02_financial_data_universe/01_us_equities_eda: timeout: 180 02_financial_data_universe/02_corporate_actions: timeout: 180 02_financial_data_universe/03_etfs_eda: timeout: 180 02_financial_data_universe/04_cme_futures_eda: timeout: 300 02_financial_data_universe/05_futures_session_aggregation: timeout: 300 02_financial_data_universe/06_futures_continuous: skip: true skip_reason: "Requires individual contract months \u2014 test data has only continuous series" timeout: 300 02_financial_data_universe/07_sp500_options_eda: timeout: 180 02_financial_data_universe/08_options_greeks_computation: timeout: 300 02_financial_data_universe/09_options_continuous: parameters: DEMO_SYMBOL: AAPL DEMO_YEAR: 2019 timeout: 300 02_financial_data_universe/10_crypto_perps_eda: timeout: 180 02_financial_data_universe/11_crypto_premium_analysis: timeout: 180 02_financial_data_universe/12_fx_pairs_eda: timeout: 180 02_financial_data_universe/13_data_quality_framework: timeout: 300 02_financial_data_universe/14_point_in_time_validation: timeout: 300 02_financial_data_universe/15_survivorship_bias_detection: timeout: 300 02_financial_data_universe/16_provider_comparison: # Live Yahoo Finance pulls. Runs in the weekly tier (GitHub runners have # internet); flake-retried on transient network hiccups. Phase 3's drift smoke # is the early-warning if Yahoo itself changes. tier: weekly reruns: 2 timeout: 300 02_financial_data_universe/17_complete_pipeline: # Live Yahoo Finance pulls. See 16_provider_comparison. tier: weekly reruns: 2 timeout: 300 02_financial_data_universe/18_data_management: timeout: 300 02_financial_data_universe/18_storage_benchmark_file: timeout: 300 02_financial_data_universe/19_incremental_updates: timeout: 300 02_financial_data_universe/20_storage_benchmark_file: timeout: 300 02_financial_data_universe/21_storage_benchmark_database: docker_env: benchmark requires_import: duckdb 03_market_microstructure/01_itch_parser: skip: true skip_reason: "Requires ~5GB raw ITCH binary download \u2014 tested locally only" tier: weekly timeout: 300 03_market_microstructure/02_itch_lob_reconstruction: skip: true skip_reason: "Requires 01_itch_parser output (raw ITCH binary pipeline) \u2014 tested locally" timeout: 300 03_market_microstructure/03_itch_lob_analysis: skip: true skip_reason: "Requires LOB snapshots from 02_itch_lob_reconstruction \u2014 tested locally" timeout: 300 03_market_microstructure/04_itch_order_lifecycle_analysis: skip: true skip_reason: "Requires 01_itch_parser output (raw ITCH binary pipeline) \u2014 tested locally" timeout: 300 03_market_microstructure/05_itch_trading_activity: skip: true skip_reason: "Requires 01_itch_parser output (raw ITCH binary pipeline) \u2014 tested locally" timeout: 300 03_market_microstructure/06_itch_intraday_patterns: timeout: 300 03_market_microstructure/07_itch_stylized_facts: timeout: 300 03_market_microstructure/08_databento_lob_reconstruction: timeout: 300 03_market_microstructure/09_databento_mbo_analysis: timeout: 300 03_market_microstructure/10_iex_lob_reconstruction: skip: true skip_reason: "Requires IEX HIST DEEP raw pcap download \u2014 tested locally only" tier: weekly timeout: 300 03_market_microstructure/11_algoseek_taq_eda: timeout: 300 03_market_microstructure/12_algoseek_taq_lob_reconstruction: timeout: 300 03_market_microstructure/13_algoseek_minute_bars_eda: skip: true skip_reason: Helper script, not a teaching notebook timeout: 300 03_market_microstructure/14_itch_bar_sampling: skip: true skip_reason: "Requires trade messages from 01_itch_parser \u2014 tested locally" timeout: 300 03_market_microstructure/15_itch_lee_ready: timeout: 300 03_market_microstructure/16_itch_information_bars: timeout: 300 03_market_microstructure/17_databento_bar_sampling: timeout: 300 04_fundamental_alternative_data/01_academic_characteristics: timeout: 300 04_fundamental_alternative_data/02_sec_filing_explorer: skip: true skip_reason: Requires EDGAR_IDENTITY env var for SEC EDGAR network calls; CI does not provide. tier: weekly timeout: 300 04_fundamental_alternative_data/03_sec_form4_insider_transactions: timeout: 300 04_fundamental_alternative_data/04_sec_xbrl_fundamentals: timeout: 300 04_fundamental_alternative_data/05_entity_resolution: timeout: 300 04_fundamental_alternative_data/06_fred_macro_eda: timeout: 180 04_fundamental_alternative_data/07_macro_data_alignment: timeout: 300 04_fundamental_alternative_data/08_futures_positioning: timeout: 300 04_fundamental_alternative_data/09_onchain_fundamentals: timeout: 300 04_fundamental_alternative_data/10_institutional_holdings_13f: timeout: 300 04_fundamental_alternative_data/11_defi_tvl_evaluation: timeout: 300 04_fundamental_alternative_data/12_kalshi_prediction_markets: timeout: 300 04_fundamental_alternative_data/13_polymarket_prediction_markets: timeout: 120 04_fundamental_alternative_data/14_text_data_extraction: skip: true skip_reason: Requires EDGAR_IDENTITY env var for SEC EDGAR network calls; CI does not provide. tier: weekly timeout: 300 05_synthetic_data/00_classical_simulation: timeout: 180 05_synthetic_data/01_timegan: docker_env: py312 gpu: true parameters: BATCH_SIZE: 32 EPOCHS: 1 HIDDEN_DIM: 8 NUM_LAYERS: 1 N_SAMPLES: 100 SEQ_LEN: 5 timeout: 600 05_synthetic_data/02_tailgan_tail_risk: gpu: true parameters: BATCH_SIZE: 64 LATENT_DIM: 32 N_COLS: 5 N_EPOCHS: 1 N_SCENARIO_MULTIPLIER: 1 N_STRATEGIES: 2 RETRAIN: true timeout: 120 05_synthetic_data/03_sigcwgan_signatures: docker_env: py312 gpu: true parameters: BATCH_SIZE: 256 RETRAIN: true TOTAL_STEPS: 100 requires_import: signatory timeout: 900 05_synthetic_data/04_gtgan_irregular: gpu: true parameters: BATCH_SIZE: 4 HIDDEN_DIM: 4 LATENT_DIM: 4 MAX_STEPS: 2 N_BARS: 100 ODE_HIDDEN: 4 ODE_METHOD: euler SEQ_LENGTH: 4 timeout: 120 05_synthetic_data/05_diffusion_ts: gpu: true parameters: BATCH_SIZE: 8 CLASSIFIER_EPOCHS: 1 EPOCHS: 1 FEATURE_SIZE: 3 GRADIENT_ACCUMULATE_EVERY: 1 N_COND: 10 N_LAYER_DEC: 1 N_SYNTHETIC: 50 SAMPLING_TIMESTEPS: 2 SCHEDULER_PATIENCE: 1 SEQ_LENGTH: 8 TIMESTEPS: 5 WARMUP_STEPS: 1 timeout: 180 05_synthetic_data/06_llm_tabular_great: gpu: true parameters: BATCH_SIZE: 8 EPOCHS: 1 N_GENERATE: 10 