Core API ======== .. module:: grubeta.core The core module contains the main classes for dynamic beta estimation. DynamicBeta ----------- .. autoclass:: grubeta.DynamicBeta :members: :undoc-members: :show-inheritance: :special-members: __init__, __repr__ DynamicBetaConfig ----------------- .. autoclass:: grubeta.DynamicBetaConfig :members: :undoc-members: :show-inheritance: Example Usage ------------- Basic Usage ~~~~~~~~~~~ .. code-block:: python from grubeta import DynamicBeta # Create model with default settings model = DynamicBeta() # Or with custom parameters model = DynamicBeta( lookback=60, lambda_beta=0.05, lambda_alpha=0.5, lambda_alpha_smooth=0.1 ) # Fit and predict results = model.fit_predict(stock_returns, market_returns) Using Configuration Object ~~~~~~~~~~~~~~~~~~~~~~~~~~ .. code-block:: python from grubeta import DynamicBeta, DynamicBetaConfig config = DynamicBetaConfig( lookback=90, initial_train_size=500, wf_step_size=126, learning_rate=1e-4, lambda_beta=0.05, lambda_alpha=0.5, lambda_alpha_smooth=0.1 ) model = DynamicBeta(config=config) results = model.fit_predict(stock_returns, market_returns) Save and Load ~~~~~~~~~~~~~ .. code-block:: python # Save fitted model model.save('./my_model') # Load later model = DynamicBeta.load('./my_model')