"""Horizon - Prediction Market Trading SDK."""

__version__ = "0.5.0"

from horizon._horizon import (
    AlertLevel,
    ArbitrageOpportunity,
    ContingentOrder,
    Engine,
    EngineStatus,
    Event,
    EventArbitrageOpportunity,
    ParityArbitrageOpportunity,
    LatencyArbOpportunity,
    FeedSnapshot,
    Fill,
    Market,
    Order,
    OrderbookSnapshot,
    OrderRequest,
    OrderSide,
    OrderStatus,
    OrderType,
    Outcome,
    ParityResult,
    Position,
    Quote,
    RiskConfig,
    Side,
    SimPosition,
    SimulationResult,
    TimeInForce,
    TriggerType,
    # Kelly criterion functions (Rust, #[inline])
    edge,
    fractional_kelly,
    kelly,
    kelly_no,
    kelly_size,
    liquidity_adjusted_kelly,
    multi_kelly,
    # Signal functions (Rust, #[inline])
    combine_signals,
    ema,
    zscore,
    decay_weight,
    # Market making functions (Rust, #[inline])
    reservation_price,
    optimal_spread,
    competitive_spread,
    mm_size,
    estimate_volatility,
    # Volatility suite (Rust, #[inline])
    parkinson_vol,
    garman_klass_vol,
    yang_zhang_vol,
    ewma_vol,
    rolling_vol,
    # Monte Carlo simulation (Rust)
    monte_carlo,
    # Markov regime detection (Rust HMM)
    MarkovRegimeModel,
    prices_to_returns,
    # Quantitative analytics (Rust)
    # Information theory
    shannon_entropy,
    joint_entropy,
    kl_divergence,
    mutual_information,
    transfer_entropy,
    # Microstructure
    kyles_lambda,
    amihud_ratio,
    roll_spread,
    effective_spread,
    realized_spread,
    lob_imbalance,
    weighted_mid,
    # Risk analytics
    cornish_fisher_var,
    cornish_fisher_cvar,
    prediction_greeks,
    PredictionGreeks,
    # Signal analysis
    information_coefficient,
    signal_half_life,
    hurst_exponent,
    variance_ratio,
    # Statistical testing
    deflated_sharpe,
    bonferroni_threshold,
    benjamini_hochberg,
    # Streaming detectors
    VpinDetector,
    CusumDetector,
    OfiTracker,
    # Hawkes process
    HawkesProcess,
    # Ledoit-Wolf shrinkage
    ledoit_wolf_shrinkage,
    # Analytics (calibration, log-loss, edge decay)
    CalibrationResult,
    EdgeDecayResult,
    calibration_curve,
    log_loss,
    edge_decay,
    # Feed metrics
    FeedMetrics,
    # Historical data types and fetchers
    HistoricalTrade,
    OHLCBar,
    fetch_polymarket_prices,
    fetch_polymarket_trades,
    fetch_kalshi_book,
    fetch_polymarket_book,
    fetch_kalshi_market,
    # Information-driven bars (AFML Ch. 2)
    Bar,
    tick_bars,
    volume_bars,
    dollar_bars,
    tick_imbalance_bars,
    volume_imbalance_bars,
    tick_run_bars,
    volume_run_bars,
    # Triple barrier labeling (AFML Ch. 2-3)
    BarrierLabel,
    get_daily_vol,
    cusum_filter,
    triple_barrier_labels,
    meta_labels,
    drop_labels,
    # Fractional differentiation (AFML Ch. 5)
    frac_diff_weights,
    frac_diff_ffd,
    frac_diff_expanding,
    adf_statistic,
    min_frac_diff,
    # Hierarchical Risk Parity + Marcenko-Pastur denoising
    HRPResult,
    DenoisedCov,
    hrp_weights,
    denoise_covariance,
    detone_covariance,
    # Stat arb functions
    cointegration_test,
    spread_zscore,
    # Rewards (Rust types + fetcher)
    RewardConfig,
    RewardMarket,
    fetch_reward_markets,
    # Collector types (Rust)
    Collector,
    CollectorConfig,
    CollectorStatus,
    # Tier gating
    auth_current_tier as current_tier,
    auth_require_pro as require_pro,
    auth_require_ultra as require_ultra,
    # --- Quantitative Models (v0.5) ---
    # Kalman filter suite
    KalmanFilter,
    UnscentedKF,
    # Particle filter
    ParticleFilter,
    PFState,
    # BOCPD
    BocpdDetector,
    BocpdResult,
    # Lead-lag detection
    LeadLagResult,
    GrangerResult,
    LeadLagNetwork,
    hayashi_yoshida,
    cross_correlation_lags,
    granger_causality,
    lead_lag_network,
    # Graph/network analysis
    GraphNode,
    GraphEdge,
    Community,
    MarketGraph,
    build_correlation_graph,
    minimum_spanning_tree,
    detect_communities,
    contagion_risk,
    # Garleanu-Pedersen optimal execution
    GPTrajectory,
    gp_optimal_trajectory,
    gp_execution_cost,
    gp_urgency,
    # Almgren-Chriss optimal liquidation
    ACTrajectory,
    ac_optimal_schedule,
    ac_efficient_frontier,
    ac_kappa,
    # Queue position modeling
    QueueModel,
    FillProbResult,
    queue_fill_prob,
    # Copula dependence
    CopulaFamily,
    CopulaFit,
    fit_copula,
    best_copula,
    copula_sample,
    copula_cdf,
    rank_transform,
    # Vine copulas
    VineType,
    PairCopula,
    VineCopulaResult,
    fit_vine,
    vine_sample,
    vine_tail_risk,
    # Cross-impact matrix
    CrossImpactMatrix,
    CrossImpactEstimator,
    estimate_cross_impact,
    # Entropy pooling (Meucci)
    EntropyPoolResult,
    ViewConstraint,
    entropy_pool,
    posterior_mean,
    posterior_covariance,
    # Robust portfolio optimization
    RobustPortfolioResult,
    robust_optimize,
    worst_case_return,
    robust_efficient_frontier,
    # Optimal stopping (Longstaff-Schwartz)
    StopPolicy,
    generate_gbm_paths,
    longstaff_schwartz,
    should_exit,
    # ACD duration models
    AcdModel,
    AcdState,
    acd_log_likelihood,
    fit_acd,
    # Elastic net / LASSO / Ridge
    ElasticNetResult,
    elastic_net_fit,
    elastic_net_predict,
    lasso_fit,
    ridge_fit,
    elastic_net_cv,
    # Microstructure invariance
