LICENSE
README.md
pyproject.toml
quantlab/__init__.py
quantlab/universe.py
quantlab/acquisition/__init__.py
quantlab/acquisition/alpaca.py
quantlab/acquisition/base.py
quantlab/acquisition/config.py
quantlab/acquisition/fred.py
quantlab/acquisition/refresh.py
quantlab/acquisition/registry.py
quantlab/acquisition/symbol_batch.py
quantlab/acquisition/tiingo.py
quantlab/acquisition/_support/__init__.py
quantlab/acquisition/_support/coverage.py
quantlab/acquisition/_support/http.py
quantlab/acquisition/_support/inspector.py
quantlab/acquisition/_support/page_ledger.py
quantlab/acquisition/_support/ranged_download.py
quantlab/acquisition/_support/request_policy.py
quantlab/acquisition/massive/__init__.py
quantlab/acquisition/massive/client.py
quantlab/acquisition/massive/raw_tier.py
quantlab/acquisition/massive/refresh.py
quantlab/acquisition/massive/rest.py
quantlab/acquisition/sharadar/__init__.py
quantlab/acquisition/sharadar/client.py
quantlab/acquisition/sharadar/raw_tier.py
quantlab/acquisition/sharadar/refresh.py
quantlab/acquisition/wrds/__init__.py
quantlab/acquisition/wrds/crsp.py
quantlab/acquisition/wrds/crsp_reference.py
quantlab/acquisition/wrds/nbbo_bars_sql.py
quantlab/acquisition/wrds/rebuild.py
quantlab/acquisition/wrds/taq.py
quantlab/acquisition/wrds/taq_bars.py
quantlab/analysis/__init__.py
quantlab/analysis/factor_correlation.py
quantlab/analysis/factor_report.py
quantlab/api/__init__.py
quantlab/api/_analysis.py
quantlab/api/_backtest.py
quantlab/api/_compute.py
quantlab/api/_factor_report.py
quantlab/api/_factors.py
quantlab/api/_labels.py
quantlab/api/_report.py
quantlab/backend/__init__.py
quantlab/backend/base.py
quantlab/backend/parquet.py
quantlab/backend/ranged.py
quantlab/backend/resample.py
quantlab/backend/zarr.py
quantlab/backtest/__init__.py
quantlab/backtest/approximate.py
quantlab/backtest/base.py
quantlab/backtest/config.py
quantlab/backtest/engine_vectorbt.py
quantlab/backtest/live.py
quantlab/backtest/predefined/__init__.py
quantlab/backtest/predefined/us_equity.py
quantlab/backtest/predefined/weights.py
quantlab/config/__init__.py
quantlab/config/instruments.yaml
quantlab/core/__init__.py
quantlab/core/component.py
quantlab/core/config.py
quantlab/core/store_folder.py
quantlab/core/store_uses.py
quantlab/dataset/__init__.py
quantlab/dataset/bad_prints.py
quantlab/dataset/base.py
quantlab/dataset/common_stock.py
quantlab/dataset/config.py
quantlab/dataset/constituent.py
quantlab/dataset/estu.py
quantlab/dataset/fred.py
quantlab/dataset/memory.py
quantlab/dataset/merged.py
quantlab/dataset/raw.py
quantlab/dataset/roster.py
quantlab/dataset/spot.py
quantlab/dataset/stock.py
quantlab/dataset/_support/__init__.py
quantlab/dataset/_support/adjustment.py
quantlab/dataset/_support/cleaning.py
quantlab/dataset/_support/ff48.py
quantlab/dataset/_support/file.py
quantlab/dataset/_support/frame.py
quantlab/dataset/_support/ledger.py
quantlab/dataset/_support/rebuild.py
quantlab/dataset/_support/session_calendar.py
quantlab/dataset/crsp/__init__.py
quantlab/dataset/crsp/market.py
quantlab/dataset/crsp/membership.py
quantlab/dataset/crsp/reference.py
quantlab/dataset/crsp/symbology.py
quantlab/dataset/crsp/tickers.py
quantlab/dataset/massive/__init__.py
quantlab/dataset/massive/day_bar_events.py
quantlab/dataset/massive/day_bars.py
quantlab/dataset/massive/disclosures.py
quantlab/dataset/massive/dividends.py
quantlab/dataset/massive/ipos.py
