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release: qualify stable 0.1.0 - #25
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Pull request overview
This PR completes stable v0.1.0 release-readiness by tightening runtime compatibility (notably for CPython 3.15), hardening a few operational/security edges, and expanding regression coverage around public APIs, docs/examples, and critical computations.
Changes:
- Make core runtime resilient when compiled dependencies are unavailable (Python 3.15), including Polars dispatch repair and a Numba decorator fallback.
- Harden and validate several critical computations/APIs (e.g., ATR triple-barrier normalization/execution semantics, transfer entropy definition, schema validation, bar sampler input validation).
- Increase release qualification confidence via expanded tests, executable documentation workflows, and example execution checks.
Reviewed changes
Copilot reviewed 213 out of 214 changed files in this pull request and generated 2 comments.
Show a summary per file
| File | Description |
|---|---|
| tests/type_stubs/matplotlib/pyplot.pyi | Minimal stub surface for optional Matplotlib usage in tests/docs. |
| tests/type_stubs/matplotlib/figure.pyi | Minimal Figure/SubFigure stub for typing. |
| tests/type_stubs/matplotlib/axes.pyi | Minimal Axes stub for typing. |
| tests/type_stubs/matplotlib/init.pyi | Stub package docstring for Matplotlib typing surface. |
| tests/type_stubs/duckdb/init.pyi | Minimal DuckDB stub surface for typing/tests. |
| tests/test_volume_comprehensive.py | Tighten AD numba behavior expectations for mismatched lengths. |
| tests/test_risk.py | Remove SciPy dependency in fixtures; add rolling-window correctness tests. |
| tests/test_polars_compat.py | Regression tests for CPython 3.15 Polars dispatch repair. |
| tests/test_numba_compat.py | Regression tests for behavior when Numba is unavailable. |
| tests/test_new_labeling_methods.py | Add config/argument conflict tests and stronger config-driven behavior checks. |
| tests/test_fdiff.py | Make statsmodels optional; gate diagnostics tests on availability. |
| tests/test_examples.py | Execute example scripts in subprocess to validate end-user flows. |
| tests/test_exact_validation.py | Replace emoji markers in messages with ASCII-safe text. |
| tests/test_documentation_workflows.py | Run documentation workflow runner as a regression test. |
| tests/test_cross_asset.py | Add pairwise-complete-sample test for beta-to-market. |
| tests/test_coverage_policy.py | New tests for release coverage threshold enforcement. |
| tests/test_catalog.py | Expand FeatureCatalog behavior tests, including proxy/default catalog behaviors. |
| tests/test_bars_specialized.py | Add VWAP behavior test for zero-volume incomplete dollar bars. |
| tests/test_atr_barriers.py | Add ATR normalization, grouping isolation, and event-time preservation tests. |
| tests/test_artifacts.py | Add conversion/normalization tests for artifact specs/components. |
| tests/test_all_features_integration.py | Strengthen integration tests incl. panel isolation and timestamp usage. |
| tests/store/test_offline.py | Add SQL-injection-style identifier safety tests and quoting support tests. |
| tests/relationships/test_plot_correlation.py | Skip plotting tests when Matplotlib isn’t present. |
| tests/features/volume/test_volume_coverage.py | Make randint dtype explicit for large integer ranges. |
| tests/features/utils/test_ma_types.py | Add dispatcher contract tests for MA type routing/validation. |
| tests/features/trend/test_donchian.py | Add Donchian channel expression contract tests. |
| tests/features/test_volume_crossasset_coverage.py | Add transfer entropy definition and validation tests. |
| tests/features/momentum/test_momentum_numba_coverage.py | Add INT_EMA end-clamp regression test. |
| tests/features/momentum/test_adx.py | Tighten ADX parameter/length validation expectations. |
| tests/documentation_workflows.py | Implement extraction/execution of marked Python code blocks from docs. |
| tests/core/test_schemas_coverage.py | Add test for strict time-column requirement when flexible time is disabled. |
| tests/core/test_registry.py | Add decorator/metadata validation tests and warning coverage. |
| tests/bars/test_run_bars.py | Add validation tests for invalid warmup/probability settings. |
| src/ml4t/engineer/store/offline.py | Add safe identifier quoting + column validation for DuckDB-backed store. |
| src/ml4t/engineer/store/init.py | Export FeatureStoreError from store package. |
| src/ml4t/engineer/relationships/correlation.py | Replace Kendall implementation to avoid SciPy; adjust Polars/Pandas conversions. |
| src/ml4t/engineer/logging/config.py | Improve typing for presets and environment-driven config hydration. |
| src/ml4t/engineer/labeling/utils.py | Refactor future-price lookup to return joined lookup frame (reused by caller). |
| src/ml4t/engineer/labeling/uniqueness.py | Tighten typing and add robust validation for sample weight calculation. |
| src/ml4t/engineer/labeling/atr_barriers.py | Normalize ATR distances to return fractions; group-safe ATR; preserve event_time. |
| src/ml4t/engineer/labeling/init.py | Improve typing for registry integration and remove type ignores. |
| src/ml4t/engineer/features/volume/obv.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/volume/adosc.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/volume/ad.py | Route through Numba fallback decorator; enforce length validation in ad_numba. |
