conforme 0.1.0__tar.gz

conforme-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Valentin Dusserre
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

conforme-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: conforme
+Version: 0.1.0
+Summary: Conformal forecasting: point forecasts, hierarchy reconciliation, and calibrated bands.
+Keywords: conformal prediction,forecasting,time series,hierarchical reconciliation,prediction intervals,inventory
+Author: Valentin Dusserre
+Author-email: Valentin Dusserre <valentindusserre@gmail.com>
+License-Expression: MIT
+License-File: LICENSE
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Science/Research
+Classifier: Intended Audience :: Developers
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Typing :: Typed
+Requires-Dist: numpy
+Requires-Dist: pandas
+Requires-Dist: scipy
+Requires-Dist: mlforecast ; extra == 'ml'
+Requires-Dist: neuralforecast ; extra == 'neural'
+Requires-Dist: statsforecast ; extra == 'stats'
+Requires-Python: >=3.12
+Project-URL: Homepage, https://github.com/Vzlentin/conforme
+Project-URL: Repository, https://github.com/Vzlentin/conforme
+Project-URL: Issues, https://github.com/Vzlentin/conforme/issues
+Project-URL: Documentation, https://github.com/Vzlentin/conforme/tree/main/docs
+Project-URL: Changelog, https://github.com/Vzlentin/conforme/blob/main/CHANGELOG.md
+Provides-Extra: ml
+Provides-Extra: neural
+Provides-Extra: stats
+Description-Content-Type: text/markdown
+
+# Conforme
+
+[![CI](https://github.com/Vzlentin/conforme/actions/workflows/ci.yml/badge.svg)](https://github.com/Vzlentin/conforme/actions/workflows/ci.yml)
+[![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/Vzlentin/conforme/blob/main/LICENSE)
+![Python 3.12+](https://img.shields.io/badge/python-3.12%2B-blue.svg)
+
+Conforme is a conformal forecasting library for panels of time series. It makes point
+forecasts at many origins, reconciles them over a hierarchy, and calibrates bands and
+bounds from out-of-sample residuals.
+
+## Install
+
+Install `conforme` from PyPI:
+
+```sh
+pip install conforme
+# or
+uv add conforme
+```
+
+The vendor model adapters need an extra: `stats` (statsforecast), `ml` (mlforecast), or
+`neural` (neuralforecast).
+
+```sh
+pip install "conforme[stats]"
+```
+
+## Quick start
+
+```python
+import numpy as np
+import pandas as pd
+
+from conforme import Absolute, BottomUp, Hierarchy, LeadTime, Panel, SeasonalNaive, Signed
+from conforme import SplitQuantile, Step, replay, rolling_forecasts
+from conforme.metrics import coverage
+
+rng = np.random.default_rng(0)
+series = np.array(["a", "b", "c"])
+periods = pd.date_range("2024-01-01", periods=120, freq="D")
+panel = Panel(series, periods, rng.poisson(5.0, (3, 120)), "D")
+hierarchy = Hierarchy.from_attributes(
+    series, pd.DataFrame({"group": ["x", "x", "y"]}, index=series)
+)
+
+origins = np.arange(60, 113)  # each origin is the index of the last observed period
+run = rolling_forecasts(panel, hierarchy, SeasonalNaive(7), BottomUp(hierarchy), origins, 7)
+actuals = hierarchy.aggregate(panel.values)
+
+calibrator = SplitQuantile(0.9, window=28)
+bands = replay(run, actuals, target=Step(), score=Absolute(), calibrator=calibrator)
+bound = replay(run, actuals, target=LeadTime(7), score=Signed(), calibrator=calibrator)
+print(coverage(bands.target, bands.lower, bands.upper))
+```
+
+## Concepts
+
+Shapes use these axes: B bottom series, T periods, N nodes with bottoms first,
+S forecast series (B for `BottomUp`, N otherwise), O origins, H forecast steps, and
+C target columns (H for `Step`, 1 for `LeadTime`).
+
+![Panel and Hierarchy go to the Forecaster, base forecasts to the Reconciler, points to the Calibrator, bounds to order_up_to and settle](https://raw.githubusercontent.com/Vzlentin/conforme/main/docs/pipeline.png)
+
+| Stage | Names |
+|---|---|
+| Data | `Panel`, `Hierarchy`, `Covariate` |
+| Forecast | `Forecaster`, `Reconciler` (`BottomUp`, `Identity`, `WlsStruct`), `rolling_forecasts` |
+| Calibrate | `Target` (`Step`, `LeadTime`), `Score` (`Absolute`, `Signed`), `Loss` (`Miss`), `Calibrator` (`SplitQuantile`, `ACI`, `QuantileTracker`, `RiskControl`), `step`, `replay` |
