Metadata-Version: 2.4
Name: RiskLabAI
Version: 1.0.5
Summary: Financial AI using Python, based on 'Advances in Financial Machine Learning' and 'Machine Learning for Asset Managers'.
Author-email: RiskLab <arian@risklab.ai>
License: BSD 3-Clause License
        
        Copyright (c) 2022, RiskLab AI (risklab.ai)
        All rights reserved.
        
        RiskLabAI includes codes and algorithms from Marcos López de Prado's books 
        "Advances in Financial Machine Learning" and 
        "Machine Learning for Asset Managers".
        
        Redistribution and use in source and binary forms, with or without
        modification, are permitted provided that the following conditions are met:
        
        1. Redistributions of source code must retain the above copyright notice, this
           list of conditions and the following disclaimer.
        
        2. Redistributions in binary form must reproduce the above copyright notice,
           this list of conditions and the following disclaimer in the documentation
           and/or other materials provided with the distribution.
        
        3. Neither the name of the copyright holder nor the names of its
           contributors may be used to endorse or promote products derived from
           this software without specific prior written permission.
        
        THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
        AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
        IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
        DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
        FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
        DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
        SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
        CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
        OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
        OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
        
Project-URL: Homepage, https://github.com/RiskLabAI/RiskLabAI.py
Project-URL: Bug Tracker, https://github.com/RiskLabAI/RiskLabAI.py/issues
Project-URL: Changelog, https://github.com/RiskLabAI/RiskLabAI.py/releases
Keywords: finance,machine learning,quantitative finance,fintech,de prado,backtesting
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: BSD License
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: Operating System :: OS Independent
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Requires-Python: >=3.9
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: scipy
Requires-Dist: scikit-learn
Requires-Dist: statsmodels
Requires-Dist: numba
Requires-Dist: joblib
Requires-Dist: ta
Provides-Extra: pde
Requires-Dist: torch; extra == "pde"
Provides-Extra: synth
Requires-Dist: quantecon; extra == "synth"
Provides-Extra: plot
Requires-Dist: matplotlib; extra == "plot"
Requires-Dist: seaborn; extra == "plot"
Requires-Dist: plotly; extra == "plot"
Provides-Extra: dev
Requires-Dist: yfinance; extra == "dev"
Requires-Dist: memory_profiler; extra == "dev"
Requires-Dist: jupyterlab; extra == "dev"
Requires-Dist: stable-baselines3; extra == "dev"
Requires-Dist: gymnasium; extra == "dev"
Requires-Dist: torchvision; extra == "dev"
Requires-Dist: torchaudio; extra == "dev"
Provides-Extra: all
Requires-Dist: RiskLabAI[pde]; extra == "all"
Requires-Dist: RiskLabAI[synth]; extra == "all"
Requires-Dist: RiskLabAI[plot]; extra == "all"
Dynamic: license-file

# RiskLabAI.py
[![PyPI version](https://badge.fury.io/py/RiskLabAI.svg)](https://badge.fury.io/py/RiskLabAI)

A Python library for quantitative finance and financial AI, implementing core concepts from Marcos López de Prado's books, "Advances in Financial Machine Learning" and "Machine Learning for Asset Managers."

This library provides production-ready implementations for:
* Advanced Financial Data Structures (Tick, Volume, Dollar, Imbalance, and Run Bars)
* Fractional Differentiation (FFD)
* The Triple-Barrier Method and Meta-Labeling
* Advanced Cross-Validation (Purged K-Fold, Combinatorial Purged CV)
* Feature Importance (MDI, MDA, SFI) and Clustered Feature Importance
* Portfolio Optimization (HRP, NCO)
* And many more...

## 📦 Installation

Install the library directly from PyPI:

```bash
pip install RiskLabAI
