Delete factor_store/alphas.duckdb, prompts/templates/*.j2, .gitattributes
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factor_store/alphas.duckdb
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version https://git-lfs.github.com/spec/v1
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oid sha256:757e681f41ac73a18b92fb2e2cdaa0b378e552bb5209c3226eb0c0ddf647a45f
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size 274432
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prompts/templates/intraday_mr.j2
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{# Intraday Mean-Reversion with Decay #}
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{%- set c = bp.components[0] -%}
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ts_decay_linear(group_zscore(rank(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }}), {{ bp.decay }})
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prompts/templates/pead.j2
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{# PEAD / Earnings Revisions #}
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{%- set c = bp.components[0] -%}
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ts_decay_linear(group_zscore(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }}), {{ bp.neutralization.value }}), {{ bp.decay }})
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prompts/templates/skew_term.j2
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{# Skew Term Structure #}
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{%- set c = bp.components[0] -%}
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{%- if bp.components|length > 1 -%}
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{%- set c2 = bp.components[1] -%}
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zscore(rank({{ c.fields[0] }})) - {{ c2.weight }} * zscore(rank({{ c2.fields[0] }}))
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{%- else -%}
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group_zscore(rank(ts_mean({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }})
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{%- endif -%}
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prompts/templates/social.j2
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{# Social Momentum #}
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{%- set c = bp.components[0] -%}
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ts_decay_linear(group_zscore(rank(ts_mean({{ c.fields[0] }}, {{ c.horizon_days }})), {{ bp.neutralization.value }}), {{ bp.decay }})
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prompts/templates/value_quality.j2
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{# Value-Quality Blend Archetype #}
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{# Combines value and quality signals with group neutralization #}
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{%- set parts = [] -%}
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{%- for c in bp.components -%}
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{%- set _ = parts.append(c.weight|string ~ " * group_zscore(rank(ts_mean(" ~ c.fields[0] ~ ", " ~ c.horizon_days ~ ")), " ~ bp.neutralization.value ~ ")") -%}
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{%- endfor -%}
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ts_decay_linear({{ parts | join(" + ") }}, {{ bp.decay }})
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prompts/templates/vol_shock.j2
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{# Volatility-Scaled Shock #}
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{%- set c = bp.components[0] -%}
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group_zscore(zscore(ts_delta({{ c.fields[0] }}, {{ c.horizon_days }}) / (ts_std({{ c.fields[0] }}, {{ c.horizon_days * 4 }}) + 0.001)), {{ bp.neutralization.value }})
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