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refactor(rotation): clean up experimental factor code

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Remove slope_snr, slope_snr_r2, james_stein score functions and r2_alpha parameter.
slope_r2_score reverts to simple slope*R² with no alpha parameter.
Minor docstring fix: R^2 → R².
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aszerW
2026-06-06 18:45:11 +08:00
parent 921f84cb6a
commit 44588d5026
1 changed files with 1 additions and 1 deletions
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rotation/simple_rotation.py
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@@ -109,7 +109,7 @@ def vol_adjusted_momentum_score(prices: np.ndarray) -> float:
def slope_r2_score(prices: np.ndarray) -> float:
"""Slope * R^2 score (unweighted, normalized prices)"""
"""Slope * R² score (unweighted, normalized prices)"""
if len(prices) < 5:
return 0.0
prices = np.clip(prices, 0.01, None)