ArolaLuo commited on
Commit
bd2accd
·
verified ·
1 Parent(s): ea804a5

Add task_c runs (part 3)

Browse files
This view is limited to 50 files because it contains too many changes.   See raw diff
Files changed (50) hide show
  1. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198106.parquet +3 -0
  2. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198107.parquet +3 -0
  3. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198108.parquet +3 -0
  4. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198109.parquet +3 -0
  5. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198110.parquet +3 -0
  6. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198111.parquet +3 -0
  7. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_daily.parquet +3 -0
  8. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_monthly.parquet +3 -0
  9. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/baseline_response.json +151 -0
  10. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/predictions.parquet +3 -0
  11. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/rolling_audit.parquet +3 -0
  12. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/runner.log +1 -0
  13. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/summary.json +76 -0
  14. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/validation.json +369 -0
  15. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights.parquet +3 -0
  16. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198012.parquet +3 -0
  17. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198101.parquet +3 -0
  18. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198102.parquet +3 -0
  19. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198103.parquet +3 -0
  20. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198104.parquet +3 -0
  21. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198105.parquet +3 -0
  22. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198106.parquet +3 -0
  23. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198107.parquet +3 -0
  24. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198108.parquet +3 -0
  25. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198109.parquet +3 -0
  26. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198110.parquet +3 -0
  27. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198111.parquet +3 -0
  28. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_daily.parquet +3 -0
  29. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_monthly.parquet +3 -0
  30. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/baseline_response.json +265 -0
  31. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/predictions.parquet +3 -0
  32. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/rolling_audit.parquet +3 -0
  33. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/runner.log +1 -0
  34. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/summary.json +76 -0
  35. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/validation.json +369 -0
  36. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights.parquet +3 -0
  37. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198012.parquet +3 -0
  38. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198101.parquet +3 -0
  39. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198102.parquet +3 -0
  40. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198103.parquet +3 -0
  41. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198104.parquet +3 -0
  42. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198105.parquet +3 -0
  43. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198106.parquet +3 -0
  44. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198107.parquet +3 -0
  45. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198108.parquet +3 -0
  46. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198109.parquet +3 -0
  47. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198110.parquet +3 -0
  48. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198111.parquet +3 -0
  49. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_87acd03738754c37/backtest_daily.parquet +3 -0
  50. task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_87acd03738754c37/backtest_monthly.parquet +3 -0
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198106.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5da1b8f1a721a32bc94ac23777c9eaf49aa417355001034d84779269d83174ab
3
+ size 129037
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198107.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:644ad81f2a7e446ec5fa4bd233f8e07fe3970bb94971cd611887e420b82e83de
3
+ size 118562
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198108.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9a1f89766ef542c28b35c4bd5d5989653213ce95996183d465a1a387820a566f
3
+ size 140369
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198109.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d87481877c2e048cbcfb422b8420799c4ac9dceca81d1c0f920569868274666b
3
+ size 125350
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198110.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:823ea559415e3b29b7bd38eaf6c0796a162aa3b0253b05bac0f41f0a35eb6042
3
+ size 131623
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_8255a716c235f1b0/weights_198111.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5672f40e9171d203d5df523d834bd51316109618aacab5e4865d54515cc3f074
3
+ size 155694
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_daily.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:455d0aa556e4286be85e50b27e7a3146fc031c78c7f2bc1af76fd18b45639d42
3
+ size 43940
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_monthly.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5cad11904e17aeb1b129d70f01e0ddf8cdf74de089106cdc5829fb2def9c6b6f
3
+ size 25131
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/baseline_response.json ADDED
@@ -0,0 +1,151 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "revision": 0,
3
+ "status": "final",
4
+ "language": "python",
5
+ "code": "import numpy as np\nimport pandas as pd\nfrom sklearn.neural_network import MLPRegressor\n\n_FEATURES = ['f001', 'f002', 'f003', 'f004', 'f005', 'f006', 'f007', 'f008', 'f009', 'f010', 'f011', 'f012', 'f013', 'f014', 'f015', 'f016', 'f017', 'f018', 'f019', 'f020', 'f021', 'f022', 'f023', 'f024', 'f025', 'f026', 'f027', 'f028', 'f029', 'f030', 'f031', 'f032', 'f033', 'f034', 'f035', 'f036', 'f037', 'f038']\n\n\ndef fit_and_predict(train_df, valid_df, predict_df, metadata):\n # Fit from scratch using labels available before this formation month.\n # shuffle=False preserves the chronological row order in each origin.\n columns = list(_FEATURES)\n x_train = train_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n y_train = train_df[\"label\"].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n x_predict = predict_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n med = np.nanmedian(x_train, axis=0)\n med = np.where(np.isfinite(med), med, 0.0)\n x_train = np.where(np.isfinite(x_train), x_train, med)\n x_predict = np.where(np.isfinite(x_predict), x_predict, med)\n x_train = np.nan_to_num(x_train, nan=0.0, posinf=0.0, neginf=0.0)\n x_predict = np.nan_to_num(x_predict, nan=0.0, posinf=0.0, neginf=0.0)\n y_train = np.nan_to_num(y_train, nan=0.0, posinf=0.0, neginf=0.0)\n mean = x_train.mean(axis=0)\n scale = x_train.std(axis=0)\n scale = np.where(np.isfinite(scale) & (scale > 1e-12), scale, 1.0)\n x_train = (x_train - mean) / scale\n x_predict = (x_predict - mean) / scale\n base_seed = int(metadata.get(\"seed\", 1))\n scores = []\n for offset in (1,):\n model = MLPRegressor(\n hidden_layer_sizes=(64, 32), activation=\"relu\", solver=\"adam\",\n alpha=1e-4, batch_size=256, learning_rate_init=1e-3,\n max_iter=300, tol=1e-4, shuffle=False,\n early_stopping=False, random_state=base_seed + int(offset),\n )\n model.fit(x_train, y_train)\n scores.append(model.predict(x_predict))\n score = np.mean(np.asarray(scores, dtype=float), axis=0)\n np.nan_to_num(score, copy=False, nan=0.0, posinf=0.0, neginf=0.0)\n return pd.DataFrame({\"id\": predict_df[\"id\"].astype(str), \"score\": score.astype(float)})\n",
