numeraire.core.protocols#
Core contracts (spine). Protocols, not base classes — methods conform by duck typing.
Spine protocols (DataView, Estimator, Splitter, Evaluator, result schema)
are committed. The capability layer (to_weights / to_pricing / …) is v0 and is
expected to crystallize from the first three real adapters, so Model only
mandates capabilities() — concrete extractors are optional and dispatched by capability.
A point-in-time aligned view of the data. |
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A fitted model. |
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scikit-learn-compatible. |
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Yields (train, test) views — purge/embargo/PIT aware. |
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Scores OOS output, emitting rows of the standard tidy result schema. |
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Capability protocol (v0): a model that emits portfolio/timing weights ( |
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Capability protocol (v0): a model that emits a next-horizon return forecast. |
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Capability protocol: a model that prices a cross-section of test assets ( |