quantlab/dataset/massive/mapped_bars.py
quantlab/dataset/massive/news.py
quantlab/dataset/massive/permaticker_bars.py
quantlab/dataset/massive/placement.py
quantlab/dataset/massive/raw.py
quantlab/dataset/massive/resample.py
quantlab/dataset/massive/rest_panel.py
quantlab/dataset/massive/short_interest.py
quantlab/dataset/massive/short_volume.py
quantlab/dataset/massive/ten_k.py
quantlab/dataset/massive/ticker_map.py
quantlab/dataset/massive/trade_bars.py
quantlab/dataset/massive/vendor_check.py
quantlab/dataset/nbbo/__init__.py
quantlab/dataset/nbbo/bars.py
quantlab/dataset/nbbo/panel.py
quantlab/dataset/nbbo/resample.py
quantlab/dataset/sharadar/__init__.py
quantlab/dataset/sharadar/actions.py
quantlab/dataset/sharadar/daily.py
quantlab/dataset/sharadar/events.py
quantlab/dataset/sharadar/filings.py
quantlab/dataset/sharadar/fiscal_years.py
quantlab/dataset/sharadar/fundamentals.py
quantlab/dataset/sharadar/history.py
quantlab/dataset/sharadar/holdings.py
quantlab/dataset/sharadar/industry.py
quantlab/dataset/sharadar/insiders.py
quantlab/dataset/sharadar/listing.py
quantlab/dataset/sharadar/membership.py
quantlab/dataset/sharadar/permatickers.py
quantlab/dataset/sharadar/point_in_time.py
quantlab/dataset/sharadar/share_class.py
quantlab/dataset/sharadar/spells.py
quantlab/dataset/sharadar/stock.py
quantlab/dataset/sharadar/stores.py
quantlab/dataset/sharadar/tables.py
quantlab/dataset/sharadar/tickers.py
quantlab/dataset/sharadar/universe.py
quantlab/enums/__init__.py
quantlab/enums/constant.py
quantlab/enums/data.py
quantlab/execution/__init__.py
quantlab/execution/approximate.py
quantlab/execution/rules.py
quantlab/factor/__init__.py
quantlab/factor/base.py
quantlab/factor/chunking.py
quantlab/factor/config.py
quantlab/factor/kunquant.py
quantlab/factor/kunquant_compile.py
quantlab/factor/kunquant_cs.py
quantlab/factor/kunquant_ts.py
quantlab/factor/polars.py
quantlab/factor/view.py
quantlab/factor/predefined/__init__.py
quantlab/factor/predefined/alpha101.py
quantlab/factor/predefined/alpha158.py
quantlab/factor/predefined/alternative_alpha.py
quantlab/factor/predefined/barra.py
quantlab/factor/predefined/benchmark_beta.py
quantlab/factor/predefined/daily_anomaly_alpha.py
quantlab/factor/predefined/fundamental_alpha.py
quantlab/factor/predefined/intraday.py
quantlab/factor/predefined/literature_alpha.py
quantlab/factor/predefined/market.py
quantlab/factor/predefined/membership_cap_weight.py
quantlab/factor/predefined/membership_mask.py
quantlab/factor/predefined/momentum.py
quantlab/factor/predefined/neutralized.py
quantlab/factor/predefined/residual_momentum.py
quantlab/factor/predefined/roster.py
quantlab/factor/predefined/short_horizon.py
quantlab/factor/predefined/start_clipped.py
quantlab/factor/predefined/_support/KUNQUANT_LICENSE
quantlab/factor/predefined/_support/__init__.py
quantlab/factor/predefined/_support/kunquant_alpha101.py
quantlab/factor/predefined/_support/kunquant_alpha158.py
quantlab/factor/predefined/_support/nan_preserving_ops.py
quantlab/factor/predefined/_support/zscore.py
quantlab/label/__init__.py
quantlab/label/config.py
quantlab/label/forward.py
quantlab/label/predefined/__init__.py
quantlab/label/predefined/fret.py
quantlab/label/predefined/membership_mask.py
quantlab/model/__init__.py
quantlab/model/base.py
quantlab/model/collected_panel.py
quantlab/model/config.py
quantlab/model/ensemble.py
quantlab/model/evaluation.py
quantlab/model/library_model.py