N_SAMPLES: 50 timeout: 120 05_synthetic_data/07_dp_gan: docker_env: py312 gpu: true parameters: BATCH_SIZE: 32 EPOCHS: 5 MAX_SYMBOLS: 5 timeout: 300 06_strategy_definition/01_cv_foundations: parameters: N_VIZ: 100 timeout: 180 06_strategy_definition/02_case_study_overview: timeout: 180 07_defining_the_learning_task/01_data_quality_diagnostics: parameters: START_DATE: '2023-01-01' timeout: 300 07_defining_the_learning_task/02_preprocessing_pipeline: parameters: START_DATE: '2023-01-01' timeout: 300 07_defining_the_learning_task/03_label_methods: timeout: 300 07_defining_the_learning_task/04_minimum_favorable_adverse_excursion: timeout: 300 07_defining_the_learning_task/05_signal_evaluation: parameters: MAX_SYMBOLS: 15 N_PERMUTATIONS: 50 START_DATE: '2022-01-01' timeout: 300 07_defining_the_learning_task/06_ic_inference: parameters: START_DATE: '2022-01-01' n_boot: 500 timeout: 300 07_defining_the_learning_task/07_multiple_testing: parameters: etf_start: '2020-01-01' n_assets: 20 n_assets_zoo: 30 n_combos: 10 n_days: 252 n_factors: 30 n_factors_zoo: 50 n_periods: 120 n_periods_zoo: 252 n_rad_etf: 500 n_rad_sims: 500 n_strat_pbo: 8 n_strategies: 10 n_true: 3 timeout: 300 07_defining_the_learning_task/08_causal_sanity_checks: parameters: N_PERMUTATIONS: 20 START_DATE: '2022-01-01' timeout: 900 02_financial_data_universe/22_pandas_polars_benchmark: timeout: 300 07_defining_the_learning_task/10_ml4t_library_ecosystem: parameters: SPY_START_DATE: '2023-01-01' timeout: 180 08_financial_features/01_price_volume_features: parameters: START_DATE: '2023-01-01' timeout: 300 08_financial_features/02_microstructure_features: parameters: N_TRADES: 50000 timeout: 300 08_financial_features/03_structural_cross_instrument_features: parameters: START_DATE: '2022-01-01' timeout: 300 08_financial_features/04_fundamentals_macro_calendar: parameters: START_DATE: '2023-01-01' timeout: 300 08_financial_features/05_factor_orthogonality: parameters: START_DATE: '2023-01-01' timeout: 900 08_financial_features/06_robustness_sensitivity: timeout: 300 08_financial_features/07_event_studies: parameters: START_DATE: '2022-01-01' timeout: 300 08_financial_features/08_feature_selection: parameters: START_DATE: '2023-01-01' timeout: 900 08_financial_features/case_study_feature_summary: timeout: 300 09_model_based_features/01_visual_diagnostics: timeout: 180 09_model_based_features/02_structural_breaks: timeout: 300 09_model_based_features/03_fractional_differencing: timeout: 300 09_model_based_features/04_kalman_filter: timeout: 300 09_model_based_features/05_spectral_features: timeout: 300 09_model_based_features/06_path_signatures: docker_env: py312 requires_import: esig timeout: 300 09_model_based_features/07_arima_features: timeout: 300 09_model_based_features/08_garch_volatility: timeout: 300 09_model_based_features/09_har_rough_volatility: parameters: INTRADAY_SYMBOL: AMD MIN_BARS_PER_DAY: 100 timeout: 300 09_model_based_features/10_uncertainty_features: parameters: N_DRAWS: 300 N_TUNE: 500 REFIT_INTERVAL: 126 TRAIN_DAYS: 126 timeout: 300 09_model_based_features/11_hmm_regimes: timeout: 300 09_model_based_features/12_wasserstein_regimes: docker_env: py312 timeout: 300 09_model_based_features/13_regime_as_feature: timeout: 300 09_model_based_features/14_panel_features: timeout: 300 09_model_based_features/case_study_temporal_summary: timeout: 300 10_text_feature_engineering/01_word2vec_training: docker_env: py312 parameters: EPOCHS: 2 MIN_COUNT: 3 WINDOW: 5 requires_import: gensim reruns: 2 timeout: 300 10_text_feature_engineering/02_asset_embeddings: docker_env: py312 parameters: MAX_INSTITUTIONS: 20 requires_import: gensim timeout: 300 10_text_feature_engineering/03_sentiment_evolution: docker_env: py312 gpu: true parameters: MAX_SYMBOLS: 10 requires_import: gensim timeout: 300 10_text_feature_engineering/04_bert_finetuning: env: TEST: '1' gpu: true timeout: 600 10_text_feature_engineering/05_financial_ner_finetuning: env: TEST: '1' gpu: true timeout: 600 10_text_feature_engineering/06_finbert_cross_dataset: gpu: true timeout: 300 10_text_feature_engineering/07_news_return_signals: gpu: true parameters: MAX_ARTICLES: 500 MAX_TICKERS: 5 timeout: 600 10_text_feature_engineering/08_text_feature_evaluation: parameters: MIN_ASSETS_PER_DAY: 3 timeout: 300 10_text_feature_engineering/09_filing_text_signals: gpu: true parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 600 11_ml_pipeline/01_ols_inference: parameters: MAX_SYMBOLS: 10 MAX_TRAIN_ROWS: 5000 VIF_MAX_ROWS: 2000 timeout: 300 11_ml_pipeline/02_regularization_paths: parameters: MAX_SYMBOLS: 10 timeout: 300 11_ml_pipeline/03_logistic_classification: parameters: MAX_SYMBOLS: 10 timeout: 300 11_ml_pipeline/04_nested_cv_hpo: parameters: ALPHA_GRID_POINTS: 10 MAX_SYMBOLS: 10 N_SPLITS: 3 N_TRIALS: 5 timeout: 360 11_ml_pipeline/05_shap_analysis: parameters: MAX_CV_FOLDS: 2 MAX_SYMBOLS: 10 timeout: 300 11_ml_pipeline/06_conformal_prediction: parameters: MAX_CV_FOLDS: 2 MAX_QR_SAMPLES: 5000 MAX_SYMBOLS: 10 timeout: 300 11_ml_pipeline/07_case_study_insights: timeout: 300 11_ml_pipeline/08_ml_backtest_intro: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 10 TOP_N: 5 timeout: 300 12_gradient_boosting/01_ensemble_foundations: timeout: 360 12_gradient_boosting/02_gbm_comparison: long_running: true parameters: MAX_SYMBOLS: 3 timeout: 900 12_gradient_boosting/03_dl_vs_gbm: gpu: true parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 15 TABM_EPOCHS: 2 timeout: 900 12_gradient_boosting/04_optuna_tuning: parameters: MAX_FOLDS: 2 N_TRIALS: 5 timeout: 360 12_gradient_boosting/05_cross_library_hpo: gpu: true parameters: N_LIBRARIES: 1 N_TRIALS: 2 N_WARMUP_TRIALS: 1 timeout: 600 12_gradient_boosting/06_optuna_multi_asset: parameters: N_TRIALS: 2 timeout: 600 12_gradient_boosting/07_hpo_comparison: gpu: true long_running: true parameters: N_GRID_POINTS: 3 N_OPTUNA_TRIALS: 2 timeout: 2400 12_gradient_boosting/08_shap_analysis: env: MAX_SYMBOLS: 10 timeout: 300 12_gradient_boosting/09_xai_limitations: parameters: MAX_SYMBOLS: 10 timeout: 300 12_gradient_boosting/10_shap_nlp_sentiment: docker_env: py312 gpu: true parameters: MAX_SYMBOLS: 5 