PyPI - ml4t-diagnostic - Versions diffs - 0.1.0a1__py3-none-any.whl - Mend

ml4t-diagnostic 0.1.0a1__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (242) hide show

ml4t/diagnostic/AGENT.md +25 -0
ml4t/diagnostic/__init__.py +166 -0
ml4t/diagnostic/backends/__init__.py +10 -0
ml4t/diagnostic/backends/adapter.py +192 -0
ml4t/diagnostic/backends/polars_backend.py +899 -0
ml4t/diagnostic/caching/__init__.py +40 -0
ml4t/diagnostic/caching/cache.py +331 -0
ml4t/diagnostic/caching/decorators.py +131 -0
ml4t/diagnostic/caching/smart_cache.py +339 -0
ml4t/diagnostic/config/AGENT.md +24 -0
ml4t/diagnostic/config/README.md +267 -0
ml4t/diagnostic/config/__init__.py +219 -0
ml4t/diagnostic/config/barrier_config.py +277 -0
ml4t/diagnostic/config/base.py +301 -0
ml4t/diagnostic/config/event_config.py +148 -0
ml4t/diagnostic/config/feature_config.py +404 -0
ml4t/diagnostic/config/multi_signal_config.py +55 -0
ml4t/diagnostic/config/portfolio_config.py +215 -0
ml4t/diagnostic/config/report_config.py +391 -0
ml4t/diagnostic/config/sharpe_config.py +202 -0
ml4t/diagnostic/config/signal_config.py +206 -0
ml4t/diagnostic/config/trade_analysis_config.py +310 -0
ml4t/diagnostic/config/validation.py +279 -0
ml4t/diagnostic/core/__init__.py +29 -0
ml4t/diagnostic/core/numba_utils.py +315 -0
ml4t/diagnostic/core/purging.py +372 -0
ml4t/diagnostic/core/sampling.py +471 -0
ml4t/diagnostic/errors/__init__.py +205 -0
ml4t/diagnostic/evaluation/AGENT.md +26 -0
ml4t/diagnostic/evaluation/__init__.py +437 -0
ml4t/diagnostic/evaluation/autocorrelation.py +531 -0
ml4t/diagnostic/evaluation/barrier_analysis.py +1050 -0
ml4t/diagnostic/evaluation/binary_metrics.py +910 -0
ml4t/diagnostic/evaluation/dashboard.py +715 -0
ml4t/diagnostic/evaluation/diagnostic_plots.py +1037 -0
ml4t/diagnostic/evaluation/distribution/__init__.py +499 -0
ml4t/diagnostic/evaluation/distribution/moments.py +299 -0
ml4t/diagnostic/evaluation/distribution/tails.py +777 -0
ml4t/diagnostic/evaluation/distribution/tests.py +470 -0
ml4t/diagnostic/evaluation/drift/__init__.py +139 -0
ml4t/diagnostic/evaluation/drift/analysis.py +432 -0
ml4t/diagnostic/evaluation/drift/domain_classifier.py +517 -0
ml4t/diagnostic/evaluation/drift/population_stability_index.py +310 -0
ml4t/diagnostic/evaluation/drift/wasserstein.py +388 -0
ml4t/diagnostic/evaluation/event_analysis.py +647 -0
ml4t/diagnostic/evaluation/excursion.py +390 -0
ml4t/diagnostic/evaluation/feature_diagnostics.py +873 -0
ml4t/diagnostic/evaluation/feature_outcome.py +666 -0
ml4t/diagnostic/evaluation/framework.py +935 -0
ml4t/diagnostic/evaluation/metric_registry.py +255 -0
ml4t/diagnostic/evaluation/metrics/AGENT.md +23 -0
ml4t/diagnostic/evaluation/metrics/__init__.py +133 -0
ml4t/diagnostic/evaluation/metrics/basic.py +160 -0
ml4t/diagnostic/evaluation/metrics/conditional_ic.py +469 -0
ml4t/diagnostic/evaluation/metrics/feature_outcome.py +475 -0
ml4t/diagnostic/evaluation/metrics/ic_statistics.py +446 -0
ml4t/diagnostic/evaluation/metrics/importance_analysis.py +338 -0
ml4t/diagnostic/evaluation/metrics/importance_classical.py +375 -0
ml4t/diagnostic/evaluation/metrics/importance_mda.py +371 -0
ml4t/diagnostic/evaluation/metrics/importance_shap.py +715 -0
ml4t/diagnostic/evaluation/metrics/information_coefficient.py +527 -0
ml4t/diagnostic/evaluation/metrics/interactions.py +772 -0
ml4t/diagnostic/evaluation/metrics/monotonicity.py +226 -0
