" python-dateutil==2.9.0.post0 ; python_version >= "3.11" and python_version < "3.15" python-json-logger==4.1.0 ; python_version >= "3.11" and python_version < "3.15" pywinpty==3.0.5 ; python_version >= "3.11" and python_version < "3.15" and os_name == "nt" @@ -99,7 +99,7 @@ rfc3339-validator==0.1.4 ; python_version >= "3.11" and python_version < "3.15" rfc3986-validator==0.1.1 ; python_version >= "3.11" and python_version < "3.15" rfc3987-syntax==1.1.0 ; python_version >= "3.11" and python_version < "3.15" rpds-py==2026.5.1 ; python_version >= "3.11" and python_version < "3.15" -ruff==0.15.17 ; python_version >= "3.11" and python_version < "3.15" +ruff==0.15.20 ; python_version >= "3.11" and python_version < "3.15" scikit-learn==1.9.0 ; python_version >= "3.11" and python_version < "3.15" scipy==1.17.1 ; python_version >= "3.11" and python_version < "3.15" send2trash==2.1.0 ; python_version >= "3.11" and python_version < "3.15" diff --git a/requirements/runtime.lock b/requirements/runtime.lock index 5e3cea0..3b15c4b 100644 --- a/requirements/runtime.lock +++ b/requirements/runtime.lock @@ -8,7 +8,7 @@ annotated-types==0.7.0 ; python_version >= "3.11" and python_version < "3.15" async-timeout==5.0.1 ; python_version >= "3.11" and python_full_version < "3.11.3" attrs==26.1.0 ; python_version >= "3.11" and python_version < "3.15" beautifulsoup4==4.15.0 ; python_version >= "3.11" and python_version < "3.15" -ccxt==4.5.58 ; python_version >= "3.11" and python_version < "3.15" +ccxt==4.5.63 ; python_version >= "3.11" and python_version < "3.15" certifi==2025.11.12 ; python_version >= "3.11" and python_version < "3.15" cffi==2.0.0 ; python_version >= "3.11" and python_version < "3.15" charset-normalizer==3.4.7 ; python_version >= "3.11" and python_version < "3.15" @@ -54,7 +54,7 @@ pygments==2.20.0 ; python_version >= "3.11" and python_version < "3.15" pyparsing==3.3.2 ; python_version >= "3.11" and python_version < "3.15" python-dateutil==2.9.0.post0 ; python_version >= "3.11" and python_version < "3.15" pytz==2026.2 ; python_version >= "3.11" and python_version < "3.15" -redis==8.0.0 ; python_version >= "3.11" and python_version < "3.15" +redis==8.0.1 ; python_version >= "3.11" and python_version < "3.15" requests==2.34.2 ; python_version >= "3.11" and python_version < "3.15" rich==15.0.0 ; python_version >= "3.11" and python_version < "3.15" scikit-learn==1.9.0 ; python_version >= "3.11" and python_version < "3.15" @@ -71,4 +71,4 @@ tzdata==2025.3 ; python_version >= "3.11" and python_version < "3.15" and (sys_p urllib3==2.7.0 ; python_version >= "3.11" and python_version < "3.15" websockets==16.0 ; python_version >= "3.11" and python_version < "3.15" yarl==1.24.2 ; python_version >= "3.11" and python_version < "3.15" -yfinance==1.4.1 ; python_version >= "3.11" and python_version < "3.15" +yfinance==1.5.1 ; python_version >= "3.11" and python_version < "3.15" diff --git a/requirements/test.lock b/requirements/test.lock index 0f53e4f..d2e4591 100644 --- a/requirements/test.lock +++ b/requirements/test.lock @@ -26,14 +26,14 @@ pyarrow==24.0.0 ; python_version >= "3.11" and python_version < "3.15" pygments==2.20.0 ; python_version >= "3.11" and python_version < "3.15" pyparsing==3.3.2 ; python_version >= "3.11" and python_version < "3.15" pytest-cov==7.1.0 ; python_version >= "3.11" and python_version < "3.15" -pytest==9.1.0 ; python_version >= "3.11" and python_version < "3.15" +pytest==9.1.1 ; python_version >= "3.11" and python_version < "3.15" python-dateutil==2.9.0.post0 ; python_version >= "3.11" and python_version < "3.15" referencing==0.37.0 ; python_version >= "3.11" and python_version < "3.15" rfc3339-validator==0.1.4 ; python_version >= "3.11" and python_version < "3.15" rfc3986-validator==0.1.1 ; python_version >= "3.11" and python_version < "3.15" rfc3987-syntax==1.1.0 ; python_version >= "3.11" and python_version < "3.15" rpds-py==2026.5.1 ; python_version >= "3.11" and python_version < "3.15" -ruff==0.15.17 ; python_version >= "3.11" and python_version < "3.15" +ruff==0.15.20 ; python_version >= "3.11" and python_version < "3.15" scikit-learn==1.9.0 ; python_version >= "3.11" and python_version < "3.15" scipy==1.17.1 ; python_version >= "3.11" and python_version < "3.15" six==1.17.0 ; python_version >= "3.11" and python_version < "3.15"