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I Luk Kim
5c6950af9d
Fix gap_vs_market computation in diag_orb_trending_features.py
...
Was using non-existent gap_pct key in enrichment dict; now computes from
today_open and prev_close fields. V30 results: hurst INVERTED+G2 FAIL,
ou_theta G1 FAIL (near-zero Pearson). gap_vs_market re-running as V30b.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
scripts
Fix gap_vs_market computation in diag_orb_trending_features.py
4 months ago
__init__.py
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composite.py
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evaluate.py
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lab.py
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momentum_quarterly.py
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momentum_research.py
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momentum_wfv.py
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oracle.py
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orb_research.py
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overfit_check.py
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portfolio_report.py
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run.py
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scenario_test.py
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sweep.py
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