@@ -15,7 +15,7 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
1515
1616---
1717
18- ## 📊 Current State (as of November 6 , 2025)
18+ ## 📊 Current State (as of November 7 , 2025)
1919
2020### ✅ Completed Features
2121
@@ -38,9 +38,9 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
38383 . ** Testing & Quality**
3939 - ** 28 passing unit tests** (pytest)
4040 - Test coverage: holidays, calendar, stats, ranking, statistical tests
41- - Typed with mypy (strict mode)
41+ - Typed with mypy (strict mode) with proper numpy NDArray annotations
4242 - Linted with ruff and black
43- - All CI checks passing
43+ - ** All CI checks passing** ✅ (as of Nov 7, 2025)
4444
45454 . ** CLI & Configuration**
4646 - Command: ` python -m tgalpha.cli <config> --top=N --statistics --show-coverage `
@@ -50,12 +50,12 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
5050
51515 . ** Documentation**
5252 - README.md (comprehensive usage guide)
53- - EXECUTIVE_SUMMARY.md (cross-index stakeholder overview with sampling methodology) - ** UPDATED **
54- - ANALYSIS_SP500_25YEARS.md (S&P 500: 5,756 observations, 244 stocks, with sampling rationale) - ** UPDATED **
55- - ANALYSIS_NASDAQ100_25YEARS.md (NASDAQ-100: 1,818 observations, 80 stocks) - ** UPDATED **
56- - ANALYSIS_25YEARS.md (DJIA: 719 observations, 30 stocks) - ** UPDATED **
57- - STATISTICAL_RESULTS_SUMMARY.md (comprehensive statistical testing documentation) - ** NEW **
58- - REFERENCES.md (10 academic citations with DOIs) - ** NEW **
53+ - EXECUTIVE_SUMMARY.md (cross-index stakeholder overview with sampling methodology)
54+ - ANALYSIS_SP500_25YEARS.md (S&P 500: 5,756 observations, 244 stocks, with sampling rationale)
55+ - ANALYSIS_NASDAQ100_25YEARS.md (NASDAQ-100: 1,818 observations, 80 stocks)
56+ - ANALYSIS_25YEARS.md (DJIA: 719 observations, 30 stocks)
57+ - STATISTICAL_RESULTS_SUMMARY.md (comprehensive statistical testing documentation)
58+ - REFERENCES.md (10 academic citations with DOIs)
5959 - CITATION.cff (academic citation support)
6060 - .github/FUNDING.yml (donation/sponsorship links)
6161
@@ -67,6 +67,22 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
6767 - MIT License
6868 - All analyses complete with statistical rigor
6969
70+ 7 . ** CI/CD Pipeline** ✅ ** FULLY OPERATIONAL**
71+ - GitHub Actions workflow (.github/workflows/ci.yml)
72+ - Runs on every push and pull request
73+ - Python 3.12 environment (matches local development)
74+ - Four-stage validation:
75+ 1 . Ruff linting (code quality checks)
76+ 2 . Black formatting (code style consistency)
77+ 3 . Mypy type checking (strict mode with proper type annotations)
78+ 4 . Pytest test suite (28 tests)
79+ - ** Recent fixes (Nov 7, 2025):**
80+ - Fixed 12 unused import linting errors
81+ - Updated Python version from 3.11 → 3.12
82+ - Configured mypy to handle third-party library stubs (pandas, scipy, statsmodels, yfinance, yaml)
83+ - Added proper numpy NDArray type annotations (replaced ` np.ndarray ` with ` NDArray[Any] ` )
84+ - All type checking errors resolved
85+
7086---
7187
7288## 🔧 Technical Implementation Details
@@ -77,6 +93,7 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
7793 - NYSECalendar class with 10 holidays
7894 - ` shift_business_days() ` function handles non-trading days
7995 - Black Friday is NOT a holiday (half-day session counted as trading day)
96+ - ** Type Safety:** Added ` # type: ignore[misc] ` for pandas USFederalHolidayCalendar inheritance
8097
81982 . ** Data Provider** (` src/tgalpha/data_providers/yahoo.py ` )