6
+ "entrypoint": "fit_and_predict",
7
+ "requirements": [
8
+ "numpy",
9
+ "pandas",
10
+ "sklearn"
11
+ ],
12
+ "input_contract": {
13
+ "train_columns": [
14
+ "id",
15
+ "time_key",
16
+ "f001",
17
+ "f002",
18
+ "f003",
19
+ "f004",
20
+ "f005",
21
+ "f006",
22
+ "f007",
23
+ "f008",
24
+ "f009",
25
+ "f010",
26
+ "f011",
27
+ "f012",
28
+ "f013",
29
+ "f014",
30
+ "f015",
31
+ "f016",
32
+ "f017",
33
+ "f018",
34
+ "f019",
35
+ "f020",
36
+ "f021",
37
+ "f022",
38
+ "f023",
39
+ "f024",
40
+ "f025",
41
+ "f026",
42
+ "f027",
43
+ "f028",
44
+ "f029",
45
+ "f030",
46
+ "f031",
47
+ "f032",
48
+ "f033",
49
+ "f034",
50
+ "f035",
51
+ "f036",
52
+ "f037",
53
+ "f038",
54
+ "label"
55
+ ],
56
+ "validation_columns": [
57
+ "id",
58
+ "time_key",
59
+ "f001",
60
+ "f002",
61
+ "f003",
62
+ "f004",
63
+ "f005",
64
+ "f006",
65
+ "f007",
66
+ "f008",
67
+ "f009",
68
+ "f010",
69
+ "f011",
70
+ "f012",
71
+ "f013",
72
+ "f014",
73
+ "f015",
74
+ "f016",
75
+ "f017",
76
+ "f018",
77
+ "f019",
78
+ "f020",
79
+ "f021",
80
+ "f022",
81
+ "f023",
82
+ "f024",
83
+ "f025",
84
+ "f026",
85
+ "f027",
86
+ "f028",
87
+ "f029",
88
+ "f030",
89
+ "f031",
90
+ "f032",
91
+ "f033",
92
+ "f034",
93
+ "f035",
94
+ "f036",
95
+ "f037",
96
+ "f038",
97
+ "label"
98
+ ],
99
+ "predict_columns": [
100
+ "id",
101
+ "time_key",
102
+ "f001",
103
+ "f002",
104
+ "f003",
105
+ "f004",
106
+ "f005",
107
+ "f006",
108
+ "f007",
109
+ "f008",
110
+ "f009",
111
+ "f010",
112
+ "f011",
113
+ "f012",
114
+ "f013",
115
+ "f014",
116
+ "f015",
117
+ "f016",
118
+ "f017",
119
+ "f018",
120
+ "f019",
121
+ "f020",
122
+ "f021",
123
+ "f022",
124
+ "f023",
125
+ "f024",
126
+ "f025",
127
+ "f026",
128
+ "f027",
129
+ "f028",
130
+ "f029",
131
+ "f030",
132
+ "f031",
133
+ "f032",
134
+ "f033",
135
+ "f034",
136
+ "f035",
137
+ "f036",
138
+ "f037",
139
+ "f038"
140
+ ]
141
+ },
142
+ "output_contract": {
143
+ "columns": [
144
+ "id",
145
+ "score"
146
+ ],
147
+ "one_row_per_id": true
148
+ },
149
+ "explanation": "Rolling neural-network reference: two-hidden-layer MLP (64,32), ReLU/Adam, fixed seed(s), no row shuffling, fit from scratch on the labelled training window after median imputation and z-scoring.",
150
+ "revision_summary": "Deterministic non-LLM reference baseline (rolling_mlp)."
151
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/predictions.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:08028ea9089263bfff292e3dc2a96419988a69b84a2184ac5251b457262fc2c9
3
+ size 621075
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/rolling_audit.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:84ef39e3abdc2a4384ac4a3f390bb337bf485cce40e33fbd3f6a6ad6420ac63f
3
+ size 22062
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/runner.log ADDED
@@ -0,0 +1 @@
 
 
1
+ {"case_id": "c_case_84d38688c13c1d57", "method": "rolling_mlp", "factor_count": 38, "train_months": 24, "validation_months": 12, "formation_months": 12, "cost_bps": 10.0, "coverage_threshold": 0.95, "code": {"schema_valid": true, "validation_execution_valid": true, "validation_rank_ic_mean": 0.03342776509738844, "validation_rank_ic_std": 0.04506753716512227, "validation_months_scored": 12, "rolling_execution_valid": 12, "rolling_origins": 12, "rolling_llm_calls": 0}, "backtest": {"cost_bps": 10.0, "coverage_threshold": 0.95, "gross": {"months": 11, "mean_monthly_return": 0.003230818240742329, "annualized_return": 0.03675546739362412, "annualized_volatility": 0.0763371555510333, "sharpe": 0.5078761267570331, "cumulative_return": 0.033641584490614385, "max_drawdown": -0.03362421267413351, "positive_month_fraction": 0.45454545454545453}, "net": {"months": 11, "mean_monthly_return": 0.0012243566042607395, "annualized_return": 0.012145223114833792, "annualized_volatility": 0.0761844812399316, "sharpe": 0.19285133943299743, "cumulative_return": 0.011127511815892666, "max_drawdown": -0.041332056862408484, "positive_month_fraction": 0.45454545454545453}, "formation_months": 12, "tradable_months": 11, "unavailable_months": 1, "average_one_way_turnover": 1.0, "average_coverage_min": 0.9728670345033815, "return_policy": "raw_ret_exc_as_supplied_no_imputation", "delisting_return_policy": "as_supplied_by_daily_source"}, "artifacts": {"response": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/baseline_response.json", "validation": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/validation.json", "predictions": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/predictions.parquet", "rolling_audit": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/rolling_audit.parquet", "monthly": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_monthly.parquet", "daily": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_daily.parquet", "weights": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights.parquet", "weight_partitions": {"198012": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198012.parquet", "198101": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198101.parquet", "198102": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198102.parquet", "198103": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198103.parquet", "198104": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198104.parquet", "198105": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198105.parquet", "198106": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198106.parquet", "198107": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198107.parquet", "198108": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198108.parquet", "198109": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198109.parquet", "198110": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198110.parquet", "198111": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198111.parquet"}}, "directions_sha256": "ac38fdefe6d4d99e2f107bf29b0c3bf161124bf9ca4fa943efd889eab5a5cff3", "response_sha256": "d40056e64e9920e223313cf5845d90bef03786d59fc586d963c92aa0b667c170"}
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/summary.json ADDED
@@ -0,0 +1,76 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "case_id": "c_case_84d38688c13c1d57",
3
+ "method": "rolling_mlp",
4
+ "factor_count": 38,
5
+ "train_months": 24,
6
+ "validation_months": 12,
7
+ "formation_months": 12,
