Minimal code-and-data repository for:
Huang Min. Learnable Is Not Transportable: Dependency-Aware Forecast Routing under Structural Change. Manuscript prepared for Operations Research Forum.
The repository preserves the frozen protocols, executable analysis code, tests, aggregate outputs, and the derived block-level evidence used in the manuscript. It intentionally excludes redistributable-risk third-party market histories, large simulation draws that can be regenerated from fixed seeds, caches, and submission correspondence.
src/: main simulation, diagnostic, and plotting code.config/: frozen configurations.protocol/: pre-result protocols and gate definitions.tests/: main invariant and output tests.results/: compact summaries, gate decisions, and the 269 derived SPX blocks.extensions/decision_transport/: cross-market, anisotropic, fixed-cost, and surprise-shift extensions.provenance/: source audit and claim-to-evidence map.DATA_AVAILABILITY_20260809_214028.md: redistribution and reproduction boundaries.
Python 3.11 or newer is recommended.
python3 -m venv .venv
source .venv/bin/activate
python3 -m pip install -r requirements_20260808_092253.txt
python3 -m pytest -q tests extensions/decision_transport/testsThe tests do not require proprietary or third-party raw market histories.
- Code and logic verification: run the test command above.
- Simulation reproduction: run the relevant
src/run_*.pyfile with its matching frozen JSON configuration. Raw draws are written locally and are not committed. - Real-path verification: published aggregate and block-level outputs are in
results/andextensions/decision_transport/results/. - Full real-path rerun: supply lawfully obtained daily market histories in the formats documented in the data-availability file. The author does not license third-party raw prices for redistribution.
The frozen protocols remain the authoritative specification. Failed gates and negative validation results are retained rather than filtered from the repository.
Use the repository's CITATION.cff. A version DOI will be added after archival deposit.
Code and original documentation are released under the MIT License. This license does not apply to third-party market data.