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Expand manufacturing stress data features - #206

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pratyushpatodia-dev wants to merge 10 commits into
VectorInstitute:mainfrom
minaattari:day2-data-fetch-pp
Closed

pratyushpatodia-dev wants to merge 10 commits into
VectorInstitute:mainfrom
minaattari:day2-data-fetch-pp

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Summary

  • Add FRED and Yahoo Finance inputs to the manufacturing-stress pipeline.

  • Add monthly SPY and XLI 3-month and 12-month returns.

  • Ensure logistic regression and XGBoost use all 15 monthly features.

  • Update notebook assertions, documentation, and regression tests.

Validation

  • 11 manufacturing-stress tests passed.

  • Ruff and diff checks passed.

  • Notebook smoke test completed 28 origins with 0 skipped.

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4 participants