8
+ "cost_bps": 10.0,
9
+ "coverage_threshold": 0.95,
10
+ "code": {
11
+ "schema_valid": true,
12
+ "validation_execution_valid": true,
13
+ "validation_rank_ic_mean": 0.03342776509738844,
14
+ "validation_rank_ic_std": 0.04506753716512227,
15
+ "validation_months_scored": 12,
16
+ "rolling_execution_valid": 12,
17
+ "rolling_origins": 12,
18
+ "rolling_llm_calls": 0
19
+ },
20
+ "backtest": {
21
+ "cost_bps": 10.0,
22
+ "coverage_threshold": 0.95,
23
+ "gross": {
24
+ "months": 11,
25
+ "mean_monthly_return": 0.003230818240742329,
26
+ "annualized_return": 0.03675546739362412,
27
+ "annualized_volatility": 0.0763371555510333,
28
+ "sharpe": 0.5078761267570331,
29
+ "cumulative_return": 0.033641584490614385,
30
+ "max_drawdown": -0.03362421267413351,
31
+ "positive_month_fraction": 0.45454545454545453
32
+ },
33
+ "net": {
34
+ "months": 11,
35
+ "mean_monthly_return": 0.0012243566042607395,
36
+ "annualized_return": 0.012145223114833792,
37
+ "annualized_volatility": 0.0761844812399316,
38
+ "sharpe": 0.19285133943299743,
39
+ "cumulative_return": 0.011127511815892666,
40
+ "max_drawdown": -0.041332056862408484,
41
+ "positive_month_fraction": 0.45454545454545453
42
+ },
43
+ "formation_months": 12,
44
+ "tradable_months": 11,
45
+ "unavailable_months": 1,
46
+ "average_one_way_turnover": 1.0,
47
+ "average_coverage_min": 0.9728670345033815,
48
+ "return_policy": "raw_ret_exc_as_supplied_no_imputation",
49
+ "delisting_return_policy": "as_supplied_by_daily_source"
50
+ },
51
+ "artifacts": {
52
+ "response": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/baseline_response.json",
53
+ "validation": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/validation.json",
54
+ "predictions": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/predictions.parquet",
55
+ "rolling_audit": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/rolling_audit.parquet",
56
+ "monthly": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_monthly.parquet",
57
+ "daily": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/backtest_daily.parquet",
58
+ "weights": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights.parquet",
59
+ "weight_partitions": {
60
+ "198012": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198012.parquet",
61
+ "198101": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198101.parquet",
62
+ "198102": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198102.parquet",
63
+ "198103": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198103.parquet",
64
+ "198104": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198104.parquet",
65
+ "198105": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198105.parquet",
66
+ "198106": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198106.parquet",
67
+ "198107": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198107.parquet",
68
+ "198108": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198108.parquet",
69
+ "198109": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198109.parquet",
70
+ "198110": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198110.parquet",
71
+ "198111": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198111.parquet"
72
+ }
73
+ },
74
+ "directions_sha256": "ac38fdefe6d4d99e2f107bf29b0c3bf161124bf9ca4fa943efd889eab5a5cff3",
75
+ "response_sha256": "d40056e64e9920e223313cf5845d90bef03786d59fc586d963c92aa0b667c170"
76
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/validation.json ADDED
@@ -0,0 +1,369 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "metrics": {
3
+ "rank_ic_mean": 0.03342776509738844,
4
+ "rank_ic_std": 0.04506753716512227,
5
+ "n_months": 12,
6
+ "n_rows": 56253,
7
+ "mse": 0.03000841657921861,
8
+ "directional_accuracy": 0.5199367144863385,
9
+ "execution_valid": true,
10
+ "validation_protocol": "chronological_leave_future_out",
11
+ "fit_validation_rows": 307756,
12
+ "runtime_seconds": 59.404635999999996,
13
+ "error_count": 0,
14
+ "errors": []
15
+ },
16
+ "prediction_rows": 56253,
17
+ "executions": [
18
+ {
19
+ "valid": true,
20
+ "status": "success",
21
+ "errors": [],
22
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
23
+ "runtime_seconds": 4.93521,
24
+ "timed_out": false,
25
+ "return_code": 0,
26
+ "stdout": "",
27
+ "stderr": "",
28
+ "checks": {
29
+ "is_dataframe": true,
30
+ "columns_ok": true,
31
+ "one_row_per_id": true,
32
+ "coverage": 1.0,
33
+ "finite_score": true,
34
+ "rows_ok": true,
35
+ "syntax_valid": true,
36
+ "imports_valid": true,
37
+ "policy_valid": true,
38
+ "future_labels_absent": true
39
+ },
40
+ "prediction_rows": 4645,
41
+ "prediction_columns": [
42
+ "id",
43
+ "score",
44
+ "time_key"
45
+ ]
46
+ },
47
+ {
48
+ "valid": true,
49
+ "status": "success",
50
+ "errors": [],
51
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
52
+ "runtime_seconds": 5.073457,
53
+ "timed_out": false,
54
+ "return_code": 0,
55
+ "stdout": "",
56
+ "stderr": "",
57
+ "checks": {
58
+ "is_dataframe": true,
59
+ "columns_ok": true,
60
+ "one_row_per_id": true,
61
+ "coverage": 1.0,
62
+ "finite_score": true,
63
+ "rows_ok": true,
64
+ "syntax_valid": true,
65
+ "imports_valid": true,
66
+ "policy_valid": true,
67
+ "future_labels_absent": true
68
+ },
69
+ "prediction_rows": 4646,
70
+ "prediction_columns": [
71
+ "id",
72
+ "score",
73
+ "time_key"
74
+ ]
75
+ },
76
+ {
77
+ "valid": true,
78
+ "status": "success",
79
+ "errors": [],
80
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
81
+ "runtime_seconds": 4.937803,
82
+ "timed_out": false,
83
+ "return_code": 0,
84
+ "stdout": "",
85
+ "stderr": "",
86
+ "checks": {
87
+ "is_dataframe": true,
88
+ "columns_ok": true,
89
+ "one_row_per_id": true,
90
+ "coverage": 1.0,
91
+ "finite_score": true,
92
+ "rows_ok": true,
93
+ "syntax_valid": true,
94
+ "imports_valid": true,
95
+ "policy_valid": true,
96
+ "future_labels_absent": true
97
+ },
98
+ "prediction_rows": 4661,
99
+ "prediction_columns": [
100
+ "id",
101
+ "score",
102
+ "time_key"
103
+ ]
104
+ },
105
+ {
106
+ "valid": true,
107
+ "status": "success",
108
+ "errors": [],
109
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
110
+ "runtime_seconds": 5.164885,
111
+ "timed_out": false,
112
+ "return_code": 0,
113
+ "stdout": "",
114
+ "stderr": "",
115
+ "checks": {
116
+ "is_dataframe": true,
117
+ "columns_ok": true,
118
+ "one_row_per_id": true,
119
+ "coverage": 1.0,
120
+ "finite_score": true,
121
+ "rows_ok": true,
122
+ "syntax_valid": true,
123
+ "imports_valid": true,
124
+ "policy_valid": true,
125
+ "future_labels_absent": true
126
+ },
127
+ "prediction_rows": 4668,
128
+ "prediction_columns": [
129
+ "id",
130
+ "score",
131
+ "time_key"
132
+ ]
133
+ },
134
+ {
135
+ "valid": true,
136
+ "status": "success",
137
+ "errors": [],
138
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
139
+ "runtime_seconds": 5.206408,
140
+ "timed_out": false,
141
+ "return_code": 0,
142
+ "stdout": "",
143
+ "stderr": "",
144
+ "checks": {
145
+ "is_dataframe": true,
146
+ "columns_ok": true,
147
+ "one_row_per_id": true,
148
+ "coverage": 1.0,
149
+ "finite_score": true,
150
+ "rows_ok": true,
151
+ "syntax_valid": true,
152
+ "imports_valid": true,
153
+ "policy_valid": true,
154
+ "future_labels_absent": true