+| Decide | `critical_ratio`, `order_up_to`, `settle` |
+| Measure | `conforme.metrics`: coverage, width, interval score, pinball, cost |
+
+Two rules hold everywhere. A model reads only its window, so a later value cannot
+change a point unless a covariate declares it known ahead. A calibrator sees a score
+only once its target is known, and before the origin that knows it issues.
+
+[Architecture](https://github.com/Vzlentin/conforme/blob/main/docs/architecture.md) has the shapes and the modules.
+
+## Write a calibrator
+
+A calibrator owns its target, a level or a loss, and is three functions of an explicit
+state. `conforme.online` handles the origins, the delays, and the indexing. A new method
+is one file in `conforme/conformal/calibrators/` that imports only `calibrators.base`,
+`calibrators.ranks`, and `conformal.losses`. This is the whole of a quantile tracker:
+
+```python
+import numpy as np
+
+from conforme.conformal.calibrators.base import Calibrator
+
+
+class Tracker(Calibrator):
+    def __init__(self, level, lr):
+        self.level = level
+        self.lr = lr
+
+    def initial_state(self, n_nodes, n_columns):
+        return {"q": np.zeros((n_nodes, n_columns))}
+
+    def update(self, state, feedback):
+        q = state["q"].copy()
+        for row, column in enumerate(feedback.column):  # one row = one origin, one column
+            miss = feedback.scores[row] > feedback.issued[row]
+            q[:, column] += self.lr * (miss - (1 - self.level))
+        return {"q": q}
+
+    def threshold(self, state):
+        return state["q"].astype(np.float32)
+```
+
+Keep the state in numpy arrays. Then a product can save it after each origin with
+`conforme.online.state.flatten` and continue from it.
+
+## Models
+
+| Model | Kind | Install |
+|---|---|---|
+| `conforme.forecast.models.naive.SeasonalNaive` | local | core |
+| `conforme.forecast.models.statsforecast.StatsForecastModel` | local, any `statsforecast.models` model | `conforme[stats]` |
+| `conforme.forecast.models.mlforecast.MLForecast` | global regressor with lags and covariates | `conforme[ml]` |
+| `conforme.forecast.models.neuralforecast.NeuralForecast` | global network from `neuralforecast.models` | `conforme[neural]` |
+
+```python
+from lightgbm import LGBMRegressor
+from conforme import BottomUp, Covariate, rolling_forecasts
+from conforme.forecast.models.mlforecast import MLForecast
+
+model = MLForecast(
+    LGBMRegressor(), lags=[7, 14, 28], features=["price"], fit_periods=365, lookback=84
+)
+price = Covariate(prices, known_ahead=True, aggregate="mean")  # [B, T + H]
+run = rolling_forecasts(
+    panel,
+    hierarchy,
+    model,
+    BottomUp(hierarchy),
+    origins,
+    28,
+    refit_every=7,
+    covariates={"price": price},
+)
+```
+
+## Benchmarks
+
+`bench/` is a folder of scripts. They load benchmark data from a directory, run
+benchmark protocols, and compare calibrators. They import the installed `conforme`.
+Raw data is not in Git.
+
+| Script | Content |
+|---|---|
+| `vn2.py` | `load(path)`: weekly VN2 sales with the out-of-stock mask, hierarchy, and starting stock. `play(data, bounds)`: six orders up to the bounds, eight settled weeks, holding 0.2 and shortage 1.0 |
+| `m5.py` | `load(path)`: daily M5 sales and the 12-level hierarchy (42,840 nodes). `prices(horizon)`: the sell price covariate |
+| `compare.py` | `compare(forecasts, actuals, calibrators, target, score, level)`: one row of metrics per method, on the cells where each method was ready |
+
+`vn2_conformal.py` runs the whole VN2 path in about one second:
+
+```sh
+uv run python bench/vn2_conformal.py data/vn2
+```
+
+## Documents
+
+- [Architecture](https://github.com/Vzlentin/conforme/blob/main/docs/architecture.md): modules, array contracts, and costs.
+- [Semantics](https://github.com/Vzlentin/conforme/blob/main/docs/semantics.md): the calibration rules.
+
+## Development
+
+```sh
+uv sync --group dev
+uv run pytest
+uv run ruff check .
+uv run ruff format --check .
+uv run ty check src/
+uv build --no-sources
+```
+
+See [Contributing](https://github.com/Vzlentin/conforme/blob/main/CONTRIBUTING.md).
+
+## License
+
+[MIT](https://github.com/Vzlentin/conforme/blob/main/LICENSE)

