mrv (top-level)¶
mrv: Model Risk Validator.
A pure validation library for testing specification invariance of financial models. Users supply their own model outputs (labels, ranks, grades) – mrv measures how stable those outputs are across different specifications.
Core API – labels in, stability metrics out:
from mrv.pipeline import validate_rep, validate_res
# Representation invariance (Paper 1): labels from your own models
result = validate_rep(labels={
"SPY": {"rep_a": labels_a, "rep_b": labels_b, "rep_c": labels_c}
})
# Resolution invariance (Paper 2): labels at each frequency
result = validate_res(labels={
"SPY": {"5m": labels_5m, "15m": labels_15m, "1h": labels_1h, "1d": labels_1d}
})
Subpackages¶
mrv.invariance: Representation and resolution invariance tests (functional API)
mrv.validator: Validator classes, metrics, monitoring, and reporting
mrv.data: Data loading, factor computation, normalization (convenience)
mrv.models: Regime model fitting (optional, requires scikit-learn)
mrv.utils: Configuration (YAML) and logging setup
Primary imports
The following symbols are available directly from import mrv.
See sub-module pages for full API documentation.
mrv.report(frommrv.pipeline)mrv.rep_invariance_validator,mrv.res_invariance_validator,mrv.RepInvarianceResult,mrv.ResInvarianceResult,mrv.ResolutionSpec(frommrv.invariance)