ml4t/diagnostic/evaluation/metrics/risk_adjusted.py +324 -0
ml4t/diagnostic/evaluation/multi_signal.py +550 -0
ml4t/diagnostic/evaluation/portfolio_analysis/__init__.py +83 -0
ml4t/diagnostic/evaluation/portfolio_analysis/analysis.py +734 -0
ml4t/diagnostic/evaluation/portfolio_analysis/metrics.py +589 -0
ml4t/diagnostic/evaluation/portfolio_analysis/results.py +334 -0
ml4t/diagnostic/evaluation/report_generation.py +824 -0
ml4t/diagnostic/evaluation/signal_selector.py +452 -0
ml4t/diagnostic/evaluation/stat_registry.py +139 -0
ml4t/diagnostic/evaluation/stationarity/__init__.py +97 -0
ml4t/diagnostic/evaluation/stationarity/analysis.py +518 -0
ml4t/diagnostic/evaluation/stationarity/augmented_dickey_fuller.py +296 -0
ml4t/diagnostic/evaluation/stationarity/kpss_test.py +308 -0
ml4t/diagnostic/evaluation/stationarity/phillips_perron.py +365 -0
ml4t/diagnostic/evaluation/stats/AGENT.md +43 -0
ml4t/diagnostic/evaluation/stats/__init__.py +191 -0
ml4t/diagnostic/evaluation/stats/backtest_overfitting.py +219 -0
ml4t/diagnostic/evaluation/stats/bootstrap.py +228 -0
ml4t/diagnostic/evaluation/stats/deflated_sharpe_ratio.py +591 -0
ml4t/diagnostic/evaluation/stats/false_discovery_rate.py +295 -0
ml4t/diagnostic/evaluation/stats/hac_standard_errors.py +108 -0
ml4t/diagnostic/evaluation/stats/minimum_track_record.py +408 -0
ml4t/diagnostic/evaluation/stats/moments.py +164 -0
ml4t/diagnostic/evaluation/stats/rademacher_adjustment.py +436 -0
ml4t/diagnostic/evaluation/stats/reality_check.py +155 -0
ml4t/diagnostic/evaluation/stats/sharpe_inference.py +219 -0
ml4t/diagnostic/evaluation/themes.py +330 -0
ml4t/diagnostic/evaluation/threshold_analysis.py +957 -0
ml4t/diagnostic/evaluation/trade_analysis.py +1136 -0
ml4t/diagnostic/evaluation/trade_dashboard/__init__.py +32 -0
ml4t/diagnostic/evaluation/trade_dashboard/app.py +315 -0
ml4t/diagnostic/evaluation/trade_dashboard/export/__init__.py +18 -0
ml4t/diagnostic/evaluation/trade_dashboard/export/csv.py +82 -0
ml4t/diagnostic/evaluation/trade_dashboard/export/html.py +276 -0
ml4t/diagnostic/evaluation/trade_dashboard/io.py +166 -0
ml4t/diagnostic/evaluation/trade_dashboard/normalize.py +304 -0
ml4t/diagnostic/evaluation/trade_dashboard/stats.py +386 -0
ml4t/diagnostic/evaluation/trade_dashboard/style.py +79 -0
ml4t/diagnostic/evaluation/trade_dashboard/tabs/__init__.py +21 -0
ml4t/diagnostic/evaluation/trade_dashboard/tabs/patterns.py +354 -0
ml4t/diagnostic/evaluation/trade_dashboard/tabs/shap_analysis.py +280 -0
ml4t/diagnostic/evaluation/trade_dashboard/tabs/stat_validation.py +186 -0
ml4t/diagnostic/evaluation/trade_dashboard/tabs/worst_trades.py +236 -0
ml4t/diagnostic/evaluation/trade_dashboard/types.py +129 -0
ml4t/diagnostic/evaluation/trade_shap/__init__.py +102 -0
ml4t/diagnostic/evaluation/trade_shap/alignment.py +188 -0
ml4t/diagnostic/evaluation/trade_shap/characterize.py +413 -0
ml4t/diagnostic/evaluation/trade_shap/cluster.py +302 -0
ml4t/diagnostic/evaluation/trade_shap/explain.py +208 -0
ml4t/diagnostic/evaluation/trade_shap/hypotheses/__init__.py +23 -0
ml4t/diagnostic/evaluation/trade_shap/hypotheses/generator.py +290 -0
ml4t/diagnostic/evaluation/trade_shap/hypotheses/matcher.py +251 -0
ml4t/diagnostic/evaluation/trade_shap/hypotheses/templates.yaml +467 -0
ml4t/diagnostic/evaluation/trade_shap/models.py +386 -0
ml4t/diagnostic/evaluation/trade_shap/normalize.py +116 -0
