| Layer | Modules | Description |
|---|---|---|
| 🔬 Statistical | KS, Wasserstein, MMD, Energy, KL, Anderson-Darling | Full statistical validation battery |
| 📊 Retrospective | Regime detection, structural breaks, tail analysis | Auto-extract data characteristics |
| 🔮 Continuation | Seamless branch from endpoint, N scenarios | Time-series continuation engine |
| 🧬 Generative | VAE, mixture models, Student-t, SDE, GBM, Heston | Advanced synthetic data |
| 🔗 Coherence | Cross-domain FX+credit+equities+insurance | Multi-asset scenario generation |
| 📈 Econometrics | Granger causality, ARIMA, GARCH, Hurst, t-copula | Full econometric toolkit |
| 🧠 ML/DL | Random Forest, XGBoost, LightGBM, LSTM, Transformer | Real ML model wrappers |
| ⚡ Options | Black-Scholes, Greeks, Binomial, Asian, Barrier | Options pricing engine |
| 📉 Risk | VaR, CVaR, Stress Testing, Kelly, CPPI, Risk Parity | Enterprise risk management |
| 🔁 Backtesting | Walk-forward, Monte Carlo, Regime robustness | Strategy validation |
| 🏗️ Infrastructure | Logging, Profiling, CI/CD, Docker, K8s, Notifications | Production-ready |
| Dataset | Type | Status |
|---|---|---|
| semantaai-crypto_assets | Crypto OHLCV + labels | Published |
| semantaai-fx-majors | FX majors (EUR/USD, GBP/USD, etc.) | Published |
| semantaai-fx-other | FX crosses | Published |
| semantaai-test-dataset | Test/sample data | Published |
1from core.synthetic import retrospective_analysis, continue_from_endpoint
2
3# Load your data
4prices = [1.08, 1.081, 1.083, ...] # EUR/USD prices
5
6# Analyze historical patterns
7retro = retrospective_analysis(prices)
8print(f"Regimes detected: {retro['regimes']['count']}")
9print(f"Annualized vol: {retro['overall']['annualized_vol']}")
10
11# Generate future scenarios
12cont = continue_from_endpoint(prices, n_scenarios=4, n_steps=30)
13for s in cont['scenarios']:
14 print(f" {s['label']}: total_return={s['total_return']:.2%}")
15
16# Run statistical battery
17from core.synthetic.statistical import run_statistical_battery
18real = [{"v": prices[i]} for i in range(-100, 0)]
19syn = [{"v": s['path'][-1]['price']} for s in cont['scenarios']]
20battery = run_statistical_battery(real, syn, key='v')
21print(f"Quality: {battery['conclusion']} ({battery['battery_passed']}/{battery['battery_total']})")Tests: 834 (all passing)
Modules: 135 synthetic + 20 infrastructure
Functions: 907
LOC: 26,904
Production status: PRODUCTION READY
Stubs in own code: 0