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Workflows Package#

The workflows package provides high-level classes that orchestrate complex, multi-step processes. These are the primary engines for running calibrations and backtests.

The workflows are designed to be driven by a user interface, such as the command-line interface or the Streamlit dashboard.

  • DailyWorkflow: Encapsulates the logic for calibrating a model on a single day's market data.
  • BacktestWorkflow: Manages the process of running a DailyWorkflow over a series of historical dates to evaluate a model's out-of-sample performance.

This package also contains a configs sub-package, which holds the specific "recipes" (initial parameters, bounds, etc.) for calibrating each supported financial model.