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