feature-engineering-without-leakage SKILL.md skillA
feature-engineering-without-leakage from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/feature-engineering-without-leakage@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/feature-engineering-without-leakage/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 24, 2026
- Size
- 12,697 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when designing or auditing features for a model that predicts a future price move, to guarantee each feature is computable strictly before the target is realised; catches same-bar returns and label-derived inputs.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Invoke this while designing or auditing the feature set for any ML model that predicts a future price move, direction, or trading signal. Target leakage in financial ML is especially easy to introduce because many natural-seeming features (same-bar returns, same-bar volatility, labels derived from a window that overlaps the feature window) contain information that is only knowable after the outcome you're trying to predict — a model trained on leaked features shows excellent backtest/validation accuracy and then performs at or below random in live inference, because the leaked information simply doesn't exist yet at real prediction time. The governing rule is Kaufman et al.'s **no-time-machine requirement**: a feature is legitimate only if "every instance is observed earlier than its ... related target instance" (ACM TKDD 6(4), §3.2, condition 3). ## When NOT to Use …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/feature-engineering-without-leakage@sha256:4c8e7c298b6491c4The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_ca5k4ycd7ctsecv6)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 24, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 12,697 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 12,795 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 5,461 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 5,459 B | A | view · diff |
| v1.0 | 2026-07-24 | d1dfb69 | 5,462 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (12697 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_ca5k4ycd7ctsecv6 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/feature-engineering-without-leakage GET https://markdownregistry.com/api/v1/blob/4c8e7c298b6491c4f006e7fe09b4255fdd67853af93e6315f671d888584394a5
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.