test: add neutralize module tests (11 cases)#33
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Coverage: - neutralize_cs: basic z-score, mask handling, const values, single stock, all masked - neutralize_industry: basic OLS, with log_size, mask handling, single stock, perfect collinearity, cross-sectional std normalisation Previously the only module in the paper-reproduction table with no tests. Co-Authored-By: Claude <noreply@anthropic.com>
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Reviewed the added neutralization coverage. The cases match the current masked z-score and industry residualization behavior, and all CI jobs pass.
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Pairing: add neutralize module test coverage
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Thanks for adding the neutralization coverage. I rebuilt the integration history to keep this contribution consistent with the project's pairing workflow:
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- Merge upstream initial-d#34 + initial-d#33 with review fixes - Keep upstream load_validation_panel validation + docs - Keep 21-test neutralize suite with guard fix - Keep source-aware _select_tickers + VWAP fix Co-Authored-By: Claude <noreply@anthropic.com>
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- Merge upstream initial-d#34 + initial-d#33 with review fixes - Keep upstream load_validation_panel validation + docs - Keep 21-test neutralize suite with guard fix - Keep source-aware _select_tickers + VWAP fix Co-Authored-By: Claude <noreply@anthropic.com>
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内容
为 features.neutralize 模块补充测试。这是论文复现表中唯一 tests 列为 — 的模块,现在补齐。
测试覆盖(11 个用例)
neutralize_cs(5 个)
neutralize_industry(6 个)