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17 changes: 16 additions & 1 deletion src/ml4t/diagnostic/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@
exported in __all__. Breaking changes will only occur in major version bumps.
"""

__version__ = "0.1.0b22"
__version__ = "0.1.0b23"

# Sub-modules for advanced usage
from . import (
Expand Down Expand Up @@ -64,6 +64,15 @@
# Main evaluation framework
from .evaluation import BarrierAnalysis, EvaluationResult, Evaluator

# Look-ahead / feature causality auditor
from .evaluation.causality import (
CausalityError,
CausalityReport,
LeakEvent,
assert_causal,
audit_lookahead,
)

# ValidatedCrossValidation - combines CPCV + DSR in one step
from .evaluation.validated_cv import ValidatedCrossValidation

Expand Down Expand Up @@ -116,6 +125,12 @@
"SignalResult",
# Barrier Analysis
"BarrierAnalysis",
# Look-ahead / feature causality auditor
"audit_lookahead",
"assert_causal",
"CausalityReport",
"CausalityError",
"LeakEvent",
# Configuration (10 primary configs)
"DiagnosticConfig",
"StatisticalConfig",
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12 changes: 12 additions & 0 deletions src/ml4t/diagnostic/api.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,13 @@

from ml4t.diagnostic.config import DiagnosticConfig, ValidatedCrossValidationConfig
from ml4t.diagnostic.evaluation.barrier_analysis import BarrierAnalysis
from ml4t.diagnostic.evaluation.causality import (
CausalityError,
CausalityReport,
LeakEvent,
assert_causal,
audit_lookahead,
)
from ml4t.diagnostic.evaluation.feature_diagnostics import (
FeatureDiagnostics,
FeatureDiagnosticsResult,
Expand Down Expand Up @@ -35,6 +42,11 @@
"ValidationResult",
"validated_cross_val_score",
"BarrierAnalysis",
"audit_lookahead",
"assert_causal",
"CausalityReport",
"CausalityError",
"LeakEvent",
"FeatureDiagnostics",
"DiagnosticConfig",
"FeatureDiagnosticsResult",
Expand Down
1 change: 1 addition & 0 deletions src/ml4t/diagnostic/evaluation/AGENTS.md
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ This package holds the main research and validation workflows.
## Main Entry Points

- `ValidatedCrossValidation` for CPCV plus DSR
- `audit_lookahead` and `assert_causal` for model-agnostic feature causality checks
- `FeatureDiagnostics` for feature-quality checks
- `PortfolioAnalysis` for return and risk analytics
- `TradeAnalysis` and `TradeShapAnalyzer` for trade-level diagnostics
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12 changes: 12 additions & 0 deletions src/ml4t/diagnostic/evaluation/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,13 @@

from . import drift, stats # noqa: F401 (module re-export)
from .barrier_analysis import BarrierAnalysis # noqa: F401
from .causality import ( # noqa: F401
CausalityError,
CausalityReport,
LeakEvent,
assert_causal,
audit_lookahead,
)
from .event_analysis import EventStudyAnalysis # noqa: F401

# Factor exposure and attribution
Expand Down Expand Up @@ -128,6 +135,11 @@ def __getattr__(name: str):
"validated_cross_val_score",
"ValidationFoldResult",
"ValidationResult",
"audit_lookahead",
"assert_causal",
"CausalityReport",
"CausalityError",
"LeakEvent",
# Analysis workflows
"FeatureDiagnostics",
"FeatureDiagnosticsAnalysisResult",
Expand Down
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