quantlab/model/split.py
quantlab/model/torch_data.py
quantlab/model/torch_model.py
quantlab/model/torch_training.py
quantlab/model/training_target.py
quantlab/model/view.py
quantlab/model/walk_forward_training.py
quantlab/model/predefined/__init__.py
quantlab/model/predefined/catboost_model.py
quantlab/model/predefined/double_ensemble.py
quantlab/model/predefined/gats.py
quantlab/model/predefined/lgbm.py
quantlab/model/predefined/linear.py
quantlab/model/predefined/master.py
quantlab/model/predefined/membership_mask.py
quantlab/model/predefined/mlp.py
quantlab/model/predefined/model_ensemble.py
quantlab/model/predefined/realmlp.py
quantlab/model/predefined/recorded.py
quantlab/model/predefined/rnn.py
quantlab/model/predefined/seed_ensemble.py
quantlab/model/predefined/smoothed.py
quantlab/model/predefined/tcn.py
quantlab/model/predefined/transformer.py
quantlab/model/predefined/xgb.py
quantlab/model/predefined/xgb_td.py
quantlab/model/predefined/_support/__init__.py
quantlab/model/predefined/_support/devices.py
quantlab/model/predefined/_support/qlib.py
quantlab/model/predefined/_support/tabkit.py
quantlab/portfolio/__init__.py
quantlab/portfolio/approximate.py
quantlab/portfolio/base.py
quantlab/portfolio/config.py
quantlab/portfolio/decision_inputs.py
quantlab/portfolio/predefined/__init__.py
quantlab/portfolio/predefined/active_risk.py
quantlab/portfolio/predefined/black_litterman.py
quantlab/portfolio/predefined/expected_return.py
quantlab/portfolio/predefined/factor_risk.py
quantlab/portfolio/predefined/ledoit_wolf.py
quantlab/portfolio/predefined/mean_variance.py
quantlab/portfolio/predefined/top_n.py
quantlab/portfolio/predefined/topk_dropout.py
quantlab/portfolio/predefined/approximate/__init__.py
quantlab/portfolio/predefined/approximate/black_litterman.py
quantlab/portfolio/predefined/approximate/covariance.py
quantlab/portfolio/predefined/approximate/mean_variance.py
quantlab/portfolio/predefined/approximate/top_n.py
quantlab/portfolio/predefined/approximate/topk_dropout.py
quantlab/portfolio/predefined/approximate/_support/__init__.py
quantlab/portfolio/predefined/approximate/_support/mean_variance_kernels.py
quantlab/risk/__init__.py
quantlab/risk/attribution.py
quantlab/risk/base.py
quantlab/risk/bias.py
quantlab/risk/config.py
quantlab/risk/predefined/__init__.py
quantlab/risk/predefined/use4.py
quantlab/runs/__init__.py
quantlab/runs/backtest_attribution.py
quantlab/runs/backtest_report.py
quantlab/runs/backtest_run.py
quantlab/runs/backtest_stats.py
quantlab/runs/directory.py
quantlab/runs/factor_attribution_report.py
quantlab/runs/live_predictions.py
quantlab/runs/prediction_panel.py
quantlab/runs/record.py
quantlab/runs/run_metrics.py
quantlab/runs/trained_run.py
quantlab/tracking/__init__.py
quantlab/tracking/base.py
quantlab/tracking/mlflow.py
quantlab/tracking/wandb.py
quantlab/utils/__init__.py
quantlab/utils/atomic.py
quantlab/utils/cli.py
quantlab/utils/cross_section.py
quantlab/utils/date_range.py
quantlab/utils/jsonable.py
quantlab/utils/progress.py
quantlab/utils/resample.py
quantlab/utils/returns.py
quantlab/utils/sidecar.py
quantlab/utils/symbol_axis.py
quantlab/utils/timer.py
quantlab/utils/watermark.py
quantlab_py.egg-info/PKG-INFO
quantlab_py.egg-info/SOURCES.txt
quantlab_py.egg-info/dependency_links.txt
quantlab_py.egg-info/requires.txt
quantlab_py.egg-info/top_level.txt
tests/test_acquisition_batching.py
tests/test_acquisition_progress.py
