quantbt-engine 1.0.7__py3-none-any.whl

quantbt/__init__.py

@@ -0,0 +1,862 @@
+"""
+quantbt
+=======
+Vectorised Binance-Futures backtest SDK.
+
+Quick start
+-----------
+Single symbol::
+
+    from quantbt import BacktestEngine
+
+    bt = BacktestEngine(
+        Datetime        = df["Datetime"],
+        Position        = signal,          # pd.Series of weights
+        Close           = df["Close"],
+        fee             = 0.0004,
+        initial_capital = 20_000,
+        leverage        = 10,
+        hedge_type      = "signal_notional",
+        alloc_per_trade = 100_000,
+    )
+    bt.analyze()                           # text report + chart
+    result = bt.result                     # BacktestResult dataclass
+
+Multi-symbol portfolio::
+
+    from quantbt import MultiSymbolPortfolio
+
+    msp = MultiSymbolPortfolio(
+        positions  = {"BTC": pos_btc, "ETH": pos_eth},
+        closes     = {"BTC": close_btc, "ETH": close_eth},
+        datetime_index = common_dt,
+        mode       = "market_neutral",
+        asset_type = "crypto",
+    )
+    msp.analyze()
+
+Advanced — standalone metrics + plots::
+
+    from quantbt.metrics import full_report, sharpe, max_drawdown
+    from quantbt.viz     import quick_plot, tearsheet
+
+    rpt = full_report(result)
+    quick_plot(result, theme="light")
+    tearsheet(result)
+"""
+
+from importlib import import_module
+
+
+_LAZY_EXPORTS = {
+    **{
+        name: (".optimization", name)
+        for name in (
+            "CONSTRAINTS_USER_ATTR",
+            "ArbitrageGenericEvaluator",
+            "ArbitrageTrialOutput",
+            "CandidateSelector",
+            "GenericEndpointEvaluator",
+            "GridDCAGenericEvaluator",
+            "GridDCATrialOutput",
+            "JsonlOptimizationLogger",
+            "MissingOptimizationMetricError",
+            "MultiSeedOptimization",
+            "ObjectiveResult",
+            "OptionPackageGenericEvaluator",
+            "OptionTrialOutput",
+            "OptimizationConfig",
+            "OptimizationResult",
+            "OptimizationTrialRecord",
+            "OptunaOptimizer",
+            "PreparedIntrabarEvaluator",
+            "PreparedNativeEventStrategyEvaluator",
+            "PreparedPortfolioEvaluator",
+            "PreparedSignalEvaluator",
+            "ReportMetricObjective",
+            "RobustSelectionConfig",
+            "SamplerConfig",
+            "SearchSpaceInfo",
+            "SelectedCandidate",
+            "SharpeObjective",
+            "SingleObjectiveEarlyStopping",
+            "TrialEvaluator",
+            "build_grid_search_space",
+            "build_sampler",
+            "constraints_feasible",
+            "constraints_from_trial",
+            "max_drawdown_constraint",
+            "max_margin_utilization_constraint",
+            "max_rejection_rate_constraint",
+            "max_turnover_constraint",
+            "metric_from_result",
+            "metrics_from_result",
+            "min_trades_constraint",
+            "result_full_report",
+            "search_space_info",
+            "set_trial_constraints",
+            "stable_params_key",
+            "suggest_parameter",
+            "suggest_params",
+        )
+    },
+    **{
+        name: (".walkforward", name)
+        for name in (
+            "DuplicatePruner",
+            "EarlyStoppingCallback",
+            "WalkForwardBenchmarkSnapshot",
+            "WalkForwardCompatibilityEntry",
+            "WalkForwardConfig",
+            "WalkForwardEngine",
+            "WalkForwardFold",
+            "WalkForwardResult",
+            "WalkForwardTrialRecord",
+            "benchmark_walkforward_kernels",
+            "logging_callback",
+            "score_strategy_output",
+            "select_full_sample_robust_record",
+            "select_is_plateau_robust_record",
+            "select_is_only_robust_record",
+            "select_flat_minima_record",
+            "stationary_bootstrap_sharpes",
+            "synthetic_walkforward_sharpes",
+            "stitch_oos_outputs",
+            "strategy_return_series",
+            "trade_frequency_penalty",
+            "validate_param_ranges",
+            "volatility_regime_labels",
+            "validate_walkforward_strategy_output",
+            "walkforward_support_matrix",
+        )
+    },
+    "quick_plot": (".viz", "quick_plot"),
+    "tearsheet": (".viz", "tearsheet"),
+    "apply_theme": (".viz", "apply_theme"),
+    **{
+        name: (".reporting", name)
+        for name in (
+            "build_arbitrage_domain_audit",
+            "build_native_nautilus_parity_report",
+            "build_nautilus_certification_profile",
+            "build_nautilus_depth_execution_report",
+            "build_nautilus_depth_parity_summary",
+            "build_nautilus_pct_equity_diagnostic",
+            "build_portfolio_domain_audit",
+            "build_portfolio_nautilus_position_report",
+            "build_portfolio_nautilus_validation_report",
+            "compare_native_arbitrage_results",
+            "export_nautilus_report_bundle",
+            "NautilusToleranceProfile",
+            "summarize_native_nautilus_parity_report",
+            "write_nautilus_certification_artifacts",
+        )
+    },
+}
+
+
+def __getattr__(name: str):
+    """Resolve optional/heavy public exports on first use."""
