Research (fynance.research)

A data-agnostic harness for running strategy experiments and emitting portable result artifacts. fynance never stores results itself — artifacts are written to a caller-provided output_dir. Built and tested on synthetic data; real-data adapters live downstream.

Experiment(name[, spec, code, seed, ...])

Serializable record of a single strategy experiment.

run_experiment(strategy, data, *, name[, y, ...])

Run a strategy experiment and return a populated Experiment.

write_report(experiment, output_dir, *[, ...])

Write a portable report for experiment under output_dir.

gbm(n, *[, mu, sigma, s0, seed])

Geometric Brownian motion price path.

regime_switching(n, *[, regimes, p_switch, ...])

Markov regime-switching price path.