Reference / Limen research

limen.log

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

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Canonical docs

In the research projects

The Python project fits thirty distinct configurations for parameter correlation and held-out surrogate importance. The Compiled project writes CSV/Parquet results and declared assessment reports through the CLI. Reading those artifacts does not require this Python API. The Log reference identifies which analyses accept saved aggregates and which need a live UEL with retained row evidence.

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 point Use case Notes
Log Main post-run analysis object Import from limen.log.log
permutation_prediction_performance Aligned predictions, actuals, and price columns for one round Available as a Log method
permutation_confusion_metrics One-round classification diagnostics Available as a Log method
experiment_confusion_metrics One table across all permutations Available as a Log method and re-exported helper
experiment_backtest_results Snapshot backtests across all rounds Uses limen.backtest downstream
experiment_parameter_correlation Inspect which parameters move with a chosen metric Supports sweep interpretation
ConfusionNotApplicableError Raised when outputs carry no binary interpretation Finalization records confusion as None

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

Module or family Responsibility
log.py Log class and test-window reconstruction
text · README.md
log/├── README.md├── __init__.py├── _experiment_backtest_results.py├── _experiment_confusion_metrics.py├── _experiment_parameter_correlation.py├── _experiment_parameter_importance.py├── _permutation_confusion_metrics.py├── _permutation_prediction_performance.py├── _permutation_returns.py├── _read_from_file.py├── _snapshot_backtest_round.py└── log.py

Things to know

  • Log(file_path='my_experiment.csv') supports CSV-log cleanup but 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.
  • Log bridges raw experiment output and higher-level selection decisions.

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