{ "version": 1, "canonicals": { "midlarge-liquid-long-v1_bucketfix_full_audit_canonical": { "purpose": "main", "refresh_policy": "auto_full_rebuild", "universe_profile": "midlarge-liquid-long-v1", "label_version": "label-2.0.0", "start_date": "2022-03-01", "end_date": null, "feature_versions": [ "market_v1", "event_v1", "text_v1", "earnings_surprise_v1" ], "feature_sets": [ "base", "earnings_history", "peer_surprise", "catalyst_persistence", "tier2", "tier3", "technical", "macro", "prior_drift" ], "enrichment_steps": [ "base_export", "earnings_history_enrich", "peer_surprise_enrich", "catalyst_persistence_enrich", "tier2_enrich", "tier3_enrich", "technical_enrich", "macro_enrich", "prior_drift_enrich" ], "expected_feature_columns": [ "pre_event_hurst_60d", "pre_event_entropy_60d", "pre_event_short_ratio", "pre_event_sector_momentum_20d", "pre_event_ou_theta_60d", "pre_event_gravitational_pull", "pre_event_market_temperature", "pre_event_volatility_20d", "pre_event_rsi_14", "pre_event_bb_position", "pre_event_obv_slope_20d", "macro_vix", "macro_hy_spread", "macro_t10y2y", "prior_event_fwd5d", "lm_positive_pct", "lm_negative_pct", "lm_net_sentiment", "lm_uncertainty_pct", "lm_word_count", "reported_eps", "estimated_eps", "earnings_surprise_pct", "earnings_beat", "sue_lag_1_pct", "sue_lag_2_pct", "sue_lag_3_pct", "sue_lag_4_pct", "sue_lag_5_pct", "sue_lag_6_pct", "sue_lag_7_pct", "sue_lag_8_pct", "sue_lag_9_pct", "sue_lag_10_pct", "sue_lag_11_pct", "sue_lag_12_pct", "sue_hist_mean_4q", "sue_hist_mean_8q", "sue_hist_mean_12q", "sue_hist_pos_rate_4q", "sue_hist_pos_rate_12q", "sue_hist_latest_pct", "sue_hist_streak_pos", "sector", "peer_sector_event_count_365d", "peer_sector_surprise_median_365d", "peer_sector_surprise_mean_365d", "peer_sector_surprise_pos_rate_365d", "peer_relative_surprise_pct_365d", "peer_sector_sue_hist_mean_4q_median_365d", "peer_sector_sue_hist_mean_4q_mean_365d", "peer_relative_sue_hist_mean_4q_365d", "peer_sector_sue_hist_pos_rate_4q_mean_365d", "prior_catalyst_count_20d", "prior_catalyst_count_60d", "prior_catalyst_type_diversity_20d", "prior_catalyst_type_diversity_60d" ] }, "midlarge-liquid-long-v1_bucketfix_full_audit_canonical_ftb_fix_v2": { "purpose": "main_ftb_fix", "refresh_policy": "auto_full_rebuild", "universe_profile": "midlarge-liquid-long-v1", "label_version": "label-2.0.0", "start_date": "2022-03-01", "end_date": null, "feature_versions": [ "market_v1", "event_v1", "text_v1", "earnings_surprise_v1" ], "feature_sets": [ "base", "earnings_history", "peer_surprise", "catalyst_persistence", "tier2", "tier3", "technical", "macro", "prior_drift" ], "enrichment_steps": [ "base_export", "earnings_history_enrich", "peer_surprise_enrich", "catalyst_persistence_enrich", "tier2_enrich", "tier3_enrich", "technical_enrich", "macro_enrich", "prior_drift_enrich" ], "expected_feature_columns": [ "pre_event_hurst_60d", "pre_event_entropy_60d", "pre_event_short_ratio", "pre_event_sector_momentum_20d", "pre_event_ou_theta_60d", "pre_event_gravitational_pull", "pre_event_market_temperature", "pre_event_volatility_20d", "pre_event_rsi_14", "pre_event_bb_position", "pre_event_obv_slope_20d", "macro_vix", "macro_hy_spread", "macro_t10y2y", "prior_event_fwd5d", "lm_positive_pct", "lm_negative_pct", "lm_net_sentiment", "lm_uncertainty_pct", "lm_word_count", "reported_eps", "estimated_eps", "earnings_surprise_pct", "earnings_beat", "sue_lag_1_pct", "sue_lag_2_pct", "sue_lag_3_pct", "sue_lag_4_pct", "sue_lag_5_pct", "sue_lag_6_pct", "sue_lag_7_pct", "sue_lag_8_pct", "sue_lag_9_pct", "sue_lag_10_pct", "sue_lag_11_pct", "sue_lag_12_pct", "sue_hist_mean_4q", "sue_hist_mean_8q", "sue_hist_mean_12q", "sue_hist_pos_rate_4q", "sue_hist_pos_rate_12q", "sue_hist_latest_pct", "sue_hist_streak_pos", "sector", "peer_sector_event_count_365d", "peer_sector_surprise_median_365d", "peer_sector_surprise_mean_365d", "peer_sector_surprise_pos_rate_365d", "peer_relative_surprise_pct_365d", "peer_sector_sue_hist_mean_4q_median_365d", "peer_sector_sue_hist_mean_4q_mean_365d", "peer_relative_sue_hist_mean_4q_365d", "peer_sector_sue_hist_pos_rate_4q_mean_365d", "prior_catalyst_count_20d", "prior_catalyst_count_60d", "prior_catalyst_type_diversity_20d", "prior_catalyst_type_diversity_60d" ] }, "broad-liquid-long-v1_bucketfix_full_audit_canonical": { "purpose": "broad_universe_experiment", "refresh_policy": "auto_full_rebuild", "universe_profile": "broad-liquid-long-v1", "label_version": "label-2.0.0", "start_date": "2022-03-01", "end_date": null, "feature_versions": [ "market_v1", "event_v1", "text_v1", "earnings_surprise_v1" ], "feature_sets": [ "base", "earnings_history", "peer_surprise", "catalyst_persistence", "tier2", "tier3", "technical", "macro", "prior_drift" ], "enrichment_steps": [ "base_export", "earnings_history_enrich", "peer_surprise_enrich", "catalyst_persistence_enrich", "tier2_enrich", "tier3_enrich", "technical_enrich", "macro_enrich", "prior_drift_enrich" ], "expected_feature_columns": [ "pre_event_hurst_60d", "pre_event_entropy_60d", "pre_event_short_ratio", "pre_event_sector_momentum_20d", "pre_event_ou_theta_60d", "pre_event_gravitational_pull", "pre_event_market_temperature", "pre_event_volatility_20d", "pre_event_rsi_14", "pre_event_bb_position", "pre_event_obv_slope_20d", "macro_vix", "macro_hy_spread", "macro_t10y2y", "prior_event_fwd5d", "lm_positive_pct", "lm_negative_pct", "lm_net_sentiment", "lm_uncertainty_pct", "lm_word_count", "reported_eps", "estimated_eps", "earnings_surprise_pct", "earnings_beat", "sue_lag_1_pct", "sue_lag_2_pct", "sue_lag_3_pct", "sue_lag_4_pct", "sue_lag_5_pct", "sue_lag_6_pct", "sue_lag_7_pct", "sue_lag_8_pct", "sue_lag_9_pct", "sue_lag_10_pct", "sue_lag_11_pct", "sue_lag_12_pct", "sue_hist_mean_4q", "sue_hist_mean_8q", "sue_hist_mean_12q", "sue_hist_pos_rate_4q", "sue_hist_pos_rate_12q", "sue_hist_latest_pct", "sue_hist_streak_pos", "sector", "peer_sector_event_count_365d", "peer_sector_surprise_median_365d", "peer_sector_surprise_mean_365d", "peer_sector_surprise_pos_rate_365d", "peer_relative_surprise_pct_365d", "peer_sector_sue_hist_mean_4q_median_365d", "peer_sector_sue_hist_mean_4q_mean_365d", "peer_relative_sue_hist_mean_4q_365d", "peer_sector_sue_hist_pos_rate_4q_mean_365d", "prior_catalyst_count_20d", "prior_catalyst_count_60d", "prior_catalyst_type_diversity_20d", "prior_catalyst_type_diversity_60d" ] }, "midlarge-liquid-long-v1-oot-2020-2021_canonical": { "purpose": "oot", "refresh_policy": "manual_only", "universe_profile": null, "start_date": "2020-01-01", "end_date": "2021-12-31", "feature_versions": [ "market_v1", "event_v1" ], "feature_sets": [ "base", "catalyst_persistence", "tier2", "tier3", "technical", "macro", "prior_drift" ], "enrichment_steps": [ "base_export", "catalyst_persistence_enrich", "tier2_enrich", "tier3_enrich", "technical_enrich", "macro_enrich", "prior_drift_enrich" ], "expected_feature_columns": [ "pre_event_hurst_60d", "pre_event_entropy_60d", "pre_event_short_ratio", "pre_event_sector_momentum_20d", "pre_event_ou_theta_60d", "pre_event_gravitational_pull", "pre_event_market_temperature", "pre_event_volatility_20d", "pre_event_rsi_14", "pre_event_bb_position", "pre_event_obv_slope_20d", "macro_vix", "macro_hy_spread", "macro_t10y2y", "prior_event_fwd5d", "prior_catalyst_count_20d", "prior_catalyst_count_60d", "prior_catalyst_type_diversity_20d", "prior_catalyst_type_diversity_60d" ] } }, "aliases": { "midlarge-liquid-long-v1_bucketfix_full_audit": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "base" }, "midlarge-liquid-long-v1_bucketfix_full_audit_tier2": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "tier2" }, "midlarge-liquid-long-v1_bucketfix_full_audit_tier3": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "tier3" }, "midlarge-liquid-long-v1_bucketfix_full_audit_tier3tech": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "tier3tech" }, "midlarge-liquid-long-v1_bucketfix_full_audit_mom": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "momentum" }, "midlarge-liquid-long-v1_bucketfix_full_audit_mom2": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "momentum_v2" }, "midlarge-liquid-long-v1_bucketfix_full_audit_mom_v2": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "momentum_v2" }, "midlarge-liquid-long-v1_bucketfix_full_audit_tech": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "technical" }, "midlarge-liquid-long-v1_bucketfix_macro_priordrift_canonical": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "macro_prior_drift" }, "midlarge-liquid-long-v1_bucketfix_macro_priordrift_canonical_mom2": { "canonical_id": "midlarge-liquid-long-v1_bucketfix_full_audit_canonical", "refresh_policy": "alias", "purpose": "legacy_main", "expected_feature_set": "macro_prior_drift" }, "midlarge-liquid-long-v1-oot-2020-2021": { "canonical_id": "midlarge-liquid-long-v1-oot-2020-2021_canonical", "refresh_policy": "alias", "purpose": "legacy_oot", "expected_feature_set": "base" }, "midlarge-liquid-long-v1-oot-2020-2021_tier2": { "canonical_id": "midlarge-liquid-long-v1-oot-2020-2021_canonical", "refresh_policy": "alias", "purpose": "legacy_oot", "expected_feature_set": "tier2" }, "midlarge-liquid-long-v1-oot-2020-2021_tier3": { "canonical_id": "midlarge-liquid-long-v1-oot-2020-2021_canonical", "refresh_policy": "alias", "purpose": "legacy_oot", "expected_feature_set": "tier3" }, "midlarge-liquid-long-v1-oot-2020-2021_tier3tech_sparse": { "canonical_id": "midlarge-liquid-long-v1-oot-2020-2021_canonical", "refresh_policy": "alias", "purpose": "legacy_oot", "expected_feature_set": "tier3tech_sparse" }, "midlarge-liquid-long-v1-oot-2020-2021_mom_v2": { "canonical_id": "midlarge-liquid-long-v1-oot-2020-2021_canonical", "refresh_policy": "alias", "purpose": "legacy_oot", "expected_feature_set": "momentum_v2" } } }