github.com/Zhanyl-tech/research-platform · Python · MIT
You test a signal. It works. You put it into production and it does not.
Often nothing is wrong with the model. The database is a current-state
database, and it quietly told you things you could not have known: the revenue
figure was restated in November, your universe contains only companies that
survived, your prices are adjusted for splits that had not happened yet, and
the ticker ZZZ is two different companies spliced at the seam.
None of these throw an error. They produce a clean, plausible series and a Sharpe ratio that does not survive contact with reality.
Every record here carries the date it became knowable separately from the date it describes, nothing is ever overwritten, and every query takes an as-of date — which makes that class of bug structurally impossible rather than carefully avoided.
make demo runs in about three seconds with no network and no credentials, and
walks five traps, each showing the same query returning different and correct
answers on different dates.