8299 - ** Critical:** Use ` auto_adjust=True ` to avoid MultiIndex column issues
@@ -88,13 +105,25 @@ You are assisting in a **Python/Poetry** repository called **"thanksgiving-alpha
88105 - ` compute_return() ` : Year-tracked returns with null checks
89106 - Simple returns (not log returns)
90107
91- 4 . ** Ranking System** (` src/tgalpha/ranking.py ` )
108+ 4 . ** Statistical Tests** (` src/tgalpha/stats_tests.py ` )
109+ - ** Type Safety:** Uses ` NDArray[Any] ` from ` numpy.typing ` for all array parameters
110+ - Bootstrap confidence intervals with explicit float casts
111+ - Wilcoxon signed-rank test and t-test implementations
112+ - Benjamini-Hochberg FDR correction for multiple testing
113+ - Effect size (Cohen's d) and Sharpe ratio calculations
114+
115+ 5 . ** Ranking System** (` src/tgalpha/ranking.py ` )
92116 - Aggregates: n, median_return, avg_return, win_rate, std
93117 - Sorts by: [ median_return, win_rate, avg_return]
94118 - Filters: min_trades parameter (default 10)
95119
96- 5 . ** Python Environment**
97- - Python 3.12.6 with Poetry
120+ 6 . ** Coverage Analysis** (` src/tgalpha/coverage.py ` )
121+ - ** Type Safety:** Explicit int/float casts for polars DataFrame values
122+ - Added ` # type: ignore[arg-type] ` for polars aggregation methods
123+ - Computes year-by-year data completeness
124+
125+ 7 . ** Python Environment**
126+ - Python 3.12.6 with Poetry (3.12.12 on CI)
98127 - Key dependencies: polars 1.35.1, pandas 2.3.3, typer 0.7.0, yfinance 0.2.66
99128 - Virtual environment at ` .venv/ `
100129
@@ -210,9 +239,16 @@ Read the markdown reports to understand findings:
210239- Yahoo Finance auto_adjust=True required for proper column handling
211240- Black Friday is half-day (1:00 PM ET close) but counted as trading day
212241
242+ ** Type Checking Best Practices:**
243+ - Use ` NDArray[Any] ` from ` numpy.typing ` instead of ` np.ndarray ` for function signatures
244+ - Add explicit int/float casts for polars DataFrame aggregations (.mean(), .median(), .min(), .max())
245+ - Use ` # type: ignore[misc] ` for pandas class inheritance (USFederalHolidayCalendar)
246+ - Use ` # type: ignore[arg-type] ` for polars aggregation methods when mypy is too strict
247+ - Configure mypy in pyproject.toml to ignore missing stubs for third-party libraries
248+
213249** Test Coverage:**
214250- Run ` pytest tests/ -v ` to verify all 28 tests pass
215- - Coverage includes: holidays (6), calendar (9), stats (8), ranking (6)
251+ - Coverage includes: holidays (6), calendar (9), stats (8), ranking (6), statistical tests (5)
216252
217253---
218254
@@ -376,7 +412,7 @@ git show <commit-hash>
3764125 . ** Ask user for context** - What do they want to work on next?
377413
378414** Common continuation points:**
379- - Adding new universes (S&P 500, Russell 2000 )
415+ - Adding new universes (Russell 2000, sector ETFs )
380416- Extending analysis windows (different day combinations)
381417- Adding visualization/dashboards
382418- Implementing backtesting strategies
@@ -386,8 +422,8 @@ git show <commit-hash>
386422
387423---
388424
389- ** Last Updated:** November 6 , 2025
390- ** Project Status:** Production Ready (v1.0.0) - All three indices complete with statistical testing
425+ ** Last Updated:** November 7 , 2025
426+ ** Project Status:** Production Ready (v1.0.0) - All three indices complete with statistical testing + CI/CD fully operational
391427** Repository:** https://github.com/lieblm/thanksgiving-alpha
392428** Author:** Martin Liebl (lieblm@gmail.com )
393429
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