Pratik Bhadane
436954138f
Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
63 lines
3.2 KiB
Python
63 lines
3.2 KiB
Python
"""
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ferro_ta.analysis — Portfolio analytics, strategy analysis, and financial modelling.
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Sub-modules
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-----------
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* :mod:`ferro_ta.analysis.portfolio` — Portfolio and multi-asset analytics
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* :mod:`ferro_ta.analysis.backtest` — Vectorised back-testing helpers
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* :mod:`ferro_ta.analysis.regime` — Market regime detection
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* :mod:`ferro_ta.analysis.cross_asset` — Cross-asset and relative-strength analysis
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* :mod:`ferro_ta.analysis.attribution` — Return attribution
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* :mod:`ferro_ta.analysis.signals` — Signal composition and screening
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* :mod:`ferro_ta.analysis.features` — Feature matrix and ML readiness helpers
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* :mod:`ferro_ta.analysis.crypto` — Crypto-specific indicators and helpers
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* :mod:`ferro_ta.analysis.options` — Options pricing, Greeks, IV, and smile analytics
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* :mod:`ferro_ta.analysis.futures` — Futures basis, curve, roll, and synthetic analytics
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* :mod:`ferro_ta.analysis.options_strategy` — Typed derivatives strategy schemas
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* :mod:`ferro_ta.analysis.derivatives_payoff` — Multi-leg payoff and Greeks aggregation
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* :mod:`ferro_ta.analysis.resample` — OHLCV bar aggregation utilities
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* :mod:`ferro_ta.analysis.multitf` — Multi-timeframe signal utilities
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* :mod:`ferro_ta.analysis.adjust` — Corporate action price adjustment utilities
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* :mod:`ferro_ta.analysis.plot` — Plotly-based backtest visualization
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Example usage::
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from ferro_ta.analysis.portfolio import portfolio_returns
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from ferro_ta.analysis.backtest import backtest
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from ferro_ta.analysis.resample import resample_ohlcv, align_to_coarse, resample_ohlcv_labels
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from ferro_ta.analysis.multitf import MultiTimeframeEngine
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from ferro_ta.analysis.adjust import adjust_ohlcv, adjust_for_splits, adjust_for_dividends
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from ferro_ta.analysis.plot import plot_backtest
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"""
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import importlib as _importlib
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_LAZY_IMPORTS: dict[str, tuple[str, str]] = {
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"detect_volatility_regime": (
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"ferro_ta.analysis.regime",
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"detect_volatility_regime",
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),
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"detect_trend_regime": ("ferro_ta.analysis.regime", "detect_trend_regime"),
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"detect_combined_regime": ("ferro_ta.analysis.regime", "detect_combined_regime"),
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"RegimeFilter": ("ferro_ta.analysis.regime", "RegimeFilter"),
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"PortfolioOptimizer": ("ferro_ta.analysis.optimize", "PortfolioOptimizer"),
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"mean_variance_optimize": ("ferro_ta.analysis.optimize", "mean_variance_optimize"),
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"risk_parity_optimize": ("ferro_ta.analysis.optimize", "risk_parity_optimize"),
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"max_sharpe_optimize": ("ferro_ta.analysis.optimize", "max_sharpe_optimize"),
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"PaperTrader": ("ferro_ta.analysis.live", "PaperTrader"),
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"BarResult": ("ferro_ta.analysis.live", "BarResult"),
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"TradeRecord": ("ferro_ta.analysis.live", "TradeRecord"),
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}
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def __getattr__(name: str):
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"""Lazy imports for heavy sub-modules to avoid startup cost."""
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if name in _LAZY_IMPORTS:
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module_path, attr = _LAZY_IMPORTS[name]
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mod = _importlib.import_module(module_path)
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obj = getattr(mod, attr)
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globals()[name] = obj # cache so subsequent access skips __getattr__
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return obj
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raise AttributeError(f"module 'ferro_ta.analysis' has no attribute {name!r}")
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