SAMPLE_SIZE: 100 timeout: 300 12_gradient_boosting/11_conformal_gbm: gpu: true parameters: MAX_SYMBOLS: 3 timeout: 900 12_gradient_boosting/12_case_study_insights: timeout: 300 13_dl_time_series/01_core_architectures: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 HIDDEN_SIZE: 16 LOOKBACK: 10 timeout: 300 13_dl_time_series/02_nbeats_interpretable: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 HIDDEN_SIZE: 32 LOOKBACK: 10 N_BLOCKS: 2 N_LAYERS: 2 timeout: 300 13_dl_time_series/03_great_debate: gpu: true parameters: BATCH_SIZE: 64 D_MODEL: 16 EPOCHS: 2 LOOKBACK: 24 N_HEADS: 2 N_LAYERS: 1 timeout: 300 13_dl_time_series/04_transformers: gpu: true parameters: BATCH_SIZE: 64 D_MODEL: 16 EPOCHS: 2 LOOKBACK: 12 N_HEADS: 2 N_LAYERS: 1 PATCH_SIZE: 6 timeout: 300 13_dl_time_series/05_tcn: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 LOOKBACK: 12 N_CHANNELS: 16 timeout: 300 13_dl_time_series/06_tsmixer: gpu: true parameters: BATCH_SIZE: 64 D_MODEL: 16 EPOCHS: 2 LOOKBACK: 12 N_LAYERS: 1 timeout: 300 13_dl_time_series/07_mamba_ssm: gpu: true parameters: BATCH_SIZE: 64 D_MODEL: 16 D_STATE: 8 EPOCHS: 2 LOOKBACK: 12 MAX_TEST_SAMPLES: 2000 MAX_TRAIN_SAMPLES: 5000 MAX_VAL_SAMPLES: 2000 N_LAYERS: 1 timeout: 300 13_dl_time_series/08_cnn_image_encoding: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 IMAGE_SIZE: 16 LOOKBACK: 10 MAX_TEST_SAMPLES: 2000 MAX_TRAIN_SAMPLES: 5000 MAX_VAL_SAMPLES: 2000 timeout: 300 13_dl_time_series/09_foundation_models: gpu: true parameters: BATCH_SIZE: 64 CHRONOS_NUM_SAMPLES: 3 CONTEXT_LENGTH: 12 EPOCHS: 2 MAX_TEST_SAMPLES: 2000 MAX_TRAIN_SAMPLES: 5000 MAX_VAL_SAMPLES: 2000 PREDICTION_LENGTH: 5 timeout: 300 13_dl_time_series/10_uncertainty: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 HIDDEN_SIZE: 16 LOOKBACK: 12 MAX_SYMBOLS: 5 MC_SAMPLES: 5 N_ENSEMBLE: 2 timeout: 300 13_dl_time_series/11_library_landscape: gpu: true parameters: BATCH_SIZE: 64 EPOCHS: 2 HIDDEN_SIZE: 16 # PatchTST requires context_length (LOOKBACK) > patch_length (12); keep # the test LOOKBACK small but above the patch length to stay valid. LOOKBACK: 24 timeout: 300 13_dl_time_series/12_case_study_insights: timeout: 300 14_latent_factors/01_pca_equity_sectors: parameters: N_BOOTSTRAP: 20 timeout: 180 14_latent_factors/02_eigenportfolios: parameters: TOP_N_STOCKS: 50 timeout: 240 14_latent_factors/03_yield_curve_decomposition: timeout: 120 14_latent_factors/04_ipca: parameters: MAX_ITER: 30 N_ASSETS: 50 N_PERIODS: 200 timeout: 240 14_latent_factors/05_rp_pca: parameters: N_ASSETS: 50 N_PERIODS: 200 timeout: 180 14_latent_factors/06_conditional_autoencoder: docker_env: py312 gpu: true parameters: BATCH_SIZE: 64 ENSEMBLE_SIZE: 2 N_EPOCHS: 5 TOP_N_STOCKS: 50 timeout: 900 14_latent_factors/07_stochastic_discount_factor: gpu: true parameters: BETA_NET_EPOCHS: 8 NUM_ADVERSARIAL_ROUNDS: 1 NUM_EPOCHS_CONDITIONAL: 12 NUM_EPOCHS_INSTRUMENTS: 4 NUM_EPOCHS_UNCONDITIONAL: 8 N_MACRO_COLS: 10 N_STOCKS: 50 timeout: 360 14_latent_factors/08_supervised_autoencoder: gpu: true parameters: N_EPOCHS: 5 N_SPLITS: 2 N_STOCKS: 25 timeout: 900 14_latent_factors/09_case_study_insights: timeout: 300 15_causal_estimation/01_library_overview: timeout: 180 15_causal_estimation/02_dowhy_causal_graph: timeout: 240 15_causal_estimation/03_econml_dml: parameters: CV_FOLDS: 3 MAX_SAMPLES: 5000 N_PLACEBO_PERMUTATIONS: 10 timeout: 360 15_causal_estimation/04_dml_crypto_regime: parameters: CV_FOLDS: 3 MAX_SAMPLES: 5000 N_PLACEBO_PERMUTATIONS: 10 timeout: 360 15_causal_estimation/05_momentum_causal_trading: parameters: CV_FOLDS: 3 MAX_SAMPLES: 5000 MAX_SYMBOLS: 10 skip: true skip_reason: Walk-forward CV needs more bars than the test-data window provides timeout: 360 15_causal_estimation/06_fed_announcement_bsts: docker_env: py312 requires_import: causalimpact timeout: 300 15_causal_estimation/07_tigramite_time_series: timeout: 360 15_causal_estimation/08_neural_causal_discovery: parameters: NOTEARS_MAX_ITER: 25 N_BOOTSTRAP: 5 START_DATE: '2000-01-01' timeout: 600 15_causal_estimation/09_adia_causal_benchmark: parameters: N_DATASETS: 50 N_ESTIMATORS: 50 N_RF_ESTIMATORS: 25 timeout: 900 15_causal_estimation/10_case_study_insights: skip: true skip_reason: "Empty causal_runs table \u2192 pl.concat([]) blows up; needs production causal-DML registry data" timeout: 300 15_causal_estimation/11_factor_zoo_validation: timeout: 360 16_strategy_simulation/01_backtest_first_principles: timeout: 300 16_strategy_simulation/02_futures_backtesting: parameters: INITIAL_CASH: 100000 START_DATE: '2000-01-01' timeout: 300 16_strategy_simulation/03_single_asset_vectorbt: timeout: 300 16_strategy_simulation/04_single_asset_ml4t_backtest: timeout: 300 16_strategy_simulation/05_stateful_strategies: parameters: N_ASSETS: 10 N_DAYS: 252 SEED: 42 timeout: 300 16_strategy_simulation/06_framework_parity: parameters: N_ASSETS: 5 N_DAYS: 252 SEED: 42 timeout: 300 16_strategy_simulation/07_engine_divergence_anatomy: timeout: 300 16_strategy_simulation/08_backtest_statistical_inference: parameters: N_ASSETS: 10 N_PERIODS: 252 N_SIMULATIONS: 200 timeout: 300 16_strategy_simulation/08_signal_method_comparison: timeout: 300 16_strategy_simulation/09_backtesting_pitfalls: parameters: N_BARS: 252 N_SIMULATIONS: 200 timeout: 300 16_strategy_simulation/09_performance_reporting: timeout: 300 16_strategy_simulation/10_regime_backtest_analysis: timeout: 300 16_strategy_simulation/10_transaction_costs: parameters: N_ASSETS: 10 N_DAYS: 252 timeout: 300 16_strategy_simulation/11_look_ahead_bias: parameters: N_ASSETS: 10 N_PERIODS: 252 N_SIMULATIONS: 200 timeout: 300 16_strategy_simulation/11_sharpe_ratio_inference: timeout: 180 16_strategy_simulation/12_dsr_validation: timeout: 300 16_strategy_simulation/12_walk_forward_optimization: parameters: N_ASSETS: 10 N_LOOKBACK_PERIODS: 3 N_PERIODS: 500 timeout: 300 16_strategy_simulation/13_backtesting_protocols: parameters: N_BARS: 252 N_LOOKBACK: 126 N_SIMULATIONS: 200 timeout: 300 16_strategy_simulation/13_ras_protocol: timeout: 180 16_strategy_simulation/14_case_study_insights: timeout: 300 16_strategy_simulation/15_lean_engine_parity: timeout: 300 16_strategy_simulation/16_case_study_lean_parity: timeout: 300 16_strategy_simulation/17_backtrader_zipline_engine_parity: timeout: 300 16_strategy_simulation/18_vectorbt_engine_parity: timeout: 300 17_portfolio_construction/01_portfolio_metrics: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/02_markowitz_mvo: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/02_mean_variance_optimization: timeout: 300 17_portfolio_construction/03_robust_optimization: parameters: MAX_SYMBOLS: 10 N_PORTFOLIOS: 500 N_SIMULATIONS: 200 timeout: 300 17_portfolio_construction/04_black_litterman: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/04_kelly_criterion: timeout: 180 17_portfolio_construction/05_factor_allocation_evidence: timeout: 600 17_portfolio_construction/05_risk_parity: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/06_hierarchical_risk_parity: timeout: 300 17_portfolio_construction/06_regime_based_allocation: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/07_conformal_position_sizing: parameters: HORIZON_CME: 1 HORIZON_ETF: 5 TOP_K_CME: 5 TOP_K_ETF: 5 timeout: 300 17_portfolio_construction/07_shrinkage_estimators: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/08_library_comparison: timeout: 600 17_portfolio_construction/08_signal_combination: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/09_allocator_comparison: timeout: 600 17_portfolio_construction/09_portfolio_rebalancing: parameters: MAX_SYMBOLS: 10 N_SIMULATIONS: 200 timeout: 300 17_portfolio_construction/10_constraints_real_world: parameters: MAX_SYMBOLS: 10 timeout: 300 17_portfolio_construction/11_deepm_basics: parameters: MAX_SYMBOLS: 10 N_EPOCHS: 10 timeout: 300 17_portfolio_construction/11_dl_portfolio_allocation: gpu: true parameters: N_EPOCHS: 2 timeout: 600 17_portfolio_construction/12_vlstm_portfolio: gpu: true parameters: MAX_SYMBOLS: 10 N_EPOCHS: 2 timeout: 600 17_portfolio_construction/13_deepm_regime_robust: gpu: true parameters: MAX_ITERS: 40 MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/01_cost_taxonomy: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/02_spread_estimation: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/03_impact_models: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/03_market_impact_calibration: parameters: MAX_SYMBOLS: 10 NQ100_SYMBOLS: 5 timeout: 300 18_transaction_costs/04_execution_algorithms: parameters: N_DAYS: 20 N_SIMULATIONS: 200 timeout: 300 18_transaction_costs/04_vwap_twap_execution: timeout: 300 18_transaction_costs/05_almgren_chriss_optimal_execution: timeout: 300 18_transaction_costs/05_nasdaq100_microstructure_validation: parameters: MAX_SYMBOLS: 5 timeout: 300 18_transaction_costs/06_cost_adjusted_backtesting: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/06_ml4t_execution_demo: timeout: 300 18_transaction_costs/07_cost_aware_portfolio: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/07_ml4t_volume_participation: timeout: 300 18_transaction_costs/08_ml_dynamic_execution: timeout: 300 18_transaction_costs/08_turnover_analysis: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/09_cost_sweep: parameters: MAX_SYMBOLS: 10 timeout: 600 18_transaction_costs/09_frequency_tradeoff: timeout: 180 18_transaction_costs/10_gross_vs_net_performance: timeout: 180 18_transaction_costs/10_optimal_execution: parameters: N_SIMULATIONS: 200 timeout: 300 18_transaction_costs/11_cost_cliff: timeout: 180 18_transaction_costs/11_market_regime_costs: parameters: MAX_SYMBOLS: 10 timeout: 300 18_transaction_costs/12_commission_slippage_comparison: timeout: 180 18_transaction_costs/12_cost_benchmarking: parameters: MAX_SYMBOLS: 10 timeout: 300 19_risk_management/01_var_cvar: timeout: 300 19_risk_management/02_exit_strategies: timeout: 300 19_risk_management/03_position_sizing_mae_mfe: timeout: 300 19_risk_management/04_drawdown_analysis: parameters: MAX_SYMBOLS: 10 timeout: 300 19_risk_management/04_factor_exposure: timeout: 300 19_risk_management/05_stress_correlation: parameters: MAX_SYMBOLS: 10 N_SIMULATIONS: 200 timeout: 300 19_risk_management/05_trade_shap_diagnostics: timeout: 300 19_risk_management/06_stress_testing: timeout: 300 19_risk_management/07_drift_detection: timeout: 300 19_risk_management/08_ml_exit_signals: timeout: 300 19_risk_management/09_deep_hedging: gpu: true parameters: BATCH_SIZE: 64 N_EPOCHS: 5 N_PATHS: 500 N_STEPS: 20 timeout: 600 19_risk_management/10_ml4t_backtest_risk_demo: timeout: 300 19_risk_management/10_risk_sweep: parameters: MAX_SYMBOLS: 10 N_SIMULATIONS: 200 timeout: 600 19_risk_management/11_case_study_diagnostics: parameters: MAX_SYMBOLS: 10 timeout: 300 19_risk_management/11_systematic_risk_sweep: parameters: MAX_RISK_VARIANTS: 3 timeout: 900 20_strategy_synthesis/00_holdout_predictions: skip_reason: Requires trained model registry (not available in CI test data) 20_strategy_synthesis/01_aggregate_synthesis: parameters: MAX_SYMBOLS: 10 # Isolated test registry has no nasdaq out-of-band cost-feasible carrier, # so its spine can't resolve; report cost/risk N/A instead of raising. ALLOW_MISSING_SPINE: true timeout: 600 20_strategy_synthesis/02_feature_evaluation: timeout: 300 20_strategy_synthesis/03_signal_quality: parameters: MAX_SYMBOLS: 10 timeout: 600 20_strategy_synthesis/04_signal_to_strategy: parameters: MAX_SYMBOLS: 10 timeout: 600 20_strategy_synthesis/05_portfolio_allocation: parameters: MAX_CASE_STUDIES: 0 timeout: 600 20_strategy_synthesis/06_cost_survival: parameters: MAX_CASE_STUDIES: 0 timeout: 600 20_strategy_synthesis/07_regime_risk: parameters: MAX_CASE_STUDIES: 0 timeout: 600 20_strategy_synthesis/08_recommendations: timeout: 300 21_rl_execution_hedging/01_algorithms_comparison: parameters: EVAL_EPISODES: 2 TOTAL_TIMESTEPS: 1000 timeout: 600 21_rl_execution_hedging/02_optimal_execution_ppo: parameters: TOTAL_TIMESTEPS: 1000 timeout: 600 21_rl_execution_hedging/03_market_making_ppo: gpu: true parameters: TOTAL_TIMESTEPS: 1000 timeout: 600 21_rl_execution_hedging/04_crypto_execution_rl: parameters: TOTAL_TIMESTEPS: 1000 timeout: 600 21_rl_execution_hedging/05_deep_hedging_pfhedge: docker_env: py312 gpu: true parameters: N_EPOCHS: 2 N_PATHS: 100 requires_import: pfhedge timeout: 600 