limen.utils

Canonical docs

In the research projects

The Python project and the Compiled project keep parameter traversal, recorded inputs and availability clocks explicit throughout search. The utilities reference describes the lower-level helpers and the distinct legacy ParamSpace contract; it does not replace either project’s entry point.

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 `UEL.run()` compatibility and direct permutation sampling	CLI and Python/MSQ runs use `SearchStrategy` and `ParamDomain`
`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.experiment uses ParamSpace on the legacy run path.
limen.metrics provides the canonical scoring helpers that this package partially re-exports for convenience.
limen.sfd.reference_architecture often calls data_dict_to_numpy.

Quick orientation

Module or family	Responsibility
`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

text · README.md

1utils/2├── README.md3├── __init__.py4├── _computation_cache.py5├── _line_arrays.py6├── adf_test.py7├── confidence_filtering_system.py8├── data_dict_to_numpy.py9├── filter_lines_by_quantile.py10├── find_price_lines.py11├── param_space.py12└── reporting.py

Merged source PR · f78356f4Package layout · Limen 6.0.1 · current package validation · package source

Things to know

This package is intentionally mixed. If a helper grows into a coherent subsystem, move it out of utils.
ParamSpace retains the legacy execution contract; new Python examples use MSQ.
data_dict_to_numpy assumes the standard Limen split schema and supports model code.