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Data + Feature Core

Data Tools

Load and slice Trading at the Close data before analysis.

load_data get_stock_info get_date_range get_data_summary filter_data

Feature Tools V1

Baseline imbalance, price, and temporal features.

calculate_imbalance_features calculate_price_features calculate_temporal_features calculate_all_features get_feature_info

Feature Tools V2

Microstructure + Imbalance

calculate_triplet_imbalance calculate_pairwise_imbalance calculate_microstructure_features calculate_global_stock_features

Temporal Windows

calculate_temporal_shift calculate_temporal_return calculate_temporal_diff generate_all_v2_features

Exports + Adjustments

apply_zero_sum_adjustment export_features verify_export

Analysis + Modeling

Analysis Tools

analyze_stock analyze_target calculate_correlation compare_stocks analyze_temporal_patterns

Model Tools

prepare_train_test train_baseline evaluate_model get_feature_importance create_cv_splits train_lightgbm_fold train_lightgbm_cv predict_ensemble apply_zero_sum_prediction

Advanced ML + Monitoring

SHAP + Optuna + Ensembles

compute_shap_values get_shap_importance explain_single_prediction tune_hyperparameters get_best_params visualize_optimization create_stacking_ensemble train_stacking_meta run_walk_forward analyze_regime

Drift + Quality + Alerts

detect_ks_drift calculate_psi calculate_js_divergence track_feature_drift detect_multivariate_drift detect_target_drift detect_concept_drift detect_covariate_shift analyze_prediction_drift track_missing_values track_outlier_frequency detect_structural_breaks_cusum detect_structural_breaks_chow fit_regime_hmm generate_drift_alerts get_monitoring_dashboard_data

Parallel + Synthesis

Parallel Execution

generate_all_v2_features_parallel train_lightgbm_cv_parallel tune_hyperparameters_parallel run_walk_forward_parallel track_feature_drift_parallel

Synthesis Capstone

run_synthesis_workflow check_deployment_readiness create_analysis_report create_model_report create_monitoring_report