numeraire.core.schema

The standard tidy, long-format result schema.

Every evaluator emits rows in this schema; downstream plotting (plotnine / R) consumes it, so the plotting choice stays decoupled. Stability is promised on this schema (semver).

numeraire.core.schema.RESULT_COLUMNS: tuple[str, ...] = ('run_id', 'method', 'date', 'metric', 'value', 'universe', 'capability', 'protocol', 'config_hash', 'data_vintage')

Minimum columns every result table must carry (in any order).

protocol labels the evaluation discipline the row was produced under: "walk_forward" (the framework’s out-of-sample walk-forward path, which every weights/forecast evaluator emits) or "in_sample" (a single full-sample fit, the paper cross-sectional-pricing tradition). It makes an explanatory in-sample number unconfusable with an out-of-sample one.

numeraire.core.schema.validate_result(df: DataFrame) → None

Raise ValueError if df is missing any required result-schema column.

Extra columns are allowed; only the presence of RESULT_COLUMNS is enforced.