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docs: make Zipline migration guide reproducible - #138

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stefan-jansen merged 6 commits into
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codex/zipline-migration-adoption
Oct 15, 2026
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stefan-jansen merged 6 commits into
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codex/zipline-migration-adoption

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@stefan-jansen stefan-jansen commented Oct 11, 2026 •

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Closes #137

Changes

Make the Zipline migration guide explicit about bundle versions, calendars, asset identities and lifetimes, adjustments, history, schedules, costs and fill assumptions. Run an explicitly configured target-weight example with nine synthetic AAPL bars and report its decision dates, fills and final equity.

The guide links the separately checked Diagnostic 0.1.4 handoff for portfolio analysis as a supported reason to evaluate Backtest beyond matching outputs. The only other file change is the generated compatibility snapshot, adding the guide's two public imports.

Current verification

Selected head 7e93ece44d2d666d95cc41946ef067042e9680f6 incorporates main c4ae3dbf425ae0b40321d9c635560f94f0931d74:

  • Compatibility snapshot generator and actual migration example: passed.
  • Focused documentation/stable-boundary tests: 14 passed.
  • Strict MkDocs and rendered links: passed, 9,019 content links and 34 external destinations.
  • All hooks and diff checks: passed; normal source push and ls-remote verified.

The existing PR is ready. Applicable current-head hosted checks and clean-wheel/package qualification are pending and must pass before ordinary merge.

Retained behavior evidence

The clean installed ml4t-backtest 0.1.13.dev2+gc1ee19c38 wheel on Python 3.12.11 produced the guide's expected result: January 2 and 8 target decisions, January 3 buy of 53 shares at $188.37, January 9 sale at $191.37, one closed trade and $100,159 final equity.

With ml4t-diagnostic[viz]==0.1.4 in that wheel environment, the separate handoff produced nine daily returns, total return 0.007000 and maximum drawdown -0.002986. Earlier complete local qualification at cee4da2c592308ebfdbe7fbe11f942da4cc6054d passed 2,261 tests with 14 skips and 87.43% coverage. These historical runs retain their actual tested revisions; they do not replace current-head hosted checks.

Limits and publication

The input is synthetic. The guide does not establish native Zipline parity, API equivalence or a speed advantage. No package code, signature or default changes in this PR. Production documentation changes require a separate authorized deployment after source merge.

AI assistance

Codex drafted the guide and this description, inspected the producing API and complete guide/snapshot diff, and ran the recorded examples, documentation and qualification checks. No independent human review is asserted. No release, tag, publication or deployment is authorized by this PR.

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stefan-jansen marked this pull request as ready for review October 15, 2026 17:25
Copilot AI balanced review requested due to automatic review settings October 15, 2026 17:25

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@stefan-jansen
stefan-jansen merged commit e349cbf into main Oct 15, 2026
43 checks passed
@stefan-jansen
stefan-jansen deleted the codex/zipline-migration-adoption branch October 15, 2026 17:33
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Make the Backtest Zipline migration guide reproducible

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