Fix CI: resolve ruff and mypy failures introduced by evaluation/PIT/pipeline PR

CHANGELOG.md

@@ -2,6 +2,15 @@
 
 ## Unreleased
 
+- Added PIT release rules (`alphaforge.pit.release_rules`): `NthBusinessDay`, `NthWeekday`, `CalendarDay`, `FixedLagMonths`, `QuarterlyRelease`, `WeeklyRelease`, and `CustomRule` with a tagged-union registry for YAML round-trips.
+- Added vintage resolvers (`alphaforge.pit.resolvers`): `RealtimeResolver`, `LatestResolver`, and `FrozenResolver` implementing the `VintageResolver` protocol for point-in-time backtesting views.
+- Added `VintageView` value object (`alphaforge.pit.views`) to declare realtime / latest / frozen vintage strategies without coupling to resolution logic.
+- Added PIT panel builder utilities (`alphaforge.pit.panel`): `build_pit_panel` and `long_to_wide` for assembling aligned panels from PIT snapshots.
+- Added missingness taxonomy (`alphaforge.pit.missingness`) for classifying NaN cells in nowcasting panels by cause.
+- Added vintage selection and lookahead validation utilities (`alphaforge.pit.vintage`): `select_vintage_for_asof` and `validate_no_lookahead`.
+- Fixed CI linting errors: removed unused imports and sorted import blocks across new modules and test files.
+- Fixed mypy type errors: tightened `_register` signature in `pit/release_rules.py`, added `name: str` to `Parametric` protocol in `pipeline/protocols.py`, and corrected `Mapping[Any, str]` annotation in `data/short_rates.py`.
+
 - Added `alphaforge.evaluation` package with pluggable metric infrastructure:
   - `MetricFn` protocol (runtime-checkable) for composable forecast accuracy metrics.
   - Built-in implementations: `RMSE`, `MAE`, `DirectionalAccuracy`, `MAPE`, `MeanError`.

alphaforge/__init__.py

@@ -4,13 +4,6 @@
 from .data.fred_source import FREDDataSource
 from .data.panel import PanelFrame
 from .data.pit_source import PITDataSource
-from .data.short_rates import (
-    ShortRateDataset,
-    build_duan_weekly_dataset,
-    build_kim_orphanides_dataset,
-    build_macro_finance_dataset,
-    build_policy_rule_dataset,
-)
 from .data.public_web import (
     ANPFuelPricesDataSource,
     B3HistoricalQuotesDataSource,
@@ -35,6 +28,13 @@
 )
 from .data.query import Query
 from .data.schema import TableSchema
+from .data.short_rates import (
+    ShortRateDataset,
+    build_duan_weekly_dataset,
+    build_kim_orphanides_dataset,
+    build_macro_finance_dataset,
+    build_policy_rule_dataset,
+)
 from .data.universe import EntityMetadata, Universe
 from .features.frame import Artifact, FeatureFrame
 from .features.ops import join_feature_frames, materialize
@@ -74,7 +74,6 @@
     coerce_pipeline_spec,
 )
 from .pit.ref_entity import make_ref_entity_id, parse_ref_entity_id
-from .registry import EntityEntry, EntityRegistry
 from .pit.tasks import (
     build_snapshot_tape,
     first_vintage_snapshot,
@@ -93,6 +92,7 @@
 )
 from .pit.transforms import PITTransformResult, PITTransformSpec
 from .pit.validation import PITValidationReport, validate_pit_observations
+from .registry import EntityEntry, EntityRegistry
 from .store.cache import MaterializationPolicy
 from .store.duckdb_parquet import DuckDBParquetStore
 from .time.align import AlignedPanel, AlignSpec, AvailabilityState, align_panel

alphaforge/data/short_rates.py

@@ -3,7 +3,7 @@
 from __future__ import annotations
 
 from dataclasses import dataclass, field
-from typing import Mapping
+from typing import Any, Mapping
 
 import pandas as pd
 
@@ -105,7 +105,7 @@ def _fetch_fred_panel(
     ctx: DataContext,
     *,
     source: str,
-    series_map: Mapping[object, str],
+    series_map: Mapping[Any, str],
     start: pd.Timestamp,
     end: pd.Timestamp,
     sort_labels: bool = True,

alphaforge/evaluation/__init__.py

@@ -28,12 +28,12 @@
 from .metrics import (
     BENCHMARK_METRICS,
     DEFAULT_METRICS,
-    MAPE,
     MAE,
-    MeanError,
-    MetricFn,
+    MAPE,
     RMSE,
     DirectionalAccuracy,
+    MeanError,
+    MetricFn,
 )
 
