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| 1 | +--- |
| 2 | +name: "Good First Issue: Add Bollinger Bands factor" |
| 3 | +about: Implement a simple Bollinger Bands factor example |
| 4 | +labels: good-first-issue |
| 5 | +--- |
| 6 | + |
| 7 | +### Summary |
| 8 | +Add a new example factor `BollingerBandsFactor` under `src/quant_research_starter/factors/`. |
| 9 | + |
| 10 | +### Tasks |
| 11 | +- Create `bollinger.py` with a factor computing z-score of price vs. rolling band. |
| 12 | +- Export in `factors/__init__.py`. |
| 13 | +- Add unit tests in `tests/test_factors.py`. |
| 14 | +- Update README with a short mention. |
| 15 | + |
| 16 | +### Definition of Done |
| 17 | +- `pytest` passes and coverage unchanged or better. |
| 18 | + |
| 19 | +--- |
| 20 | +name: "Good First Issue: Add New Simple Factor" |
| 21 | +title: "Factor Implementation: [Your Factor Name]" |
| 22 | +labels: ["good-first-issue", "enhancement", "factors"] |
| 23 | +assignees: [] |
| 24 | +--- |
| 25 | + |
| 26 | +## Description |
| 27 | +Add a new factor implementation to the factors module. This is a great first issue to understand how factors work in the framework. |
| 28 | + |
| 29 | +## Suggested Factor |
| 30 | +**Factor Name**: Liquidity Factor |
| 31 | +**Description**: Measure trading liquidity using volume-based metrics |
| 32 | + |
| 33 | +## Implementation Steps |
| 34 | +1. Create new file `src/quant_research_starter/factors/liquidity.py` |
| 35 | +2. Implement a `LiquidityFactor` class inheriting from `Factor` |
| 36 | +3. Use trading volume (or synthetic volume) to compute liquidity measures |
| 37 | +4. Add basic tests in `tests/test_factors.py` |
| 38 | +5. Update `src/quant_research_starter/factors/__init__.py` to export the new factor |
| 39 | + |
| 40 | +## Code Example |
| 41 | +```python |
| 42 | +class LiquidityFactor(Factor): |
| 43 | + def compute(self, prices: pd.DataFrame, volumes: pd.DataFrame = None) -> pd.DataFrame: |
| 44 | + # Your implementation here |
| 45 | + # Suggested: Use dollar volume or turnover as liquidity proxy |
| 46 | + pass |
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