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Sector-aware macro feature selection pipeline#67

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v-atharva wants to merge 157 commits intomainfrom
atharva/feature_selection
Open

Sector-aware macro feature selection pipeline#67
v-atharva wants to merge 157 commits intomainfrom
atharva/feature_selection

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@v-atharva
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Summary

  • replace feature-selection analysis with per-ticker lagged Spearman + sector-prior scoring
  • add sector classification config and sector-prior rules module
  • update CLI with --top-k and new output artifacts
  • add unit + integration tests for ranking logic, priors, and pipeline outputs
  • update .gitignore with relative data directory rules

Validation

  • python -m pytest tests/unit/test_feature_selection.py tests/integration/test_feature_selection_pipeline.py

rahulkfernandes and others added 30 commits November 30, 2025 04:34
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2 participants