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fix: support factor timestamps and empty signal frames on Polars 2 - #99
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FactorData cast string timestamps with cast(Date), which Polars 2 rejects. Parse ISO dates and datetimes explicitly and reject values that do not parse. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
An empty factor column is inferred as Null, and Polars 2 refuses abs() on that dtype. Return the frame unchanged when there are no rows. Co-authored-by: quantum-like <quantum-like@users.noreply.github.com>
This was referenced Oct 15, 2026
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String timestamps in FactorData fail under Polars 2 because its string-to-Date/Datetime casts were removed. Empty signal frames also fail outlier filtering when Polars infers a Null column. Parse timestamps explicitly and return empty frames unchanged.
The original parser proposed in #90 also rejected ISO datetime strings under locked Polars 1.43.2. This branch preserves time of day, supports both tested Polars versions, and rejects partially parsed timestamp columns rather than silently inserting nulls.
Refs #89. Keep that tracking issue open until all companion fixes land.
Current head: ea5022e, based on main ef02ad9. The focused diff is unchanged from the tested implementation below; fresh PR CI checks the security update and compatibility fix together.
Verification:
Compatibility: restores ISO date input on Polars 2 and retains datetime precision on Polars 1. No numerical metric definition changes.
Attribution: preserves original Git authorship for @quantum-like's PR #90 commits 84a452c and 947459a. Codex added the datetime regression repair and tests, split the branch, and ran the checks. AI assistance includes the original Cursor Agent commits and Codex's review, repair, tests, and this description. Maintainer review and accountability remain required.