mif-core
The metric and strategy qualification layer of the Metric Integrity Framework.
mif-core sits above the two canonical infrastructure projects:
mif-dqf → certifies data quality
mif-dal → assembles and hands off certified data
mif-core → qualifies metrics and strategies
| Layer | Repository | PyPI distribution | Python import | Responsibility |
|---|---|---|---|---|
| MIF-DQF | symbioticode/mif-dqf |
mif-dqf |
dqf |
Certify the physical and structural quality of market data. |
| MIF-DAL | symbioticode/mif-dal |
mif-dal |
dal |
Assemble reproducible streams and produce certified handoffs. |
| MIF Core | symbioticode/mif-core |
mif-foundation |
core |
Qualify metrics and strategies against explicit offline tests. |
The three packages form one directional contract: DQF certifies the data, DAL assembles and transports the certified handoff, and Core evaluates what is computed from that handoff. Each package remains installable and versioned independently.
This first increment defines explicit contracts and a deterministic offline catalogue. Tests are selected explicitly; no hidden one-size-fits-all protocol is applied.
Included test catalogue
The package currently ships six offline checks: DAL handoff readiness, signal shape, adaptive positive-return stability, return integrity, configurable rolling out-of-sample consistency, and prefix causality (look-ahead detection). They are deliberately small building blocks, not a complete profitability guarantee.
Development
python -m pip install -e '.[dev]'
python -m pytest
python -m build
The published distribution is named mif-foundation on PyPI. The
import package and command remain core and mif-core respectively; the
longer distribution name makes the PyPI project unambiguous.
Supported Python versions
The current release supports Python 3.11 and 3.12. Python 3.13 support is
deferred because the canonical mif-dal dependency currently requires a
NumPy version without a compatible Python 3.13 distribution.
mif-core catalog
mif-core --version
mif-core demo
mif-core metric-demo
mif-core demo --format text
mif-core metric-demo --format text
mif-core demo --tests T_HANDOFF_001,T_LOOKAHEAD_001
An external strategy can implement StrategyAdapter and be certified against
an explicit list of tests. See examples/certify_strategy.py for an offline
example; production callers should supply the real DALHandoff from
mif-dal.
examples/certify_metric.py shows the corresponding metric contract.
See docs/API.md for the supported public surface.
See docs/ROADMAP.md for current limits and next phases.
See docs/PUBLISHING.md for the PyPI release path.
Status
Development implementation based on the documented MIF v5 architecture. The
architecture file contains a historical brainstorming version marker; the
provenance decision is recorded in docs/PROVENANCE.md.
Test
python3 -m unittest discover -s tests -v
1 maintainer
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