ml4t/diagnostic/evaluation/trade_shap/pipeline.py +263 -0
ml4t/diagnostic/evaluation/trade_shap_dashboard.py +283 -0
ml4t/diagnostic/evaluation/trade_shap_diagnostics.py +588 -0
ml4t/diagnostic/evaluation/validated_cv.py +535 -0
ml4t/diagnostic/evaluation/visualization.py +1050 -0
ml4t/diagnostic/evaluation/volatility/__init__.py +45 -0
ml4t/diagnostic/evaluation/volatility/analysis.py +351 -0
ml4t/diagnostic/evaluation/volatility/arch.py +258 -0
ml4t/diagnostic/evaluation/volatility/garch.py +460 -0
ml4t/diagnostic/integration/__init__.py +48 -0
ml4t/diagnostic/integration/backtest_contract.py +671 -0
ml4t/diagnostic/integration/data_contract.py +316 -0
ml4t/diagnostic/integration/engineer_contract.py +226 -0
ml4t/diagnostic/logging/__init__.py +77 -0
ml4t/diagnostic/logging/logger.py +245 -0
ml4t/diagnostic/logging/performance.py +234 -0
ml4t/diagnostic/logging/progress.py +234 -0
ml4t/diagnostic/logging/wandb.py +412 -0
ml4t/diagnostic/metrics/__init__.py +9 -0
ml4t/diagnostic/metrics/percentiles.py +128 -0
ml4t/diagnostic/py.typed +1 -0
ml4t/diagnostic/reporting/__init__.py +43 -0
ml4t/diagnostic/reporting/base.py +130 -0
ml4t/diagnostic/reporting/html_renderer.py +275 -0
ml4t/diagnostic/reporting/json_renderer.py +51 -0
ml4t/diagnostic/reporting/markdown_renderer.py +117 -0
ml4t/diagnostic/results/AGENT.md +24 -0
ml4t/diagnostic/results/__init__.py +105 -0
ml4t/diagnostic/results/barrier_results/__init__.py +36 -0
ml4t/diagnostic/results/barrier_results/hit_rate.py +304 -0
ml4t/diagnostic/results/barrier_results/precision_recall.py +266 -0
ml4t/diagnostic/results/barrier_results/profit_factor.py +297 -0
ml4t/diagnostic/results/barrier_results/tearsheet.py +397 -0
ml4t/diagnostic/results/barrier_results/time_to_target.py +305 -0
ml4t/diagnostic/results/barrier_results/validation.py +38 -0
ml4t/diagnostic/results/base.py +177 -0
ml4t/diagnostic/results/event_results.py +349 -0
ml4t/diagnostic/results/feature_results.py +787 -0
ml4t/diagnostic/results/multi_signal_results.py +431 -0
ml4t/diagnostic/results/portfolio_results.py +281 -0
ml4t/diagnostic/results/sharpe_results.py +448 -0
ml4t/diagnostic/results/signal_results/__init__.py +74 -0
ml4t/diagnostic/results/signal_results/ic.py +581 -0
ml4t/diagnostic/results/signal_results/irtc.py +110 -0
ml4t/diagnostic/results/signal_results/quantile.py +392 -0
ml4t/diagnostic/results/signal_results/tearsheet.py +456 -0
ml4t/diagnostic/results/signal_results/turnover.py +213 -0
ml4t/diagnostic/results/signal_results/validation.py +147 -0
ml4t/diagnostic/signal/AGENT.md +17 -0
ml4t/diagnostic/signal/__init__.py +69 -0
ml4t/diagnostic/signal/_report.py +152 -0
ml4t/diagnostic/signal/_utils.py +261 -0
ml4t/diagnostic/signal/core.py +275 -0
ml4t/diagnostic/signal/quantile.py +148 -0
ml4t/diagnostic/signal/result.py +214 -0
ml4t/diagnostic/signal/signal_ic.py +129 -0
ml4t/diagnostic/signal/turnover.py +182 -0
ml4t/diagnostic/splitters/AGENT.md +19 -0
ml4t/diagnostic/splitters/__init__.py +36 -0
ml4t/diagnostic/splitters/base.py +501 -0
ml4t/diagnostic/splitters/calendar.py +421 -0
ml4t/diagnostic/splitters/calendar_config.py +91 -0
ml4t/diagnostic/splitters/combinatorial.py +1064 -0
ml4t/diagnostic/splitters/config.py +322 -0
ml4t/diagnostic/splitters/cpcv/__init__.py +57 -0
ml4t/diagnostic/splitters/cpcv/combinations.py +119 -0
ml4t/diagnostic/splitters/cpcv/partitioning.py +263 -0
ml4t/diagnostic/splitters/cpcv/purge_engine.py +379 -0
