# FAMLAFL: FAMLAFL Aren’t Machine Learning And Financial Laboratory
## Installation
For users:
```bash
pip install famlafl
```
Or with poetry:
```bash
poetry add famlafl
```
## Project Structure
```
famlafl/
├── backtest_statistics/ # Backtesting tools and statistics
├── bet_sizing/ # Position sizing and bet sizing tools
├── clustering/ # Clustering algorithms for financial data
├── codependence/ # Codependence and correlation metrics
├── cross_validation/ # Cross-validation for financial data
├── data_structures/ # Financial data structures
├── datasets/ # Sample datasets and loaders
├── ensemble/ # Ensemble methods
├── feature_importance/ # Feature importance analysis
├── features/ # Feature engineering tools
├── filters/ # Financial data filters
├── labeling/ # Financial data labeling tools
├── microstructural_features/ # Market microstructure features
├── multi_product/ # Multi-product analysis
├── online_portfolio_selection/ # Online portfolio selection
├── portfolio_optimization/ # Portfolio optimization tools
├── sample_weights/ # Sample weight generation
├── sampling/ # Financial data sampling
├── structural_breaks/ # Structural break detection
└── tests/ # Unit tests
```
## Development
### Running Tests
```bash
# Run all tests
poetry run pytest
# Run tests with coverage
poetry run pytest --cov=famlafl --cov-report=html --cov-report=term
# Run specific test file
poetry run pytest famlafl/tests/test_specific_file.py
```
## Contributing
We welcome contributions from the community! Please see our [Contributing Guidelines](CONTRIBUTING.md) for more details on how to get involved.
## License
This is a **fork** of [mlfinlab (ArbitrageLab)](https://github.com/hudson-and-thames/mlfinlab),
developed by Hudson & Thames Quantitative Research.
> **Important**
> - All mlfinlab-derived code here remains under Hudson & Thames’s
> [“all rights reserved” license](https://github.com/hudson-and-thames/mlfinlab#license).
> - Any new or original code that I (Vadim Surin) wrote **from scratch** (and **does not** derive from mlfinlab code)
> is released under the [BSD-3-Clause License](./LICENSE).
> However, usage in combination with mlfinlab code is still governed by Hudson & Thames’s restrictions.
### Licensing Overview
1. **Hudson & Thames License (All Rights Reserved)**
The original mlfinlab portion of this repository is subject to the
[Hudson & Thames license](https://github.com/hudson-and-thames/mlfinlab#license)
(or see the license text included in this repo’s `LICENSE` file).
Their license **overrides** any open-source terms with respect to the mlfinlab files.
2. **BSD-3-Clause (for My Independent Code)**
Purely original files that do not include or derive from mlfinlab
logic can be used under BSD-3-Clause terms.
> **Note**: If these files are used in conjunction with mlfinlab code,
> the combined work is effectively subject to Hudson & Thames’s license
> to the extent of mlfinlab’s portion.
### Usage
Feel free to experiment with my additions, but remember mlfinlab’s license
requires you to comply with Hudson & Thames’s terms for the original
(and derived) code.
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