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feat(strategy-v2): integrate registered factors into research - #289

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brokermr810 merged 1 commit into
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codex/factor-research-catalog
Oct 15, 2026
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brokermr810 merged 1 commit into
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codex/factor-research-catalog

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The factor-research API exposed a unified catalog, but the research engine only executed legacy momentum/volatility aliases and TA-Lib factors. Selecting canonical built-in factors such as RSI therefore produced empty research output.

This change routes registered factors through the shared factor service with their catalog parameters, computes each score from data available at the research timestamp, and adds return skewness and kurtosis to the registry. It keeps legacy aliases compatible, resolves canonical fundamental requirements, and avoids constant-rank correlation warnings.

Validation:

  • Full backend suite: 3430 passed, 61 skipped
  • Strategy V2 route/service tests: 23 passed
  • Factor registry/research tests: 21 passed
  • Ruff: passed

This is the maintained replacement for #283.

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brokermr810 merged commit 57dbb6f into main Oct 15, 2026
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brokermr810 deleted the codex/factor-research-catalog branch October 15, 2026 14:44
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