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fix: run the core Hurst feature without undeclared SciPy - #97

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stefan-jansen merged 2 commits into
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fix/hurst-core-without-scipy
Oct 17, 2026
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stefan-jansen merged 2 commits into
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fix/hurst-core-without-scipy

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Closes #96.

The registered Hurst feature now computes its intercept-inclusive OLS slope with centered sums instead of Numba np.linalg.lstsq. This removes the undeclared SciPy/LAPACK dependency without changing R/S construction, lag selection, warmup, feature metadata or the intended numerical definition.

Actual user-workflow evidence

  • Base main0e7865273cd462c507de02a9d3b64de7c6cbb099, using its exact-tree installed hosted development wheel in a fresh17-package core-only Python3.12.11 environment: compute_features(prices,['hurst_exponent'],calendar=None) raises ImportError requiring SciPy. No import mocking or source checkout injection was used in that installed-package reproduction.
  • Repair9d1dc3f12b790eec26b3cdd7e11585f2c5a445a7, clean built wheel installed into the same actual minimal environment: eager and lazy workflows pass, preserve300price rows and match checked base/reference values to1e-12. SciPy is genuinely absent. Wheel SHA25650d7caca009e2d263e18a93b5310efa43f71ad1bff30fe82f8c49dcb6d0928ff; sdist SHA256d5081e7ccee5f05ff9b5e634386beeb16e2c58b60b3b5b794a5f475484ad963c.
  • Permanent eager/lazy public-workflow subprocess regressions block optional SciPy even in full contributor environments and force JIT to exercise the producing path. Both fail on base; both pass with the fix. These controlled tests complement, rather than replace, the actual core-only installed-package evidence.
    -14focused Hurst/regime cases pass in5.13s; Ruff, ty, all hooks and clean wheel/sdist build pass. Full supported source/wheel/platform/security/docs/package CI remains required before ordinary merge. No heavy local full suite was launched during the reserved workstation benchmark window.

This is the concrete runtime prerequisite uncovered by PR93's complete shared core qualification. PR93 separately fixes its missing schedule-provider test dependency; adding SciPy merely to the test group would conceal the runtime defect, so this source repair remains focused and separately owned. No release/deploy or denied archive action is requested.

AI assistance: Codex diagnosed the actual hosted failure, reproduced it with an installed minimal package, implemented the equivalent OLS expression, reviewed the diff and ran the listed checks. No pending full hosted result is claimed complete.

Copilot AI balanced review requested due to automatic review settings October 17, 2026 14:38

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@stefan-jansen
stefan-jansen merged commit 9364c86 into main Oct 17, 2026
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@stefan-jansen
stefan-jansen deleted the fix/hurst-core-without-scipy branch October 17, 2026 19:21
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fix: remove undeclared SciPy dependency from core Hurst feature

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