ml4t/diagnostic/splitters/cpcv/windows.py +190 -0
ml4t/diagnostic/splitters/group_isolation.py +329 -0
ml4t/diagnostic/splitters/persistence.py +316 -0
ml4t/diagnostic/splitters/utils.py +207 -0
ml4t/diagnostic/splitters/walk_forward.py +757 -0
ml4t/diagnostic/utils/__init__.py +42 -0
ml4t/diagnostic/utils/config.py +542 -0
ml4t/diagnostic/utils/dependencies.py +318 -0
ml4t/diagnostic/utils/sessions.py +127 -0
ml4t/diagnostic/validation/__init__.py +54 -0
ml4t/diagnostic/validation/dataframe.py +274 -0
ml4t/diagnostic/validation/returns.py +280 -0
ml4t/diagnostic/validation/timeseries.py +299 -0
ml4t/diagnostic/visualization/AGENT.md +19 -0
ml4t/diagnostic/visualization/__init__.py +223 -0
ml4t/diagnostic/visualization/backtest/__init__.py +98 -0
ml4t/diagnostic/visualization/backtest/cost_attribution.py +762 -0
ml4t/diagnostic/visualization/backtest/executive_summary.py +895 -0
ml4t/diagnostic/visualization/backtest/interactive_controls.py +673 -0
ml4t/diagnostic/visualization/backtest/statistical_validity.py +874 -0
ml4t/diagnostic/visualization/backtest/tearsheet.py +565 -0
ml4t/diagnostic/visualization/backtest/template_system.py +373 -0
ml4t/diagnostic/visualization/backtest/trade_plots.py +1172 -0
ml4t/diagnostic/visualization/barrier_plots.py +782 -0
ml4t/diagnostic/visualization/core.py +1060 -0
ml4t/diagnostic/visualization/dashboards/__init__.py +36 -0
ml4t/diagnostic/visualization/dashboards/base.py +582 -0
ml4t/diagnostic/visualization/dashboards/importance.py +801 -0
ml4t/diagnostic/visualization/dashboards/interaction.py +263 -0
ml4t/diagnostic/visualization/dashboards.py +43 -0
ml4t/diagnostic/visualization/data_extraction/__init__.py +48 -0
ml4t/diagnostic/visualization/data_extraction/importance.py +649 -0
ml4t/diagnostic/visualization/data_extraction/interaction.py +504 -0
ml4t/diagnostic/visualization/data_extraction/types.py +113 -0
ml4t/diagnostic/visualization/data_extraction/validation.py +66 -0
ml4t/diagnostic/visualization/feature_plots.py +888 -0
ml4t/diagnostic/visualization/interaction_plots.py +618 -0
ml4t/diagnostic/visualization/portfolio/__init__.py +41 -0
ml4t/diagnostic/visualization/portfolio/dashboard.py +514 -0
ml4t/diagnostic/visualization/portfolio/drawdown_plots.py +341 -0
ml4t/diagnostic/visualization/portfolio/returns_plots.py +487 -0
ml4t/diagnostic/visualization/portfolio/risk_plots.py +301 -0
ml4t/diagnostic/visualization/report_generation.py +1343 -0
ml4t/diagnostic/visualization/signal/__init__.py +103 -0
ml4t/diagnostic/visualization/signal/dashboard.py +911 -0
ml4t/diagnostic/visualization/signal/event_plots.py +514 -0
ml4t/diagnostic/visualization/signal/ic_plots.py +635 -0
ml4t/diagnostic/visualization/signal/multi_signal_dashboard.py +974 -0
ml4t/diagnostic/visualization/signal/multi_signal_plots.py +603 -0
ml4t/diagnostic/visualization/signal/quantile_plots.py +625 -0
ml4t/diagnostic/visualization/signal/turnover_plots.py +400 -0
ml4t/diagnostic/visualization/trade_shap/__init__.py +90 -0
ml4t_diagnostic-0.1.0a1.dist-info/METADATA +1044 -0
ml4t_diagnostic-0.1.0a1.dist-info/RECORD +242 -0
ml4t_diagnostic-0.1.0a1.dist-info/WHEEL +4 -0
ml4t_diagnostic-0.1.0a1.dist-info/licenses/LICENSE +21 -0

ml4t_diagnostic-0.1.0a1.dist-info/RECORD ADDED Viewed

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+MIT License
+Copyright (c) 2025 QuantLab
+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.