    InvarianceResult,
    trading_activity,
    invariant_bet_size,
    kyle_obizhaeva_impact,
    is_informed_trade,
    invariance_analysis,
    # Volatility signature
    SignaturePlot,
    volatility_signature,
    two_scale_realized_vol,
    noise_variance_estimate,
    optimal_sampling_frequency,
    # Characteristic function pricing
    PricingModel,
    HestonParams,
    MertonParams,
    VGParams,
    BinaryPrice,
    binary_price_heston,
    binary_price_merton,
    binary_price_vg,
    implied_vol_from_binary,
    # HJB market making
    HJBConfig,
    HJBSolution,
    HJBQuote,
    solve_hjb,
    hjb_quote,
    hjb_arrival_rate,
    # Stock hedging
    HedgeSensitivities,
    MultiHedgeResult,
    ScenarioOutcome,
    HedgeCostTracker,
    hedge_ratio_ols,
    rolling_correlation,
    hedge_effectiveness,
    basis_risk,
    optimal_hedge_size,
    compute_hedge_sensitivities,
    multi_ticker_hedge,
    hedge_scenario,
    # Yield-adjusted Kelly (Treasury integration)
    yield_adjusted_kelly,
    opportunity_cost,
    breakeven_edge,
    yield_adjusted_kelly_size,
    # Synthetic index construction
    WeightingMethod,
    IndexWeight,
    IndexLevel,
    IndexRebalanceAction,
    IndexArbSignal,
    compute_index_level,
    compute_weights_equal,
    compute_weights_inverse_vol,
    compute_weights_liquidity,
    rebalance_weights,
    index_tracking_error,
    index_arb_signal,
    # Correlation regime detection
    CorrelationEntry,
    RegimeShiftResult,
    ContagionAlert,
    DecorrelationResult,
    live_correlation_matrix,
    detect_regime_shift,
    contagion_score,
    find_decorrelated,
    incremental_correlation_update,
    # Portable alpha / market-neutral
    FactorExposure,
    AlphaDecomposition,
    NeutralityTarget,
    NeutralityAdjustment,
    beta_decompose,
    compute_factor_exposures,
    neutrality_adjustment,
    incremental_beta_update,
    # Trigger system
    TriggerCondition,
    TriggerActionType,
    TriggerRule,
    TriggerResult,
    evaluate_trigger,
    create_trigger,
    # Options overlay
    SyntheticOption,
    VolSurfacePoint,
    TermStructurePoint,
    SpreadStrategy,
    build_options_chain,
    vol_surface,
    term_structure,
    synthetic_butterfly,
    synthetic_straddle,
    calendar_spread_legs,
    # Liquidity aggregation
    AggregatedLevel,
    AggregatedBook,
    SmartRouteDecision,
    VenueMapping,
    aggregate_books,
    smart_route as smart_route_rust,
    best_venue,
    merged_mid_price,
    # Multi-leg execution
    FillPolicy,
    LegStatus,
    Leg,
    LegResult,
    MultiLegResult,
    validate_legs,
    aggregate_leg_risk,
    build_mock_result,
    # Evolution optimizer
    EvolutionConfig,
    Individual,
    ParamBound,
    EvolutionResult,
    GenerationStats,
    ConvergenceState,
    AdaptiveMutationState,
    IslandConfig,
    NsgaIndividual,
    NsgaResult,
    SelectionMethod,
    MigrationTopology,
    ObjectiveDirection,
    tournament_select,
    uniform_select,
    roulette_select,
    rank_select,
    ucb1_select,
    epsilon_greedy_select,
    gaussian_mutate,
    uniform_crossover,
    init_population,
    non_dominated_sort,
    crowding_distance_assign,
    nsga2_select,
    pareto_front,
    island_migrate,
    island_selection_methods,
    check_convergence,
    adapt_mutation_sigma,
    population_diversity,
    compute_generation_stats,
    # Adversarial simulation
    AdversaryType,
    AdversaryConfig,
    AdversaryAction,
    SimulationMetrics,
    AdversarialResult,
    whale_action,
    front_runner_action,
    spoofing_action,
    liquidity_drainer_action,
    compute_simulation_metrics,
    vulnerability_score,
    # Bootstrap statistical methods (Rust)
    BootstrapResult,
    BootstrapHypothesisResult,
    JackknifeResult,
    bootstrap_mean,
    bootstrap_sharpe,
    bootstrap_var,
    bootstrap_correlation,
    bootstrap_edge,
    block_bootstrap,
    circular_block_bootstrap,
    stationary_bootstrap,
    bootstrap_hypothesis_test,
    bootstrap_prediction_interval,
    jackknife_bias,
    # Logit-space pricing (Rust)
    LogitGreeks,
    LogitPnlAttribution,
    logit,
    sigmoid,
    sigmoid_prime,
    sigmoid_double_prime,
    logit_reservation_price,
    logit_optimal_spread,
    logit_greeks,
    logit_pnl_decompose,
    # Toxicity-adjusted spread (Rust)
    toxicity_adjusted_spread,
    # Belief-vol surface (Rust)
    BeliefVolSurface,
    # Breeden-Litzenberger (Rust)
    RiskNeutralDensity,
    CrossAssetEdge,
    risk_neutral_density,
    implied_probability_above,
    implied_probability_below,
    implied_probability_between,
    cross_asset_edge,
    risk_premium_adjustment,
)
from horizon.aggregator import AggregatedPrice, PriceAggregator
from horizon.alerts import (
    Alert,
    AlertManager,
    AlertType,
    DiscordChannel,
    LogChannel,
    TelegramChannel,
    WebhookChannel,
)
from horizon.algos import TWAP, VWAP, ExecAlgo, Iceberg
from horizon.calibration import CalibrationTracker
from horizon.context import Context
from horizon.discovery import discover_events, discover_markets, get_market_detail, top_markets
from horizon.exchanges import Alpaca, Coinbase, InteractiveBrokers, Kalshi, Limitless, Polymarket, Robinhood
from horizon.flow import (
    Holder,
    MarketFlow,
    Trade,
    WalletPosition as PolymarketPosition,
    WalletProfile,
    analyze_market_flow,
    get_market_trades,
    get_top_holders,
    get_wallet_positions,
    get_wallet_profile,
