API Reference

Package Structure

fincore/
├── __init__.py          # Flat API: sharpe_ratio, max_drawdown, ...
├── empyrical.py         # Empyrical facade class (150+ methods)
├── pyfolio.py           # Pyfolio tearsheet class
├── core/
│   ├── context.py       # AnalysisContext
│   └── engine.py        # RollingEngine
├── metrics/             # 17 metric modules
├── viz/                 # Visualization backends
├── optimization/        # Portfolio optimization
├── simulation/          # Monte Carlo, bootstrap
├── attribution/         # Brinson, Fama-French
├── risk/                # EVT, GARCH
└── report/              # HTML/PDF reports

Module Pages

• fincore (top-level) — Flat API and main classes
• fincore.metrics — All metric functions
• fincore.core — AnalysisContext and RollingEngine
• fincore.viz — Visualization backends
• fincore.optimization — Portfolio optimization
• fincore.simulation — Monte Carlo simulation
• fincore.attribution — Performance attribution
• fincore.risk — Risk models
• fincore.report — Report generation
• Factor-analysis — Strict Alphalens migration and enhanced factor analysis