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.
Ledger(root)	A persistent, append-only store of experiments under root.
run_experiment(strategy, data, *, name[, X, ...])	Run a strategy experiment and return a populated Experiment.
write_report(experiment, output_dir, *[, ...])	Write a portable report for experiment under output_dir.
compare_report(experiments, output_dir, *[, ...])	Write a leaderboard + equity-overlay comparison report.
leaderboard(experiments, *[, sort_by, ...])	Rank experiments into leaderboard rows.
permutation_test(strategy, data, *[, ...])	Permutation test for a spurious edge.
probabilistic_sharpe_ratio(sr, n_obs, *[, ...])	Probabilistic Sharpe ratio (PSR).
deflated_sharpe_ratio(sr, n_obs, n_trials, *)	Deflated Sharpe ratio (DSR).
gbm(n, *[, mu, sigma, s0, seed])	Geometric Brownian motion price path.
regime_switching(n, *[, regimes, p_switch, ...])	Markov regime-switching price path.