API reference#

Every public module of the quantlab package, generated from its docstrings. The layers are listed in their import order (ADR 0022): a layer imports only the layers above it. Modules under a _support package serve their layer and are not part of the public API, so they are left out.

quantlab.utils

quantlab.enums

quantlab.core

quantlab.backend

quantlab.tracking

quantlab.execution

quantlab.runs

quantlab.universe

Point-in-time US equity symbol universe, free of survivorship bias.

quantlab.dataset

quantlab.config

The data root, and config factories for the US-equity datasets and universe table.

quantlab.acquisition

quantlab.analysis

quantlab.factor

quantlab.label

quantlab.model

quantlab.risk

quantlab.portfolio

quantlab.backtest

quantlab.api

Frame-in, frame-out functions for callers who hold their own DataFrames.