conforme-0.1.0/README.md

@@ -0,0 +1,181 @@
+# Conforme
+
+[![CI](https://github.com/Vzlentin/conforme/actions/workflows/ci.yml/badge.svg)](https://github.com/Vzlentin/conforme/actions/workflows/ci.yml)
+[![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/Vzlentin/conforme/blob/main/LICENSE)
+![Python 3.12+](https://img.shields.io/badge/python-3.12%2B-blue.svg)
+
+Conforme is a conformal forecasting library for panels of time series. It makes point
+forecasts at many origins, reconciles them over a hierarchy, and calibrates bands and
+bounds from out-of-sample residuals.
+
+## Install
+
+Install `conforme` from PyPI:
+
+```sh
+pip install conforme
+# or
+uv add conforme
+```
+
+The vendor model adapters need an extra: `stats` (statsforecast), `ml` (mlforecast), or
+`neural` (neuralforecast).
+
+```sh
+pip install "conforme[stats]"
+```
+
+## Quick start
+
+```python
+import numpy as np
+import pandas as pd
+
+from conforme import Absolute, BottomUp, Hierarchy, LeadTime, Panel, SeasonalNaive, Signed
+from conforme import SplitQuantile, Step, replay, rolling_forecasts
+from conforme.metrics import coverage
+
+rng = np.random.default_rng(0)
+series = np.array(["a", "b", "c"])
+periods = pd.date_range("2024-01-01", periods=120, freq="D")
+panel = Panel(series, periods, rng.poisson(5.0, (3, 120)), "D")
+hierarchy = Hierarchy.from_attributes(
+    series, pd.DataFrame({"group": ["x", "x", "y"]}, index=series)
+)
+
+origins = np.arange(60, 113)  # each origin is the index of the last observed period
+run = rolling_forecasts(panel, hierarchy, SeasonalNaive(7), BottomUp(hierarchy), origins, 7)
+actuals = hierarchy.aggregate(panel.values)
+
+calibrator = SplitQuantile(0.9, window=28)
+bands = replay(run, actuals, target=Step(), score=Absolute(), calibrator=calibrator)
+bound = replay(run, actuals, target=LeadTime(7), score=Signed(), calibrator=calibrator)
+print(coverage(bands.target, bands.lower, bands.upper))
+```
+
+## Concepts
+
+Shapes use these axes: B bottom series, T periods, N nodes with bottoms first,
+S forecast series (B for `BottomUp`, N otherwise), O origins, H forecast steps, and
+C target columns (H for `Step`, 1 for `LeadTime`).
+
+![Panel and Hierarchy go to the Forecaster, base forecasts to the Reconciler, points to the Calibrator, bounds to order_up_to and settle](https://raw.githubusercontent.com/Vzlentin/conforme/main/docs/pipeline.png)
+
+| Stage | Names |
+|---|---|
+| Data | `Panel`, `Hierarchy`, `Covariate` |
+| Forecast | `Forecaster`, `Reconciler` (`BottomUp`, `Identity`, `WlsStruct`), `rolling_forecasts` |
+| Calibrate | `Target` (`Step`, `LeadTime`), `Score` (`Absolute`, `Signed`), `Loss` (`Miss`), `Calibrator` (`SplitQuantile`, `ACI`, `QuantileTracker`, `RiskControl`), `step`, `replay` |
+| Decide | `critical_ratio`, `order_up_to`, `settle` |
+| Measure | `conforme.metrics`: coverage, width, interval score, pinball, cost |
+
+Two rules hold everywhere. A model reads only its window, so a later value cannot
+change a point unless a covariate declares it known ahead. A calibrator sees a score
+only once its target is known, and before the origin that knows it issues.
+
+[Architecture](https://github.com/Vzlentin/conforme/blob/main/docs/architecture.md) has the shapes and the modules.
+
+## Write a calibrator
+
+A calibrator owns its target, a level or a loss, and is three functions of an explicit
+state. `conforme.online` handles the origins, the delays, and the indexing. A new method