tests/test_acquisition_retry.py
tests/test_alpaca_acquisition.py
tests/test_alpha_stock_missing_bars.py
tests/test_alternative_alpha.py
tests/test_api_analyze_factors.py
tests/test_api_backtest.py
tests/test_api_compute_factors.py
tests/test_api_forward_returns.py
tests/test_api_rebuild.py
tests/test_approximate_low_rank_covariance.py
tests/test_atomic_parquet.py
tests/test_atomic_sidecars.py
tests/test_average_predictions.py
tests/test_backend_head.py
tests/test_backend_indexes.py
tests/test_backend_overwrite.py
tests/test_backend_read_labels.py
tests/test_backtest_approximate.py
tests/test_backtest_approximate_black_litterman.py
tests/test_backtest_approximate_max_names.py
tests/test_backtest_approximate_topk_dropout.py
tests/test_backtest_attribution.py
tests/test_backtest_benchmark.py
tests/test_backtest_contracts.py
tests/test_backtest_data_record.py
tests/test_backtest_date_range.py
tests/test_backtest_dates.py
tests/test_backtest_engine.py
tests/test_backtest_factor_attribution.py
tests/test_backtest_factor_attribution_report.py
tests/test_backtest_factor_attribution_runs.py
tests/test_backtest_holdings.py
tests/test_backtest_mean_variance.py
tests/test_backtest_metrics.py
tests/test_backtest_persistence.py
tests/test_backtest_predictor_protocol.py
tests/test_backtest_rebuild.py
tests/test_backtest_report.py
tests/test_backtest_report_holdings.py
tests/test_backtest_report_inputs.py
tests/test_backtest_report_layout.py
tests/test_backtest_report_lock.py
tests/test_backtest_run.py
tests/test_backtest_run_cv.py
tests/test_backtest_run_directory.py
tests/test_backtest_run_weights.py
tests/test_backtest_seed_ensemble.py
tests/test_backtest_selection.py
tests/test_backtest_sizing_basis.py
tests/test_backtest_stats.py
tests/test_backtest_symbol_axis.py
tests/test_backtest_topn_reference.py
tests/test_backtest_tracking.py
tests/test_bad_print_dataset.py
tests/test_barra_extend.py
tests/test_barra_operators.py
tests/test_barra_style.py
tests/test_benchmark_beta.py
tests/test_chunked_builder.py
tests/test_chunked_ingest.py
tests/test_chunked_predefined.py
tests/test_cleaning.py
tests/test_code_record.py
tests/test_collected_panel.py
tests/test_collected_panel_assemble.py
tests/test_common_stock_membership.py
tests/test_component_rule.py
tests/test_config_paths.py
tests/test_config_roundtrip.py
tests/test_constituent_panel.py
tests/test_construction_raw_fallback.py
tests/test_cross_sectional_winsorize_trim.py
tests/test_cross_sectional_zscore.py
tests/test_crsp_constituent.py
tests/test_crsp_dataset.py
tests/test_crsp_first_anchor.py
tests/test_crsp_identity.py
tests/test_crsp_market_constituent.py
tests/test_crsp_market_roster.py
tests/test_crsp_membership.py
tests/test_crsp_rebuild.py
tests/test_crsp_rebuild_measurements.py
tests/test_crsp_reference_tables.py
tests/test_crsp_symbology.py
tests/test_crsp_ticker_sidecar.py
tests/test_crsp_tracer.py
tests/test_daily_anomaly_alpha.py
tests/test_data_dir_cli.py
tests/test_data_recorder.py
tests/test_dataset_hierarchy.py
tests/test_dataset_panel.py
tests/test_dataset_tail_append.py
tests/test_dataset_update.py
tests/test_dataset_update_evidence.py
tests/test_decision_inputs.py
tests/test_decision_inputs_preload.py
tests/test_ensemble_assembly.py
tests/test_ensemble_evaluation_files.py
tests/test_ensemble_label_union.py
tests/test_evaluation.py
tests/test_execution.py
tests/test_expected_return.py
tests/test_extensibility_contract.py
tests/test_factor_analyze.py