| src/ml4t/engineer/features/volatility/yang_zhang_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/volatility_regime_probability.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/volatility_percentile_rank.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/volatility_of_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/trange.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/volatility/rogers_satchell_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/realized_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/parkinson_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/natr.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/volatility/garman_klass_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/garch_forecast.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/volatility/ewma_volatility.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/volatility/conditional_volatility_ratio.py | Preserve nulls through ratio computation instead of forcing 1.0. |
| src/ml4t/engineer/features/volatility/bollinger_bands.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/volatility/atr.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/wma.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/trima.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/tema.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/t3.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/sma.py | Expand return typing; route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/midpoint.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/kama.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/ema.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/trend/donchian.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/trend/dema.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/var.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/tsf.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/structural_break.py | Route through Numba fallback decorator; metadata tweaks. |
| src/ml4t/engineer/features/statistics/stddev.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/linearreg.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/linearreg_slope.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/linearreg_intercept.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/linearreg_angle.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/statistics/avgdev.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/regime.py | Route through Numba fallback decorator; metadata/parameter defaults adjustments. |
| src/ml4t/engineer/features/price_transform/wclprice.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/price_transform/typprice.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/price_transform/midprice.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/price_transform/medprice.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/price_transform/avgprice.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/momentum/willr.py | Route through Numba fallback decorator and tighten ndarray conversions. |
| src/ml4t/engineer/features/momentum/ultosc.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/momentum/trix.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/stochrsi.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/stochf.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/stochastic.py | Route through Numba fallback decorator and tighten ndarray conversions. |
| src/ml4t/engineer/features/momentum/sar.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/momentum/rsi.py | Route through Numba fallback decorator; metadata/parameter defaults adjustments. |
| src/ml4t/engineer/features/momentum/rocr100.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/rocr.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/rocp.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/roc.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/ppo.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/plus_dm.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/mom.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/minus_dm.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/mfi.py | Route through Numba fallback decorator and tighten ndarray conversions. |
| src/ml4t/engineer/features/momentum/macdfix.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/macd.py | Fix TA-Lib EMA helper bounds handling; route through Numba fallback decorator. |
| src/ml4t/engineer/features/momentum/imi.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/directional.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/momentum/cmo.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/cci.py | Route through Numba fallback decorator and tighten ndarray conversions. |
| src/ml4t/engineer/features/momentum/bop.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/aroon.py | Route through Numba fallback decorator and tighten ndarray conversions/validation. |
| src/ml4t/engineer/features/momentum/apo.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/momentum/adxr.py | Adjust Polars batch mapping to return Series consistently. |
| src/ml4t/engineer/features/momentum/adx.py | Add window validation and strict length validation; route through Numba fallback decorator. |
| src/ml4t/engineer/features/ml/volatility_adjusted_returns.py | Make volatility column optional; compute rolling std when omitted. |
| src/ml4t/engineer/features/ml/time_decay_weights.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/rolling_entropy.py | Route through Numba fallback decorator; metadata tweaks. |