+is one file in `conforme/conformal/calibrators/` that imports only `calibrators.base`,
+`calibrators.ranks`, and `conformal.losses`. This is the whole of a quantile tracker:
+
+```python
+import numpy as np
+
+from conforme.conformal.calibrators.base import Calibrator
+
+
+class Tracker(Calibrator):
+    def __init__(self, level, lr):
+        self.level = level
+        self.lr = lr
+
+    def initial_state(self, n_nodes, n_columns):
+        return {"q": np.zeros((n_nodes, n_columns))}
+
+    def update(self, state, feedback):
+        q = state["q"].copy()
+        for row, column in enumerate(feedback.column):  # one row = one origin, one column
+            miss = feedback.scores[row] > feedback.issued[row]
+            q[:, column] += self.lr * (miss - (1 - self.level))
+        return {"q": q}
+
+    def threshold(self, state):
+        return state["q"].astype(np.float32)
+```
+
+Keep the state in numpy arrays. Then a product can save it after each origin with
+`conforme.online.state.flatten` and continue from it.
+
+## Models
+
+| Model | Kind | Install |
+|---|---|---|
+| `conforme.forecast.models.naive.SeasonalNaive` | local | core |
+| `conforme.forecast.models.statsforecast.StatsForecastModel` | local, any `statsforecast.models` model | `conforme[stats]` |
+| `conforme.forecast.models.mlforecast.MLForecast` | global regressor with lags and covariates | `conforme[ml]` |
+| `conforme.forecast.models.neuralforecast.NeuralForecast` | global network from `neuralforecast.models` | `conforme[neural]` |
+
+```python
+from lightgbm import LGBMRegressor
+from conforme import BottomUp, Covariate, rolling_forecasts
+from conforme.forecast.models.mlforecast import MLForecast
+
+model = MLForecast(
+    LGBMRegressor(), lags=[7, 14, 28], features=["price"], fit_periods=365, lookback=84
+)
+price = Covariate(prices, known_ahead=True, aggregate="mean")  # [B, T + H]
+run = rolling_forecasts(
+    panel,
+    hierarchy,
+    model,
+    BottomUp(hierarchy),
+    origins,
+    28,
+    refit_every=7,
+    covariates={"price": price},
+)
+```
+
+## Benchmarks
+
+`bench/` is a folder of scripts. They load benchmark data from a directory, run
+benchmark protocols, and compare calibrators. They import the installed `conforme`.
+Raw data is not in Git.
+
+| Script | Content |
+|---|---|
+| `vn2.py` | `load(path)`: weekly VN2 sales with the out-of-stock mask, hierarchy, and starting stock. `play(data, bounds)`: six orders up to the bounds, eight settled weeks, holding 0.2 and shortage 1.0 |
+| `m5.py` | `load(path)`: daily M5 sales and the 12-level hierarchy (42,840 nodes). `prices(horizon)`: the sell price covariate |
+| `compare.py` | `compare(forecasts, actuals, calibrators, target, score, level)`: one row of metrics per method, on the cells where each method was ready |
+
+`vn2_conformal.py` runs the whole VN2 path in about one second:
+
+```sh
+uv run python bench/vn2_conformal.py data/vn2
+```
+
+## Documents
+
+- [Architecture](https://github.com/Vzlentin/conforme/blob/main/docs/architecture.md): modules, array contracts, and costs.
+- [Semantics](https://github.com/Vzlentin/conforme/blob/main/docs/semantics.md): the calibration rules.
+
+## Development
+
+```sh
+uv sync --group dev
+uv run pytest
+uv run ruff check .
+uv run ruff format --check .
+uv run ty check src/
+uv build --no-sources
+```
+
+See [Contributing](https://github.com/Vzlentin/conforme/blob/main/CONTRIBUTING.md).
+
+## License
+
+[MIT](https://github.com/Vzlentin/conforme/blob/main/LICENSE)

