Repository conventions for code review

This is the companion code repository for Machine Learning for Trading, 3rd Edition. The conventions below are deliberate and repository-wide. Please do not flag adherence to them as defects, and do apply them when reviewing.

Prose and comment style

• No em dashes. The repository standardizes on the ASCII hyphen (-) in all prose, markdown, docstrings, figure titles, and printed output. Em dashes (—) are being removed repository-wide; a file that uses a hyphen where a sibling still has an em dash is ahead of the sweep, not a regression. Do not suggest reintroducing em dashes for "consistency" with files that have not been cleaned yet.

Notebooks

• Every notebook is a paired .py + .ipynb managed by jupytext. The .py is the source of truth; the .ipynb is generated. Edit the .py and run jupytext --sync; never hand-edit the .ipynb.
• A committed .ipynb is a production re-execution of its paired .py, stamped in metadata.ml4t_provenance. Cell outputs are real, not illustrative.
• Notebook output must carry no machine-specific paths (no /tmp/..., no home directory, no absolute checkout path). Print repo-root-relative paths instead, e.g. output_path.relative_to(get_case_study_dir("etfs").parents[1]).

Data schema

• The canonical schema is symbol (entity identifier) + timestamp (all frequencies, daily and intraday). The cme_futures dataset uses product instead of symbol. These are intentional; do not suggest renaming to asset, date, ticker, or pair.

Results and DataFrames

• The sole source of truth for model/backtest/strategy results is run_log/registry.db in each case study. results/*.json files are a deprecated legacy format and must not be treated as ground truth.
• Polars-first. DataFrame operations use Polars; pandas appears only at visualization boundaries. Do not suggest converting Polars code to pandas.

Library corrections

• The six ml4t-* libraries are the production implementations. When a PR updates numbers because a library estimator was corrected (for example a beta/correlation fix), that is a deliberate correctness change, not an unexplained result drift.