quantlite 1.0.2__tar.gz → 1.7.1__tar.gz

{quantlite-1.0.2/src/quantlite.egg-info → quantlite-1.7.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantlite
-Version: 1.0.2
+Version: 1.7.1
 Summary: A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite.
 Author-email: Prasant Sudhakaran <code@prasant.net>
 License: MIT License
@@ -54,6 +54,8 @@ Provides-Extra: yahoo
 Requires-Dist: yfinance>=0.2; extra == "yahoo"
 Provides-Extra: crypto
 Requires-Dist: ccxt>=4.0; extra == "crypto"
+Provides-Extra: stream
+Requires-Dist: ccxt>=4.0; extra == "stream"
 Provides-Extra: fred
 Requires-Dist: fredapi>=0.5; extra == "fred"
 Provides-Extra: plotly
@@ -72,11 +74,19 @@ Requires-Dist: plotly>=5.0; extra == "all"
 Requires-Dist: kaleido>=0.2; extra == "all"
 Requires-Dist: weasyprint>=60; extra == "all"
 Requires-Dist: hmmlearn>=0.3; extra == "all"
+Provides-Extra: docs
+Requires-Dist: mkdocs>=1.5; extra == "docs"
+Requires-Dist: mkdocs-material>=9.5; extra == "docs"
+Requires-Dist: mkdocstrings[python]>=0.24; extra == "docs"
 Provides-Extra: dev
 Requires-Dist: pytest>=7.0; extra == "dev"
+Requires-Dist: pytest-asyncio>=0.23; extra == "dev"
 Requires-Dist: ruff>=0.4; extra == "dev"
 Requires-Dist: mypy>=1.8; extra == "dev"
 Requires-Dist: pandas-stubs; extra == "dev"
+Requires-Dist: mkdocs>=1.5; extra == "dev"
+Requires-Dist: mkdocs-material>=9.5; extra == "dev"
+Requires-Dist: mkdocstrings[python]>=0.24; extra == "dev"
 Dynamic: license-file
 
 # QuantLite
@@ -114,6 +124,24 @@ Five lines. Fetch data, detect market regimes, build a regime-aware portfolio, b
 
 ---
 
+## The QuantLite Score
+
+An open, versioned, verifiable rating for trading track records. Raw Sharpe ratios are trivially gamed: test fifty variants and publish the winner, start the chart at the bottom of a drawdown, sell tail risk and post a 92% win rate. The QuantLite Score rates a track record on the statistics that are hard to game — deflated Sharpe, bootstrap robustness, tail risk, consistency — and flags the classic manipulation patterns.
+
+```python
+from quantlite.score import compute_score, verify_artifact
+
+result = compute_score(returns, n_trials=20)
+print(result.score, result.grade)          # e.g. 72.4 B
+
+payload = result.artifact.to_json()        # publish or store this
+assert verify_artifact(payload, returns)   # anyone can reproduce it bit for bit
+```
+
+Every score ships as a portable artifact with a SHA-256 content hash. Same returns, same parameters, same library version: same score, bit for bit. The methodology (QLS-1.0) is open and frozen per version — see [the specification](docs/score.md).
+
+---
+
 ## Visual Showcase
 
 ### Fat Tails vs Gaussian

{quantlite-1.0.2 → quantlite-1.7.1}/README.md

@@ -33,6 +33,24 @@ Five lines. Fetch data, detect market regimes, build a regime-aware portfolio, b
 
 ---
 
+## The QuantLite Score
+
+An open, versioned, verifiable rating for trading track records. Raw Sharpe ratios are trivially gamed: test fifty variants and publish the winner, start the chart at the bottom of a drawdown, sell tail risk and post a 92% win rate. The QuantLite Score rates a track record on the statistics that are hard to game — deflated Sharpe, bootstrap robustness, tail risk, consistency — and flags the classic manipulation patterns.
+
+```python
+from quantlite.score import compute_score, verify_artifact
+
+result = compute_score(returns, n_trials=20)
+print(result.score, result.grade)          # e.g. 72.4 B
+
+payload = result.artifact.to_json()        # publish or store this
+assert verify_artifact(payload, returns)   # anyone can reproduce it bit for bit
+```
+
+Every score ships as a portable artifact with a SHA-256 content hash. Same returns, same parameters, same library version: same score, bit for bit. The methodology (QLS-1.0) is open and frozen per version — see [the specification](docs/score.md).
+
+---
+
 ## Visual Showcase
 
