align_to_timeframe      Align Data to Strategy Timeframe
analyze_by_period       Period-level summary statistics
analyze_drawdowns       Analyze Drawdown Characteristics
analyze_performance     Analyze Backtest Performance with Daily
                        Monitoring
analyze_vs_benchmark    Benchmark-relative performance statistics
apply_regime            Apply Market Regime Filter
as_selection            Convert Conditions to Selection Format
backtest_metrics        Calculate Comprehensive Backtest Metrics
bucket_returns          Bucketed label analysis by score rank
calc_cci                Calculate Commodity Channel Index (CCI)
calc_distance           Calculate Distance from Reference
calc_market_breadth     Calculate Market Breadth Percentage
calc_momentum           Calculate Price Momentum
calc_moving_average     Calculate Moving Average
calc_relative_strength_rank
                        Calculate Cross-Sectional Ranking of Indicators
calc_rolling_correlation
                        Rolling correlation of each symbol to a
                        benchmark
calc_rolling_volatility
                        Calculate Rolling Volatility
calc_rsi                Calculate Relative Strength Index (RSI)
calc_sector_breadth     Calculate Market Breadth by Sector
calc_sector_relative_indicators
                        Calculate Indicators Relative to Sector Average
calc_stochastic_d       Calculate Stochastic D Indicator
calc_stochrsi           Stochastic RSI (StochRSI) for multiple price
                        series
calculate_daily_values
                        Daily equity curve from positions and daily
                        prices
calculate_drawdown_series
                        Calculate Drawdown Time Series
cap_exposure            Apply post-weight exposure caps
cap_turnover            Cap turnover sequentially across dates
carry_forward_weights   Carry-forward weights between rebalances
                        (validation helper)
combine_filters         Combine Multiple Filter Conditions
combine_scores          Combine multiple score panels (mean / weighted
                        / rank-average / trimmed)
combine_weights         Combine Multiple Weighting Schemes
convert_to_nweeks       Convert Data to N-Week Frequency
coverage_by_date        Count finite entries per date
create_regime_buckets   Convert Continuous Indicator to Discrete
                        Regimes
csv_adapter             Load Price Data from CSV File
cv_tune_seq             Purged/embargoed K-fold CV for sequence models
                        (inside IS window)
demo_sector_map         Demo sector (group) map for examples/tests
download_sp500_sectors
                        Download S&P 500 Sector Mappings from Wikipedia
ensure_dt_copy          Ensure Data.Table Without Mutation
evaluate_scores         Evaluate scores vs labels (IC and hit-rate)
filter_above            Filter Stocks Above Threshold
filter_below            Filter Stocks Below Threshold
filter_between          Filter Stocks Between Two Values
filter_by_percentile    Filter by Percentile
filter_rank             Select Top or Bottom N Stocks by Signal
filter_threshold        Filter by Threshold Value
filter_top_n            Select Top N Stocks by Signal Value
filter_top_n_where      Select Top N from Qualified Stocks
get_data_frequency      Detect Data Frequency from Dates
ic_series               Information Coefficient time series
invert_signal           Invert Signal Values for Preference Reversal
join_panels             Join multiple panels on intersecting dates
                        (unique symbol names)
limit_positions         Limit per-date selections to top-K (legacy API)
list_examples           List available example scripts
load_mixed_symbols      Load Mixed Symbols Including VIX
make_labels             Make future-return labels aligned to the
                        decision date
manual_adapter          Adapter for User-Provided Data
membership_stability    Membership stability across dates
metric_sharpe           Calculate Sharpe Ratio with Frequency Detection
ml_add_interactions     Add interaction panels to a feature list
ml_backtest             One-call backtest wrapper (tabular features)
ml_backtest_multi       Run multi-horizon ML backtests (pooled or
                        sector-neutral)
ml_backtest_seq         One-call backtest wrapper (sequence features)
ml_ic_series_on_scores
                        Rank-IC series computed on score (rebalance)