    get_wallet_trades,
    get_wallet_value,
)
from horizon.feeds import (
    AlpacaFeed, BinanceWS, CoinbaseFeed, IBKRFeed, KalshiBook,
    PolymarketBook, RESTFeed, RobinhoodFeed,
    PredictItFeed, ManifoldFeed, ESPNFeed, NWSFeed, RESTJsonPathFeed,
    ChainlinkFeed, MempoolFeed, CalendarFeed, TreasuryFeed,
)
from horizon.kelly_sizer import kelly_sizer, kelly_sizer_with_liquidity
from horizon.metrics import MetricsCollector, MetricsServer, update_engine_metrics
from horizon.backtest import backtest
from horizon.result import BacktestResult
from horizon.risk import Risk
from horizon.strategy import run
from horizon.signals import (
    Signal,
    signal_combiner,
    price_signal,
    imbalance_signal,
    spread_signal,
    momentum_signal,
    flow_signal,
)
from horizon.mm import market_maker
from horizon.simulate import simulate
from horizon.arb import (
    ArbResult,
    arb_scanner,
    arb_sweep,
    EventArbResult,
    SpreadSignal,
    StatArbResult,
    CompositeArbResult,
    parity_arb_scanner,
    parity_arb_sweep,
    event_arb_scanner,
    event_arb_sweep,
    spread_convergence,
    StatArbConfig,
    stat_arb,
    MMArbConfig,
    mm_arb,
    latency_arb,
    ArbMethodConfig,
    composite_arb,
    implication_arb_scanner,
    contradiction_arb_scanner,
)
from horizon.cloud import HorizonCloud, HorizonCloudError
from horizon.copy_trader import CopyTraderConfig, CopyTradeResult, copy_trades, copy_trader
from horizon.wallet_intel import (
    WalletScore,
    WalletPattern,
    WalletAnalysis,
    BotDetection,
    score_wallet,
    analyze_wallet,
    scan_bots,
    reverse_copy,
    reverse_copier,
    bot_scanner,
)
from horizon.wallet_profiler import (
    FullWalletProfile,
    ProfitStrategy,
    TemporalProfile,
    MarketSelectionProfile,
    OrderFlowProfile,
    EdgeDetection,
    profile_wallet,
    hunt,
    hunter,
)
from horizon.collector import (
    DataCollectorConfig,
    collect,
    collector,
    export_parquet,
    query_collected_trades,
    query_orderbooks,
)
from horizon.volatility import VolatilitySnapshot, volatility
from horizon.rewards import EpochRewards, RewardsTracker, rewards_tracker
from horizon.regime import regime_signal
from horizon.feed_guard import feed_guard, FeedHealthReport, FeedHealthStatus
from horizon.inventory_skew import inventory_skewer
from horizon.adaptive_spread import adaptive_spread, SpreadMetrics
from horizon.execution_tracker import execution_tracker, ExecQuality
from horizon.hedger import cross_hedger
from horizon.markov import markov_regime
from horizon.quant import (
    toxic_flow,
    microstructure,
    change_detector,
    hawkes_intensity,
    correlation_estimator,
    strategy_significance,
    signal_diagnostics,
    market_efficiency,
)
from horizon.stress import (
    StressScenario,
    ScenarioResult,
    StressTestResult,
    stress_test,
    CORRELATION_SPIKE,
    ALL_RESOLVE_NO,
    LIQUIDITY_SHOCK,
    TAIL_RISK,
)
from horizon.cpcv import CPCVResult, cpcv, probability_of_overfitting
from horizon.walkforward import walk_forward, WalkForwardResult, WalkForwardWindow
from horizon.bayesian_opt import bayesian_optimize, BayesianOptResult
from horizon.robustness import (
    PermutationTestResult,
    OutcomeRandomizationResult,
    PathSimulationResult,
    RobustnessReport,
    permutation_test,
    outcome_randomization,
    path_simulation,
    robustness_test,
)
from horizon.data import fetch_prices, fetch_trades, ohlc_to_ticks
from horizon.analytics import DrawdownRecord, Metrics, RoundTrip, Tearsheet, TradeAnalysis, compute_metrics, generate_tearsheet
from horizon.plotting import (
    BandData,
    CalibrationPlotData,
    CurveData,
    HeatmapData,
    HistogramData,
    NormalizedEquityData,
    PlotBundle,
    RollingStatData,
    TradeScatterData,
    TradeScatterPoint,
    UnderwaterData,
    bollinger_bands,
    calibration_plot,
    correlation_heatmap,
    from_backtest,
    histogram,
    monthly_returns_heatmap,
    normalized_equity,
    pnl_distribution,
    return_distribution,
    rolling_stats,
    trade_scatter,
    underwater_curve,
)
from horizon.ascii_plot import (
    area_chart,
    bar_chart,
    dashboard,
    heatmap as ascii_heatmap,
    histogram_chart,
    line_chart,
    multi_line,
    scatter as ascii_scatter,
    sparkline,
    calibration as ascii_calibration,
)
from horizon.hot_reload import ParamReloader, hot_reload, write_params
from horizon.lifecycle import (
    register_expiry,
    register_market_expiries,
    check_lifecycle,
    time_to_expiry,
    approaching_expiry,
)
from horizon.portfolio import (
    Portfolio,
    PortfolioAsset,
    PortfolioMetrics,
    risk_parity_weights,
    min_variance_weights,
)
from horizon.alpha_decay import AlphaDecayTracker, AlphaDecayReport, alpha_decay_pipeline
from horizon.feature_importance import (
    FeatureImportance,
    mda_importance,
    sfi_importance,
    clustered_mda,
)
from horizon.meta_label import MetaLabel, compute_meta_labels, meta_label_pipeline
from horizon.multi_strategy import StrategyBook, StrategySlot, StrategyCorrelation, MultiStrategyReport
from horizon.pnl_attribution import (
    PnLBreakdown,
    TimeBreakdown,
    FactorBreakdown,
    AttributionReport,
    GreeksAttribution,
    attribute_pnl,
    attribute_by_time,
    attribute_by_factor,
    pnl_attribution_pipeline,
    greeks_attribution,
)
from horizon.reconciliation import (
    PositionBreak,
    ReconciliationReport,
    reconcile,
