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Add DM-test to sp500 case (Feature/hong x dev) - #176

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hongxu69 wants to merge 35 commits into

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helloheyi:feature/HongX_Dev

Commits on Jul 14, 2026
- 1. Create the BAA10Y_forecasting folder based on the SP500 forecasting template. 2. Update data.py to use BAA10Y as the forecasting target.
  helloheyi
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  2ffeb0b
Commits on Jul 15, 2026
- Merge pull request #1 from helloheyi/Yihe_Dev
  helloheyi
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  04efd65
Commits on Jul 18, 2026
- created baa10y_smoke.yaml from sp500_smoke.yaml
  swchen888
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- added baa10y_smoke.yaml
  swchen888
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- Merge pull request #2 from helloheyi/my_baa10y
  helloheyi
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- created baa10y backtest/eval/stress specs
  swchen888
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- Update BAA10Y forecasting components
  helloheyi
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- Merge pull request #4 from helloheyi/Yihe_Dev
  swchen888
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- replaced S&P 500 by BAA10Y in stress spec
  swchen888
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- Merge pull request #3 from helloheyi/my_baa10y
  helloheyi
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- created 00_baa10y_data_exploration notebook
  swchen888
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Commits on Jul 19, 2026
- Merge pull request #5 from helloheyi/swc_baa10y
  helloheyi
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- Consolidate duplicate BAA10Y forecasting folders
  helloheyi
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- Merge baa10y data exploration.ipynb
  helloheyi
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- added covariate service and plots
  swchen888
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- Merge branch 'main' into swc_baa10y
  swchen888
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- converted from SP500 to BAA10Y through Step 5.
  swchen888
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Commits on Jul 20, 2026
- Merge pull request #6 from helloheyi/swc_baa10y
  hongxu69
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  caaa798
- Update BAA10Y
  helloheyi
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- align with main
  helloheyi
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- Resolve notebook conflict
  helloheyi
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- Merge pull request #7 from helloheyi/Yihe_Dev
  swchen888
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  0318d74
Commits on Jul 23, 2026
- Add Diebold-Mariano forecast comparison for BacktestResult / EvalResult
  hongxu69
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  c924a00
Commits on Jul 26, 2026
- replaced sp500 by baa10y, removed unused imports
  swchen888
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  c918157
Commits on Jul 27, 2026
- removed sp500 references; replaced returns by changes; added plotly plots
  swchen888
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  6070009
- Merge pull request #8 from helloheyi/swc_baa10y
  helloheyi
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  9e21dfc
Commits on Jul 30, 2026
- add macroforecast into uv.lock. ran backtest_2025 to the end in sp500_multivariate_backtest.ipynb. Kept the output results in the cells
  hongxu69
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- Merge remote-tracking branch 'origin/main' into feature/HongX_Dev
  hongxu69
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Commits on Aug 4, 2026
- upload one RAG file along with its required packages (reflected in pyproject.toml and uv.lock at Baa10y subproject). One may need to run uv sync at the subject level
  hongxu69
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  90f8116
Commits on Aug 5, 2026
- Adapt the original RAG NB to Coder environment.
  hongxu69
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  aa26dfa
Commits on Aug 8, 2026
- Merge branch 'main' of github.com:helloheyi/agentic-forecasting-c1-bmo-one into feature/HongX_Dev. 01_sp500_mv_backtest.ipynb does not enter this commit until the conflicted mege is resolved
  hongxu69
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  c590b3f
Commits on Aug 9, 2026
- enable special query pattern for E5 family embedding model
  hongxu69
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- introduce semantic boundaries
  hongxu69
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  0b904ae
Commits on Sep 8, 2026
- latest workable version
  hongxu69
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  1fb3571
Commits on Sep 15, 2026
- add files to use RAG system to deal with structured and unstructured data via PDF files extraction. The newly produced time series can assist calm/stress regime labelling
  hongxu69
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  f20cc83

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