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limen.log

Turn finished experiment runs into analyzable tables for prediction quality, confusion behavior, backtests, and parameter diagnostics.

Canonical docs

What this package owns

Owns post-run analysis and reconstruction of per-round results. Does not own experiment execution, model training, or artifact persistence during the run itself.

Key entry points

Entry pointUse it whenNotes
LogYou want the main post-run analysis objectImport from limen.log.log
permutation_prediction_performanceYou want aligned predictions, actuals, and price columns for one roundAvailable as a Log method
permutation_confusion_metricsYou want one-round classification diagnosticsAvailable as a Log method
experiment_confusion_metricsYou want one table across all permutationsAvailable as a Log method and re-exported helper
experiment_backtest_resultsYou want snapshot backtests across all roundsUses limen.backtest downstream
experiment_parameter_correlationYou want to inspect which parameters move with a chosen metricUseful for sweep interpretation

Adjacent modules

  • limen.experiment creates the run state that Log analyzes.
  • limen.backtest powers the backtest layer that experiment_backtest_results() calls.
  • limen.cohort commonly consumes confusion-metrics output downstream.

Quick orientation

log/
├── log.py # Log class and test-window reconstruction
├── _permutation_prediction_performance.py
├── _permutation_confusion_metrics.py
├── _experiment_confusion_metrics.py
├── _experiment_backtest_results.py
├── _experiment_parameter_correlation.py
└── _read_from_file.py

Things to know

  • Log(file_path=...) is useful, but it does not expose every method that a live UEL-backed Log can support.
  • Manifest-aware logs reconstruct the test window with the same bar-formation logic used during the run.
  • The package root re-exports helper functions, but the Log class itself lives in limen.log.log.
  • A good mental model is that Log is the bridge between raw experiment output and higher-level selection decisions.