API reference

The API reference is generated from the public headers under include/fincore/ with Doxygen and Breathe. Internal fincore::detail helpers are excluded from the stable API reference. Signatures and descriptions come from the same source commit as the rest of this site.

Note

A symbol appearing here means it is part of the maintained public surface. It does not imply Python object compatibility, a supported platform beyond the recorded acceptance evidence, or a performance guarantee.

Modules

• Core types and errors
• Metrics
• Performance
• Risk
• Optimization
• Portfolio
• Attribution
• Factor research
• Simulation
• Reports
• Runtime
• Visualization
• Extensions

How to read a reference page

Every module page is generated from the public header, so the order you read is the order a maintainer writes:

1. Signature. Types, defaults and template parameters are literal; a default is part of the contract, not a convenience.

2. Contract prose. What the function returns, in what units, and what it does with missing or non-finite values.

3. Parameters, returns and throws. The failure modes are enumerated; each one is implemented, not aspirational.

4. Ownership. Whether a returned frame or view owns its data, and how long a view stays valid.

Identifiers, commands, paths and formulas are not translated: the Chinese pages carry the same declarations with Chinese explanatory prose.

Conventions used by every module

• Timestamps are UTC nanoseconds; calendar helpers return UTC midnights.

• Prices and returns are decimal fractions unless a field name says otherwise. Annualization is explicit in each signature.

• dataframe inputs and outputs follow the DataFrame submodule’s column rules; column names are part of each contract.

• Errors carry a stable category, code and message through fincore::fincore_error; research routes add typed subclasses.

• Optional dependencies are named at the call site; no API downloads data or renders a chart implicitly.

Coverage

The public symbol ledger records every extracted symbol, its module, source line and documentation status. The maintainers regenerate it with tools/build_api_ledger.py and require either documentation or a reviewed exemption for each symbol before a documentation release. The ledger itself is a source artifact in the repository, so its counts can be compared against the same commit.

The rendered signatures are the normative C++ surface. Python-compatible behaviour, including exception inheritance and DataFrame object identity, is described in the migration guide, not inferred from the generated declarations.