Add DM-test to sp500 case (Feature/hong x dev) - #176
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…g template. 2. Update data.py to use BAA10Y as the forecasting target.
Replace SP500 return targets with BAA10Y in data.py
baa10y_smoke.yaml
Remove the extraneous space from the folder name. Update all predictor files and skill documentation. Update leaderboard.py, plots.py, and __init__.py.
Update BAA10Y forecasting components
created baa10y backtest/eval/stress specs
created 00_baa10y_data_exploration notebook
added covariates plot to 00_baa10y_data_exploration notebook
- Update notebooks - Update analysis metrics - Skip holiday eval origin
Updated 01_BAA10Y_multivariate_backtest testing 6, 99_starter_agent.ipynb, analysis.py
removed sp500 references; replaced returns by changes; added plotly plots
…_multivariate_backtest.ipynb. Kept the output results in the cells
bring the update from main.
…project.toml and uv.lock at Baa10y subproject). One may need to run uv sync at the subject level
…o-one into feature/HongX_Dev. 01_sp500_mv_backtest.ipynb does not enter this commit until the conflicted mege is resolved
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Summary
Clickup Ticket(s): Link(s) if applicable.
Type of Change
Changes Made
I have added DM test to aieng-forecasting/aieng/forecasting/evaluation. The new features have been first put in sp500 project so that they can get tested not in our main project. We may consider to adopt the new features in baa10y project. To see the effects, one can open implementations/sp500_forecasting/01_sp500_multivariate_backtest.ipynb. The notebook should contain some new cells and new outputs (related to the statistical significance of metric comparison).
Testing
uv run pytest tests/)uv run mypy <src_dir>)uv run ruff check src_dir/)Manual testing details:
Screenshots/Recordings
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Deployment Notes
Checklist