conforme-0.1.0/pyproject.toml

@@ -0,0 +1,97 @@
+[project]
+name = "conforme"
+version = "0.1.0"
+description = "Conformal forecasting: point forecasts, hierarchy reconciliation, and calibrated bands."
+readme = "README.md"
+requires-python = ">=3.12"
+license = "MIT"
+license-files = ["LICENSE"]
+keywords = [
+    "conformal prediction",
+    "forecasting",
+    "time series",
+    "hierarchical reconciliation",
+    "prediction intervals",
+    "inventory",
+]
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Science/Research",
+    "Intended Audience :: Developers",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3 :: Only",
+    "Programming Language :: Python :: 3.12",
+    "Topic :: Scientific/Engineering :: Mathematics",
+    "Typing :: Typed",
+]
+dependencies = [
+    "numpy",
+    "pandas",
+    "scipy",
+]
+
+[[project.authors]]
+name = "Valentin Dusserre"
+email = "valentindusserre@gmail.com"
+
+[project.urls]
+Homepage = "https://github.com/Vzlentin/conforme"
+Repository = "https://github.com/Vzlentin/conforme"
+Issues = "https://github.com/Vzlentin/conforme/issues"
+Documentation = "https://github.com/Vzlentin/conforme/tree/main/docs"
+Changelog = "https://github.com/Vzlentin/conforme/blob/main/CHANGELOG.md"
+
+[project.optional-dependencies]
+stats = ["statsforecast"]
+ml = ["mlforecast"]
+neural = ["neuralforecast"]
+
+[dependency-groups]
+dev = [
+    "ipykernel>=7.3.0",
+    "mlforecast",
+    "neuralforecast",
+    "pytest",
+    "statsforecast",
+    "ruff",
+    "ty",
+]
+
+[build-system]
+requires = ["uv_build>=0.12,<0.13"]
+build-backend = "uv_build"
+
+[tool.pytest.ini_options]
+addopts = "-ra --strict-markers"
+filterwarnings = [
+    "ignore:.*does not have many workers",
+    "ignore:GPU available but not used",
+    "ignore:.*LeafSpec.*is deprecated",
+    "ignore:The copy keyword is deprecated",
+    "ignore:The given NumPy array is not writable",
+]
+testpaths = ["tests"]
+
+[tool.ruff]
+line-length = 100
+target-version = "py312"
+src = [
+    "src",
+    "tests",
+    "bench",
+]
+
+[tool.ruff.lint]
+select = [
+    "E",
+    "F",
+    "W",
+    "I",
+    "UP",
+    "B",
+    "SIM",
+]
+
+[tool.ty.environment]
+python-version = "3.12"

