Add signal_returns collector + 30d universe returns#10
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New collector (collectors/signal_returns.py) seeds and backfills score_performance and predictor_outcomes tables by JOINing against universe_returns — zero yfinance calls. Runs after universe_returns in Phase 1. universe_returns extended with return_30d, spy_return_30d, beat_spy_30d columns (one extra polygon grouped-daily call per date). This enables the backtester's evaluator to run as a pure analysis module with no external API dependencies. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
collectors/signal_returns.py: seeds score_performance + predictor_outcomes and backfills forward returns by JOINing against universe_returns — zero yfinance callsuniverse_returnswith 30d return columns (return_30d, spy_return_30d, beat_spy_30d)Motivation
The backtester's evaluator was making redundant yfinance calls for data that universe_returns already computes via polygon.io. This centralizes all data collection in the data module so the evaluator runs as a pure analysis module.
Cross-repo dependency
Backtester PR cipher813/alpha-engine-backtester#9 removes the corresponding yfinance calls from the evaluator. Both PRs should be merged together.
Test plan
python weekly_collector.py --phase 1 --only signal_returns --dry-runon EC2Generated with Claude Code