+
+    try:
+        module_name, attribute_name = _LAZY_EXPORTS[name]
+    except KeyError as exc:  # pragma: no cover - normal Python attribute error
+        raise AttributeError(name) from exc
+    value = getattr(import_module(module_name, __name__), attribute_name)
+    globals()[name] = value
+    return value
+
+
+def __dir__():
+    return sorted(set(globals()) | set(_LAZY_EXPORTS))
+
+
+from .backtester import BacktestEngine
+from .portfolio  import MultiSymbolPortfolio
+from .endpoint import (
+    EndpointConfig,
+    NativeEventProfile,
+    PreparedIntrabarRunner,
+    PreparedNativeEventStrategyRunner,
+    QuantBTEndpoint,
+    QuantBTPreparedContext,
+    format_metrics_report,
+)
+from .engines import BacktestEngineV2, EventDrivenBacktestEngine, OptionBacktestEngine, PortfolioBacktestEngine
+from .backends   import (
+    NativeEventBackend,
+    NativeEventConfig,
+    NativeEventScoreRequirements,
+    NativeOptionBackend,
+    NativeOptionConfig,
+    NativePortfolioBackend,
+    NativePortfolioConfig,
+    NativeVectorizedBackend,
+    NativeVectorizedConfig,
+    OptionSettlementEvent,
+    RustBatchedAuditResult,
+    RustBatchedChunkResult,
+    RustBatchedRunner,
+    RustBatchedScoreResult,
+    RustBatchedSession,
+)
+from .adapters.nautilus import NautilusBacktestEngine
+from .core.types import BacktestResult
+from .core.results import (
+    BacktestResultV2,
+    NativeAccountingArrays,
+    NativeEventScalarScoreResult,
+    NativeEventScoreResult,
+    OptionBacktestResult,
+)
+from .core.execution_contract import (
+    EXECUTION_CONTRACT_REGISTRY,
+    AmbiguityPolicy,
+    ExecutionContract,
+    FillPhase,
+    FundingPhase,
+    IntrabarSameBarPolicy,
+    LiquidationPriority,
+    MarketFillPolicy,
+    SignalPhase,
+    StopGapPolicy,
+    TakeProfitGapPolicy,
+    TrailingUpdatePhase,
+    get_execution_contract,
+)
+from .core.market_tape import MarketValidationCertificate, PreparedMarketTape, prepare_market_tape
+from .core.intrabar_reference import (
+    IntrabarEventFlag,
+    IntrabarFill,
+    IntrabarFillReason,
+    IntrabarIntentTape,
+    IntrabarLevelMode,
+    IntrabarReferenceResult,
+    IntrabarSizingMode,
+    run_intrabar_reference,
+)
+from .core.intrabar_session import (
+    EntryPositionPolicy,
+    IntrabarSessionTape,
+    ProtectiveExitReentryPolicy,
+    SessionCounterBasis,
+    SessionExecutionPolicy,
+)
+from .core.intrabar_kernel import (
+    FillReplayTape,
+    NativeFillReplayResult,
+    NativeIntrabarKernelResult,
+    run_fill_replay_kernel,
+    run_intrabar_kernel,
+    run_intrabar_session_kernel,
+)
+from .core.certification import (
+    AlphaExecutionClassification,
+    CertificationLevel,
+    alpha_report_markdown,
+    build_alpha_certification_report,
+    certify_result_metadata,
+    classify_alpha_source,
+    scan_alpha_directory,
+)
+from .core.native_event_capabilities import (
+    NATIVE_EVENT_CAPABILITY_MATRIX,
+    NATIVE_EVENT_CAPABILITY_MATRIX_VERSION,
+    capability_matrix_fingerprint,
+    native_event_capability_matrix,
+    normalize_native_event_capabilities,
+    validate_native_event_capability_matrix,
+)
+from .core.native_event_parity import (
