Releases: eliasswu/AlphaPurify
v1.0.3
What's New in v1.0.3?
We are thrilled to introduce a game-changing feature in this release: the Microscopic Cross-Sectional Alpha Tracer Pipeline (.trace()). This engine update shifts Alphapurify from a macro backtesting suite into a continuous, high-fidelity, white-box diagnostic ecosystem.
Researchers can now break down "black-box" backtesting behaviors at any exact chronological execution target bar across three independent vectors of freedom: ANY historical timestamp, ANY execution position direction (Long/Short), and ANY quantile bin.
v0.1.8 - Bugfixes for 0.1.7 release
Bug Fixes
Fixed import issues in AlphaPurifier module
Improved stability and correctness of visualization outputs under various data conditions
v0.1.7 - Bugfixes for 0.1.6 release
Bug Fixes
Fixed plotting issues in Exposures module
Improved stability and correctness of visualization outputs under various data conditions
Improvements
Refined domain handling logic
Enhanced flexibility and consistency when working with different data domains