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39 lines
1.4 KiB
Python
39 lines
1.4 KiB
Python
"""Synthetic market scenario generation for overfitting detection and robustness testing.
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Public API:
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from libs.backtest.scenarios import build_synthetic_store, SCENARIO_REGISTRY
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from libs.backtest.scenarios.scenarios import ScenarioConfig, SCENARIO_REGISTRY
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from libs.backtest.scenarios.robustness import run_scenario_test, RegimeRobustnessReport
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"""
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from libs.backtest.scenarios.price_gen import PriceRegime, generate_price_paths
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from libs.backtest.scenarios.macro_gen import VIXConfig, HYSpreadConfig, generate_macro_data
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from libs.backtest.scenarios.event_gen import EventDistribution, generate_events
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from libs.backtest.scenarios.coupling import couple_events_to_prices
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from libs.backtest.scenarios.scenarios import ScenarioConfig, SCENARIO_REGISTRY, SCENARIO_GROUPS
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from libs.backtest.scenarios.store_builder import build_synthetic_store
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from libs.backtest.scenarios.robustness import (
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ScenarioResult,
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RegimeRobustnessReport,
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run_scenario_test,
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compute_rrs,
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)
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__all__ = [
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"PriceRegime",
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"generate_price_paths",
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"VIXConfig",
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"HYSpreadConfig",
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"generate_macro_data",
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"EventDistribution",
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"generate_events",
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"couple_events_to_prices",
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"ScenarioConfig",
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"SCENARIO_REGISTRY",
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"SCENARIO_GROUPS",
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"build_synthetic_store",
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"ScenarioResult",
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"RegimeRobustnessReport",
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"run_scenario_test",
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"compute_rrs",
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]
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