 __all__ = [

alphaforge/evaluation/metrics.py

@@ -81,7 +81,6 @@ def __call__(self, y_pred, y_true):
 
 import numpy as np
 
-
 # ---------------------------------------------------------------------------
 # Protocol
 # ---------------------------------------------------------------------------

alphaforge/pipeline/protocols.py

@@ -64,6 +64,8 @@ class Parametric(Protocol):
     Transformers and Signals may implement this. Filters do NOT.
     """
 
+    name: str
+
     def get_params(self) -> dict[str, float]: ...
     def set_params(self, params: dict[str, float]) -> None: ...
 

alphaforge/pipeline/tracker.py

@@ -5,7 +5,7 @@
 
 import pandas as pd
 
-from alphaforge.pit.accessor import PITAccessor, to_utc_aware
+from alphaforge.pit.accessor import PITAccessor
 
 from .health import SourceHealthPolicy, SourceHealthStatus, assess_source_health
 
@@ -28,7 +28,6 @@ def _prefix(self, source_name: str) -> str:
         return source_name.replace("_", ".")
 
     def _latest_obs_date(self, source_name: str) -> pd.Timestamp | None:
-        prefix = self._prefix(source_name)
         try:
             result = self.pit.conn.execute(
                 "SELECT MAX(obs_date) FROM pit_observations WHERE source = ?",

alphaforge/pit/__init__.py

@@ -1,12 +1,5 @@
 from .accessor import PITAccessor, ensure_pit_table
 from .contract import PIT_CONTRACT_VERSION, PITContractVersion, get_pit_contract_version
-from .resolvers import (
-    FrozenResolver,
-    LatestResolver,
-    RealtimeResolver,
-    VintageResolver,
-)
-from .views import VintageView
 from .exceptions import (
     PITCausalityError,
     PITContractError,
@@ -49,6 +42,12 @@
     coerce_pipeline_spec,
 )
 from .ref_entity import make_ref_entity_id, parse_ref_entity_id
+from .resolvers import (
+    FrozenResolver,
+    LatestResolver,
+    RealtimeResolver,
+    VintageResolver,
+)
 from .tasks import (
     build_snapshot_tape,
     first_vintage_snapshot,
@@ -67,6 +66,7 @@
 )
 from .transforms import PITTransformResult, PITTransformSpec
 from .validation import PITValidationReport, validate_pit_observations
+from .views import VintageView
 
 __all__ = [
     "PITAccessor",

alphaforge/pit/release_rules.py

@@ -28,12 +28,6 @@
 RULE_REGISTRY: dict[str, type] = {}
 
 
-def _register(cls: type) -> type:
-    """Decorator that adds a ReleaseRule subclass to the registry."""
-    RULE_REGISTRY[cls.rule_type] = cls
-    return cls
-
-
 # ---------------------------------------------------------------------------
 # Base
 # ---------------------------------------------------------------------------
@@ -85,6 +79,12 @@ def from_dict(d: dict[str, Any]) -> ReleaseRule:
         return cls(**kwargs)
 