 ### Fat Tails vs Gaussian

{quantlite-1.0.2 → quantlite-1.7.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quantlite"
-version = "1.0.2"
+version = "1.7.1"
 description = "A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite."
 requires-python = ">=3.9"
 license = { file = "LICENSE" }
@@ -48,16 +48,26 @@ dependencies = [
 [project.optional-dependencies]
 yahoo = ["yfinance>=0.2"]
 crypto = ["ccxt>=4.0"]
+stream = ["ccxt>=4.0"]
 fred = ["fredapi>=0.5"]
 plotly = ["plotly>=5.0", "kaleido>=0.2"]
 report = ["plotly>=5.0", "kaleido>=0.2"]
 pdf = ["weasyprint>=60"]
 all = ["yfinance>=0.2", "ccxt>=4.0", "fredapi>=0.5", "plotly>=5.0", "kaleido>=0.2", "weasyprint>=60", "hmmlearn>=0.3"]
+docs = [
+    "mkdocs>=1.5",
+    "mkdocs-material>=9.5",
+    "mkdocstrings[python]>=0.24",
+]
 dev = [
     "pytest>=7.0",
+    "pytest-asyncio>=0.23",
     "ruff>=0.4",
     "mypy>=1.8",
     "pandas-stubs",
+    "mkdocs>=1.5",
+    "mkdocs-material>=9.5",
+    "mkdocstrings[python]>=0.24",
 ]
 
 [project.urls]
@@ -76,3 +86,4 @@ disallow_untyped_defs = false
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]
+asyncio_mode = "auto"