    auto_reconcile,
)
from horizon.stealth import (
    ImpactEstimate,
    SmartRoute,
    ExecutionPlan,
    StealthConfig,
    AdaptiveTWAP,
    IcebergPlus,
    SniperAlgo,
    estimate_impact,
    smart_route,
    stealth_execute,
    stealth_executor,
)
from horizon.sentinel import (
    CorrelationAlert,
    DrawdownLevel,
    HedgeSuggestion,
    RiskBudget,
    SentinelReport,
    SentinelConfig,
    sentinel_report,
    suggest_hedges,
    sentinel,
)
from horizon.oracle import (
    SignalReading,
    MarketForecast,
    EdgeOpportunity,
    OracleReport,
    OracleConfig,
    forecast_market,
    scan_edges,
    oracle,
    oracle_report,
)
from horizon.llm import (
    NewsItem,
    LLMForecast,
    LLMConfig,
    llm_forecast,
    llm_scan,
    llm_signal,
)
from horizon.resolution import (
    ResolutionCondition,
    ResolutionAnalysis,
    ResolutionConfig,
    analyze_resolution,
    batch_analyze,
    resolution_guard,
)
from horizon.sniper import (
    ResolutionSignal,
    SniperConfig,
    scan_resolutions,
    resolution_sniper,
)
from horizon.wallet_tracker import (
    TrackerConfig,
    WalletMarketSignal,
    ConsensusSignal,
    WalletRegimeChange,
    compute_wallet_signal,
    compute_consensus,
    track_wallet,
    scan_wallets,
    wallet_tracker,
)
# --- Quantitative Model Pipeline Wrappers (v0.5) ---
from horizon.kalman import kalman_tracker, kalman_hedge_ratio, kalman_spread
from horizon.particle_filter import particle_tracker
from horizon.bocpd import bocpd_detector
from horizon.lead_lag import lead_lag_detector
from horizon.graph_analysis import market_network
from horizon.garleanu_pedersen import gp_executor
from horizon.almgren_chriss import ac_liquidator
from horizon.queue_model import queue_tracker
from horizon.copula import copula_dependence
from horizon.vine_copula import vine_risk_monitor
from horizon.cross_impact import cross_impact_monitor
from horizon.entropy_pool import entropy_pooling
from horizon.robust_portfolio import robust_allocator
from horizon.optimal_stop import exit_optimizer
from horizon.acd import duration_monitor
from horizon.elastic_net import signal_selector
from horizon.invariance import invariance_monitor
from horizon.vol_signature import vol_signature_analyzer
from horizon.char_pricing import pricing_signal
from horizon.hjb_mm import hjb_market_maker
from horizon.stock_hedge import (
    HedgeConfig,
    hedge_monitor,
    hedge_executor,
    correlation_tracker,
    stock_hedge,
    compute_hedge_report,
    run_scenario,
)
from horizon.whale_galaxy import (
    RankedWallet,
    WalletCluster,
    WhaleAlert,
    GalaxySnapshot,
    GalaxyConfig,
    scan_galaxy,
    detect_clusters,
    auto_target,
    galaxy_tracker,
    galaxy_hunt,
)
# --- New Features (v0.5+) ---
from horizon.treasury import yield_adjusted_sizer, opportunity_cost_filter, collateral_optimizer
from horizon.calendar_events import (
    time_decay, event_countdown, pre_event_strategy, bundled_events_json,
    FOMC_DATES, CPI_DATES,
)
from horizon.synthetic_index import (
    IndexConfig, index as index_pipeline, track_index, index_arb,
    CRYPTO_PREDICTION_INDEX, POLITICS_INDEX,
)
from horizon.correlation_regime import (
    correlation_matrix, regime_shift, contagion_alert, decorrelation_finder,
)
from horizon.portable_alpha import (
    FactorConfig, PortableAlphaConfig,
    beta_decompose_pipeline, market_neutral, portable_alpha as portable_alpha_pipeline,
    factor_model,
)
from horizon.triggers_pipeline import (
    TriggerConfig, trigger as trigger_pipeline, conditional_hedge, oracle as oracle_pipeline,
)
from horizon.options_overlay import (
    options_chain, delta_hedge_continuous, vol_surface_monitor,
)
from horizon.liquidity_agg import (
    aggregate_book, smart_route_pipeline, cross_venue_mm,
)
from horizon.multi_leg import multi_leg
from horizon.evolve import evolve, evolve_nsga2, evolve_islands
from horizon.adversarial import (
    AdversarialSimConfig, adversarial_sim, anti_fragile,
    WHALE_PRESET, FRONT_RUNNER_PRESET, SPOOFING_PRESET, DRAINER_PRESET,
)
from horizon.auth import (
    signup,
    login,
    generate_sdk_key,
    hash_api_key,
    create_sdk_key,
    save_credentials,
    load_credentials,
    resolve_password,
    setup as auth_setup,
)
# --- Logit-space, Bootstrap, Belief-Vol, Breeden-Litzenberger pipelines ---
from horizon.logit_pipelines import logit_market_maker, logit_greeks_pipeline, logit_pnl_attribution_pipeline
from horizon.belief_vol import belief_vol_tracker
from horizon.breeden_litzenberger import cross_asset_signal
from horizon.bootstrap_pipelines import bootstrap_edge_tracker, bootstrap_strategy_test
from horizon.registry import Registry, StrategyInfo, VersionInfo, PulledStrategy, registry
from horizon.compliance import (
    ComplianceManager,
    ComplianceConfig,
    RegulatoryLimitConfig,
    ComplianceAction,
    AuditEventType,
    SurveillanceAlertType,
    Role,
    ApprovalStatus,
    AuditEvent,
    SurveillanceAlert,
    ApprovalRequest,
    ComplianceReport,
    DailyTradeReport,
    PositionReport,
    compliance_gate,
)
from horizon.fund import (
    FundManager,
    FundConfig,
    StrategyConfig,
    AllocationMethod,
    FeeType,
    StrategyState,
    FundReport,
    MarketScore,
    NAVSnapshot,
    SettlementEvent,
    StrategyStatus,
    RiskAlert,
    NAVEngine,
    CapitalAllocator,
    StrategyController,
    FundRiskMonitor,
    SettlementMonitor,
    FundAccounting,
    MarketScorer,
