strategy-core-pipeline

name	strategy-core-pipeline
description	Work on the core strategy pipeline in this repository: data loading, indicators, signals, FA/ML filters, backtest, baselines, evaluation, and optimization. Use when a task changes strategy logic, signal columns, evaluation outputs, or core pipeline interfaces from `core/data.py` through `core/backtest.py`.

Strategy Core Pipeline

Required Reads

1. AI_CONTEXT.md
2. document/interfaces/strategy-pipeline.md
3. document/DATA_SCHEMA.md
4. document/MODEL_INTERFACES.md when touching ModelResult, baselines, or evaluation

Preferred Search Paths

• core/data.py
• core/utils.py
• core/indicators.py
• core/signals.py
• core/fa_filter.py
• core/ml_filter.py
• core/backtest.py
• core/baselines.py
• core/evaluation.py
• core/optimizer.py

Do Not Chase

• Do not read frontend style docs for pure pipeline work.
• Do not change ui/ files unless the task explicitly crosses the UI boundary.
• Do not invent new output keys in core results without updating the matching interface doc.

Completion Checklist

• Confirm the input schema and required columns.
• Confirm which output columns or result keys changed.
• Identify downstream consumers in workflow or UI before renaming anything.
• Update document/interfaces/strategy-pipeline.md if the contract changed.