Add DM-test to sp500 case (Feature/hong x dev) - #176

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hongxu69 wants to merge 33 commits into

VectorInstitute:mainfrom

helloheyi:feature/HongX_Dev

Commits on Jul 14, 2026

1. Create the BAA10Y_forecasting folder based on the SP500 forecasting template. 2. Update data.py to use BAA10Y as the forecasting target.
helloheyi
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2ffeb0b

Commits on Jul 15, 2026

Merge pull request #1 from helloheyi/Yihe_Dev
helloheyi
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04efd65

Commits on Jul 18, 2026

created baa10y_smoke.yaml from sp500_smoke.yaml
swchen888
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5ad8c5c
added baa10y_smoke.yaml
swchen888
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14c43a4
Merge pull request #2 from helloheyi/my_baa10y
helloheyi
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f2b6e16
created baa10y backtest/eval/stress specs
swchen888
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3a93e89
Update BAA10Y forecasting components
helloheyi
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42eee9e
Merge pull request #4 from helloheyi/Yihe_Dev
swchen888
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5e11981
replaced S&P 500 by BAA10Y in stress spec
swchen888
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6991619
Merge pull request #3 from helloheyi/my_baa10y
helloheyi
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a548a80
created 00_baa10y_data_exploration notebook
swchen888
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64db9a2

Commits on Jul 19, 2026

Merge pull request #5 from helloheyi/swc_baa10y
helloheyi
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ba0705f
Consolidate duplicate BAA10Y forecasting folders
helloheyi
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d567ce5
Merge baa10y data exploration.ipynb
helloheyi
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22dfbaa
added covariate service and plots
swchen888
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1f2c4ea
Merge branch 'main' into swc_baa10y
swchen888
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81a2418
converted from SP500 to BAA10Y through Step 5.
swchen888
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5722f38

Commits on Jul 20, 2026

Merge pull request #6 from helloheyi/swc_baa10y
hongxu69
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caaa798
Update BAA10Y
helloheyi
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cbe88ec
align with main
helloheyi
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f4be58a
Resolve notebook conflict
helloheyi
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355621d
Merge pull request #7 from helloheyi/Yihe_Dev
swchen888
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0318d74

Commits on Jul 23, 2026

Add Diebold-Mariano forecast comparison for BacktestResult / EvalResult
hongxu69
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c924a00

Commits on Jul 26, 2026

replaced sp500 by baa10y, removed unused imports
swchen888
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c918157

Commits on Jul 27, 2026

Commits on Jul 30, 2026

Commits on Aug 4, 2026

upload one RAG file along with its required packages (reflected in pyproject.toml and uv.lock at Baa10y subproject). One may need to run uv sync at the subject level
hongxu69
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90f8116

Commits on Aug 5, 2026

Adapt the original RAG NB to Coder environment.
hongxu69
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aa26dfa

Commits on Aug 8, 2026

Merge branch 'main' of github.com:helloheyi/agentic-forecasting-c1-bmo-one into feature/HongX_Dev. 01_sp500_mv_backtest.ipynb does not enter this commit until the conflicted mege is resolved
hongxu69
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c590b3f

Commits on Aug 9, 2026

enable special query pattern for E5 family embedding model
hongxu69
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8caaf5f
introduce semantic boundaries
hongxu69
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0b904ae