fix(features): label technical features as polygon (not yfinance)#157
fix(features): label technical features as polygon (not yfinance)#157cipher813 wants to merge 1 commit into
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The Feature Catalog page on the dashboard was showing 32 technical features as `source="yfinance"`, which is the pre-T+1 label. Per the 2026-04-24 polygon migration (data PRs #90/#91 split EOD/morning by source), the morning enrichment overwrites the prior-day yfinance close with the polygon grouped-daily price (with VWAP) every weekday at ~5:30 AM PT. The stable value the predictor consumes for daily OHLCV-derived features is polygon, with yfinance as the same-day EOD fallback. Flips 32 technical entries (the original 26 + 6 v3.1 additions) from yfinance → polygon. Macro and alternative entries are intentionally unchanged for now: • Macro (vix_level, yield_10y, yield_curve_slope, gold_mom_5d, oil_mom_5d, vix_term_slope) — daily_closes.py:61 notes both yfinance (^VIX, ^TNX) and FRED (VIXCLS, DGS10) publish these. Per the macro collector, FRED is the canonical path with a yfinance fallback for index ETFs (GLD, USO). Worth a follow-up pass to label by canonical FRED source vs ETF-yfinance source. • Alternative options features (put_call_ratio, iv_rank, iv_vs_rv) — yfinance is correct (polygon free tier doesn't expose options chains). The dashboard `/Feature_Store` page will pick up the corrected labels on the next weekly registry regeneration via `features/registry.py:upload_registry()`. Also widens the FeatureEntry source docstring comment from `yfinance | fmp | computed` to `polygon | yfinance | fmp | computed`. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Closing without merging. Per Decision 11 (source from runtime measurement, not static intent labels): the Replacing-the-stale-label-with-another-stale-label doesn't fix the underlying issue. The right move is upstream-side: drop the static Branch |
Summary
The Feature Catalog page on the dashboard was showing 32 technical features as
source="yfinance"— the pre-T+1 label. Per the 2026-04-24 polygon migration (PRs #90/#91 split EOD/morning by source), the morning enrichment overwrites the prior-day yfinance close with polygon grouped-daily (+ VWAP) at ~5:30 AM PT every weekday. Polygon is the stable canonical source for daily OHLCV-derived features; yfinance is the same-day EOD fallback.What changed
Flips 32 technical entries (original 26 + 6 v3.1 additions)
source="yfinance"→source="polygon".Also widens the
FeatureEntry.sourcedocstring comment to includepolygon.What's intentionally unchanged
daily_closes.py:61notes both yfinance (^VIX, ^TNX) and FRED (VIXCLS, DGS10) publish these. The macro collector uses FRED as canonical with yfinance for index ETFs (GLD, USO). Worth a follow-up labeling pass to split FRED-canonical vs ETF-yfinance.Downstream effect
The dashboard
/Feature_Storepage readsfeatures/registry.jsonfrom S3, which is regenerated weekly byupload_registry(). Once the next weekly run lands, the catalog will show the corrected labels — no dashboard change needed.Test plan
generate_registry_json()still produces valid JSON