Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity
f784e93 verified | """Leakage-safe research datasets, time splits, and transparent models.""" | |
| from microstructure.research.features import ( | |
| ResearchDataError, | |
| TemporalAudit, | |
| TemporalLeakageError, | |
| add_future_event_labels, | |
| build_l1_trade_features, | |
| build_research_features, | |
| build_research_frame, | |
| model_feature_columns, | |
| validate_temporal_contract, | |
| ) | |
| from microstructure.research.l2_analysis import ( | |
| L2DescriptiveAnalysis, | |
| build_l2_descriptive_analysis, | |
| ) | |
| from microstructure.research.l2_multidate import ( | |
| L2EndpointSpec, | |
| L2ObservedInterval, | |
| L2RegimeFit, | |
| L2ResearchError, | |
| apply_l2_regimes, | |
| build_l2_endpoint_frames, | |
| dependency_block_expression, | |
| fit_l2_regime_thresholds, | |
| l2_model_feature_columns, | |
| ) | |
| from microstructure.research.models import ( | |
| BootstrapResult, | |
| ModelLadderResult, | |
| block_bootstrap_metric, | |
| classification_metrics, | |
| evaluate_model_ladder, | |
| paired_block_bootstrap_difference, | |
| ) | |
| from microstructure.research.splits import ( | |
| PurgedFold, | |
| SplitError, | |
| WalkForwardPlan, | |
| expanding_walk_forward_splits, | |
| ) | |
| __all__ = [ | |
| "BootstrapResult", | |
| "L2DescriptiveAnalysis", | |
| "L2EndpointSpec", | |
| "L2ObservedInterval", | |
| "L2RegimeFit", | |
| "L2ResearchError", | |
| "ModelLadderResult", | |
| "PurgedFold", | |
| "ResearchDataError", | |
| "SplitError", | |
| "TemporalAudit", | |
| "TemporalLeakageError", | |
| "WalkForwardPlan", | |
| "add_future_event_labels", | |
| "apply_l2_regimes", | |
| "block_bootstrap_metric", | |
| "build_l1_trade_features", | |
| "build_l2_descriptive_analysis", | |
| "build_l2_endpoint_frames", | |
| "build_research_features", | |
| "build_research_frame", | |
| "classification_metrics", | |
| "dependency_block_expression", | |
| "evaluate_model_ladder", | |
| "expanding_walk_forward_splits", | |
| "fit_l2_regime_thresholds", | |
| "l2_model_feature_columns", | |
| "model_feature_columns", | |
| "paired_block_bootstrap_difference", | |
| "validate_temporal_contract", | |
| ] | |