limen.utils
Hold the smaller cross-cutting helpers that support experiments without belonging to one primary domain package.
Canonical docs
What this package owns
Owns general utilities such as legacy parameter sampling, data_dict conversion, confidence filtering, stationarity testing, price-line helpers, and report formatting.
Does not own the canonical experiment, feature, metric, or backtest surfaces.
Key entry points
| Entry point | Use case | Notes |
|---|---|---|
ParamSpace | Legacy basic UEL.run() path and need permutation sampling | Advanced runs use SearchStrategy and ParamDomain instead |
data_dict_to_numpy | Numpy arrays from the standard Limen data_dict | Common inside sklearn-style model functions |
confidence_filtering_system | Post-prediction filtering based on model agreement | An optional downstream helper, not part of the main UEL contract |
adf_test | Augmented Dickey-Fuller stationarity test | Requires the stats extra |
AdfResult | Typed ADF result | Returned by adf_test |
find_price_lines, filter_lines_by_quantile | Price-line discovery and filtering | Used by line-based research surfaces |
binary_metrics, continuous_metrics, safe_ovr_auc | Metric convenience re-exports | Canonical ownership remains in limen.metrics |
format_report_header, format_report_section, format_report_footer | Formatted text summaries | Utility surface, not a canonical reporting framework |
Adjacent modules
limen.experimentusesParamSpaceon the legacy run path.limen.metricsprovides the canonical scoring helpers that this package partially re-exports for convenience.limen.sfd.reference_architectureoften callsdata_dict_to_numpy.
Quick orientation
utils/
├── param_space.py # Legacy permutation sampler
├── data_dict_to_numpy.py # Convert Limen data_dict to numpy arrays
├── confidence_filtering_system.py # Confidence-based prediction filtering
├── adf_test.py # Optional statsmodels-backed ADF test
├── find_price_lines.py # Price-line discovery
├── filter_lines_by_quantile.py # Price-line filtering
└── reporting.py # Text-formatting helpers
Things to know
- This package is intentionally mixed. If a helper grows into a coherent subsystem, move it out of
utils. ParamSpaceis the legacy path, not the long-term abstraction for advanced search.data_dict_to_numpyassumes the standard Limen split schema and supports model code.