    # Universe
    MarketUniverse,
    UniverseConfig,
    UniverseEntry,
    # Memory
    StrategyMemory,
    MemoryEntry,
    # Correlation
    CorrelationMonitor,
    CorrelationPair,
    ConcentrationAlert as FundConcentrationAlert,
    # VaR budgeting
    VaRBudgetManager,
    VaRBudgetSnapshot,
    VaRAllocation,
    # Fund stress testing
    FundStressTester,
    FundScenario,
    FundScenarioResult,
    FundStressResult,
    # Execution quality
    ExecutionQualityTracker,
    ExecutionSnapshot,
    FundExecutionReport,
    # Adaptive execution
    AdaptiveExecutionTuner,
    AdaptiveConfig,
    ParameterAdjustment,
    # Smart routing
    SmartRouter,
    RouteDecision,
    RouteScore,
    ExchangeHealth,
    # Research pipeline
    ResearchPipeline,
    Opportunity,
    ResearchScan,
    # Autopilot
    Autopilot,
    DeployCandidate,
    DeployCriteria,
    # Decision framework
    DecisionFramework,
    Decision,
    ActionType,
    OperatingMode,
    ConfidenceThresholds,
    RateLimits,
    # Autonomous agent
    AutonomousAgent,
    # Bias guard
    BiasGuard,
    BiasGuardConfig,
    BiasAlert,
)
from horizon.marketplace import (
    Marketplace,
    Listing,
    Subscription,
    Purchase,
    Signal,
    MarketplaceEarnings,
    VerifiedPerformance,
    VerifiedTrader,
    VerificationRequest,
    marketplace,
    signal_follower,
)

__all__ = [
    # Version
    "__version__",
    # Core entry points
    "run",
    "backtest",
    "BacktestResult",
    # Rust types
    "Engine",
    "Side",
    "OrderSide",
    "OrderType",
    "TimeInForce",
    "OrderStatus",
    "AlertLevel",
    "Market",
    "Quote",
    "RiskConfig",
    "OrderRequest",
    "Order",
    "Position",
    "Fill",
    "EngineStatus",
    "FeedSnapshot",
    # Multi-outcome events
    "Outcome",
    "Event",
    "EventArbitrageOpportunity",
    # Python types
    "Context",
    "Risk",
    # Feeds
    "BinanceWS",
    "RESTFeed",
    "PolymarketBook",
    "KalshiBook",
    "PredictItFeed",
    "ManifoldFeed",
    "ESPNFeed",
    "NWSFeed",
    "RESTJsonPathFeed",
    "ChainlinkFeed",
    "MempoolFeed",
    "AlpacaFeed",
    "CoinbaseFeed",
    "RobinhoodFeed",
    "IBKRFeed",
    # Exchanges
    "Polymarket",
    "Kalshi",
    "Limitless",
    "Alpaca",
    "Coinbase",
    "Robinhood",
    "InteractiveBrokers",
    # Contingent orders
    "TriggerType",
    "ContingentOrder",
    # Execution algorithms
    "ExecAlgo",
    "TWAP",
    "VWAP",
    "Iceberg",
    # Kelly criterion (Rust)
    "kelly",
    "kelly_no",
    "fractional_kelly",
    "kelly_size",
    "multi_kelly",
    "liquidity_adjusted_kelly",
    "edge",
    # Kelly pipeline sizers
    "kelly_sizer",
    "kelly_sizer_with_liquidity",
    # Parity / Arbitrage
    "ParityResult",
    "ArbitrageOpportunity",
    # Calibration
    "CalibrationTracker",
    # Discovery
    "discover_markets",
    "discover_events",
    "top_markets",
    # Phase 4: Market Data + Monitoring
    "OrderbookSnapshot",
    "PriceAggregator",
    "AggregatedPrice",
    "AlertManager",
    "AlertType",
    "Alert",
    "WebhookChannel",
    "TelegramChannel",
    "DiscordChannel",
    "LogChannel",
    "MetricsCollector",
    "MetricsServer",
    "update_engine_metrics",
    # Flow analytics (Polymarket)
    "Trade",
    "PolymarketPosition",
    "Holder",
    "WalletProfile",
    "MarketFlow",
    "get_market_trades",
    "get_wallet_trades",
    "get_wallet_positions",
    "get_wallet_value",
    "get_top_holders",
    "get_wallet_profile",
    "analyze_market_flow",
    # Signal combination (Rust)
    "combine_signals",
    "ema",
    "zscore",
    "decay_weight",
    # Signal pipeline
    "Signal",
    "signal_combiner",
    "price_signal",
    "imbalance_signal",
    "spread_signal",
    "momentum_signal",
    "flow_signal",
    # Market making (Rust)
    "reservation_price",
    "optimal_spread",
    "competitive_spread",
    "mm_size",
    "estimate_volatility",
    # Volatility suite (Rust)
    "parkinson_vol",
    "garman_klass_vol",
    "yang_zhang_vol",
    "ewma_vol",
    "rolling_vol",
    # Volatility pipeline (Python)
    "VolatilitySnapshot",
    "volatility",
    # Market making pipeline
    "market_maker",
    # Monte Carlo simulation (Rust)
    "SimPosition",
    "SimulationResult",
    "monte_carlo",
    "simulate",
    # Arbitrage
    "ArbResult",
    "arb_scanner",
    "arb_sweep",
    "ParityArbitrageOpportunity",
    "LatencyArbOpportunity",
    "EventArbResult",
    "SpreadSignal",
    "StatArbResult",
    "CompositeArbResult",
    "parity_arb_scanner",
    "parity_arb_sweep",
    "event_arb_scanner",
    "event_arb_sweep",
    "spread_convergence",
    "StatArbConfig",
    "stat_arb",
    "MMArbConfig",
    "mm_arb",
    "latency_arb",
    "ArbMethodConfig",
    "composite_arb",
    "cointegration_test",
    "spread_zscore",
    # Regime detection
    "regime_signal",
    # Feed guard
    "feed_guard",
    "FeedHealthReport",
    "FeedHealthStatus",
    # Inventory skew
    "inventory_skewer",
    # Adaptive spread
    "adaptive_spread",
    "SpreadMetrics",
    # Execution tracker
    "execution_tracker",
    "ExecQuality",
    # Cross-market hedging
    "cross_hedger",
    # Markov regime detection (Rust HMM)
    "MarkovRegimeModel",
    "prices_to_returns",
    "markov_regime",
    # Quantitative analytics (Rust)
    "shannon_entropy",
    "joint_entropy",
    "kl_divergence",
    "mutual_information",
    "transfer_entropy",
    "kyles_lambda",