quantlite-1.7.1/src/quantlite/__init__.py

@@ -0,0 +1,167 @@
+"""QuantLite: a fat-tail-native quantitative finance toolkit.
+
+Provides stochastic process generators, option and bond pricing,
+risk metrics, extreme value theory, fat-tailed distributions,
+portfolio optimisation, multi-asset backtesting, and
+Stephen Few-inspired visualisation.
+
+Submodules and public names are imported lazily (PEP 562): accessing
+``quantlite.run_backtest`` or ``quantlite.score`` imports the backing module
+on first use. This keeps light entry points light -- importing
+``quantlite.score`` does not pull in pandas or matplotlib -- while preserving
+the full ``from quantlite import X`` and ``quantlite.X`` public API.
+"""
+
+from __future__ import annotations
+
+import importlib
+from typing import Any
+
+__version__ = "1.7.1"
+
+# Public names mapped to the module that defines them, for lazy loading.
+_ATTR_SOURCES = {
+    # Data generation
+    "geometric_brownian_motion": "quantlite.data_generation",
+    "correlated_gbm": "quantlite.data_generation",
+    "ornstein_uhlenbeck": "quantlite.data_generation",
+    "merton_jump_diffusion": "quantlite.data_generation",
+    # Instruments
+    "black_scholes_call": "quantlite.instruments.option_pricing",
+    "black_scholes_put": "quantlite.instruments.option_pricing",
+    "black_scholes_greeks": "quantlite.instruments.option_pricing",
+    "bond_price": "quantlite.instruments.bond_pricing",
+    "bond_yield_to_maturity": "quantlite.instruments.bond_pricing",
+    # Metrics
+    "annualised_return": "quantlite.metrics",
+    "annualised_volatility": "quantlite.metrics",
+    "sharpe_ratio": "quantlite.metrics",
+    "max_drawdown": "quantlite.metrics",
+    # Backtesting
+    "run_backtest": "quantlite.backtesting",
+    "BacktestConfig": "quantlite.backtesting",
+    "BacktestContext": "quantlite.backtesting",
+    "BacktestResult": "quantlite.backtesting",
+    "RiskLimits": "quantlite.backtesting",
+    "SlippageModel": "quantlite.backtesting",
+    # Visualisation
+    "plot_time_series": "quantlite.visualisation",
+    # Dream API (pipeline)
+    "fetch": "quantlite.pipeline",
+    "detect_regimes": "quantlite.pipeline",
+    "construct_portfolio": "quantlite.pipeline",
+    "backtest": "quantlite.pipeline",
+    "tearsheet": "quantlite.pipeline",
+    # Streaming & alerts (v1.1)
+    "AlertManager": "quantlite.alerts",
+    "AlertRule": "quantlite.alerts",
+    "Alert": "quantlite.alerts",
+    "PriceStream": "quantlite.data.stream",
+    "PriceTick": "quantlite.data.stream",
+    "create_stream": "quantlite.data.stream",
+    "stream": "quantlite.data.stream",
+    "OnlineRegimeDetector": "quantlite.regimes.online",
+    "RegimeUpdate": "quantlite.regimes.online",
+}
+
+# Names whose attribute on the source module differs from the public name.
+_ALIASES = {"stream": "create_stream"}
+
+__all__ = [
+    # Data generation
+    "geometric_brownian_motion",
+    "correlated_gbm",
+    "ornstein_uhlenbeck",
+    "merton_jump_diffusion",
+    # Instruments
+    "black_scholes_call",
+    "black_scholes_put",
+    "black_scholes_greeks",
+    "bond_price",
+    "bond_yield_to_maturity",
+    # Metrics
+    "annualised_return",
+    "annualised_volatility",
+    "sharpe_ratio",
+    "max_drawdown",
+    # Backtesting
+    "run_backtest",
+    "BacktestConfig",
+    "BacktestContext",
+    "BacktestResult",
+    "RiskLimits",
+    "SlippageModel",
+    # Visualisation
+    "plot_time_series",
+    # Ergodicity economics
+    "ergodicity",
+    # Antifragility framework
+    "antifragile",
+    # Scenario engine
+    "scenarios",
+    # Strategy forensics
+    "forensics",
+    # Overfitting detection
+    "overfit",
+    # Resampled backtesting
+    "resample",
+    # Contagion metrics
+    "contagion",
+    # Network risk
+    "network",
+    # Diversification analysis
+    "diversification",
+    # Crypto-native risk
+    "crypto",
+    # Fat-tail Monte Carlo simulation
+    "simulation",
+    # Regime-aware integration
+    "regime_integration",
+    # Dream API (pipeline)
+    "fetch",
+    "detect_regimes",
+    "construct_portfolio",
+    "backtest",
+    "tearsheet",
+    # Streaming & alerts (v1.1)
+    "AlertManager",
+    "AlertRule",
+    "Alert",
+    "PriceStream",
+    "PriceTick",
+    "create_stream",
+    "stream",
+    "OnlineRegimeDetector",
+    "RegimeUpdate",
+    # Benchmarking (v1.5)
+    "benchmark",
+    # QuantLite Score (v1.6)
+    "score",
+]
+
+
+def __getattr__(name: str) -> Any:
+    """Lazily import a public name or submodule on first access (PEP 562).
+
+    Public names listed in ``__all__`` resolve to their defining module; any
+    other name is tried as a submodule, preserving the eager package's
+    behaviour of exposing ``quantlite.<submodule>`` without an explicit
+    import.
+    """
+    source = _ATTR_SOURCES.get(name)
+    if source is not None:
+        module = importlib.import_module(source)
+        value = getattr(module, _ALIASES.get(name, name))
+        globals()[name] = value
+        return value
+    try:
+        module = importlib.import_module(f"{__name__}.{name}")
+    except ModuleNotFoundError:
+        raise AttributeError(f"module {__name__!r} has no attribute {name!r}") from None
+    globals()[name] = module
+    return module
+
+
+def __dir__() -> list[str]:
+    """List the lazily exported names for tab completion and introspection."""
+    return sorted(__all__)