                        dates
ml_make_ensemble        NA-tolerant ensemble blender (row-wise)
ml_make_model           Model factory for tabular cross-sectional
                        learners
ml_make_seq_model       Deterministic sequence model factory
                        (GRU/LSTM/CNN1D with linear fallback)
ml_panel_op             Panel-safe binary operation on aligned wide
                        panels
ml_panel_reduce         Reduce multiple panels with a binary operator
ml_plot_ic_roll         Rolling rank-IC plot (rebalance dates;
                        leakage-safe)
ml_prepare_features     Prepare tabular features (weekly + aligned
                        daily volatility)
panel_lag               Lag each symbol column by k steps
panel_returns_simple    Panel simple returns from prices
perf_metrics            Portfolio performance metrics
plot.backtest_result    Plot Backtest Results
plot.param_grid_result
                        Plot Parameter Grid Results (1D/2D/3D and
                        Facets)
plot.performance_analysis
                        Plot Performance Analysis Results
plot.wf_optimization_result
                        Plot Walk-Forward Results
portfolio_returns       Portfolio returns from weights and prices
                        (CASH-aware)
print.backtest_result   Print Backtest Results
print.param_grid_result
                        Print a param_grid_result
print.performance_analysis
                        Print Performance Analysis Results
print.wf_optimization_result
                        Print a wf_optimization_result
pt_collect_results      Collect diagnostics from two
                        'ml_backtest_multi()' runs
rank_within_sector      Rank Indicators Within Each Sector
rebalance_calendar      Rebalance calendar (rows with non-zero
                        allocation)
roll_fit_predict        Rolling fit/predict for tabular features
                        (pooled / per-symbol / per-group)
roll_fit_predict_seq    Rolling fit/predict for sequence models
                        (flattened steps-by-p features)
roll_ic_stats           Rolling IC mean, standard deviation, and ICIR
run_backtest            Run Portfolio Backtest
run_example             Run an Example Script
run_param_grid          Run Parameter Grid Optimization (safe +
                        ergonomic)
run_walk_forward        Walk-Forward Optimization Analysis
safe_divide             Safe Division with NA and Zero Handling
sample_prices_daily     Sample Daily Stock Prices
sample_prices_weekly    Sample Weekly Stock Prices
sample_sp500_sectors    S&P 500 Sector Mappings
scores_oos_only         Mask score tables to out-of-sample decision
                        dates
select_top_k_scores     Select top-K scores per date
select_top_k_scores_by_group
                        Select top-k symbols per group by score
sql_adapter             Load Price Data from SQL Database
sql_adapter_adjusted    Load Adjusted Price Data from SQL Database
summary.backtest_result
                        Summary method for backtest results
switch_weights          Switch Between Weighting Schemes
transform_scores        Per-date score transform (z-score or rank)
tune_ml_backtest        Quick grid tuning for tabular pipeline
turnover_by_date        Turnover by date
update_vix_in_db        Update VIX data in database
validate_data_format    Validate Data Format for Library Functions
validate_group_map      Validate a symbol-to-group mapping
validate_no_leakage     Quick leakage guard: date alignment & NA
                        expectations
vol_target              Volatility targeting (row-wise) with optional
                        down-only cap
weight_by_hrp           Hierarchical Risk Parity Weighting
weight_by_rank          Rank-Based Portfolio Weighting
weight_by_regime        Regime-Based Adaptive Weighting
weight_by_risk_parity   Risk Parity Weighting Suite
weight_by_signal        Signal-Based Portfolio Weighting
weight_by_volatility    Volatility-Based Portfolio Weighting
weight_equally          Equal Weight Portfolio Construction
weight_from_scores      Map scores to portfolio weights
wf_report               Generate Walk-Forward Report
wf_stitch               Stitch Out-of-Sample Results (overlap-safe)
wf_sweep_tabular        Walk-forward sweep of tabular configs
                        (window-wise distribution of metrics)
yahoo_adapter           Download Price Data from Yahoo Finance