    "amihud_ratio",
    "roll_spread",
    "effective_spread",
    "realized_spread",
    "lob_imbalance",
    "weighted_mid",
    "cornish_fisher_var",
    "cornish_fisher_cvar",
    "prediction_greeks",
    "PredictionGreeks",
    "information_coefficient",
    "signal_half_life",
    "hurst_exponent",
    "variance_ratio",
    "deflated_sharpe",
    "bonferroni_threshold",
    "benjamini_hochberg",
    "VpinDetector",
    "CusumDetector",
    "OfiTracker",
    # Hawkes process (Rust)
    "HawkesProcess",
    # Ledoit-Wolf shrinkage (Rust)
    "ledoit_wolf_shrinkage",
    # Quant pipeline functions
    "toxic_flow",
    "microstructure",
    "change_detector",
    "hawkes_intensity",
    "correlation_estimator",
    "strategy_significance",
    "signal_diagnostics",
    "market_efficiency",
    # Stress testing
    "StressScenario",
    "ScenarioResult",
    "StressTestResult",
    "stress_test",
    "CORRELATION_SPIKE",
    "ALL_RESOLVE_NO",
    "LIQUIDITY_SHOCK",
    "TAIL_RISK",
    # CPCV
    "CPCVResult",
    "cpcv",
    "probability_of_overfitting",
    # Robustness testing
    "PermutationTestResult",
    "OutcomeRandomizationResult",
    "PathSimulationResult",
    "RobustnessReport",
    "permutation_test",
    "outcome_randomization",
    "path_simulation",
    "robustness_test",
    # Rust analytics (calibration, log-loss, edge decay)
    "CalibrationResult",
    "EdgeDecayResult",
    "calibration_curve",
    "log_loss",
    "edge_decay",
    # Feed metrics (Rust)
    "FeedMetrics",
    # Market detail
    "get_market_detail",
    # Historical data types and fetchers (Rust)
    "HistoricalTrade",
    "OHLCBar",
    "fetch_polymarket_prices",
    "fetch_polymarket_trades",
    "fetch_kalshi_book",
    "fetch_polymarket_book",
    "fetch_kalshi_market",
    # Walk-forward optimization
    "walk_forward",
    "WalkForwardResult",
    "WalkForwardWindow",
    # Bayesian optimization
    "bayesian_optimize",
    "BayesianOptResult",
    # Data utilities
    "fetch_prices",
    "fetch_trades",
    "ohlc_to_ticks",
    # Analytics
    "Metrics",
    "Tearsheet",
    "DrawdownRecord",
    "compute_metrics",
    "generate_tearsheet",
    # Plotting
    "BandData",
    "CalibrationPlotData",
    "CurveData",
    "HeatmapData",
    "HistogramData",
    "NormalizedEquityData",
    "PlotBundle",
    "RollingStatData",
    "TradeScatterData",
    "TradeScatterPoint",
    "UnderwaterData",
    "bollinger_bands",
    "calibration_plot",
    "correlation_heatmap",
    "from_backtest",
    "histogram",
    "monthly_returns_heatmap",
    "normalized_equity",
    "pnl_distribution",
    "return_distribution",
    "rolling_stats",
    "trade_scatter",
    "underwater_curve",
    # ASCII plotting
    "area_chart",
    "bar_chart",
    "dashboard",
    "ascii_heatmap",
    "histogram_chart",
    "line_chart",
    "multi_line",
    "ascii_scatter",
    "sparkline",
    "ascii_calibration",
    # Hot reload
    "ParamReloader",
    "hot_reload",
    "write_params",
    # Lifecycle management
    "register_expiry",
    "register_market_expiries",
    "check_lifecycle",
    "time_to_expiry",
    "approaching_expiry",
    # Portfolio management
    "Portfolio",
    "PortfolioAsset",
    "PortfolioMetrics",
    "risk_parity_weights",
    "min_variance_weights",
    # Information-driven bars (AFML Ch. 2)
    "Bar",
    "tick_bars",
    "volume_bars",
    "dollar_bars",
    "tick_imbalance_bars",
    "volume_imbalance_bars",
    "tick_run_bars",
    "volume_run_bars",
    # Triple barrier labeling (AFML Ch. 2-3)
    "BarrierLabel",
    "get_daily_vol",
    "cusum_filter",
    "triple_barrier_labels",
    "meta_labels",
    "drop_labels",
    # Fractional differentiation (AFML Ch. 5)
    "frac_diff_weights",
    "frac_diff_ffd",
    "frac_diff_expanding",
    "adf_statistic",
    "min_frac_diff",
    # Hierarchical Risk Parity + denoising
    "HRPResult",
    "DenoisedCov",
    "hrp_weights",
    "denoise_covariance",
    "detone_covariance",
    # Alpha decay tracking
    "AlphaDecayTracker",
    "AlphaDecayReport",
    "alpha_decay_pipeline",
    # Feature importance (AFML Ch. 8)
    "FeatureImportance",
    "mda_importance",
    "sfi_importance",
    "clustered_mda",
    # Meta-labeling (AFML Ch. 3)
    "MetaLabel",
    "compute_meta_labels",
    "meta_label_pipeline",
    # Multi-strategy book
    "StrategyBook",
    "StrategySlot",
    "StrategyCorrelation",
    "MultiStrategyReport",
    # PnL attribution
    "PnLBreakdown",
    "TimeBreakdown",
    "FactorBreakdown",
    "AttributionReport",
    "attribute_pnl",
    "attribute_by_time",
    "attribute_by_factor",
    "pnl_attribution_pipeline",
    # Position reconciliation
    "PositionBreak",
    "ReconciliationReport",
    "reconcile",
    "auto_reconcile",
    # Copy-trading
    "CopyTraderConfig",
    "CopyTradeResult",
    "copy_trades",
    "copy_trader",
    # Wallet intelligence
    "WalletScore",
    "WalletPattern",
    "WalletAnalysis",
    "BotDetection",
    "score_wallet",
    "analyze_wallet",
    "scan_bots",
    "reverse_copy",
    "reverse_copier",
    "bot_scanner",
    # Wallet profiler
    "FullWalletProfile",
    "ProfitStrategy",
    "TemporalProfile",
    "MarketSelectionProfile",
    "OrderFlowProfile",
    "EdgeDetection",
    "profile_wallet",
    "hunt",
    "hunter",
    # Tier gating
    "current_tier",
    "require_pro",
    "require_ultra",
    # Stealth execution (Ultra)
    "ImpactEstimate",
    "SmartRoute",
    "ExecutionPlan",