+    DEFAULT_NUMERIC_ATOL,
+    NativeEventParityCertificate,
+    NativeEventParityError,
+    assert_native_event_full_parity,
+)
+from .core.orders import (
+    BasketIntent,
+    Fill,
+    OrderAction,
+    OrderActivationPolicy,
+    OrderCommand,
+    OrderIntent,
+    Trade,
+    order_intents_to_lifecycle_commands,
+)
+from .core.reactive import (
+    NativeActiveOrderSnapshot,
+    NativeCommandBatch,
+    NativeEventStrategy,
+    NativeEventStrategyError,
+    NativeEventStrategyProtocol,
+    NativeFillEvent,
+    NativeOrderEvent,
+    NativeStrategyContext,
+)
+from .core.basket import FrozenBasketPlan, build_frozen_basket_orders
+from .core.execution_depth import (
+    NautilusExecutionDepthConfig,
+    PackageDepthPreflightResult,
+    SUPPORTED_DEPTH_MODELS,
+    l2_replay_available,
+    simulate_nautilus_order_package_depth,
+)
+from .core.structured_orders import (
+    BracketOrderSpec,
+    DcaGridSpec,
+    StructuredOrderPlan,
+    build_bracket_order_plan,
+    build_dca_grid_order_plan,
+)
+from .core.arbitrage import (
+    ArbExecutionPolicy,
+    ArbitrageLeg,
+    ArbitragePlan,
+    ArbitrageSpec,
+    ArbitrageType,
+    BasisArbitrageSpec,
+    CalendarSpreadSpec,
+    ContractType,
+    CarryModel,
+    CarryModelKind,
+    CostModel,
+    CostModelKind,
+    CrossExchangeArbSpec,
+    FundingArbitrageSpec,
+    HedgePolicy,
+    HedgePolicyKind,
+    IndexBasketArbSpec,
+    LifecycleModel,
+    LifecycleModelKind,
+    MarginModel,
+    MarginModelKind,
+    OptionsVolArbSpec,
+    PackageExecutionKind,
+    PackageRejection,
+    SignalModel,
+    SignalModelKind,
+    SizingPolicy,
+    SizingPolicyKind,
+    SpotPerpCashCarrySpec,
+    SpreadFormula,
+    SpreadFormulaKind,
+    StatArbPairSpec,
+    TriangularArbSpec,
+    build_arbitrage_order_plan,
+    round_down_to_step,
+)
+from .core.constraints import QuantityConstraints, build_quantity_constraints, quantize_signed_quantity
+from .core.schema import (
+    AccountConfig,
+    AssetType,
+    BasketExecutionPolicy,
+    BasketLegSpec,
+    BasketSpec,
+    ExecutionConfig,
+    FeeModel,
+    FillPricePolicy,
+    InstrumentSpec,
+    LiquiditySide,
+    MarginMode,
+    OmsMode,
+    OrderSide,
+    OrderType,
+    SameBarPolicy,
+    SignalSpec,
+    TimeInForce,
+)
+from .core.portfolio import (
+    LEGACY_PORTFOLIO_MODES,
+    LEGACY_PORTFOLIO_SIZING_MODES,
+    NATIVE_PORTFOLIO_ROADMAP_SIZING_MODES,
+    NATIVE_PORTFOLIO_SUPPORTED_SIZING_MODES,
+    PortfolioDomainSpec,
+    PortfolioMode,
+    PortfolioRebalancePolicy,
+    PortfolioSizingMode,
+    normalize_portfolio_mode,
+    normalize_portfolio_sizing_mode,
+    normalize_rebalance_policy,
+    portfolio_capability_matrix,
+    validate_portfolio_result_contract,
+)
+from .options import (
+    CANONICAL_OPTION_CHAIN_COLUMNS,
+    ExerciseStyle,
+    ExternalOptionMarginValidator,
+    GammaScalpingConfig,
+    HedgeDecision,
+    HedgePathResult,
+    IVStatus,
+    ImpliedVolResult,
+    InstrumentRegistrySignature,
+    OptionDecisionFillPolicy,
+    OptionDepthFidelity,
+    OptionExecutionConfig,
+    OptionFeeResult,
+    OptionFeeSchedule,
+    OptionGreeks,
+    OptionHedgeConfig,
+    OptionHedgePolicyType,
