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Merge pull request #1 from quantbai/dev
release: v0.2.0
2 parents defacc9 + 362722a commit 3f9d349

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‎.github/pull_request_template.md‎

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## Summary
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<!-- 1-3 sentences describing the change -->
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## Change Type
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- [ ] Bug fix (corrects incorrect behavior)
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- [ ] New feature (new operator or functionality)
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- [ ] Refactor (no behavior change)
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- [ ] Numerical change (alters factor computation results) [BREAKING]
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## Numerical Impact
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<!-- If this changes numerical output, provide before/after factor statistics -->
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<!-- If no numerical impact, write "No numerical impact" -->
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## Testing
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- [ ] Added or updated tests
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- [ ] All tests pass (`pytest tests/ -v`)
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- [ ] Lint passes (`ruff check elvers/`)

‎.github/workflows/ci.yml‎

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name: CI
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on:
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push:
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branches: [main, dev]
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pull_request:
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branches: [main, dev]
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jobs:
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test:
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runs-on: ubuntu-latest
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strategy:
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matrix:
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python-version: ["3.10", "3.11", "3.12", "3.13"]
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steps:
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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with:
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python-version: ${{ matrix.python-version }}
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- run: pip install -e ".[dev]"
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- run: ruff check elvers/
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- run: pytest tests/ -v

‎.github/workflows/publish.yml‎

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name: Release and Publish
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on:
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push:
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tags:
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- "v*"
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jobs:
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test:
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runs-on: ubuntu-latest
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strategy:
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matrix:
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python-version: ["3.10", "3.11", "3.12", "3.13"]
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steps:
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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with:
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python-version: ${{ matrix.python-version }}
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- run: pip install -e ".[dev]"
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- run: ruff check elvers/
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- run: pytest tests/ -v
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publish:
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needs: test
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runs-on: ubuntu-latest
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permissions:
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id-token: write
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contents: write
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steps:
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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with:
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python-version: "3.12"
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- name: Install build tools
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run: pip install build
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- name: Build package
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run: python -m build
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- name: Publish to PyPI
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uses: pypa/gh-action-pypi-publish@release/v1
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- name: Create GitHub Release
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uses: softprops/action-gh-release@v2
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with:
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generate_release_notes: true
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files: dist/*

‎.gitignore‎

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*.swp
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*.swo
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.DS_Store
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.claude/

‎.pre-commit-config.yaml‎

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repos:
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- repo: https://github.com/astral-sh/ruff-pre-commit
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rev: v0.4.0
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hooks:
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- id: ruff
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args: [--fix]
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- id: ruff-format
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- repo: local
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hooks:
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- id: pytest-check
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name: pytest
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entry: pytest tests/ -x -q
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language: system
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pass_filenames: false
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always_run: true

‎CHANGELOG.md‎

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# Changelog
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All notable changes to this project will be documented in this file.
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Format follows [Keep a Changelog](https://keepachangelog.com/).
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Numerical changes are marked with [NUMERICAL].
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## [Unreleased]
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## [0.2.0] - 2026-03-23
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### Added
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- CLAUDE.md development standards (12 sections covering full workflow)
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- CI pipeline (GitHub Actions, pytest across Python 3.10-3.13)
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- Automated release pipeline (tag-triggered PyPI publish + GitHub Release)
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- Pre-commit hooks (ruff lint + format, pytest)
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- PR template with numerical impact checklist
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- Dev dependencies (pytest, ruff, pre-commit)
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- `elvers/ops/_dev.py` for experimental operators
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- `elvers/ops/_validation.py` input validation helpers
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- `load()` now accepts `interval` parameter for sub-daily data (e.g., "1h", "5m")
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- Factor constructor validates required columns [timestamp, symbol, factor]
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- Tests for `divide()`, `reverse()`, `ts_product` (negative/zero), `ts_regression` (lag>0)
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### Fixed
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- [NUMERICAL] `ts_product`: silently returned null for negative inputs; now correctly handles negative values via sign-magnitude decomposition
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- [NUMERICAL] `ts_covariance`: used ddof=0 (population) inconsistent with `ts_corr` (ddof=1); aligned to ddof=1 (sample)
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- [NUMERICAL] `divide()`: no zero-denominator protection; now returns null where abs(divisor) < 1e-10
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- [NUMERICAL] `inverse()`: no zero protection; now returns null where abs(x) < 1e-10
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- `ts_regression` rettype=7 (MSE): implicit Inf-to-null on window=2; now has explicit guard
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- `ts_count_nans`: used min_samples=1 unlike all other ts_* operators; aligned to min_samples=window
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- `_balance()`: hardcoded daily frequency; now accepts interval parameter
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### Changed
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- DEV operators (hump, ts_arg_max, ts_arg_min) moved from public API to `_dev.py`
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- Factor class now explicitly declares `__hash__ = None`
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- Ruff auto-formatted all source files (import sorting, Union -> X | Y syntax)

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