21_rl_execution_hedging/06_inverse_reinforcement_learning: parameters: IRL_ITERATIONS: 10 N_EXPERT_TRAJECTORIES: 20 timeout: 600 21_rl_execution_hedging/07_backtest_with_impact: parameters: COHORT_SAMPLE: 10 timeout: 300 22_rag_financial_research/01_sec_filing_pipeline: parameters: TICKERS: - AAPL YEARS: - 2024 timeout: 300 22_rag_financial_research/02_domain_embeddings_comparison: parameters: MAX_DOCUMENTS: 50 MAX_QUERIES: 10 USE_LOCAL_MODELS_ONLY: true skip: true skip_reason: Requires RAG infrastructure (chromadb + embedding models) not provisioned in CI tier: weekly timeout: 300 22_rag_financial_research/03_hybrid_retrieval: parameters: MAX_DOCUMENTS: 50 MAX_QUERIES: 10 TOP_K: 5 skip: true skip_reason: Requires RAG infrastructure (chromadb + embedding models) not provisioned in CI tier: weekly timeout: 300 22_rag_financial_research/04_ragas_evaluation: parameters: MAX_SAMPLES: 10 skip: true skip_reason: Requires OpenAI API access for ragas evaluator LLM tier: weekly timeout: 300 22_rag_financial_research/05_10k_rag_assistant: skip: true skip_reason: Requires RAG infrastructure (chromadb + embedding models) not provisioned in CI tier: weekly timeout: 300 22_rag_financial_research/06_esg_rag_vs_finetune: gpu: true parameters: MAX_HEADLINES: 50 MAX_QUESTIONS: 10 timeout: 300 22_rag_financial_research/07_institutional_holdings_graph: parameters: MAX_INSTITUTIONS: 10 NUM_QUARTERS: 2 timeout: 300 22_rag_financial_research/08_rag_security: parameters: MAX_ATTACK_CASES: 5 skip: true skip_reason: Requires RAG infrastructure (chromadb + embedding models) not provisioned in CI tier: weekly timeout: 300 23_knowledge_graphs/08_8k_event_extraction: docker_env: ml4t+neo4j+gpu gpu: true parameters: MAX_ENTITIES: 20 MAX_FILINGS: 5 timeout: 600 23_knowledge_graphs/07_dynamic_kg_temporal: docker_env: ml4t+neo4j parameters: MAX_INSTITUTIONS: 10 MAX_QUARTERS: 2 skip: true skip_reason: Requires 08_8k_event_extraction with GPU to generate temporal edges tier: on_demand timeout: 600 23_knowledge_graphs/06_gnn_feature_engineering: gpu: true parameters: N_EPOCHS: 2 timeout: 600 23_knowledge_graphs/03_graph_rag_qa: parameters: MAX_QUERIES: 5 timeout: 300 23_knowledge_graphs/05_institutional_holdings_kg: docker_env: ml4t+neo4j parameters: MAX_INSTITUTIONS: 10 NUM_QUARTERS: 2 timeout: 600 23_knowledge_graphs/09_knowledge_graph_features: docker_env: ml4t+neo4j parameters: MAX_SYMBOLS: 10 skip: true skip_reason: Requires 02_supply_chain_kg_construction with GPU to populate Neo4j tier: on_demand timeout: 600 23_knowledge_graphs/10_network_portfolio_construction: docker_env: ml4t+neo4j timeout: 300 23_knowledge_graphs/04_rag_comparison_benchmark: timeout: 300 23_knowledge_graphs/01_sp100_sec_download: skip: true skip_reason: Writes to data volume (read-only in Docker) 23_knowledge_graphs/02_supply_chain_kg_construction: docker_env: ml4t+neo4j+gpu gpu: true long_running: true parameters: MAX_COMPANIES: 3 skip_reason: Needs GPU + Neo4j timeout: 1200 24_autonomous_agents/01_react_reasoning: parameters: LLM_PROVIDER: mock MAX_STEPS: 3 timeout: 300 24_autonomous_agents/02_tool_contracts: parameters: LLM_PROVIDER: mock MAX_RESULTS: 3 timeout: 300 24_autonomous_agents/03_state_and_memory: parameters: MAX_EVIDENCE_ITEMS: 5 timeout: 300 24_autonomous_agents/04_research_agent: parameters: LLM_PROVIDER: mock MAX_SEARCH_RESULTS: 3 MAX_STEPS: 3 timeout: 300 24_autonomous_agents/05_aggregation_math: parameters: N_FORECASTERS: 5 timeout: 300 24_autonomous_agents/06_multi_agent_research: parameters: LLM_PROVIDER: mock MAX_SEARCH_RESULTS: 3 MAX_STEPS: 3 N_AGENTS: 3 timeout: 300 24_autonomous_agents/07_adversarial_debate: parameters: DEBATE_ROUNDS: 2 LLM_PROVIDER: mock MAX_STEPS: 3 N_AGENTS: 3 timeout: 300 24_autonomous_agents/08_forecasting_pipeline: parameters: DEBATE_ROUNDS: 2 LLM_PROVIDER: mock MAX_QUESTIONS: 2 MAX_SEARCH_RESULTS: 3 MAX_STEPS: 3 N_AGENTS: 3 timeout: 300 24_autonomous_agents/09_evaluation_and_governance: parameters: DEBATE_ROUNDS: 2 LLM_PROVIDER: mock MAX_STEPS: 3 N_AGENTS: 3 timeout: 300 24_autonomous_agents/10_framework_comparison: parameters: DEBATE_ROUNDS: 2 LLM_PROVIDER: mock N_AGENTS: 3 SUPERVISOR_QUERIES: 1 skip: true skip_reason: Requires 'langgraph' (not in CI image) tier: weekly timeout: 300 24_autonomous_agents/11_research_operator: skip: true skip_reason: Requires ~/ml4t/skills/ repo (not in CI workspace) tier: weekly timeout: 300 25_live_trading/01_unified_framework_demo: timeout: 180 25_live_trading/02_etfs_deployment_loop: parameters: REFRESH_DATA: false skip: true skip_reason: Requires running IB Gateway (not available in CI) tier: weekly timeout: 360 25_live_trading/03_ib_paper_trading_demo: skip: true skip_reason: Requires running IB Gateway on 127.0.0.1:7497 tier: weekly timeout: 180 25_live_trading/04_alpaca_paper_trading_demo: parameters: LIVE_FEED: 0 SIMULATION_STEPS: 5 timeout: 180 25_live_trading/05_alpaca_crypto_live_demo: parameters: LIVE_FEED: 0 SIMULATION_STEPS: 5 timeout: 180 25_live_trading/06_quantconnect_case_study: timeout: 180 25_live_trading/07_order_state_machine: timeout: 180 25_live_trading/08_pipeline_verification: timeout: 360 25_live_trading/09_crypto_funding_deployment_loop: parameters: EVALUATION_INTERVAL_SECONDS: 1 MAX_ITERATIONS: 1 skip: true skip_reason: Requires OKX SDK + live exchange credentials (not in CI image) tier: weekly timeout: 180 25_live_trading/10_safety_risk_demo: timeout: 180 25_live_trading/11_fx_deployment_loop: parameters: EVALUATION_INTERVAL_SECONDS: 1 MAX_ITERATIONS: 1 skip: true skip_reason: Requires running IB Gateway (not available in CI) tier: weekly timeout: 180 25_live_trading/12_ib_basket_rebalance_demo: skip: true skip_reason: Requires live TWS or IB Gateway paper session on 127.0.0.1:7497; no silent fallback. tier: weekly timeout: 180 25_live_trading/13_runtime_safety_showcase: parameters: HEALTH_OBSERVATION_SECONDS: 4 KILL_SWITCH_LOSS_USD: 1000.0 STALE_DATA_WAIT_SECONDS: 1.5 timeout: 120 26_mlops_governance/01_drift_monitoring: timeout: 300 26_mlops_governance/02_online_drift_detection: timeout: 300 26_mlops_governance/03_safe_model_rollout: skip: true skip_reason: "Synthetic CI predictions (seed_results.py) span