 
+def _register(cls: type[ReleaseRule]) -> type[ReleaseRule]:
+    """Decorator that adds a ReleaseRule subclass to the registry."""
+    RULE_REGISTRY[cls.rule_type] = cls
+    return cls
+
+
 # ---------------------------------------------------------------------------
 # Concrete rule classes
 # ---------------------------------------------------------------------------

alphaforge/pit/resolvers.py

@@ -14,7 +14,6 @@
 
 from alphaforge.pit.views import VintageView
 
-
 # ---------------------------------------------------------------------------
 # Protocol
 # ---------------------------------------------------------------------------

docs/api/pit-missingness.md

@@ -0,0 +1,3 @@
+# PIT Missingness
+
+::: alphaforge.pit.missingness

docs/api/pit-panel.md

@@ -0,0 +1,3 @@
+# PIT Panel Builder
+
+::: alphaforge.pit.panel

docs/api/pit-release-rules.md

@@ -0,0 +1,3 @@
+# PIT Release Rules
+
+::: alphaforge.pit.release_rules

docs/api/pit-resolvers.md

@@ -0,0 +1,3 @@
+# PIT Vintage Resolvers
+
+::: alphaforge.pit.resolvers

docs/api/pit-views.md

@@ -0,0 +1,3 @@
+# PIT Vintage Views
+
+::: alphaforge.pit.views

docs/api/pit-vintage.md

@@ -0,0 +1,3 @@
+# PIT Vintage Utilities
+
+::: alphaforge.pit.vintage

examples/short_rate_kim_dataset.py

@@ -10,8 +10,8 @@
 from alphaforge import (
     DataContext,
     DuckDBParquetStore,
-    FREDDataSource,
     FRBTermStructureBenchmarkSource,
+    FREDDataSource,
     PhiladelphiaSPFMeanLevelSource,
     TradingCalendar,
     build_kim_orphanides_dataset,

mkdocs.yml

@@ -52,6 +52,12 @@ nav:
       - Dataset Builder: api/dataset-builder.md
       - Dataset Spec: api/dataset-spec.md
       - PIT Accessor: api/pit-accessor.md
+      - PIT Release Rules: api/pit-release-rules.md
+      - PIT Vintage Views: api/pit-views.md
+      - PIT Vintage Resolvers: api/pit-resolvers.md
+      - PIT Panel Builder: api/pit-panel.md
+      - PIT Missingness: api/pit-missingness.md
+      - PIT Vintage Utilities: api/pit-vintage.md
       - PIT Transforms: api/pit-transforms.md
       - PIT Pipelines: api/pit-pipelines.md
       - PIT Models: api/pit-models.md

tests/test_logging.py

@@ -1,12 +1,9 @@
 """Tests for alphaforge.logging module."""
 from __future__ import annotations
 
-import json
 import logging
-import tempfile
 from pathlib import Path
 
-import structlog
 from structlog.testing import capture_logs
 
 from alphaforge.logging import configure_logging, get_logger

tests/test_pipeline_protocols.py

@@ -10,14 +10,12 @@
 from alphaforge.pipeline.protocols import (
     Filter,
     Parametric,
-    Pipeline,
     PipelineVariant,
     Signal,
     SimplePipeline,
     Transformer,
 )
 
-
 # --- Stub implementations ---
 
 

tests/test_pit_panel_builder.py

@@ -4,7 +4,6 @@
 from datetime import date
 
 import pandas as pd
-import pytest
 
 from alphaforge.pit.vintage import select_vintage_for_asof, validate_no_lookahead
 

tests/test_release_rules.py

@@ -6,11 +6,8 @@
 
 from alphaforge.pit.release_rules import (
     RULE_REGISTRY,
-    CalendarDay,
     CustomRule,
-    FixedLagMonths,
     NthBusinessDay,
-    NthWeekday,
     QuarterlyRelease,
     ReleaseRule,
     WeeklyRelease,

tests/test_torch_protocols.py

@@ -7,7 +7,7 @@
 torch = pytest.importorskip("torch")
 nn = torch.nn
 
-from alphaforge.pipeline.torch_protocols import (
+from alphaforge.pipeline.torch_protocols import (  # noqa: E402
     DifferentiableSignalModule,
     NumpyDifferentiableWrapper,
     TorchParametric,

tests/test_vintage_resolvers.py

@@ -14,7 +14,6 @@
 )
 from alphaforge.pit.views import VintageView
 
-
 # ---------------------------------------------------------------------------
 # VintageView value object
 # ---------------------------------------------------------------------------