openmedallion-fints / eval /__init__.py
oyi77
Initial commit: Complete FinTS forecasting pipeline
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"""
Evaluation module for OpenMedallion-FinTS.
Provides metrics for forecast accuracy and trading performance evaluation.
"""
from .metrics import (
mean_absolute_error,
root_mean_squared_error,
mean_absolute_percentage_error,
direction_accuracy,
hit_rate,
sharpe_ratio,
sortino_ratio,
max_drawdown,
calmar_ratio,
profit_factor,
calculate_all_metrics,
print_metrics_report
)
__all__ = [
'mean_absolute_error',
'root_mean_squared_error',
'mean_absolute_percentage_error',
'direction_accuracy',
'hit_rate',
'sharpe_ratio',
'sortino_ratio',
'max_drawdown',
'calmar_ratio',
'profit_factor',
'calculate_all_metrics',
'print_metrics_report'
]