+    OptionInstrumentRegistry,
+    OptionInstrumentSpec,
+    OptionKind,
+    OptionLimitFidelity,
+    OptionLiquidationAudit,
+    OptionMarginConfig,
+    OptionMarginModel,
+    OptionMarginRequirement,
+    OptionPackageExecutionPolicy,
+    OptionPackageExecutionResult,
+    OptionPackageIntent,
+    OptionPackageLeg,
+    OptionLedger,
+    OptionPosition,
+    OptionPreparedRunCache,
+    OptionSelection,
+    OptionSelectionFilters,
+    OptionSettlementRepresentation,
+    OptionSettlementResult,
+    OptionStrategyRun,
+    OptionTapeSignature,
+    OptionVenueConvention,
+    PremiumConvention,
+    PreparedOptionTape,
+    SettlementStyle,
+    SurfaceDiagnostics,
+    TotalVarianceSurface,
+    YEAR_NS,
+    available_option_rows,
+    binance_european_options_convention,
+    black76_intrinsic,
+    black76_parity_residual,
+    black76_parity_value,
+    black76_price,
+    build_gamma_scalping_strategy_run,
+    butterfly,
+    calculate_option_fee,
+    calculate_option_margin,
+    calendar,
+    collar,
+    compile_option_package_orders,
+    condor,
+    covered_call,
+    deribit_inverse_option_convention,
+    deribit_inverse_fee_schedule,
+    deribit_linear_usdc_option_convention,
+    deribit_linear_usdc_fee_schedule,
+    implied_vol_black76,
+    implied_vol_inverse_black76_base,
+    inverse_black76_greeks_base,
+    inverse_black76_greeks_quote,
+    inverse_black76_intrinsic_base,
+    inverse_black76_parity_residual_base,
+    inverse_black76_parity_value_base,
+    inverse_black76_price_base,
+    linear_black76_greeks,
+    compute_net_option_delta,
+    execute_option_package,
+    hedge_decision,
+    liquidate_option_positions,
+    long_call,
+    long_put,
+    option_expiry_payoff_per_unit,
+    option_package_cache_key,
+    prepare_option_tape,
+    risk_reversal,
+    run_delta_hedge_path,
+    scale_greeks_to_reporting_currency,
+    select_atm_option,
+    select_target_delta_option,
+    select_target_dte_option,
+    select_target_moneyness_option,
+    settle_option_expiry,
+    short_call,
+    short_put,
+    straddle,
+    strangle,
+    vertical,
+    validate_option_chain_frame,
+)
+
+from .metrics import (
+    full_report,
+    sharpe,
+    sortino,
+    calmar,
+    omega,
+    cagr,
+    total_return,
+    max_drawdown,
+    max_drawdown_pct,
+    hitrate,
+    profit_factor,
+    rolling_sharpe,
+    rolling_drawdown,
+    option_attribution_report,
+    option_report_bundle,
+    option_run_manifest,
+)
+
+
+__version__ = "1.0.7"
+__author__  = "quantbt"
+
+__all__ = [
+    # engines
+    "BacktestEngine",
+    "BacktestEngineV2",
+    "EndpointConfig",
+    "EventDrivenBacktestEngine",
+    "MultiSymbolPortfolio",
+    "NautilusBacktestEngine",
+    "NativeEventBackend",
+    "NativeEventConfig",
+    "NativeEventScoreRequirements",
+    "NativeAccountingArrays",
+    "NativeEventProfile",
+    "NativeActiveOrderSnapshot",
+    "NativeCommandBatch",
+    "NativeEventScoreResult",
+    "NativeEventScalarScoreResult",
+    "NativeEventParityCertificate",
+    "NativeEventParityError",
+    "NativeEventStrategyError",
+    "NativeEventStrategy",
+    "NativeEventStrategyProtocol",
