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limen.sfd.reference_architecture

Model-function implementations and templates that own the training logic behind each SFD.

Contents

Canonical docs

In the research projects

The Python project fits its ordinary caller-owned Ridge pipeline. The Compiled project search scenario runs the declared CPU model comparisons, retains their metrics and prediction payloads; the selection scenario separately proves CLI reconstruction. The architecture reference describes the prepared-data and output contracts.

What this package owns

Owns the reference model classes (and their function forms) that implement fit/predict for each decoder family, without the packaged data pipeline. Does not own the experiment shape or manifest (owned by the matching limen.sfd.foundational_sfd module) or experiment execution.

Key entry points

Entry point Use case Notes
DirectionSizingModel / direction_sizing Direction and signed exposure model Native allocation/execution contract
meta_allocation.py Fold-qualified allocation labels and policy fitting Used by allocation manifests; distinct from entry classification
ReferenceModel Base class for reference models Shared fit/predict contract
LogRegBinary / logreg_binary Logistic-regression binary model Class and function forms
DLinearRegressor / dlinear_regressor Linear time-series regressor Class and function forms
LightGBMBinary / lightgbm_binary LightGBM binary classifier Class and function forms
RidgeRegressor / ridge_regressor sklearn ridge regressor Class and function forms
XGBoostRegressor / xgboost_regressor XGBoost regressor Class and function forms
RandomBinary / random_binary Baseline random classifier Class and function forms
RuleBasedStrategy / rule_based Predicate-driven, non-learned strategy Uses limen.sfd.rule_based
TabPFNBinary / tabpfn_binary TabPFN binary classifier Optional; requires tabpfn

Adjacent modules

  • limen.sfd.foundational_sfd pairs each of these models with an experiment shape and manifest.
  • limen.inference.Sensor wraps a ReferenceModel for live bar-by-bar prediction.
  • limen.metrics is commonly used inside these model functions to score outputs.

Quick orientation

Module or family Responsibility
base.py ReferenceModel base class
tabpfn_binary.py Optional
text · README.md
reference_architecture/├── README.md├── __init__.py├── _backtest_evaluation.py├── _chronological_link.py├── _pseudo_pool.py├── _sequence_binary.py├── base.py├── cnn1d_binary.py├── direction_sizing.py├── dlinear_regressor.py├── entropy_var_regressor.py├── feature_link_binary.py├── gaussian_hmm_binary.py├── lightgbm_binary.py├── logreg_binary.py├── lstm_binary.py├── meta_allocation.py├── pseudo_label_binary.py├── random_binary.py├── rbf_svm_binary.py├── residual_regressor.py├── ridge_regressor.py├── rule_based.py├── tabpfn_binary.py├── weight_link_binary.py└── xgboost_regressor.py

Things to know

  • Each module exposes both a class (e.g. LogRegBinary) and a function form (e.g. logreg_binary); pick the class for custom subclassing and the function for manifest wiring.
  • These models are the template for custom SFD work: subclass ReferenceModel or copy a module to start.
  • A reference architecture owns the training logic; the matching foundational SFD owns the manifest and data pipeline.

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