]> Piment Noir Git Repositories - freqai-strategies.git/commit
feat(weights): add compose_sample_weights helper with mean=1 multiplicative composition
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 23 May 2026 23:49:34 +0000 (01:49 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 23 May 2026 23:49:34 +0000 (01:49 +0200)
commit1601630b37377076cb86db15840b50156baff31c
tree0b780a8d1ffe470a293314773e07005cb1034cb2
parente9d4deb2a5c019cbc18cc1d6e53acfb2ca220670
feat(weights): add compose_sample_weights helper with mean=1 multiplicative composition

AFML §4.10 / mlfinpy canonical: per-label mean=1 normalization, multiplicative composition with temporal decay, geometric-mean aggregation for multi-label, NaN/inf handling, all-zero degenerate fallback. Validated locally with pytest (evidence: .omo/evidence/task-5-{red,green}.txt).
quickadapter/user_data/strategies/Utils.py