+    "NativeFillEvent",
+    "NativeOrderEvent",
+    "NativeStrategyContext",
+    "NativeOptionBackend",
+    "NativeOptionConfig",
+    "NativePortfolioBackend",
+    "NativePortfolioConfig",
+    "NativeVectorizedBackend",
+    "NativeVectorizedConfig",
+    "OptionBacktestEngine",
+    "OptionBacktestResult",
+    "OptionSettlementEvent",
+    "NautilusExecutionDepthConfig",
+    "PackageDepthPreflightResult",
+    "PortfolioBacktestEngine",
+    "PortfolioDomainSpec",
+    "PortfolioMode",
+    "PortfolioRebalancePolicy",
+    "PortfolioSizingMode",
+    "QuantBTEndpoint",
+    "PreparedNativeEventStrategyRunner",
+    "QuantBTPreparedContext",
+    "format_metrics_report",
+    "CANONICAL_OPTION_CHAIN_COLUMNS",
+    "ExerciseStyle",
+    "ExternalOptionMarginValidator",
+    "GammaScalpingConfig",
+    "HedgeDecision",
+    "HedgePathResult",
+    "IVStatus",
+    "ImpliedVolResult",
+    "InstrumentRegistrySignature",
+    "OptionDecisionFillPolicy",
+    "OptionDepthFidelity",
+    "OptionExecutionConfig",
+    "OptionFeeResult",
+    "OptionFeeSchedule",
+    "OptionGreeks",
+    "OptionHedgeConfig",
+    "OptionHedgePolicyType",
+    "OptionInstrumentRegistry",
+    "OptionInstrumentSpec",
+    "OptionKind",
+    "OptionLimitFidelity",
+    "OptionLiquidationAudit",
+    "OptionMarginConfig",
+    "OptionMarginModel",
+    "OptionMarginRequirement",
+    "OptionPackageExecutionPolicy",
+    "OptionPackageExecutionResult",
+    "OptionPackageIntent",
+    "OptionPackageLeg",
+    "OptionLedger",
+    "OptionPosition",
+    "OptionPreparedRunCache",
+    "OptionSelection",
+    "OptionSelectionFilters",
+    "OptionSettlementRepresentation",
+    "OptionSettlementResult",
+    "OptionStrategyRun",
+    "OptionTapeSignature",
+    "OptionVenueConvention",
+    "PremiumConvention",
+    "PreparedOptionTape",
+    "SettlementStyle",
+    "SurfaceDiagnostics",
+    "TotalVarianceSurface",
+    "YEAR_NS",
+    "available_option_rows",
+    "binance_european_options_convention",
+    "black76_intrinsic",
+    "black76_parity_residual",
+    "black76_parity_value",
+    "black76_price",
+    "build_gamma_scalping_strategy_run",
+    "butterfly",
+    "calculate_option_fee",
+    "calculate_option_margin",
+    "calendar",
+    "collar",
+    "compile_option_package_orders",
+    "condor",
+    "covered_call",
+    "deribit_inverse_option_convention",
+    "deribit_inverse_fee_schedule",
+    "deribit_linear_usdc_option_convention",
+    "deribit_linear_usdc_fee_schedule",
+    "implied_vol_black76",
+    "implied_vol_inverse_black76_base",
+    "inverse_black76_greeks_base",
+    "inverse_black76_greeks_quote",
+    "inverse_black76_intrinsic_base",
+    "inverse_black76_parity_residual_base",
+    "inverse_black76_parity_value_base",
+    "inverse_black76_price_base",
+    "linear_black76_greeks",
+    "long_call",
+    "long_put",
+    "compute_net_option_delta",
+    "execute_option_package",
+    "hedge_decision",
+    "liquidate_option_positions",
+    "option_expiry_payoff_per_unit",
+    "option_package_cache_key",
+    "prepare_option_tape",
+    "risk_reversal",
+    "run_delta_hedge_path",
+    "scale_greeks_to_reporting_currency",
+    "select_atm_option",
