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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 99from .engine import BacktestEngine
1010from .event_driven import BacktestEngine as EventDrivenBacktestEngine
1111from .event_driven import (
12- DataHandler ,
13- EventQueue ,
14- EventType ,
15- Fill ,
16- FillEvent ,
17- HistoricalDataHandler ,
18- MarketDataEvent ,
19- MarketSimulator ,
20- Order ,
21- OrderEvent ,
22- OrderStatus ,
23- OrderType ,
24- SignalEvent ,
25- SimpleMovingAverageStrategy ,
26- Strategy ,
12+ DataHandler ,
13+ EventQueue ,
14+ EventType ,
15+ Fill ,
16+ FillEvent ,
17+ HistoricalDataHandler ,
18+ MarketDataEvent ,
19+ MarketSimulator ,
20+ Order ,
21+ OrderEvent ,
22+ OrderStatus ,
23+ OrderType ,
24+ SignalEvent ,
25+ SimpleMovingAverageStrategy ,
26+ Strategy ,
2727)
2828from .event_driven import Portfolio as EventDrivenPortfolio
2929from .events import (
30- Event ,
31- EventDispatcher ,
32- EventHandler ,
33- FillStatus ,
34- MarketEvent ,
35- OrderSide ,
36- SignalType ,
30+ Event ,
31+ EventDispatcher ,
32+ EventHandler ,
33+ FillStatus ,
34+ MarketEvent ,
35+ OrderSide ,
36+ SignalType ,
3737)
3838from .events import EventQueue as EventQueueV2
3939from .events import EventType as EventTypeV2
4242from .events import OrderType as OrderTypeV2
4343from .events import SignalEvent as SignalEventV2
4444from .market_simulator import (
45- AssetClassCostModel ,
46- LinearSlippageModel ,
47- MarketState ,
48- SlippageModel ,
49- SquareRootSlippageModel ,
45+ AssetClassCostModel ,
46+ LinearSlippageModel ,
47+ MarketState ,
48+ SlippageModel ,
49+ SquareRootSlippageModel ,
5050)
5151from .market_simulator import MarketSimulator as MarketSimulatorV2
5252from .order_management import (
53- BracketOrderBuilder ,
54- OrderManager ,
55- OrderValidator ,
56- PositionTracker ,
57- TimeInForce ,
53+ BracketOrderBuilder ,
54+ OrderManager ,
55+ OrderValidator ,
56+ PositionTracker ,
57+ TimeInForce ,
5858)
5959from .order_management import Order as OrderV2
6060from .order_management import OrderStatus as OrderStatusV2
6161from .performance_analytics import (
62- PerformanceAnalyzer ,
63- PerformanceMetrics ,
64- RollingPerformanceAnalyzer ,
62+ PerformanceAnalyzer ,
63+ PerformanceMetrics ,
64+ RollingPerformanceAnalyzer ,
6565)
6666
6767# Alias
Original file line number Diff line number Diff line change 55"""
66
77from .core import (
8- POV ,
9- TWAP ,
10- VWAP ,
11- AdaptiveExecution ,
12- ExecutionAnalyzer ,
13- ImplementationShortfall ,
8+ POV ,
9+ TWAP ,
10+ VWAP ,
11+ AdaptiveExecution ,
12+ ExecutionAnalyzer ,
13+ ImplementationShortfall ,
1414)
1515
1616__all__ = [
Original file line number Diff line number Diff line change 33"""
44
55from .core import (
6- AlphaCapture ,
7- APTModel ,
8- CustomFactorModel ,
9- FactorRiskDecomposition ,
10- FamaFrenchModel ,
6+ AlphaCapture ,
7+ APTModel ,
8+ CustomFactorModel ,
9+ FactorRiskDecomposition ,
10+ FamaFrenchModel ,
1111)
1212
1313# Aliases
Original file line number Diff line number Diff line change 55"""
66
77from .core import (
8- EnsemblePredictor ,
9- FeatureEngineer ,
10- LSTMPredictor ,
11- ModelEvaluator ,
12- create_ml_models ,
13- prepare_data_for_lstm ,
8+ EnsemblePredictor ,
9+ FeatureEngineer ,
10+ LSTMPredictor ,
11+ ModelEvaluator ,
12+ create_ml_models ,
13+ prepare_data_for_lstm ,
1414)
1515from .deployment import (
16- AutoRetrainer ,
17- ModelDeploymentPipeline ,
18- ModelMonitor ,
19- ModelRegistry ,
16+ AutoRetrainer ,
17+ ModelDeploymentPipeline ,
18+ ModelMonitor ,
