扩展指标

2026-07-09 05:08:16 +08:00
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+"""
+ferro_ta.analysis — Portfolio analytics, strategy analysis, and financial modelling.
+
+
+Sub-modules
+-----------
+* :mod:`ferro_ta.analysis.portfolio`    — Portfolio and multi-asset analytics
+* :mod:`ferro_ta.analysis.backtest`     — Vectorised back-testing helpers
+* :mod:`ferro_ta.analysis.regime`       — Market regime detection
+* :mod:`ferro_ta.analysis.cross_asset`  — Cross-asset and relative-strength analysis
+* :mod:`ferro_ta.analysis.attribution`  — Return attribution
+* :mod:`ferro_ta.analysis.signals`      — Signal composition and screening
+* :mod:`ferro_ta.analysis.features`     — Feature matrix and ML readiness helpers
+* :mod:`ferro_ta.analysis.crypto`       — Crypto-specific indicators and helpers
+* :mod:`ferro_ta.analysis.options`      — Options pricing, Greeks, IV, and smile analytics
+* :mod:`ferro_ta.analysis.futures`      — Futures basis, curve, roll, and synthetic analytics
+* :mod:`ferro_ta.analysis.options_strategy` — Typed derivatives strategy schemas
+* :mod:`ferro_ta.analysis.derivatives_payoff` — Multi-leg payoff and Greeks aggregation
+* :mod:`ferro_ta.analysis.resample`     — OHLCV bar aggregation utilities
+* :mod:`ferro_ta.analysis.multitf`      — Multi-timeframe signal utilities
+* :mod:`ferro_ta.analysis.adjust`       — Corporate action price adjustment utilities
+* :mod:`ferro_ta.analysis.plot`         — Plotly-based backtest visualization
+
+Example usage::
+
+    from ferro_ta.analysis.portfolio import portfolio_returns
+    from ferro_ta.analysis.backtest import backtest
+    from ferro_ta.analysis.resample import resample_ohlcv, align_to_coarse, resample_ohlcv_labels
+    from ferro_ta.analysis.multitf import MultiTimeframeEngine
+    from ferro_ta.analysis.adjust import adjust_ohlcv, adjust_for_splits, adjust_for_dividends
+    from ferro_ta.analysis.plot import plot_backtest
+"""
+
+import importlib as _importlib
+
+_LAZY_IMPORTS: dict[str, tuple[str, str]] = {
+    "detect_volatility_regime": (
+        "ferro_ta.analysis.regime",
+        "detect_volatility_regime",
+    ),
+    "detect_trend_regime": ("ferro_ta.analysis.regime", "detect_trend_regime"),
+    "detect_combined_regime": ("ferro_ta.analysis.regime", "detect_combined_regime"),
+    "RegimeFilter": ("ferro_ta.analysis.regime", "RegimeFilter"),
+    "PortfolioOptimizer": ("ferro_ta.analysis.optimize", "PortfolioOptimizer"),
+    "mean_variance_optimize": ("ferro_ta.analysis.optimize", "mean_variance_optimize"),
+    "risk_parity_optimize": ("ferro_ta.analysis.optimize", "risk_parity_optimize"),
+    "max_sharpe_optimize": ("ferro_ta.analysis.optimize", "max_sharpe_optimize"),
+    "PaperTrader": ("ferro_ta.analysis.live", "PaperTrader"),
+    "BarResult": ("ferro_ta.analysis.live", "BarResult"),
+    "TradeRecord": ("ferro_ta.analysis.live", "TradeRecord"),
+}
+
+
+def __getattr__(name: str):
+    """Lazy imports for heavy sub-modules to avoid startup cost."""
+    if name in _LAZY_IMPORTS:
+        module_path, attr = _LAZY_IMPORTS[name]
+        mod = _importlib.import_module(module_path)
+        obj = getattr(mod, attr)
+        globals()[name] = obj  # cache so subsequent access skips __getattr__
+        return obj
+    raise AttributeError(f"module 'ferro_ta.analysis' has no attribute {name!r}")