tests/test_factor_calendar.py
tests/test_factor_calendar_guard.py
tests/test_factor_correlation.py
tests/test_factor_date_range.py
tests/test_factor_kunquant.py
tests/test_factor_membership_cap_weight.py
tests/test_factor_merge.py
tests/test_factor_polars.py
tests/test_factor_report_metrics.py
tests/test_factor_resample_read.py
tests/test_factor_stream.py
tests/test_factor_update.py
tests/test_factor_view.py
tests/test_feature_dtype.py
tests/test_forward_label.py
tests/test_frame_dataset.py
tests/test_fred.py
tests/test_fret_labels.py
tests/test_frozen_configs.py
tests/test_fundamental_alpha.py
tests/test_gats_model.py
tests/test_http_transport.py
tests/test_index_coordinate_chunks.py
tests/test_intraday_composite.py
tests/test_intraday_factor.py
tests/test_jsonable.py
tests/test_kunquant_compile_cache.py
tests/test_kunquant_executor.py
tests/test_layer_layout.py
tests/test_ledoit_wolf_low_rank.py
tests/test_ledoit_wolf_shrinkage.py
tests/test_library_model_device.py
tests/test_library_models.py
tests/test_literature_alpha.py
tests/test_live_input_stores.py
tests/test_live_prediction.py
tests/test_macos_openmp_guard.py
tests/test_market_features.py
tests/test_massive_adjusted_day_bars.py
tests/test_massive_client.py
tests/test_massive_day_bars.py
tests/test_massive_disclosures.py
tests/test_massive_dividends.py
tests/test_massive_ipos.py
tests/test_massive_mapped_bars.py
tests/test_massive_news.py
tests/test_massive_permaticker_bars.py
tests/test_massive_permaticker_day_bars.py
tests/test_massive_resampler.py
tests/test_massive_rest.py
tests/test_massive_rest_raw_only.py
tests/test_massive_short_interest.py
tests/test_massive_short_volume.py
tests/test_massive_source.py
tests/test_massive_ten_k.py
tests/test_massive_ticker_map.py
tests/test_massive_trade_bars.py
tests/test_master_model.py
tests/test_mean_variance_posterior.py
tests/test_mean_variance_volatility_label.py
tests/test_member_correlation.py
tests/test_membership_mask.py
tests/test_membership_masked_factor.py
tests/test_membership_masked_label.py
tests/test_membership_rule.py
tests/test_merged_ticker_lookup.py
tests/test_metric_splits.py
tests/test_metrics.py
tests/test_model_check_reload.py
tests/test_model_cv.py
tests/test_model_cv_expanding.py
tests/test_model_cv_manifest.py
tests/test_model_cv_test_periods.py
tests/test_model_date_range.py
tests/test_model_ensemble.py
tests/test_model_evaluation_files.py
tests/test_model_hierarchy.py
tests/test_model_layer.py
tests/test_model_load_variables.py
tests/test_model_metrics_file.py
tests/test_model_predict_panel.py
tests/test_model_purge.py
tests/test_model_roles.py
tests/test_model_tracking.py
tests/test_model_train_into.py
tests/test_model_warmup_calendar.py
tests/test_nbbo_dataset.py
tests/test_nbbo_resampler.py
tests/test_nbbo_server_bars.py
tests/test_ndx_constituent.py
tests/test_neutralized_factor.py
tests/test_no_anchor_machinery_residue.py
tests/test_no_identity_residue.py
tests/test_one_bar_returns.py
tests/test_page_ledger.py
tests/test_panel_read_contract.py
tests/test_portfolio_active_risk.py
tests/test_portfolio_black_litterman.py
tests/test_portfolio_book_execution.py
tests/test_portfolio_exposure_bounds.py
tests/test_portfolio_factor_risk_interface.py
tests/test_portfolio_history_window.py
tests/test_portfolio_locked_positions.py
tests/test_portfolio_max_names.py
tests/test_portfolio_mean_variance.py
tests/test_portfolio_mean_variance_locks.py
