Core (fynance.core)ΒΆ

The spine of the library: the PriceSeries value object and the typing.Protocol seams the pipeline composes through.

PriceSeries(values[, index, name, freq])

Thin, numpy-backed financial time-series.

DataSource(*args, **kwargs)

Port: load external data into a PriceSeries.

FeatureTransform(*args, **kwargs)

A stateful or stateless feature transformation.

SignalModel(*args, **kwargs)

A predictive model mapping features to a target/signal.

Allocator(*args, **kwargs)

Map a covariance/return matrix to portfolio weights.

CostModel(*args, **kwargs)

Map a weight book to per-step transaction costs.

Metric(*args, **kwargs)

Reduce a return series to a scalar performance number.