quantlab.model#

Modules

base

Model layer: the training lifecycle shared by every model head.

collected_panel

The collected panel: what a model's collect() read, and the arrays built from it.

config

The config of the model layer.

ensemble

The base class of every ensemble of models, shipped or user-written.

evaluation

Evaluation: score a trained unit's predictions against its raw labels.

library_model

Library variant of the model layer: LibraryModel and its rows.

predefined

split

Splits of a timestamp axis: purged segments, in/out-of-sample ranges and walk-forward folds.

torch_data

The data a TorchModel head is fed: the training panel, batches and datasets.

torch_model

Torch variant of the model layer: TorchModel, the base class of every torch head.

torch_training

Training pieces a TorchModel head may pick for its hooks.

training_target

The training target, computed once per bar before a fit: shared by both model variants.

view

Predictor views: predictors that answer through the predictor they wrap.

walk_forward_training

Walk-forward training: one walk-forward cross-validation of a model or an ensemble.