155
+ },
156
+ "prediction_rows": 4653,
157
+ "prediction_columns": [
158
+ "id",
159
+ "score",
160
+ "time_key"
161
+ ]
162
+ },
163
+ {
164
+ "valid": true,
165
+ "status": "success",
166
+ "errors": [],
167
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
168
+ "runtime_seconds": 5.286556,
169
+ "timed_out": false,
170
+ "return_code": 0,
171
+ "stdout": "",
172
+ "stderr": "",
173
+ "checks": {
174
+ "is_dataframe": true,
175
+ "columns_ok": true,
176
+ "one_row_per_id": true,
177
+ "coverage": 1.0,
178
+ "finite_score": true,
179
+ "rows_ok": true,
180
+ "syntax_valid": true,
181
+ "imports_valid": true,
182
+ "policy_valid": true,
183
+ "future_labels_absent": true
184
+ },
185
+ "prediction_rows": 4651,
186
+ "prediction_columns": [
187
+ "id",
188
+ "score",
189
+ "time_key"
190
+ ]
191
+ },
192
+ {
193
+ "valid": true,
194
+ "status": "success",
195
+ "errors": [],
196
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
197
+ "runtime_seconds": 4.64831,
198
+ "timed_out": false,
199
+ "return_code": 0,
200
+ "stdout": "",
201
+ "stderr": "",
202
+ "checks": {
203
+ "is_dataframe": true,
204
+ "columns_ok": true,
205
+ "one_row_per_id": true,
206
+ "coverage": 1.0,
207
+ "finite_score": true,
208
+ "rows_ok": true,
209
+ "syntax_valid": true,
210
+ "imports_valid": true,
211
+ "policy_valid": true,
212
+ "future_labels_absent": true
213
+ },
214
+ "prediction_rows": 4669,
215
+ "prediction_columns": [
216
+ "id",
217
+ "score",
218
+ "time_key"
219
+ ]
220
+ },
221
+ {
222
+ "valid": true,
223
+ "status": "success",
224
+ "errors": [],
225
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
226
+ "runtime_seconds": 4.443958,
227
+ "timed_out": false,
228
+ "return_code": 0,
229
+ "stdout": "",
230
+ "stderr": "",
231
+ "checks": {
232
+ "is_dataframe": true,
233
+ "columns_ok": true,
234
+ "one_row_per_id": true,
235
+ "coverage": 1.0,
236
+ "finite_score": true,
237
+ "rows_ok": true,
238
+ "syntax_valid": true,
239
+ "imports_valid": true,
240
+ "policy_valid": true,
241
+ "future_labels_absent": true
242
+ },
243
+ "prediction_rows": 4695,
244
+ "prediction_columns": [
245
+ "id",
246
+ "score",
247
+ "time_key"
248
+ ]
249
+ },
250
+ {
251
+ "valid": true,
252
+ "status": "success",
253
+ "errors": [],
254
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
255
+ "runtime_seconds": 4.71454,
256
+ "timed_out": false,
257
+ "return_code": 0,
258
+ "stdout": "",
259
+ "stderr": "",
260
+ "checks": {
261
+ "is_dataframe": true,
262
+ "columns_ok": true,
263
+ "one_row_per_id": true,
264
+ "coverage": 1.0,
265
+ "finite_score": true,
266
+ "rows_ok": true,
267
+ "syntax_valid": true,
268
+ "imports_valid": true,
269
+ "policy_valid": true,
270
+ "future_labels_absent": true
271
+ },
272
+ "prediction_rows": 4701,
273
+ "prediction_columns": [
274
+ "id",
275
+ "score",
276
+ "time_key"
277
+ ]
278
+ },
279
+ {
280
+ "valid": true,
281
+ "status": "success",
282
+ "errors": [],
283
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
284
+ "runtime_seconds": 4.687348,
285
+ "timed_out": false,
286
+ "return_code": 0,
287
+ "stdout": "",
288
+ "stderr": "",
289
+ "checks": {
290
+ "is_dataframe": true,
291
+ "columns_ok": true,
292
+ "one_row_per_id": true,
293
+ "coverage": 1.0,
294
+ "finite_score": true,
295
+ "rows_ok": true,
296
+ "syntax_valid": true,
297
+ "imports_valid": true,
298
+ "policy_valid": true,
299
+ "future_labels_absent": true
300
+ },
301
+ "prediction_rows": 4722,
302
+ "prediction_columns": [
303
+ "id",
304
+ "score",
305
+ "time_key"
306
+ ]
307
+ },
308
+ {
309
+ "valid": true,
310
+ "status": "success",
311
+ "errors": [],
312
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
313
+ "runtime_seconds": 5.491548,
314
+ "timed_out": false,
315
+ "return_code": 0,
316
+ "stdout": "",
317
+ "stderr": "",
318
+ "checks": {
319
+ "is_dataframe": true,
320
+ "columns_ok": true,
321
+ "one_row_per_id": true,
322
+ "coverage": 1.0,
323
+ "finite_score": true,
324
+ "rows_ok": true,
325
+ "syntax_valid": true,
326
+ "imports_valid": true,
327
+ "policy_valid": true,
328
+ "future_labels_absent": true
329
+ },
330
+ "prediction_rows": 4759,
331
+ "prediction_columns": [
332
+ "id",
333
+ "score",
334
+ "time_key"
335
+ ]
336
+ },
337
+ {
338
+ "valid": true,
339
+ "status": "success",
340
+ "errors": [],
341
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4",
342
+ "runtime_seconds": 4.814613,
343
+ "timed_out": false,
344
+ "return_code": 0,
345
+ "stdout": "",
346
+ "stderr": "",
347
+ "checks": {
348
+ "is_dataframe": true,
349
+ "columns_ok": true,
350
+ "one_row_per_id": true,
351
+ "coverage": 1.0,
352
+ "finite_score": true,
353
+ "rows_ok": true,
354
+ "syntax_valid": true,
355
+ "imports_valid": true,
356
+ "policy_valid": true,
357
+ "future_labels_absent": true
358
+ },
359
+ "prediction_rows": 4783,
360
+ "prediction_columns": [
361
+ "id",
362
+ "score",
363
+ "time_key"
364
+ ]
365
+ }
366
+ ],
367
+ "schema_valid": true,
368
+ "code_sha256": "e8750cfbb10d782baee741cfe91fa808121e2771648d3c8a74a4f85c45890cd4"
369
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:4d02aeb05e70e3a0a6488050de12f5b32f2e317486b05760c35b0ce2fd859460
3
+ size 1450849
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198012.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:05be642fc2388d81ef3e3337010ae81b752d710b83560802acfd4750ac38e562
3
+ size 131061
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198101.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:322ae51a806a44f5920dd193953476b37c0d52465f010abe4827030fce3cf8e0
3
+ size 150689
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198102.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:64f8b0e31edd5006932a35b394b5efec0036e0f04dd6e90dc67e8bbe0deab612
3
+ size 131082
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198103.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:bc4bb5fed193d54cdea181c037836f250bbc0da1809c77115fc311517f9e223b
3
+ size 139064
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198104.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ec009552eaa54045a3cb0d010683c7030c32955a60889bafbcc50d4258736f09
3
+ size 130611
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198105.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3cd2d298ddf7d22bc04513e314231376b91eac30564efbc7a375e7b9c4f4d325
3
+ size 135200
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198106.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:f5fe09f8e5ff92844b6ec81f24c0a181004df10fbd734deb7afba756ca1ea771
3
+ size 144432
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198107.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:23419e4727096804c9506b546d50b84d034362d30acc1da027fec8437b2ea075
3
+ size 136540
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198108.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5fe2ce065d2b04da1c74ba3b1652fd8b1f759324919eccd952e51e47da497e27
3
+ size 138556
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198109.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:fa3593dde2ee54bb5630cd65ba25b1a2120f9ca4e193930ad109612e372f510c
3
+ size 146024
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198110.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:41c382c399e7f2a317589aef5df3004844dd8049b7902b2d806a6432d49699c1
