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feat(research): expand factor research and quick trade depth - #339

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brokermr810 merged 6 commits into
mainfrom
test
Nov 1, 2026
Merged

brokermr810 merged 6 commits into
mainfrom
test

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Summary

  • add multi-factor research and custom factor workflows with out-of-sample validation, false-discovery control, persistence, API, Agent Gateway, and MCP support
  • expand quick-trade market-depth handling and normalize derivative order-book units across supported venues
  • add database migrations, OpenAPI documentation, MCP contracts, and regression coverage

Changes

  • introduce factor benchmark services, routes, storage, migration, and tests
  • add multi-source order-book aggregation and quick-trade depth endpoints
  • update Strategy API V2, live-trading metadata, docs, Agent API, and MCP tooling
  • normalize derivative quantities before building depth ladders

Test plan

  • GitHub CI
  • Backend tests
  • Security and DCO checks

API documentation

  • Updated docs/agent/agent-openapi.json
  • Updated MCP tool contracts and documentation

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
@sonarqubecloud

sonarqubecloud Bot commented Nov 1, 2026

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@brokermr810
brokermr810 merged commit e75f0cf into main Nov 1, 2026
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3 participants