API reference

Generated from the docstrings of the public API, and only that: the names in pmlab.__all__ and in the __all__ of pmlab.data, pmlab.datasets, pmlab.features, pmlab.monitoring, pmlab.reports, pmlab.reproducibility and pmlab.tracking. What counts as public, and what is promised about it, is on Public API and stability.

Import every name from pmlab itself, as these pages show (from pmlab import CostModel), except the few that only a subpackage exports (pmlab.reproducibility, pmlab.datasets, pmlab.tracking.MLflowTracker). Module paths such as pmlab.core.costs are where the code lives today, not an address: they are internal and may move in any release.

Page	Covers
Markets, edge and sizing	MarketSpec, compute_edge, CostModel, TradePolicy, Kelly sizing
Backtest and gate	rolling_origin_eval, compute_metrics, HoldoutGateResult, expectations
Data and features	build_panel, the snapshot store, the leakage guards, the transforms
Modeling	forecasters, calibration, diagnostics, ChampionManifest, ModelRegistry
Execution	EdgeSignal, brokers, settlement
Monitoring	drift, live calibration, the watchdog
Market data clients	Gamma and CLOB clients, sync and async, caches
Plugins and workspaces	MarketPlugin, PluginRegistry, WorkspaceContext
Reproducibility	capture and re-run a run
Tracking and reports	experiment trackers, generate_report
Sample dataset	load_sample and its offline clients
Configuration	PmlabSettings, PmlabDeprecationWarning

The command line has no generated reference: run pmlab --help, or pmlab <command> --help. Its commands and options are frozen as listed on the stability page.