only holdout_start±2y; notebook hardcodes SELECTION=2010-2014, ROLLOUT=2015. us_equities_panel synthetic preds cover 2014-01 to 2016-06 with only ~13 rebalance dates in the rollout window, so the shadow/AB/staged slicing (rollout_dates[:63][63:189][189:]) collapses ab_dates to empty and ab_pivot has no model columns — KeyError 'linear_ols'. Un-skip when seed_results can produce predictions spanning the notebook's date windows, or rewrite the notebook to derive windows from the data." timeout: 300 26_mlops_governance/04_circuit_breakers: timeout: 300 26_mlops_governance/05_feast_feature_store: timeout: 300 26_mlops_governance/05b_feast_live: timeout: 300 26_mlops_governance/06_mlflow_experiments: timeout: 300 case_studies/cme_futures/01_feasibility_analysis: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/cme_futures/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/cme_futures/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 120 case_studies/cme_futures/04_model_based_features: parameters: FFT_WINDOW: 126 GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_PRODUCTS: 3 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' skip: true skip_reason: ARIMA/HMM/FFT cells across multiple products and folds exceed 900s on the slower pymc 5.28 / pytensor 2.38 / numpy 2.3 stack. All downstream notebooks consume the pre-seeded test-data/intermediates/cme_futures/features and pass; regenerating in CI is redundant work. Re-enable when timing budget allows. timeout: 900 case_studies/cme_futures/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/cme_futures/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/cme_futures/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/cme_futures/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/cme_futures/09_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/cme_futures/10_latent_factors: parameters: FORCE_RETRAIN: true MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 N_FACTORS: 2 timeout: 180 case_studies/cme_futures/10b_stochastic_discount_factor: skip: true skip_reason: 'TEMPORARY: case-study end-to-end pipeline times out or fails with trimmed test-data; needs full fixture rebuild' case_studies/cme_futures/11_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/cme_futures/12_model_analysis: timeout: 300 case_studies/cme_futures/13_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 TOP_N_PREDICTIONS: 2 timeout: 120 case_studies/cme_futures/14_portfolio_management: &id001 parameters: MAX_SYMBOLS: 5 TOP_N_PREDICTIONS: 2 timeout: 300 case_studies/cme_futures/15_costs: &id002 parameters: MAX_SYMBOLS: 5 TOP_N_COMBOS: 1 timeout: 600 case_studies/cme_futures/16_risk_management: &id003 parameters: MAX_RISK_VARIANTS: 3 MAX_SYMBOLS: 5 TOP_N_COMBOS: 1 timeout: 600 case_studies/cme_futures/17_strategy_analysis: case_studies/crypto_perps_funding/01_feasibility_analysis: parameters: MAX_SYMBOLS: 5 START_DATE: '2020-01-01' timeout: 120 case_studies/crypto_perps_funding/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/crypto_perps_funding/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 120 case_studies/crypto_perps_funding/04_model_based_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/crypto_perps_funding/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/crypto_perps_funding/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/crypto_perps_funding/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/crypto_perps_funding/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/crypto_perps_funding/09_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/crypto_perps_funding/10_dl_tcn: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 skip_reason: "Object dtype in prediction registration \u2014 needs investigation" timeout: 180 case_studies/crypto_perps_funding/11_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/crypto_perps_funding/12_model_analysis: timeout: 300 case_studies/crypto_perps_funding/13_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 600 case_studies/crypto_perps_funding/14_portfolio_management: *id001 case_studies/crypto_perps_funding/15_costs: parameters: MAX_SYMBOLS: 5 TOP_N_COMBOS: 1 timeout: 600 case_studies/crypto_perps_funding/16_risk_management: parameters: MAX_RISK_VARIANTS: 3 MAX_SYMBOLS: 5 TOP_N_COMBOS: 1 timeout: 600 case_studies/crypto_perps_funding/17_strategy_analysis: case_studies/etfs/01_feasibility_analysis: parameters: ADV_THRESHOLD: 0 HOLDOUT_START: '2024-01-01' MAX_SYMBOLS: 5 N_SPLITS: 3 START_DATE: '2000-01-01' TEST_YEARS: 1 TRAIN_YEARS: 3 timeout: 120 case_studies/etfs/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/etfs/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/etfs/04_model_based_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/etfs/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/etfs/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/etfs/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/etfs/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/etfs/09_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/etfs/10_dl_tsmixer: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/etfs/11_latent_factors: gpu: true parameters: FORCE_RETRAIN: true MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 2 N_FACTORS: 2 timeout: 900 case_studies/etfs/11c_conditional_autoencoder: skip: true skip_reason: 'TEMPORARY: DL training (CAE) 300s timeout under trimmed test-data' case_studies/etfs/11d_stochastic_discount_factor: skip: true skip_reason: 'TEMPORARY: DL training (SDF) 300s timeout under trimmed test-data' case_studies/etfs/11e_supervised_autoencoder: skip: true skip_reason: 'TEMPORARY: DL training (SAE) 300s timeout under trimmed test-data' case_studies/etfs/12_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 3000 MAX_SYMBOLS: 5 N_PLACEBO: 5 timeout: 120 case_studies/etfs/13_model_analysis: timeout: 300 case_studies/etfs/14_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 600 case_studies/etfs/15_portfolio_management: parameters: MAX_SYMBOLS: 5 TOP_N_PREDICTIONS: 2 timeout: 120 case_studies/etfs/16_costs: parameters: MAX_SYMBOLS: 5 TOP_N_COMBOS: 2 timeout: 120 case_studies/etfs/17_risk_management: parameters: MAX_SYMBOLS: 5 TOP_N_COMBOS: 2 timeout: 120 case_studies/etfs/18_strategy_analysis: case_studies/fx_pairs/01_feasibility_analysis: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/fx_pairs/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/fx_pairs/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/fx_pairs/04_model_based_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 KALMAN_MAXITER: 50 MAX_FOLDS: 2 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_HMM_RESTARTS: 3 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/fx_pairs/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/fx_pairs/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/fx_pairs/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/fx_pairs/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/fx_pairs/09_dl_tcn: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/fx_pairs/10_dl_nlinear: parameters: BATCH_SIZE: 256 LOOKBACK: 10 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 2 timeout: 120 case_studies/fx_pairs/11_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/fx_pairs/12_model_analysis: timeout: 300 case_studies/fx_pairs/13_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 600 case_studies/fx_pairs/14_portfolio_management: *id001 case_studies/fx_pairs/15_costs: *id002 case_studies/fx_pairs/16_risk_management: *id003 case_studies/fx_pairs/17_strategy_analysis: case_studies/nasdaq100_microstructure/01_feasibility_analysis: parameters: ADV_THRESHOLD: 0 MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/nasdaq100_microstructure/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/nasdaq100_microstructure/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 120 case_studies/nasdaq100_microstructure/04_model_based_features: long_running: true parameters: END_DATE: '2021-12-31' MAX_SYMBOLS: 3 START_DATE: '2021-06-01' timeout: 600 case_studies/nasdaq100_microstructure/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/nasdaq100_microstructure/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/nasdaq100_microstructure/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 600 case_studies/nasdaq100_microstructure/08_dl_nlinear: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/nasdaq100_microstructure/09_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/nasdaq100_microstructure/10_dl_tcn: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/nasdaq100_microstructure/11_dl_patchtst: parameters: BATCH_SIZE: 32 LOOKBACK: 24 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/nasdaq100_microstructure/12_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 900 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/nasdaq100_microstructure/13_model_analysis: timeout: 300 case_studies/nasdaq100_microstructure/14_backtest: parameters: # Test data has 6 nasdaq symbols; the slot grid's smallest max_slots (5) # needs n_assets > 5, so cap at 6 (not 5) or every scheme is filtered out. MAX_SYMBOLS: 6 TOP_K: 2 TOP_N_PREDICTIONS: 2 timeout: 180 case_studies/nasdaq100_microstructure/15_portfolio_management: *id001 case_studies/nasdaq100_microstructure/16_costs: timeout: 600 case_studies/nasdaq100_microstructure/17_risk_management: *id003 case_studies/nasdaq100_microstructure/18_strategy_analysis: skip: true skip_reason: "Analyzes the cost-feasible ensemble carrier, which is registered out-of-band (session_6/7 drivers) and is not reproduced by the in-notebook test sweep, so an isolated test registry has no carrier rows. Runs clean in production." parameters: MAX_SYMBOLS: 5 timeout: 180 case_studies/sp500_equity_option_analytics/01_feasibility_analysis: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/sp500_equity_option_analytics/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/sp500_equity_option_analytics/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 120 case_studies/sp500_equity_option_analytics/04_model_based_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/sp500_equity_option_analytics/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/sp500_equity_option_analytics/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/sp500_equity_option_analytics/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/sp500_equity_option_analytics/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_equity_option_analytics/09_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_equity_option_analytics/10_dl_patchtst: parameters: BATCH_SIZE: 32 LOOKBACK: 24 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_equity_option_analytics/11_latent_factors: parameters: FORCE_RETRAIN: true MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 N_FACTORS: 2 timeout: 600 case_studies/sp500_equity_option_analytics/11a_pca: {} case_studies/sp500_equity_option_analytics/11b_ipca: {} case_studies/sp500_equity_option_analytics/12_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 3000 MAX_SYMBOLS: 5 N_PLACEBO: 5 timeout: 120 case_studies/sp500_equity_option_analytics/13_model_analysis: timeout: 300 case_studies/sp500_equity_option_analytics/14_backtest: parameters: MAX_SYMBOLS: 3 TOP_K: 1 timeout: 600 case_studies/sp500_equity_option_analytics/15_portfolio_management: *id001 case_studies/sp500_equity_option_analytics/16_costs: *id002 case_studies/sp500_equity_option_analytics/17_risk_management: *id003 case_studies/sp500_equity_option_analytics/18_strategy_analysis: case_studies/sp500_options/01_feasibility_analysis: parameters: ADV_THRESHOLD: 0 MAX_SYMBOLS: 5 timeout: 120 case_studies/sp500_options/02_labels: timeout: 300 case_studies/sp500_options/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 timeout: 120 case_studies/sp500_options/04_model_based_features: gpu: true parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 2 timeout: 300 case_studies/sp500_options/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/sp500_options/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/sp500_options/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/sp500_options/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_options/09_deep_learning: timeout: 60 