Reference / Limen research

Glossary

These terms apply to the Python project, the Compiled project and the reference appendices. Their distinction is methodological ownership: Compiled Research uses YAML declarations and CLI commands.

Contents

Core terms

Term Meaning
Limen Vaquum's Bitcoin research engine for Python and Compiled experiments, analysis, backtesting and reusable Sensors and Cohorts.
Python Research Caller-owned data, preparation, models, backtesting and selection in ordinary Python; no Manifest or built-in-model whitelist is required.
Compiled Research A YAML experiment executed through the CLI, with its configured validation, preparation and evidence contracts.
YAML manifest A Compiled experiment definition validated, compiled and executed by the limen CLI.
Manifest The abstract experiment-pipeline interface. Runnable pipelines use MLManifest or RuleBasedManifest.
MLManifest Manifest implementation for trainable reference architectures.
RuleBasedManifest Manifest implementation for predicate-driven, non-learned strategies.
Single-File Decoder A Python experiment unit that exposes a parameter surface and either a manifest or custom prep/model functions. Previously called Single File Model.
SFD Short form of Single-File Decoder. Previously called SFM.
Foundational SFD A packaged SFD under limen.sfd.foundational_sfd; most have a matching YAML template.
Reference Architecture A class-based model implementation and function wrapper used by foundational manifests.
Universal Experiment Loop The experiment engine that executes parameter rounds.
UEL Short form of Universal Experiment Loop.
round / permutation One concrete parameter combination executed by UEL.
experiment artifact A persisted run output such as metadata.json, results.csv, round_data.jsonl.gz, checkpoint.json, or audit.jsonl.
Trainer Reconstructs and replays selected rounds from a saved YAML experiment, validates metrics, and returns Sensors.
Sensor A native predictor wrapping fitted state and inference behavior. Python Sensors preserve caller-owned preparation, cutoffs and output meanings; Compiled Sensors carry their reconstructed Manifest and recorded identities.
Cohort Compatible Sensors composed with an aggregation rule, timestamp checks and unavailable-result handling. Recorded Compiled membership can additionally bind artifact identities.
selector For artifact-backed Compiled composition, a callable choosing string permutation IDs. Python callers can select their fitted models directly before constructing Sensors.
HistoricalData Stateful data-access class for Limen's supported market-data sources and files.
reducer A PruningStrategy that analyzes completed rounds and returns declarative search interventions.
MSQ Mutable Search Queue inside UEL, used by CLI and Python search-strategy runs to select candidates and apply optional feedback.
Log Analysis wrapper over an experiment log and retained round artifacts.
benchmark Outcome analysis of retained research results. Confusion metrics and advisory walk-forward selection reports have different evidence requirements; neither creates statistical acceptance or an independent leaderboard.
backtest Evaluation under an explicit trading policy. Limen offers a snapshot ledger and an event execution engine; Python callers can supply their own backtester. State the execution assumptions and measured units.
short/flat snapshot Explicit binary short-return approximation through short_flat_strategy; Backtest defines fills, costs and exclusions.

Observation and decision boundaries

Term Meaning
fitting cutoff Latest observation permitted to affect fitted model or preparation state. A later inference call does not extend it.
selection cutoff Latest observation permitted to affect the choice of candidate, threshold or membership. It can be later than fitting.
qualification An explicit check of whether a candidate or result meets declared conditions. Passing does not make reused validation observations untouched.
final holdout Observations excluded before research and used after the candidate is frozen. The native reservation records local exposure history; caller-owned exclusion records only what the caller actually enforces.
availability time Earliest time an observation or prediction can be used. A bar's timestamp alone does not prove that its closing value was already known.
reconstruction A validated refit and replay of recorded native behavior. It is different from retaining the original evaluated Python object and from restoring arbitrary model weights.

Implementation names

limen.experiment.manifest_core contains the manifest implementations, and limen.experiment.experiment_core contains Universal Experiment Loop. These are module names, not a general *_core naming promise for other domains.

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