tests/test_portfolio_min_trade.py
tests/test_portfolio_one_bar_decision.py
tests/test_portfolio_return_window.py
tests/test_portfolio_top_n.py
tests/test_portfolio_topk_dropout.py
tests/test_prediction_panel.py
tests/test_predictor_view.py
tests/test_qlib_library_models.py
tests/test_qlib_torch_models.py
tests/test_ranged_download.py
tests/test_ranged_store.py
tests/test_raw_hive_layout.py
tests/test_raw_tier_refresh.py
tests/test_realmlp_model.py
tests/test_rebalance_record.py
tests/test_rebuild_aside_recovery.py
tests/test_registry_convert.py
tests/test_request_policy.py
tests/test_resample.py
tests/test_residual_momentum.py
tests/test_return_covariance.py
tests/test_risk_attribution_summary.py
tests/test_risk_bias.py
tests/test_risk_contract.py
tests/test_risk_eigen.py
tests/test_risk_estimate.py
tests/test_risk_forecast.py
tests/test_risk_newey_west.py
tests/test_risk_regression.py
tests/test_risk_specific.py
tests/test_risk_store_record.py
tests/test_risk_vra.py
tests/test_roster_dataset.py
tests/test_roster_factor.py
tests/test_round_trip_stats.py
tests/test_run_metrics.py
tests/test_run_ownership.py
tests/test_seed_ensemble.py
tests/test_seed_ensemble_cv.py
tests/test_session_calendar.py
tests/test_sharadar_actions.py
tests/test_sharadar_adjustment.py
tests/test_sharadar_client.py
tests/test_sharadar_daily.py
tests/test_sharadar_dataset.py
tests/test_sharadar_diff.py
tests/test_sharadar_events.py
tests/test_sharadar_fiscal_years.py
tests/test_sharadar_fundamentals.py
tests/test_sharadar_funds.py
tests/test_sharadar_holdings.py
tests/test_sharadar_industry.py
tests/test_sharadar_insiders.py
tests/test_sharadar_listing.py
tests/test_sharadar_point_in_time.py
tests/test_sharadar_share_class.py
tests/test_sharadar_source.py
tests/test_sharadar_split_basis.py
tests/test_sharadar_stores.py
tests/test_sharadar_ticker_changes.py
tests/test_sharadar_tickers.py
tests/test_sharadar_tickers_history.py
tests/test_sharadar_universe.py
tests/test_sharadar_update.py
tests/test_short_horizon.py
tests/test_smoothed_predictor.py
tests/test_source_inspector.py
tests/test_source_registry.py
tests/test_split_in_sample.py
tests/test_split_purge.py
tests/test_spot_alpha_zscore.py
tests/test_spot_dataset.py
tests/test_stale_bytecode_lesson.py
tests/test_start_clipped_factor.py
tests/test_stock_dataset.py
tests/test_store_declaration.py
tests/test_store_folder.py
tests/test_store_uses.py
tests/test_symbol_axis_contract.py
tests/test_symbol_axis_extension.py
tests/test_symbol_axis_widening.py
tests/test_symbol_coord_encoding.py
tests/test_ticker_pattern_reconciliation.py
tests/test_tiingo_acquisition.py
tests/test_tiingo_quota.py
tests/test_torch_datasets.py
tests/test_torch_model.py
tests/test_torch_panel_placement.py
tests/test_torch_prefetch.py
tests/test_tracker_contract.py
tests/test_trained_run.py
tests/test_trained_run_data_record.py
tests/test_undefined_names.py
tests/test_universe.py
tests/test_us3000_components.py
tests/test_variable_axis_widening.py
tests/test_version.py
tests/test_volatility_label.py
tests/test_volatility_level_metrics.py
tests/test_walk_forward.py
tests/test_walk_forward_training.py
tests/test_watermark_record.py
tests/test_widen_crash_residue.py
tests/test_widening_fixture_realism.py
tests/test_wrds_crsp_acquisition.py
tests/test_wrds_taq_acquisition.py
tests/test_wrds_vendor_seam.py
tests/test_xgb_model.py
tests/test_xgb_predict_batches.py
tests/test_xgb_td_model.py