    "StealthConfig",
    "AdaptiveTWAP",
    "IcebergPlus",
    "SniperAlgo",
    "estimate_impact",
    "smart_route",
    "stealth_execute",
    "stealth_executor",
    # Sentinel risk monitoring (Ultra)
    "CorrelationAlert",
    "DrawdownLevel",
    "HedgeSuggestion",
    "RiskBudget",
    "SentinelReport",
    "SentinelConfig",
    "sentinel_report",
    "suggest_hedges",
    "sentinel",
    # Oracle forecasting (Ultra)
    "SignalReading",
    "MarketForecast",
    "EdgeOpportunity",
    "OracleReport",
    "OracleConfig",
    "forecast_market",
    "scan_edges",
    "oracle",
    "oracle_report",
    # Rewards (Pro)
    "RewardConfig",
    "RewardMarket",
    "fetch_reward_markets",
    "EpochRewards",
    "RewardsTracker",
    "rewards_tracker",
    # Wallet tracker (Ultra)
    "TrackerConfig",
    "WalletMarketSignal",
    "ConsensusSignal",
    "WalletRegimeChange",
    "compute_wallet_signal",
    "compute_consensus",
    "track_wallet",
    "scan_wallets",
    "wallet_tracker",
    # Whale galaxy (Ultra)
    "RankedWallet",
    "WalletCluster",
    "WhaleAlert",
    "GalaxySnapshot",
    "GalaxyConfig",
    "scan_galaxy",
    "detect_clusters",
    "auto_target",
    "galaxy_tracker",
    "galaxy_hunt",
    # Market data collector
    "Collector",
    "CollectorConfig",
    "CollectorStatus",
    "DataCollectorConfig",
    "collect",
    "collector",
    "export_parquet",
    "query_orderbooks",
    "query_collected_trades",
    # LLM Signal Engine
    "NewsItem",
    "LLMForecast",
    "LLMConfig",
    "llm_forecast",
    "llm_scan",
    "llm_signal",
    # Resolution Analysis
    "ResolutionCondition",
    "ResolutionAnalysis",
    "ResolutionConfig",
    "analyze_resolution",
    "batch_analyze",
    "resolution_guard",
    # Resolution Sniping
    "ResolutionSignal",
    "SniperConfig",
    "scan_resolutions",
    "resolution_sniper",
    # --- Quantitative Models (v0.5) ---
    # Kalman filter suite (Pro)
    "KalmanFilter",
    "UnscentedKF",
    "kalman_tracker",
    "kalman_hedge_ratio",
    "kalman_spread",
    # Particle filter (Pro)
    "ParticleFilter",
    "PFState",
    "particle_tracker",
    # BOCPD (Pro)
    "BocpdDetector",
    "BocpdResult",
    "bocpd_detector",
    # Lead-lag detection (Pro)
    "LeadLagResult",
    "GrangerResult",
    "LeadLagNetwork",
    "hayashi_yoshida",
    "cross_correlation_lags",
    "granger_causality",
    "lead_lag_network",
    "lead_lag_detector",
    # Graph/network analysis (Pro)
    "GraphNode",
    "GraphEdge",
    "Community",
    "MarketGraph",
    "build_correlation_graph",
    "minimum_spanning_tree",
    "detect_communities",
    "contagion_risk",
    "market_network",
    # Garleanu-Pedersen optimal execution (Ultra)
    "GPTrajectory",
    "gp_optimal_trajectory",
    "gp_execution_cost",
    "gp_urgency",
    "gp_executor",
    # Almgren-Chriss optimal liquidation (Ultra)
    "ACTrajectory",
    "ac_optimal_schedule",
    "ac_efficient_frontier",
    "ac_kappa",
    "ac_liquidator",
    # Queue position modeling (Ultra)
    "QueueModel",
    "FillProbResult",
    "queue_fill_prob",
    "queue_tracker",
    # Copula dependence (Pro)
    "CopulaFamily",
    "CopulaFit",
    "fit_copula",
    "best_copula",
    "copula_sample",
    "copula_cdf",
    "rank_transform",
    "copula_dependence",
    # Vine copulas (Ultra)
    "VineType",
    "PairCopula",
    "VineCopulaResult",
    "fit_vine",
    "vine_sample",
    "vine_tail_risk",
    "vine_risk_monitor",
    # Cross-impact matrix (Ultra)
    "CrossImpactMatrix",
    "CrossImpactEstimator",
    "estimate_cross_impact",
    "cross_impact_monitor",
    # Entropy pooling (Ultra)
    "EntropyPoolResult",
    "ViewConstraint",
    "entropy_pool",
    "posterior_mean",
    "posterior_covariance",
    "entropy_pooling",
    # Robust portfolio optimization (Pro)
    "RobustPortfolioResult",
    "robust_optimize",
    "worst_case_return",
    "robust_efficient_frontier",
    "robust_allocator",
    # Optimal stopping (Pro)
    "StopPolicy",
    "generate_gbm_paths",
    "longstaff_schwartz",
    "should_exit",
    "exit_optimizer",
    # ACD duration models (Pro)
    "AcdModel",
    "AcdState",
    "acd_log_likelihood",
    "fit_acd",
    "duration_monitor",
    # Elastic net / LASSO / Ridge (Pro)
    "ElasticNetResult",
    "elastic_net_fit",
    "elastic_net_predict",
    "lasso_fit",
    "ridge_fit",
    "elastic_net_cv",
    "signal_selector",
    # Microstructure invariance (Pro)
    "InvarianceResult",
    "trading_activity",
    "invariant_bet_size",
    "kyle_obizhaeva_impact",
    "is_informed_trade",
    "invariance_analysis",
    "invariance_monitor",
    # Volatility signature (Pro)
    "SignaturePlot",
    "volatility_signature",
    "two_scale_realized_vol",
    "noise_variance_estimate",
    "optimal_sampling_frequency",
    "vol_signature_analyzer",
    # Characteristic function pricing (Pro)
    "PricingModel",
    "HestonParams",
    "MertonParams",
    "VGParams",
    "BinaryPrice",
    "binary_price_heston",
    "binary_price_merton",
    "binary_price_vg",
    "implied_vol_from_binary",
    "pricing_signal",
    # HJB market making (Ultra)
    "HJBConfig",
    "HJBSolution",
    "HJBQuote",
    "solve_hjb",
    "hjb_quote",
    "hjb_arrival_rate",
    "hjb_market_maker",
    # Stock hedging (Ultra)
    "HedgeSensitivities",
    "MultiHedgeResult",
    "ScenarioOutcome",
    "HedgeCostTracker",
    "hedge_ratio_ols",
    "rolling_correlation",
    "hedge_effectiveness",