+    "select_target_delta_option",
+    "select_target_dte_option",
+    "select_target_moneyness_option",
+    "settle_option_expiry",
+    "short_call",
+    "short_put",
+    "straddle",
+    "strangle",
+    "vertical",
+    "validate_option_chain_frame",
+    "option_attribution_report",
+    "option_report_bundle",
+    "option_run_manifest",
+    "LEGACY_PORTFOLIO_MODES",
+    "LEGACY_PORTFOLIO_SIZING_MODES",
+    "NATIVE_PORTFOLIO_ROADMAP_SIZING_MODES",
+    "NATIVE_PORTFOLIO_SUPPORTED_SIZING_MODES",
+    "build_arbitrage_domain_audit",
+    "build_native_nautilus_parity_report",
+    "build_nautilus_certification_profile",
+    "build_nautilus_depth_execution_report",
+    "build_nautilus_depth_parity_summary",
+    "build_nautilus_pct_equity_diagnostic",
+    "build_portfolio_domain_audit",
+    "build_portfolio_nautilus_position_report",
+    "build_portfolio_nautilus_validation_report",
+    "compare_native_arbitrage_results",
+    "export_nautilus_report_bundle",
+    "NautilusToleranceProfile",
+    "summarize_native_nautilus_parity_report",
+    "write_nautilus_certification_artifacts",
+    "WalkForwardConfig",
+    "WalkForwardEngine",
+    "WalkForwardFold",
+    "WalkForwardResult",
+    "WalkForwardTrialRecord",
+    "WalkForwardBenchmarkSnapshot",
+    "WalkForwardCompatibilityEntry",
+    "EarlyStoppingCallback",
+    "DuplicatePruner",
+    "CONSTRAINTS_USER_ATTR",
+    "JsonlOptimizationLogger",
+    "MultiSeedOptimization",
+    "ObjectiveResult",
+    "OptimizationConfig",
+    "OptimizationResult",
+    "OptimizationTrialRecord",
+    "OptunaOptimizer",
+    "RobustSelectionConfig",
+    "SamplerConfig",
+    "SearchSpaceInfo",
+    "SingleObjectiveEarlyStopping",
+    "TrialEvaluator",
+    "build_grid_search_space",
+    "build_sampler",
+    "constraints_from_trial",
+    "search_space_info",
+    "set_trial_constraints",
+    "stable_params_key",
+    "suggest_parameter",
+    "suggest_params",
+    "benchmark_walkforward_kernels",
+    "logging_callback",
+    "score_strategy_output",
+    "select_flat_minima_record",
+    "select_full_sample_robust_record",
+    "select_is_only_robust_record",
+    "select_is_plateau_robust_record",
+    "stationary_bootstrap_sharpes",
+    "synthetic_walkforward_sharpes",
+    "stitch_oos_outputs",
+    "strategy_return_series",
+    "trade_frequency_penalty",
+    "validate_param_ranges",
+    "volatility_regime_labels",
+    "validate_walkforward_strategy_output",
+    "walkforward_support_matrix",
+    "BacktestResult",
+    "BacktestResultV2",
+    "BracketOrderSpec",
+    "AccountConfig",
+    "AlphaExecutionClassification",
+    "DEFAULT_NUMERIC_ATOL",
+    "NATIVE_EVENT_CAPABILITY_MATRIX",
+    "NATIVE_EVENT_CAPABILITY_MATRIX_VERSION",
+    "AmbiguityPolicy",
+    "ArbExecutionPolicy",
+    "ArbitrageLeg",
+    "ArbitragePlan",
+    "ArbitrageSpec",
+    "ArbitrageType",
+    "AssetType",
+    "BasisArbitrageSpec",
+    "BasketExecutionPolicy",
+    "BasketIntent",
+    "BasketLegSpec",
+    "BasketSpec",
+    "CalendarSpreadSpec",
+    "CertificationLevel",
+    "CarryModel",
+    "CarryModelKind",
+    "ContractType",
+    "CostModel",
+    "CostModelKind",
+    "CrossExchangeArbSpec",