case_studies/sp500_options/09a_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_options/09b_patchtst: parameters: BATCH_SIZE: 32 LOOKBACK: 24 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 180 case_studies/sp500_options/10_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/sp500_options/11_model_analysis: timeout: 300 case_studies/sp500_options/12_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 120 case_studies/sp500_options/13_portfolio_management: skip: true skip_reason: "Depends on 12_backtest signal-stage results — see that entry's skip_reason." case_studies/sp500_options/14_costs: {} case_studies/sp500_options/15_risk_management: skip: true skip_reason: "Depends on 13_portfolio_management allocation-stage results — see 12_backtest entry." case_studies/sp500_options/16_strategy_analysis: skip: true skip_reason: 'Depends on 13_portfolio_management allocation-stage results — see 12_backtest entry.' case_studies/sp500_options/90_ic_diagnostic: parameters: MAX_SYMBOLS: 5 timeout: 120 case_studies/us_equities_panel/01_feasibility_analysis: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/us_equities_panel/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/us_equities_panel/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 600 case_studies/us_equities_panel/04_model_based_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 300 case_studies/us_equities_panel/05_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/us_equities_panel/06_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/us_equities_panel/07_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/us_equities_panel/08_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 20 N_EPOCHS: 1 timeout: 180 case_studies/us_equities_panel/09_dl_nlinear: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/us_equities_panel/10_dl_lstm: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/us_equities_panel/11_dl_tsmixer: # Pin a small symbol whitelist that exists in the reduced test-data raw panel # (load_us_equities) so the Darts horizon-aware base-target join is non-empty. # The default MAX_SYMBOLS top-by-history selection picks production symbols # absent from the sampled raw panel; SYMBOLS overrides it. Sibling lstm/nlinear # use a non-Darts path and don't need this. parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 SYMBOLS: [AAPL, AMD, AIG, AMAT, BAC] N_EPOCHS: 1 timeout: 600 case_studies/us_equities_panel/12_dl_weekly: parameters: BATCH_SIZE: 32 LOOKBACK: 5 MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 timeout: 600 case_studies/us_equities_panel/13_latent_factors: parameters: FORCE_RETRAIN: true MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 1 N_FACTORS: 2 timeout: 600 case_studies/us_equities_panel/13a_pca: skip: true skip_reason: 'TEMPORARY: DL training stage 300s timeout under trimmed test-data; needs full fixture rebuild' case_studies/us_equities_panel/13b_ipca: skip: true skip_reason: 'TEMPORARY: DL training stage 300s timeout under trimmed test-data; needs full fixture rebuild' case_studies/us_equities_panel/14_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/us_equities_panel/15_model_analysis: timeout: 300 case_studies/us_equities_panel/16_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 600 case_studies/us_equities_panel/17_portfolio_management: *id001 case_studies/us_equities_panel/18_costs: *id002 case_studies/us_equities_panel/19_risk_management: *id003 case_studies/us_equities_panel/20_strategy_analysis: parameters: MAX_SYMBOLS: 5 timeout: 600 case_studies/us_firm_characteristics/01_feasibility_analysis: timeout: 120 case_studies/us_firm_characteristics/02_labels: parameters: MAX_SYMBOLS: 5 START_DATE: '2000-01-01' timeout: 120 case_studies/us_firm_characteristics/03_financial_features: parameters: GARCH_MIN_OBS: 50 HMM_N_RESTARTS: 1 MAX_SAMPLE_ASSETS: 3 MAX_SYMBOLS: 5 MIN_OBS: 10 MIN_TRAIN_BARS: 10 N_RESTARTS: 1 START_DATE: '2000-01-01' timeout: 120 case_studies/us_firm_characteristics/04_evaluation: parameters: MAX_SYMBOLS: 5 timeout: 300 case_studies/us_firm_characteristics/05_linear: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 timeout: 120 case_studies/us_firm_characteristics/06_gbm: parameters: MAX_FOLDS: 2 MAX_SYMBOLS: 5 NUM_BOOST_ROUND: 5 timeout: 180 case_studies/us_firm_characteristics/07_tabular_dl: parameters: BATCH_SIZE: 32 MAX_FOLDS: 2 MAX_SYMBOLS: 30 N_EPOCHS: 1 timeout: 180 case_studies/us_firm_characteristics/08_latent_factors: gpu: true parameters: FORCE_RETRAIN: true MAX_FOLDS: 2 MAX_SYMBOLS: 5 N_EPOCHS: 2 N_FACTORS: 2 timeout: 300 case_studies/us_firm_characteristics/08c_stochastic_discount_factor: skip: true skip_reason: 'TEMPORARY: case-study end-to-end pipeline times out or fails with trimmed test-data; needs full fixture rebuild' case_studies/us_firm_characteristics/08d_supervised_autoencoder: skip: true skip_reason: 'TEMPORARY: case-study end-to-end pipeline times out or fails with trimmed test-data; needs full fixture rebuild' case_studies/us_firm_characteristics/09_causal_dml: parameters: CV_FOLDS: 2 MAX_SAMPLES: 5000 MAX_SYMBOLS: 5 N_PLACEBO: 10 timeout: 120 case_studies/us_firm_characteristics/10_model_analysis: timeout: 300 case_studies/us_firm_characteristics/11_backtest: parameters: MAX_SYMBOLS: 5 TOP_K: 2 timeout: 120 case_studies/us_firm_characteristics/12_portfolio_management: *id001 case_studies/us_firm_characteristics/13_costs: *id002 case_studies/us_firm_characteristics/14_risk_management: *id003 case_studies/us_firm_characteristics/15_strategy_analysis: skip: true skip_reason: "Test-data load_firm_characteristics() returns 80 firms/day; the NB's liquidity-profile section requires >=100 firms/day. Needs expanded test-data fixture (>=100 firms) before this NB can run under MAX_SYMBOLS=5." data/crypto/dataset_card: skip: true skip_reason: Data download notebook (requires API access) tier: weekly data/equities/market/microstructure/dataset_card: timeout: 120 data/equities/market/us_equities/dataset_card: skip: true skip_reason: Data download notebook (requires API access) tier: weekly data/factors/dataset_card: timeout: 120 data/fx/dataset_card: skip: true skip_reason: Data download notebook (requires API access) tier: weekly