3
+ size 148840
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_84d38688c13c1d57/weights_198111.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2e76b1866c82846a711a3ef72c6a9a1208031566a031ad76f2b9e92d45953e52
3
+ size 155685
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_daily.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6f5e940c214187895162afbb5ad6d0f7fe3880f7e2e1aa84f1a5d6c224aaf595
3
+ size 43935
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_monthly.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:167b929783c4f611d6d5b1aa7ba26b0a1896ea53580eef235833ce8f37f0ac79
3
+ size 25078
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/baseline_response.json ADDED
@@ -0,0 +1,265 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "revision": 0,
3
+ "status": "final",
4
+ "language": "python",
5
+ "code": "import numpy as np\nimport pandas as pd\nfrom sklearn.neural_network import MLPRegressor\n\n_FEATURES = ['f001', 'f002', 'f003', 'f004', 'f005', 'f006', 'f007', 'f008', 'f009', 'f010', 'f011', 'f012', 'f013', 'f014', 'f015', 'f016', 'f017', 'f018', 'f019', 'f020', 'f021', 'f022', 'f023', 'f024', 'f025', 'f026', 'f027', 'f028', 'f029', 'f030', 'f031', 'f032', 'f033', 'f034', 'f035', 'f036', 'f037', 'f038', 'f039', 'f040', 'f041', 'f042', 'f043', 'f044', 'f045', 'f046', 'f047', 'f048', 'f049', 'f050', 'f051', 'f052', 'f053', 'f054', 'f055', 'f056', 'f057', 'f058', 'f059', 'f060', 'f061', 'f062', 'f063', 'f064', 'f065', 'f066', 'f067', 'f068', 'f069', 'f070', 'f071', 'f072', 'f073', 'f074', 'f075', 'f076']\n\n\ndef fit_and_predict(train_df, valid_df, predict_df, metadata):\n # Fit from scratch using labels available before this formation month.\n # shuffle=False preserves the chronological row order in each origin.\n columns = list(_FEATURES)\n x_train = train_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n y_train = train_df[\"label\"].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n x_predict = predict_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n med = np.nanmedian(x_train, axis=0)\n med = np.where(np.isfinite(med), med, 0.0)\n x_train = np.where(np.isfinite(x_train), x_train, med)\n x_predict = np.where(np.isfinite(x_predict), x_predict, med)\n x_train = np.nan_to_num(x_train, nan=0.0, posinf=0.0, neginf=0.0)\n x_predict = np.nan_to_num(x_predict, nan=0.0, posinf=0.0, neginf=0.0)\n y_train = np.nan_to_num(y_train, nan=0.0, posinf=0.0, neginf=0.0)\n mean = x_train.mean(axis=0)\n scale = x_train.std(axis=0)\n scale = np.where(np.isfinite(scale) & (scale > 1e-12), scale, 1.0)\n x_train = (x_train - mean) / scale\n x_predict = (x_predict - mean) / scale\n base_seed = int(metadata.get(\"seed\", 1))\n scores = []\n for offset in (1,):\n model = MLPRegressor(\n hidden_layer_sizes=(64, 32), activation=\"relu\", solver=\"adam\",\n alpha=1e-4, batch_size=256, learning_rate_init=1e-3,\n max_iter=300, tol=1e-4, shuffle=False,\n early_stopping=False, random_state=base_seed + int(offset),\n )\n model.fit(x_train, y_train)\n scores.append(model.predict(x_predict))\n score = np.mean(np.asarray(scores, dtype=float), axis=0)\n np.nan_to_num(score, copy=False, nan=0.0, posinf=0.0, neginf=0.0)\n return pd.DataFrame({\"id\": predict_df[\"id\"].astype(str), \"score\": score.astype(float)})\n",
6
+ "entrypoint": "fit_and_predict",
7
+ "requirements": [
8
+ "numpy",
9
+ "pandas",
10
+ "sklearn"
11
+ ],
12
+ "input_contract": {
13
+ "train_columns": [
14
+ "id",
15
+ "time_key",
16
+ "f001",
17
+ "f002",
18
+ "f003",
19
+ "f004",
20
+ "f005",
21
+ "f006",
22
+ "f007",
23
+ "f008",
24
+ "f009",
25
+ "f010",
26
+ "f011",
27
+ "f012",
28
+ "f013",
29
+ "f014",
30
+ "f015",
31
+ "f016",
32
+ "f017",
33
+ "f018",
34
+ "f019",
35
+ "f020",
36
+ "f021",
37
+ "f022",
38
+ "f023",
39
+ "f024",
40
+ "f025",
41
+ "f026",
42
+ "f027",
43
+ "f028",
44
+ "f029",
45
+ "f030",
46
+ "f031",
47
+ "f032",
48
+ "f033",
49
+ "f034",
50
+ "f035",
51
+ "f036",
52
+ "f037",
53
+ "f038",
54
+ "f039",
55
+ "f040",
56
+ "f041",
57
+ "f042",
58
+ "f043",
59
+ "f044",
60
+ "f045",
61
+ "f046",
62
+ "f047",
63
+ "f048",
64
+ "f049",
65
+ "f050",
66
+ "f051",
67
+ "f052",
68
+ "f053",
69
+ "f054",
70
+ "f055",
71
+ "f056",
72
+ "f057",
73
+ "f058",
74
+ "f059",
75
+ "f060",
76
+ "f061",
77
+ "f062",
78
+ "f063",
79
+ "f064",
80
+ "f065",
81
+ "f066",
82
+ "f067",
83
+ "f068",
84
+ "f069",
85
+ "f070",
86
+ "f071",
87
+ "f072",
88
+ "f073",
89
+ "f074",
90
+ "f075",
91
+ "f076",
92
+ "label"
93
+ ],
94
+ "validation_columns": [
95
+ "id",
96
+ "time_key",
97
+ "f001",
98
+ "f002",
99
+ "f003",
100
+ "f004",
101
+ "f005",
102
+ "f006",
103
+ "f007",
104
+ "f008",
105
+ "f009",
106
+ "f010",
107
+ "f011",
108
+ "f012",
109
+ "f013",
110
+ "f014",
111
+ "f015",
112
+ "f016",
113
+ "f017",
114
+ "f018",
115
+ "f019",
116
+ "f020",
117
+ "f021",
118
+ "f022",
119
+ "f023",
120
+ "f024",
121
+ "f025",
122
+ "f026",
123
+ "f027",
124
+ "f028",
125
+ "f029",
126
+ "f030",
127
+ "f031",
128
+ "f032",
129
+ "f033",
130
+ "f034",
131
+ "f035",
132
+ "f036",
133
+ "f037",
134
+ "f038",
135
+ "f039",
136
+ "f040",
137
+ "f041",
138
+ "f042",
139
+ "f043",
140
+ "f044",
141
+ "f045",
142
+ "f046",
143
+ "f047",
144
+ "f048",
145
+ "f049",
146
+ "f050",
147
+ "f051",
148
+ "f052",
149
+ "f053",
150
+ "f054",
151
+ "f055",
152
+ "f056",
153
+ "f057",
154
+ "f058",
155
+ "f059",
156
+ "f060",
157
+ "f061",
158
+ "f062",
159
+ "f063",
160
+ "f064",
161
+ "f065",
162
+ "f066",
163
+ "f067",
164
+ "f068",
165
+ "f069",
166
+ "f070",
167
+ "f071",
168
+ "f072",
169
+ "f073",
170
+ "f074",
171
+ "f075",
172
+ "f076",
173
+ "label"
174
+ ],
175
+ "predict_columns": [
176
+ "id",
177
+ "time_key",
178
+ "f001",
179
+ "f002",
180
+ "f003",
181
+ "f004",
182
+ "f005",
183
+ "f006",
184
+ "f007",
185
+ "f008",
186
+ "f009",
187
+ "f010",
188
+ "f011",
189
+ "f012",
190
+ "f013",
191
+ "f014",
192
+ "f015",
193
+ "f016",
194
+ "f017",
195
+ "f018",
196
+ "f019",
197
+ "f020",
198
+ "f021",
199
+ "f022",
200
+ "f023",
201
+ "f024",
202
+ "f025",
203
+ "f026",
204
+ "f027",
205
+ "f028",
206
+ "f029",
207
+ "f030",
208
+ "f031",
209
+ "f032",
210
+ "f033",
211
+ "f034",
212
+ "f035",
213
+ "f036",
214
+ "f037",
215
+ "f038",
216
+ "f039",
217
+ "f040",
218
+ "f041",
219
+ "f042",
220
+ "f043",
221
+ "f044",
222
+ "f045",
223
+ "f046",
224
+ "f047",
225
+ "f048",
226
+ "f049",
227
+ "f050",
228
+ "f051",
229
+ "f052",
230
+ "f053",
231
+ "f054",
232
+ "f055",
233
+ "f056",
234
+ "f057",
235
+ "f058",
236
+ "f059",
237
+ "f060",
238
+ "f061",
239
+ "f062",
240
+ "f063",
241
+ "f064",
242
+ "f065",
243
+ "f066",
244
+ "f067",
245
+ "f068",
246
+ "f069",
247
+ "f070",
248
+ "f071",
249
+ "f072",
250
+ "f073",
251
+ "f074",
252
+ "f075",
253
+ "f076"
254
+ ]
255
+ },
256
+ "output_contract": {
257
+ "columns": [
258
+ "id",
259
+ "score"
260
+ ],
261
+ "one_row_per_id": true
262
+ },
263
+ "explanation": "Rolling neural-network reference: two-hidden-layer MLP (64,32), ReLU/Adam, fixed seed(s), no row shuffling, fit from scratch on the labelled training window after median imputation and z-scoring.",
264
+ "revision_summary": "Deterministic non-LLM reference baseline (rolling_mlp)."