| src/ml4t/engineer/features/ml/regime_conditional_features.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/percentile_rank_features.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/multi_horizon_returns.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/interaction_features.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/fourier_features.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/directional_targets.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/cyclical_encode.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/ml/create_lag_features.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/volume_weighted_price_momentum.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/volume_synchronicity.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/volume_at_price_ratio.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/trade_intensity.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/roll_spread_estimator.py | Preserve nulls through spread computation instead of forcing 0. |
| src/ml4t/engineer/features/microstructure/realized_spread.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/quote_stuffing_indicator.py | Preserve nulls through indicator computation instead of forcing 0/1. |
| src/ml4t/engineer/features/microstructure/price_impact_ratio.py | Preserve nulls through ratio computation instead of forcing 1.0. |
| src/ml4t/engineer/features/microstructure/order_flow_imbalance.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/order_book.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/kyle_lambda.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/effective_tick_rule.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/microstructure/amihud_illiquidity.py | Metadata tweak (lookback field adjustments). |
| src/ml4t/engineer/features/math/sum.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/math/min.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/math/max.py | Route through Numba fallback decorator; metadata tweak. |
| src/ml4t/engineer/features/math/AGENTS.md | Formatting cleanup in documentation snippet. |
| src/ml4t/engineer/features/fdiff.py | Make statsmodels optional; improve error messaging; route through Numba fallback decorator. |
| src/ml4t/engineer/features/cross_asset.py | Fix transfer entropy definition; add strict validation; route through Numba fallback decorator. |
| src/ml4t/engineer/features/AGENTS.md | Documentation formatting cleanup for compute_features examples. |
| src/ml4t/engineer/discovery/catalog.py | Add lookback/tags APIs; clarify lookback semantics; proxy delegates. |
| src/ml4t/engineer/core/schemas.py | Make schema validation strict; simplify integrity checks. |
| src/ml4t/engineer/core/registry.py | Clarify lookback callable semantics in docs/examples. |
| src/ml4t/engineer/core/dispatch.py | Centralize dispatch mappings for compute_features signature inference. |
| src/ml4t/engineer/config/preprocessing_config.py | Mark TYPE_CHECKING imports as pragma no cover. |
| src/ml4t/engineer/config/labeling.py | Add stronger pydantic validation + portable timedelta serialization. |
| src/ml4t/engineer/config/base.py | Implement portable timedelta encoding/decoding helpers. |
| src/ml4t/engineer/config/AGENTS.md | Documentation formatting cleanup for config examples. |
| src/ml4t/engineer/bars/volume.py | Return typed empty results; improve empty-path schema correctness. |
| src/ml4t/engineer/bars/vectorized.py | Return typed empty results; route through Numba fallback decorator. |
| src/ml4t/engineer/bars/tick.py | Return typed empty results. |
| src/ml4t/engineer/bars/run.py | Return typed empty results; route through Numba fallback decorator. |
| src/ml4t/engineer/bars/base.py | Add stricter input validation and a typed empty result factory. |
| src/ml4t/engineer/_polars_compat.py | Add Python 3.15 Polars Series dispatch repair. |
| src/ml4t/engineer/_numba.py | Add Numba decorator loader with identity fallback. |
| src/ml4t/engineer/init.py | Import Polars compatibility shim at package import time. |
| README.md | Update example params (Bollinger params naming) in README. |
| pyproject.toml | Mark project stable; constrain deps; gate compiled deps on <3.15; add pip-audit; enable branch coverage. |
| examples/README.md | Align example descriptions with deterministic/no-local-data behavior. |
| examples/fdiff_example.py | Replace file/plot-based example with deterministic synthetic-data example. |
| docs/user-guide/preprocessing.md | Add executable workflow block for preprocessing example. |
| docs/user-guide/ml-readiness.md | Add executable workflow block + assertions for registry use. |
| docs/user-guide/fractional-differencing.md | Add executable workflow blocks and update compute_features usage guidance. |
| docs/user-guide/features.md | Add executable workflow block, update parameter names, and clarify ordering/output semantics. |
| docs/user-guide/discovery.md | Add executable workflow block and clarify lookback semantics. |
| docs/user-guide/dataset-builder.md | Add executable workflow block for dataset builder example. |
| docs/user-guide/bars.md | Add executable workflow block for bars quickstart example. |
| docs/index.md | Add executable workflow block and align quickstart API outputs/columns. |
| docs/getting-started/quickstart.md | Add executable workflow block and update parameter names. |
| AGENTS.md | Align top-level quickstart with updated feature column names. |
| .pre-commit-config.yaml | Update ruff-pre-commit rev. |
| .github/workflows/release.yml | Rework release workflow to run qualification before publish/release. |
| .github/workflows/docs.yml | Pin action SHAs and run documented workflows in docs CI. |
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| def ensure_polars_series_dispatch() -> None: | ||
| """Repair pola-rs/polars#28347 only when its Python 3.15 failure is present.""" |
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Completes the stable 0.1.0 release-readiness work with zero open Critical or High findings.
Final qualification passed at https://github.com/ml4t/engineer/actions/runs/31255732600 on commit 63f1bf0:
After merge, tag v0.1.0 will trigger tag-specific qualification and publication.