chore: address review cleanup

.github/dependabot.yml

@@ -18,7 +18,7 @@ updates:
         patterns:
           - "*"
 
-  - package-ecosystem: "pip"
+  - package-ecosystem: "uv"
     directory: "/"
     schedule:
       interval: "weekly"

.github/workflows/ci.yml

@@ -19,13 +19,13 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python
         run: uv python install ${{ env.PYTHON_VERSION }}
 
       - name: Install dependencies
-        run: uv sync --dev
+        run: uv sync --python ${{ env.PYTHON_VERSION }} --dev
 
       - name: Run ruff check
         run: uv run ruff check src/ tests/
@@ -42,13 +42,13 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python
         run: uv python install ${{ env.PYTHON_VERSION }}
 
       - name: Install dependencies
-        run: uv sync --dev
+        run: uv sync --python ${{ env.PYTHON_VERSION }} --dev
 
       - name: Run ty check
         run: uv run ty check
@@ -67,7 +67,7 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python ${{ matrix.python-version }}
         run: uv python install ${{ matrix.python-version }}
@@ -83,7 +83,7 @@ jobs:
           sudo ldconfig
 
       - name: Install dependencies
-        run: uv sync --dev --extra ta
+        run: uv sync --python ${{ matrix.python-version }} --dev --extra ta
 
       - name: Run tests
         run: |
@@ -113,7 +113,7 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python
         run: uv python install ${{ env.PYTHON_VERSION }}

.github/workflows/docs.yml

@@ -24,19 +24,19 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python
         run: uv python install 3.12
 
       - name: Install dependencies
-        run: uv sync --dev --extra docs
+        run: uv sync --python 3.12 --dev --extra docs
 
       - name: Build docs
         run: uv run mkdocs build --strict
 
       - name: Deploy to website repo
-        uses: cpina/github-action-push-to-another-repository@v1.7.3
+        uses: cpina/github-action-push-to-another-repository@55306faa4ed53b815ae49e564af8cfb359d32ae2 # v1.7.3
         env:
           SSH_DEPLOY_KEY: ${{ secrets.DOCS_DEPLOY_KEY }}
         with:

.github/workflows/release.yml

@@ -19,7 +19,7 @@ jobs:
       - name: Install uv
         uses: astral-sh/setup-uv@v8.2.0
         with:
-          version: "latest"
+          version: "0.10.9"
 
       - name: Set up Python
         run: uv python install ${{ env.PYTHON_VERSION }}
@@ -48,7 +48,7 @@ jobs:
           path: dist/
 
       - name: Publish to PyPI
-        uses: pypa/gh-action-pypi-publish@v1.14.0
+        uses: pypa/gh-action-pypi-publish@6733eb7d741f0b11ec6a39b58540dab7590f9b7d # v1.14.0
 
   github-release:
     name: Create GitHub Release

src/ml4t/engineer/labeling/horizon_labels.py

@@ -355,14 +355,19 @@ def _trend_scanning_single_group(
                 # Handle numerical issues
                 continue
 
-        # Assign label based on trend direction
-        labels[i] = 1 if best_t > 0 else -1
+        # Assign label only when a directional trend was found.
+        if best_t > 0:
+            labels[i] = 1
+        elif best_t < 0:
+            labels[i] = -1
+        else:
+            continue
         t_values[i] = best_t
         windows[i] = best_window
 
     # Add results to dataframe
     label_series = pl.Series("label", labels).fill_nan(None).cast(pl.Int8)
-    t_value_series = pl.Series("t_value", t_values)
+    t_value_series = pl.Series("t_value", t_values).fill_nan(None)
     window_series = pl.Series("optimal_window", windows).fill_nan(None).cast(pl.Int32)
 
     return data.with_columns([label_series, t_value_series, window_series])

tests/features/volatility/test_volatility_comprehensive.py

@@ -884,7 +884,7 @@ def test_different_periods(self):
         u10, m10, l10 = bollinger_bands(close, period=10)
         u50, m50, l50 = bollinger_bands(close, period=50)
 
-        # Longer period has fewer NaN at start
+        # Longer period has more NaN values at the start.
         assert np.sum(np.isnan(m10)) < np.sum(np.isnan(m50))
 
         # Both should have valid values

tests/test_new_labeling_methods.py

@@ -367,6 +367,21 @@ def test_null_handling_at_end(self, sample_prices):
         # Should have some nulls at the end
         assert null_count > 0
 
+    def test_no_directional_trend_returns_null_labels(self):
+        """Test flat prices do not default to negative labels."""
+        flat_prices = pl.DataFrame(
+            {
+                "timestamp": [datetime(2024, 1, 1) + timedelta(hours=i) for i in range(20)],
+                "close": [100.0] * 20,
+            }
+        )
+
+        result = trend_scanning_labels(flat_prices, min_window=5, max_window=10)
+
+        assert result["label"].null_count() == result.height
+        assert result["t_value"].null_count() == result.height
+        assert result["optimal_window"].null_count() == result.height
+
 
 class TestLabelingComparison:
     """Compare different labeling methods."""