265
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/predictions.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:88fdd5341a82289b90de5dab46854c42f3d4ad39fda113cabeb6a1d610f2baf5
3
+ size 603191
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/rolling_audit.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:fb70c93d0f2217c23f01c82daae39dfc6381c8c7de4f1ae2e4f02b04285897a7
3
+ size 22065
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/runner.log ADDED
@@ -0,0 +1 @@
 
 
1
+ {"case_id": "c_case_860d0dc401da0b55", "method": "rolling_mlp", "factor_count": 76, "train_months": 48, "validation_months": 12, "formation_months": 12, "cost_bps": 10.0, "coverage_threshold": 0.95, "code": {"schema_valid": true, "validation_execution_valid": true, "validation_rank_ic_mean": 0.03745763504520023, "validation_rank_ic_std": 0.03859419543423464, "validation_months_scored": 12, "rolling_execution_valid": 12, "rolling_origins": 12, "rolling_llm_calls": 0}, "backtest": {"cost_bps": 10.0, "coverage_threshold": 0.95, "gross": {"months": 11, "mean_monthly_return": 0.0015506555036174374, "annualized_return": 0.01636218123861477, "annualized_volatility": 0.07250753234926373, "sharpe": 0.2566335584801928, "cumulative_return": 0.014988500589518283, "max_drawdown": -0.027532411502039, "positive_month_fraction": 0.45454545454545453}, "net": {"months": 11, "mean_monthly_return": -0.00045244580738982, "annualized_return": -0.007763972268814534, "annualized_volatility": 0.07236251728456501, "sharpe": -0.07502986203930642, "cumulative_return": -0.007119283393978937, "max_drawdown": -0.03528884409130195, "positive_month_fraction": 0.45454545454545453}, "formation_months": 12, "tradable_months": 11, "unavailable_months": 1, "average_one_way_turnover": 1.0, "average_coverage_min": 0.9731671367712716, "return_policy": "raw_ret_exc_as_supplied_no_imputation", "delisting_return_policy": "as_supplied_by_daily_source"}, "artifacts": {"response": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/baseline_response.json", "validation": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/validation.json", "predictions": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/predictions.parquet", "rolling_audit": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/rolling_audit.parquet", "monthly": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_monthly.parquet", "daily": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_daily.parquet", "weights": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights.parquet", "weight_partitions": {"198012": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198012.parquet", "198101": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198101.parquet", "198102": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198102.parquet", "198103": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198103.parquet", "198104": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198104.parquet", "198105": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198105.parquet", "198106": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198106.parquet", "198107": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198107.parquet", "198108": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198108.parquet", "198109": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198109.parquet", "198110": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198110.parquet", "198111": "/Users/tmp/ljc/FinData/task_c/runs/final/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198111.parquet"}}, "directions_sha256": "617d4e5a1da2a59c511d2af15db1b3ec5ab61c58f9fc7da9fcdbfef5938f8109", "response_sha256": "b8d36ad16884890a8271f1ac14e0a60863c20d594e4dc7e89044c94bd286f5aa"}
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/summary.json ADDED
@@ -0,0 +1,76 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "case_id": "c_case_860d0dc401da0b55",
3
+ "method": "rolling_mlp",
4
+ "factor_count": 76,
5
+ "train_months": 48,
6
+ "validation_months": 12,
7
+ "formation_months": 12,
8
+ "cost_bps": 10.0,
9
+ "coverage_threshold": 0.95,
10
+ "code": {
11
+ "schema_valid": true,
12
+ "validation_execution_valid": true,
13
+ "validation_rank_ic_mean": 0.03745763504520023,
14
+ "validation_rank_ic_std": 0.03859419543423464,
15
+ "validation_months_scored": 12,
16
+ "rolling_execution_valid": 12,
17
+ "rolling_origins": 12,
18
+ "rolling_llm_calls": 0
19
+ },
20
+ "backtest": {
21
+ "cost_bps": 10.0,
22
+ "coverage_threshold": 0.95,
23
+ "gross": {
24
+ "months": 11,
25
+ "mean_monthly_return": 0.0015506555036174374,
26
+ "annualized_return": 0.01636218123861477,
27
+ "annualized_volatility": 0.07250753234926373,
28
+ "sharpe": 0.2566335584801928,
29
+ "cumulative_return": 0.014988500589518283,
30
+ "max_drawdown": -0.027532411502039,
31
+ "positive_month_fraction": 0.45454545454545453
32
+ },
33
+ "net": {
34
+ "months": 11,
35
+ "mean_monthly_return": -0.00045244580738982,
36
+ "annualized_return": -0.007763972268814534,
37
+ "annualized_volatility": 0.07236251728456501,
38
+ "sharpe": -0.07502986203930642,
39
+ "cumulative_return": -0.007119283393978937,
40
+ "max_drawdown": -0.03528884409130195,
41
+ "positive_month_fraction": 0.45454545454545453
42
+ },
43
+ "formation_months": 12,
44
+ "tradable_months": 11,
45
+ "unavailable_months": 1,
46
+ "average_one_way_turnover": 1.0,
47
+ "average_coverage_min": 0.9731671367712716,
48
+ "return_policy": "raw_ret_exc_as_supplied_no_imputation",
49
+ "delisting_return_policy": "as_supplied_by_daily_source"
50
+ },
51
+ "artifacts": {
52
+ "response": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/baseline_response.json",
53
+ "validation": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/validation.json",
54
+ "predictions": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/predictions.parquet",
55
+ "rolling_audit": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/rolling_audit.parquet",
56
+ "monthly": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_monthly.parquet",
57
+ "daily": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/backtest_daily.parquet",
58
+ "weights": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights.parquet",
59
+ "weight_partitions": {
60
+ "198012": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198012.parquet",
61
+ "198101": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198101.parquet",
62
+ "198102": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198102.parquet",