+    "DcaGridSpec",
+    "EXECUTION_CONTRACT_REGISTRY",
+    "ExecutionConfig",
+    "ExecutionContract",
+    "FeeModel",
+    "Fill",
+    "FillReplayTape",
+    "FillPricePolicy",
+    "FillPhase",
+    "FundingPhase",
+    "FundingArbitrageSpec",
+    "FrozenBasketPlan",
+    "HedgePolicy",
+    "HedgePolicyKind",
+    "IndexBasketArbSpec",
+    "InstrumentSpec",
+    "IntrabarEventFlag",
+    "IntrabarFill",
+    "IntrabarFillReason",
+    "IntrabarIntentTape",
+    "IntrabarLevelMode",
+    "IntrabarReferenceResult",
+    "IntrabarSessionTape",
+    "IntrabarSizingMode",
+    "IntrabarSameBarPolicy",
+    "EntryPositionPolicy",
+    "ProtectiveExitReentryPolicy",
+    "SessionCounterBasis",
+    "SessionExecutionPolicy",
+    "LifecycleModel",
+    "LifecycleModelKind",
+    "LiquiditySide",
+    "LiquidationPriority",
+    "MarginMode",
+    "MarginModel",
+    "MarginModelKind",
+    "MarketFillPolicy",
+    "MarketValidationCertificate",
+    "NativeFillReplayResult",
+    "NativeIntrabarKernelResult",
+    "OmsMode",
+    "OrderAction",
+    "OrderActivationPolicy",
+    "OrderCommand",
+    "OrderIntent",
+    "OrderSide",
+    "OrderType",
+    "QuantityConstraints",
+    "OptionsVolArbSpec",
+    "PackageExecutionKind",
+    "PackageRejection",
+    "PreparedMarketTape",
+    "PreparedIntrabarRunner",
+    "SameBarPolicy",
+    "SignalModel",
+    "SignalModelKind",
+    "SignalSpec",
+    "SignalPhase",
+    "SizingPolicy",
+    "SizingPolicyKind",
+    "SpotPerpCashCarrySpec",
+    "SpreadFormula",
+    "SpreadFormulaKind",
+    "StatArbPairSpec",
+    "StopGapPolicy",
+    "StructuredOrderPlan",
+    "TakeProfitGapPolicy",
+    "TimeInForce",
+    "Trade",
+    "TrailingUpdatePhase",
+    "TriangularArbSpec",
+    "alpha_report_markdown",
+    "build_arbitrage_order_plan",
+    "build_alpha_certification_report",
+    "build_bracket_order_plan",
+    "build_quantity_constraints",
+    "build_dca_grid_order_plan",
+    "build_frozen_basket_orders",
+    "certify_result_metadata",
+    "classify_alpha_source",
+    "get_execution_contract",
+    "order_intents_to_lifecycle_commands",
+    "prepare_market_tape",
+    "normalize_portfolio_mode",
+    "normalize_portfolio_sizing_mode",
+    "normalize_rebalance_policy",
+    "portfolio_capability_matrix",
+    "quantize_signed_quantity",
+    "round_down_to_step",
+    "assert_native_event_full_parity",
+    "capability_matrix_fingerprint",
+    "native_event_capability_matrix",
+    "normalize_native_event_capabilities",
+    "validate_native_event_capability_matrix",
+    "run_fill_replay_kernel",
+    "run_intrabar_kernel",
+    "run_intrabar_session_kernel",
+    "run_intrabar_reference",
+    "scan_alpha_directory",
+    "SUPPORTED_DEPTH_MODELS",
+    "l2_replay_available",
+    "simulate_nautilus_order_package_depth",
+    "validate_portfolio_result_contract",
+    # metrics
+    "full_report",
+    "sharpe",
+    "sortino",
+    "calmar",
+    "omega",
+    "cagr",
+    "total_return",
+    "max_drawdown",
+    "max_drawdown_pct",
+    "hitrate",
+    "profit_factor",
+    "rolling_sharpe",
+    "rolling_drawdown",
+    # viz
+    "quick_plot",
+    "tearsheet",
+    "apply_theme",
+]