19+ ModelRegistry ,
2020)
2121from .feature_engineering import (
22- BaseFeatureGenerator ,
23- ComprehensiveFeatureEngineer ,
24- FeatureConfig ,
25- FeatureSelector ,
22+ BaseFeatureGenerator ,
23+ ComprehensiveFeatureEngineer ,
24+ FeatureConfig ,
25+ FeatureSelector ,
2626)
2727
2828# Import from the unified ml models directory
2929from .models import (
30- GRUModel ,
31- LSTMModel ,
32- ModelConfig ,
33- ModelFactory ,
34- ModelTrainer ,
35- TraditionalMLModel ,
36- TransformerModel ,
30+ GRUModel ,
31+ LSTMModel ,
32+ ModelConfig ,
33+ ModelFactory ,
34+ ModelTrainer ,
35+ TraditionalMLModel ,
36+ TransformerModel ,
3737)
3838from .validation import (
39- CombinatorialPurgedCV ,
40- ModelSelector ,
41- PurgedCrossValidator ,
42- TimeSeriesValidator ,
43- WalkForwardValidator ,
39+ CombinatorialPurgedCV ,
40+ ModelSelector ,
41+ PurgedCrossValidator ,
42+ TimeSeriesValidator ,
43+ WalkForwardValidator ,
4444)
4545
4646# Aliases for backward compatibility and institutional standards
Original file line number Diff line number Diff line change 33"""
44
55from .core import (
6- BaseFinancialModel ,
7- EnsembleModel ,
8- GRUModel ,
9- LSTMModel ,
10- ModelConfig ,
11- ModelFactory ,
12- ModelResult ,
13- ModelTrainer ,
14- TraditionalMLModel ,
15- TransformerModel ,
6+ BaseFinancialModel ,
7+ EnsembleModel ,
8+ GRUModel ,
9+ LSTMModel ,
10+ ModelConfig ,
11+ ModelFactory ,
12+ ModelResult ,
13+ ModelTrainer ,
14+ TraditionalMLModel ,
15+ TransformerModel ,
1616)
1717
1818__all__ = [
Original file line number Diff line number Diff line change 66"""
77
88from .advanced_signals import (
9- calculate_z_score ,
10- fractional_difference ,
11- get_half_life ,
12- hurst_exponent ,
13- information_coefficient ,
9+ calculate_z_score ,
10+ fractional_difference ,
11+ get_half_life ,
12+ hurst_exponent ,
13+ information_coefficient ,
1414)
1515from .high_frequency import (
16- HFTSignalGenerator ,
17- LatencyArbitrage ,
18- LiquidityProvision ,
19- MarketMaking ,
20- MicropriceEstimator ,
16+ HFTSignalGenerator ,
17+ LatencyArbitrage ,
18+ LiquidityProvision ,
19+ MarketMaking ,
20+ MicropriceEstimator ,
2121)
2222from .market_microstructure import (
23- MarketImpactModel ,
24- OrderFlowImbalance ,
25- RealizedVolatility ,
26- TickDataAnalyzer ,
27- VolumeWeightedSpread ,
23+ MarketImpactModel ,
24+ OrderFlowImbalance ,
25+ RealizedVolatility ,
26+ TickDataAnalyzer ,
27+ VolumeWeightedSpread ,
2828)
2929from .regime_detection import (
30- HiddenMarkovModel ,
31- MarketStateClassifier ,
32- RegimeSwitchingModel ,
33- StructuralBreakDetection ,
34- VolatilityRegimeDetector ,
30+ HiddenMarkovModel ,
31+ MarketStateClassifier ,
32+ RegimeSwitchingModel ,
33+ StructuralBreakDetection ,
34+ VolatilityRegimeDetector ,
3535)
3636from .statistical_arbitrage import (
37- CointegrationAnalyzer ,
38- MeanReversionTester ,
39- OrnsteinUhlenbeck ,
40- PairsTrading ,
41- SpreadAnalyzer ,
37+ CointegrationAnalyzer ,
38+ MeanReversionTester ,
39+ OrnsteinUhlenbeck ,
40+ PairsTrading ,
41+ SpreadAnalyzer ,
4242)
4343
4444__all__ = [
Original file line number Diff line number Diff line change 55"""
66
77from .momentum import (
8- BaseStrategy ,
9- BollingerBandsStrategy ,
10- MACDCrossover ,
11- MomentumStrategy ,
12- PairsTrading ,
13- RSIMeanReversion ,
14- create_strategy ,
8+ BaseStrategy ,
9+ BollingerBandsStrategy ,
10+ MACDCrossover ,
11+ MomentumStrategy ,
12+ PairsTrading ,
13+ RSIMeanReversion ,
14+ create_strategy ,
1515)
1616
1717__all__ = [
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