conforme-0.1.0/pyproject.toml.orig

@@ -0,0 +1,84 @@
+[project]
+name = "conforme"
+version = "0.1.0"
+description = "Conformal forecasting: point forecasts, hierarchy reconciliation, and calibrated bands."
+readme = "README.md"
+requires-python = ">=3.12"
+license = "MIT"
+license-files = ["LICENSE"]
+authors = [{ name = "Valentin Dusserre", email = "valentindusserre@gmail.com" }]
+keywords = [
+    "conformal prediction",
+    "forecasting",
+    "time series",
+    "hierarchical reconciliation",
+    "prediction intervals",
+    "inventory",
+]
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Science/Research",
+    "Intended Audience :: Developers",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3 :: Only",
+    "Programming Language :: Python :: 3.12",
+    "Topic :: Scientific/Engineering :: Mathematics",
+    "Typing :: Typed",
+]
+dependencies = [
+    "numpy",
+    "pandas",
+    "scipy",
+]
+
+[project.urls]
+Homepage = "https://github.com/Vzlentin/conforme"
+Repository = "https://github.com/Vzlentin/conforme"
+Issues = "https://github.com/Vzlentin/conforme/issues"
+Documentation = "https://github.com/Vzlentin/conforme/tree/main/docs"
+Changelog = "https://github.com/Vzlentin/conforme/blob/main/CHANGELOG.md"
+
+[project.optional-dependencies]
+stats = ["statsforecast"]
+ml = ["mlforecast"]
+neural = ["neuralforecast"]
+
+[dependency-groups]
+dev = [
+    "ipykernel>=7.3.0",
+    "mlforecast",
+    "neuralforecast",
+    "pytest",
+    "statsforecast",
+    "ruff",
+    "ty",
+]
+
+
+[build-system]
+requires = ["uv_build>=0.12,<0.13"]
+build-backend = "uv_build"
+
+[tool.pytest.ini_options]
+addopts = "-ra --strict-markers"
+# Warnings raised inside vendor libraries about their own internals.
+filterwarnings = [
+    "ignore:.*does not have many workers",
+    "ignore:GPU available but not used",
+    "ignore:.*LeafSpec.*is deprecated",
+    "ignore:The copy keyword is deprecated",
+    "ignore:The given NumPy array is not writable",
+]
+testpaths = ["tests"]
+
+[tool.ruff]
+line-length = 100
+target-version = "py312"
+src = ["src", "tests", "bench"]
+
+[tool.ruff.lint]
+select = ["E", "F", "W", "I", "UP", "B", "SIM"]
+
+[tool.ty.environment]
+python-version = "3.12"

conforme-0.1.0/src/conforme/__init__.py

@@ -0,0 +1,81 @@
+"""Conforme: point forecasts, hierarchy reconciliation, conformal bounds, and orders.
+
+Vendor model adapters live in `conforme.forecast.models` and need their extra installed.
+"""
+
+from conforme.backtest import Forecasts, Replay, replay, rolling_forecasts
+from conforme.conformal import (
+    ACI,
+    Absolute,
+    Calibrator,
+    Feedback,
+    LeadTime,
+    Level,
+    Loss,
+    Miss,
+    QuantileCalibrator,
+    QuantileTracker,
+    RiskControl,
+    Score,
+    Signed,
+    SplitQuantile,
+    State,
+    Step,
+    Target,
+)
+from conforme.data import Hierarchy, Panel
+from conforme.decision import Settlement, critical_ratio, order_up_to, settle
+from conforme.forecast import (
+    BottomUp,
+    Covariate,
+    Fitted,
+    Forecaster,
+    Identity,
+    Reconciler,
+    SeasonalNaive,
+    Window,
+    WlsStruct,
+)
+from conforme.online import Issue, initial_state, step
+
+__all__ = [
+    "ACI",
+    "Absolute",
+    "BottomUp",
+    "Calibrator",
+    "Covariate",
+    "Feedback",
+    "Fitted",
+    "Forecaster",
+    "Forecasts",
+    "Hierarchy",
+    "Identity",
+    "Issue",
+    "LeadTime",
+    "Level",
+    "Loss",
+    "Miss",
+    "QuantileCalibrator",
+    "Panel",
+    "QuantileTracker",
+    "RiskControl",
+    "Reconciler",
+    "Replay",
+    "Score",
+    "SeasonalNaive",
+    "Settlement",
+    "Signed",
+    "SplitQuantile",
+    "State",
+    "Step",
+    "Target",
+    "Window",
+    "WlsStruct",
+    "critical_ratio",
+    "initial_state",
+    "order_up_to",
+    "replay",
+    "rolling_forecasts",
+    "settle",
+    "step",
+]

conforme-0.1.0/src/conforme/backtest/__init__.py

@@ -0,0 +1,6 @@
+"""Backtests: rolling-origin forecasts, and online calibration replayed over them."""
+
+from conforme.backtest.forecasts import Forecasts, rolling_forecasts
+from conforme.backtest.replay import Replay, replay
+
+__all__ = ["Forecasts", "Replay", "replay", "rolling_forecasts"]