63
+ "198103": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198103.parquet",
64
+ "198104": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198104.parquet",
65
+ "198105": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198105.parquet",
66
+ "198106": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198106.parquet",
67
+ "198107": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198107.parquet",
68
+ "198108": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198108.parquet",
69
+ "198109": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198109.parquet",
70
+ "198110": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198110.parquet",
71
+ "198111": "/Users/tmp/ljc/FinData/task_c/runs/current/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198111.parquet"
72
+ }
73
+ },
74
+ "directions_sha256": "617d4e5a1da2a59c511d2af15db1b3ec5ab61c58f9fc7da9fcdbfef5938f8109",
75
+ "response_sha256": "b8d36ad16884890a8271f1ac14e0a60863c20d594e4dc7e89044c94bd286f5aa"
76
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/validation.json ADDED
@@ -0,0 +1,369 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "metrics": {
3
+ "rank_ic_mean": 0.03745763504520023,
4
+ "rank_ic_std": 0.03859419543423464,
5
+ "n_months": 12,
6
+ "n_rows": 56253,
7
+ "mse": 0.030254532630889935,
8
+ "directional_accuracy": 0.5249142267967931,
9
+ "execution_valid": true,
10
+ "validation_protocol": "chronological_leave_future_out",
11
+ "fit_validation_rows": 307756,
12
+ "runtime_seconds": 138.768558,
13
+ "error_count": 0,
14
+ "errors": []
15
+ },
16
+ "prediction_rows": 56253,
17
+ "executions": [
18
+ {
19
+ "valid": true,
20
+ "status": "success",
21
+ "errors": [],
22
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
23
+ "runtime_seconds": 11.233881,
24
+ "timed_out": false,
25
+ "return_code": 0,
26
+ "stdout": "",
27
+ "stderr": "",
28
+ "checks": {
29
+ "is_dataframe": true,
30
+ "columns_ok": true,
31
+ "one_row_per_id": true,
32
+ "coverage": 1.0,
33
+ "finite_score": true,
34
+ "rows_ok": true,
35
+ "syntax_valid": true,
36
+ "imports_valid": true,
37
+ "policy_valid": true,
38
+ "future_labels_absent": true
39
+ },
40
+ "prediction_rows": 4645,
41
+ "prediction_columns": [
42
+ "id",
43
+ "score",
44
+ "time_key"
45
+ ]
46
+ },
47
+ {
48
+ "valid": true,
49
+ "status": "success",
50
+ "errors": [],
51
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
52
+ "runtime_seconds": 11.44936,
53
+ "timed_out": false,
54
+ "return_code": 0,
55
+ "stdout": "",
56
+ "stderr": "",
57
+ "checks": {
58
+ "is_dataframe": true,
59
+ "columns_ok": true,
60
+ "one_row_per_id": true,
61
+ "coverage": 1.0,
62
+ "finite_score": true,
63
+ "rows_ok": true,
64
+ "syntax_valid": true,
65
+ "imports_valid": true,
66
+ "policy_valid": true,
67
+ "future_labels_absent": true
68
+ },
69
+ "prediction_rows": 4646,
70
+ "prediction_columns": [
71
+ "id",
72
+ "score",
73
+ "time_key"
74
+ ]
75
+ },
76
+ {
77
+ "valid": true,
78
+ "status": "success",
79
+ "errors": [],
80
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
81
+ "runtime_seconds": 11.061184,
82
+ "timed_out": false,
83
+ "return_code": 0,
84
+ "stdout": "",
85
+ "stderr": "",
86
+ "checks": {
87
+ "is_dataframe": true,
88
+ "columns_ok": true,
89
+ "one_row_per_id": true,
90
+ "coverage": 1.0,
91
+ "finite_score": true,
92
+ "rows_ok": true,
93
+ "syntax_valid": true,
94
+ "imports_valid": true,
95
+ "policy_valid": true,
96
+ "future_labels_absent": true
97
+ },
98
+ "prediction_rows": 4661,
99
+ "prediction_columns": [
100
+ "id",
101
+ "score",
102
+ "time_key"
103
+ ]
104
+ },
105
+ {
106
+ "valid": true,
107
+ "status": "success",
108
+ "errors": [],
109
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
110
+ "runtime_seconds": 11.604922,
111
+ "timed_out": false,
112
+ "return_code": 0,
113
+ "stdout": "",
114
+ "stderr": "",
115
+ "checks": {
116
+ "is_dataframe": true,
117
+ "columns_ok": true,
118
+ "one_row_per_id": true,
119
+ "coverage": 1.0,
120
+ "finite_score": true,
121
+ "rows_ok": true,
122
+ "syntax_valid": true,
123
+ "imports_valid": true,
124
+ "policy_valid": true,
125
+ "future_labels_absent": true
126
+ },
127
+ "prediction_rows": 4668,
128
+ "prediction_columns": [
129
+ "id",
130
+ "score",
131
+ "time_key"
132
+ ]
133
+ },
134
+ {
135
+ "valid": true,
136
+ "status": "success",
137
+ "errors": [],
138
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
139
+ "runtime_seconds": 11.143201,
140
+ "timed_out": false,
141
+ "return_code": 0,
142
+ "stdout": "",
143
+ "stderr": "",
144
+ "checks": {
145
+ "is_dataframe": true,
146
+ "columns_ok": true,
147
+ "one_row_per_id": true,
148
+ "coverage": 1.0,
149
+ "finite_score": true,
150
+ "rows_ok": true,
151
+ "syntax_valid": true,
152
+ "imports_valid": true,
153
+ "policy_valid": true,
154
+ "future_labels_absent": true
155
+ },
156
+ "prediction_rows": 4653,
157
+ "prediction_columns": [
158
+ "id",
159
+ "score",
160
+ "time_key"
161
+ ]
162
+ },
163
+ {
164
+ "valid": true,
165
+ "status": "success",
166
+ "errors": [],
167
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
168
+ "runtime_seconds": 11.333203,
169
+ "timed_out": false,
170
+ "return_code": 0,
171
+ "stdout": "",
172
+ "stderr": "",
173
+ "checks": {
174
+ "is_dataframe": true,
175
+ "columns_ok": true,
176
+ "one_row_per_id": true,
177
+ "coverage": 1.0,
178
+ "finite_score": true,
179
+ "rows_ok": true,
180
+ "syntax_valid": true,
181
+ "imports_valid": true,
182
+ "policy_valid": true,
183
+ "future_labels_absent": true
184
+ },
185
+ "prediction_rows": 4651,
186
+ "prediction_columns": [
187
+ "id",
188
+ "score",
189
+ "time_key"
190
+ ]
191
+ },
192
+ {
193
+ "valid": true,
194
+ "status": "success",
195
+ "errors": [],
196
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
197
+ "runtime_seconds": 10.731763,
198
+ "timed_out": false,
199
+ "return_code": 0,
200
+ "stdout": "",
201
+ "stderr": "",
202
+ "checks": {
203
+ "is_dataframe": true,
204
+ "columns_ok": true,
205
+ "one_row_per_id": true,
206
+ "coverage": 1.0,
207
+ "finite_score": true,
208
+ "rows_ok": true,
209
+ "syntax_valid": true,
210
+ "imports_valid": true,
211
+ "policy_valid": true,
212
+ "future_labels_absent": true
213
+ },
214
+ "prediction_rows": 4669,
215
+ "prediction_columns": [
216
+ "id",
217
+ "score",
218
+ "time_key"
219
+ ]
220
+ },
221
+ {
222
+ "valid": true,
223
+ "status": "success",
224
