Title: Benchmark returns normalization in normalize returns series mishandles timezone-aware indices and…
Title: Benchmark returns normalization in normalize returns series mishandles timezone-aware indices and…: a task in LegoFlow-SWE (Harbor dataset). The normalize returns series utility, used when a benchmark or strategy-return series is passed to plotting/report functions, has several issues that…
The task
The `_normalize_returns_series` utility, used when a benchmark or strategy-return series is passed to plotting/report functions, has several issues that lead to misaligned dates, cryptic failures, or missing validation.
Part of Lego-X/LegoFlow-SWE.