+ "errors": [],
225
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
226
+ "runtime_seconds": 10.717115,
227
+ "timed_out": false,
228
+ "return_code": 0,
229
+ "stdout": "",
230
+ "stderr": "",
231
+ "checks": {
232
+ "is_dataframe": true,
233
+ "columns_ok": true,
234
+ "one_row_per_id": true,
235
+ "coverage": 1.0,
236
+ "finite_score": true,
237
+ "rows_ok": true,
238
+ "syntax_valid": true,
239
+ "imports_valid": true,
240
+ "policy_valid": true,
241
+ "future_labels_absent": true
242
+ },
243
+ "prediction_rows": 4695,
244
+ "prediction_columns": [
245
+ "id",
246
+ "score",
247
+ "time_key"
248
+ ]
249
+ },
250
+ {
251
+ "valid": true,
252
+ "status": "success",
253
+ "errors": [],
254
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
255
+ "runtime_seconds": 14.335645,
256
+ "timed_out": false,
257
+ "return_code": 0,
258
+ "stdout": "",
259
+ "stderr": "",
260
+ "checks": {
261
+ "is_dataframe": true,
262
+ "columns_ok": true,
263
+ "one_row_per_id": true,
264
+ "coverage": 1.0,
265
+ "finite_score": true,
266
+ "rows_ok": true,
267
+ "syntax_valid": true,
268
+ "imports_valid": true,
269
+ "policy_valid": true,
270
+ "future_labels_absent": true
271
+ },
272
+ "prediction_rows": 4701,
273
+ "prediction_columns": [
274
+ "id",
275
+ "score",
276
+ "time_key"
277
+ ]
278
+ },
279
+ {
280
+ "valid": true,
281
+ "status": "success",
282
+ "errors": [],
283
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
284
+ "runtime_seconds": 12.019271,
285
+ "timed_out": false,
286
+ "return_code": 0,
287
+ "stdout": "",
288
+ "stderr": "",
289
+ "checks": {
290
+ "is_dataframe": true,
291
+ "columns_ok": true,
292
+ "one_row_per_id": true,
293
+ "coverage": 1.0,
294
+ "finite_score": true,
295
+ "rows_ok": true,
296
+ "syntax_valid": true,
297
+ "imports_valid": true,
298
+ "policy_valid": true,
299
+ "future_labels_absent": true
300
+ },
301
+ "prediction_rows": 4722,
302
+ "prediction_columns": [
303
+ "id",
304
+ "score",
305
+ "time_key"
306
+ ]
307
+ },
308
+ {
309
+ "valid": true,
310
+ "status": "success",
311
+ "errors": [],
312
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
313
+ "runtime_seconds": 11.150884,
314
+ "timed_out": false,
315
+ "return_code": 0,
316
+ "stdout": "",
317
+ "stderr": "",
318
+ "checks": {
319
+ "is_dataframe": true,
320
+ "columns_ok": true,
321
+ "one_row_per_id": true,
322
+ "coverage": 1.0,
323
+ "finite_score": true,
324
+ "rows_ok": true,
325
+ "syntax_valid": true,
326
+ "imports_valid": true,
327
+ "policy_valid": true,
328
+ "future_labels_absent": true
329
+ },
330
+ "prediction_rows": 4759,
331
+ "prediction_columns": [
332
+ "id",
333
+ "score",
334
+ "time_key"
335
+ ]
336
+ },
337
+ {
338
+ "valid": true,
339
+ "status": "success",
340
+ "errors": [],
341
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a",
342
+ "runtime_seconds": 11.988129,
343
+ "timed_out": false,
344
+ "return_code": 0,
345
+ "stdout": "",
346
+ "stderr": "",
347
+ "checks": {
348
+ "is_dataframe": true,
349
+ "columns_ok": true,
350
+ "one_row_per_id": true,
351
+ "coverage": 1.0,
352
+ "finite_score": true,
353
+ "rows_ok": true,
354
+ "syntax_valid": true,
355
+ "imports_valid": true,
356
+ "policy_valid": true,
357
+ "future_labels_absent": true
358
+ },
359
+ "prediction_rows": 4783,
360
+ "prediction_columns": [
361
+ "id",
362
+ "score",
363
+ "time_key"
364
+ ]
365
+ }
366
+ ],
367
+ "schema_valid": true,
368
+ "code_sha256": "23e304fa4960085a04ee55ab27aad3eb260fec72c9d9384a39f3ebdfcc33f95a"
369
+ }
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3129b5125f9d354bc5837fc9b1bb30c8627b9a7f94ebf5856ff5514de14a9b3f
3
+ size 1400483
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198012.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:376155e42f5bba06faa3c6c40e2ccc749aa40da68f452cb6afbd73f3ef493139
3
+ size 142676
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198101.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ddc86ecb468c6936407983d75852f44b255b6e3d7bf8bbe96ab46f8b29be9499
3
+ size 135847
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198102.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:919b1708f6eb3f72e0b8b8b6721c0f5cde468325aa0f6f4fdac1231128395cac
3
+ size 127038
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198103.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9afd5e4891ffd33d85130a9740aff0d5a16251aa59c5b303c50cda5a2a1fd583
3
+ size 131571
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198104.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ba12208f4937ba8129155e5cf02170f591eb73014dc72a619692d90a316a41fc
3
+ size 124597
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198105.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5a090add4851c00db07c8b1f9b4167843caf3350fc5ab545c83dcd3b3b4ee69c
3
+ size 128257
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198106.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5573a3d461010e008651c18b990567096766151853f30b33e74bf9614b3d57e4
3
+ size 154255
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198107.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:94dde304cfa542f113fbb77e264ae981a539dcf8dc9f91bde4a6aa2e13f12424
3
+ size 133056
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198108.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:3e398f85b41395d6c1814fbaf6a0745d0213ab04bba4b179982bbcace406e103
3
+ size 137426
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198109.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1d7f04e0c6091a4a8b812f03fccb559db1d69ba9180a9ef412e1470caf5ab082
3
+ size 144082
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198110.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:48497ac4284a8323fc8aae2356a67c39463f7aea244b8adbee9ccff63355c9bc
3
+ size 136380
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_860d0dc401da0b55/weights_198111.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5d93e2e94807aa28db79ed9c99e8ccae7a152c2b08ec4c930b8f6f339ba2a3af
3
+ size 136601
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_87acd03738754c37/backtest_daily.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b81eca368ef394311f2ed938a697edb18d0bc493b273c2b8c4daf7cd1ea16db9
3
+ size 43875
task_c/runs/dev/baselines/20260910_dev_mlp/rolling_mlp/block_01/c_case_87acd03738754c37/backtest_monthly.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:12f86f5809e3a4752d860022e039ad80f1a5115c40fbf55a965df387ef98ad99
3
+ size 25096