    "basis_risk",
    "optimal_hedge_size",
    "compute_hedge_sensitivities",
    "multi_ticker_hedge",
    "hedge_scenario",
    "HedgeConfig",
    "hedge_monitor",
    "hedge_executor",
    "correlation_tracker",
    "stock_hedge",
    "compute_hedge_report",
    "run_scenario",
    # Agentic auth
    "signup",
    "login",
    "generate_sdk_key",
    "hash_api_key",
    "create_sdk_key",
    "save_credentials",
    "load_credentials",
    "resolve_password",
    "auth_setup",
    # Helpers
    "quotes",
    # --- New Features ---
    # Treasury / Yield curve (Ultra)
    "yield_adjusted_kelly",
    "opportunity_cost",
    "breakeven_edge",
    "yield_adjusted_kelly_size",
    "yield_adjusted_sizer",
    "opportunity_cost_filter",
    "collateral_optimizer",
    "TreasuryFeed",
    # Calendar / Events (Ultra)
    "CalendarFeed",
    "time_decay",
    "event_countdown",
    "pre_event_strategy",
    "bundled_events_json",
    "FOMC_DATES",
    "CPI_DATES",
    # Synthetic Index (Ultra)
    "WeightingMethod",
    "IndexWeight",
    "IndexLevel",
    "IndexRebalanceAction",
    "IndexArbSignal",
    "compute_index_level",
    "compute_weights_equal",
    "compute_weights_inverse_vol",
    "compute_weights_liquidity",
    "rebalance_weights",
    "index_tracking_error",
    "index_arb_signal",
    "IndexConfig",
    "index_pipeline",
    "track_index",
    "index_arb",
    # Correlation Regime (Ultra)
    "CorrelationEntry",
    "RegimeShiftResult",
    "ContagionAlert",
    "DecorrelationResult",
    "live_correlation_matrix",
    "detect_regime_shift",
    "contagion_score",
    "find_decorrelated",
    "incremental_correlation_update",
    "correlation_matrix",
    "regime_shift",
    "contagion_alert",
    "decorrelation_finder",
    # Portable Alpha (Ultra)
    "FactorExposure",
    "AlphaDecomposition",
    "NeutralityTarget",
    "NeutralityAdjustment",
    "beta_decompose",
    "compute_factor_exposures",
    "neutrality_adjustment",
    "incremental_beta_update",
    "FactorConfig",
    "PortableAlphaConfig",
    "beta_decompose_pipeline",
    "market_neutral",
    "portable_alpha_pipeline",
    "factor_model",
    # Trigger System (Ultra)
    "TriggerCondition",
    "TriggerActionType",
    "TriggerRule",
    "TriggerResult",
    "evaluate_trigger",
    "create_trigger",
    "TriggerConfig",
    "trigger_pipeline",
    "conditional_hedge",
    "oracle_pipeline",
    # Options Overlay (Ultra)
    "SyntheticOption",
    "VolSurfacePoint",
    "TermStructurePoint",
    "SpreadStrategy",
    "build_options_chain",
    "vol_surface",
    "term_structure",
    "synthetic_butterfly",
    "synthetic_straddle",
    "calendar_spread_legs",
    "options_chain",
    "delta_hedge_continuous",
    "vol_surface_monitor",
    # Liquidity Aggregation (Ultra)
    "AggregatedLevel",
    "AggregatedBook",
    "SmartRouteDecision",
    "VenueMapping",
    "aggregate_books",
    "smart_route_rust",
    "best_venue",
    "merged_mid_price",
    "aggregate_book",
    "smart_route_pipeline",
    "cross_venue_mm",
    # Multi-Leg Execution (Ultra)
    "FillPolicy",
    "LegStatus",
    "Leg",
    "LegResult",
    "MultiLegResult",
    "validate_legs",
    "aggregate_leg_risk",
    "build_mock_result",
    "multi_leg",
    # Evolution Optimizer (Ultra)
    "EvolutionConfig",
    "Individual",
    "ParamBound",
    "EvolutionResult",
    "GenerationStats",
    "ConvergenceState",
    "AdaptiveMutationState",
    "IslandConfig",
    "NsgaIndividual",
    "NsgaResult",
    "SelectionMethod",
    "MigrationTopology",
    "ObjectiveDirection",
    "tournament_select",
    "uniform_select",
    "roulette_select",
    "rank_select",
    "ucb1_select",
    "epsilon_greedy_select",
    "gaussian_mutate",
    "uniform_crossover",
    "init_population",
    "non_dominated_sort",
    "crowding_distance_assign",
    "nsga2_select",
    "pareto_front",
    "island_migrate",
    "island_selection_methods",
    "check_convergence",
    "adapt_mutation_sigma",
    "population_diversity",
    "compute_generation_stats",
    "evolve",
    "evolve_nsga2",
    "evolve_islands",
    # Adversarial Simulation (Ultra)
    "AdversaryType",
    "AdversaryConfig",
    "AdversaryAction",
    "SimulationMetrics",
    "AdversarialResult",
    "whale_action",
    "front_runner_action",
    "spoofing_action",
    "liquidity_drainer_action",
    "compute_simulation_metrics",
    "vulnerability_score",
    "AdversarialSimConfig",
    "adversarial_sim",
    "anti_fragile",
    "WHALE_PRESET",
    "FRONT_RUNNER_PRESET",
    "SPOOFING_PRESET",
    "DRAINER_PRESET",
    # --- Bootstrap Methods (Pro) ---
    "BootstrapResult",
    "BootstrapHypothesisResult",
    "JackknifeResult",
    "bootstrap_mean",
    "bootstrap_sharpe",
    "bootstrap_var",
    "bootstrap_correlation",
    "bootstrap_edge",
    "block_bootstrap",
    "circular_block_bootstrap",
    "stationary_bootstrap",
    "bootstrap_hypothesis_test",
    "bootstrap_prediction_interval",
    "jackknife_bias",
    "bootstrap_edge_tracker",
    "bootstrap_strategy_test",
    # --- Logit-Space Pricing (Pro) ---
    "LogitGreeks",
    "LogitPnlAttribution",
    "logit",
    "sigmoid",
    "sigmoid_prime",
    "sigmoid_double_prime",
    "logit_reservation_price",
    "logit_optimal_spread",
    "logit_greeks",
    "logit_pnl_decompose",
    "logit_market_maker",
    "logit_greeks_pipeline",
    "logit_pnl_attribution_pipeline",
    # --- Toxicity-Adjusted Spread ---
    "toxicity_adjusted_spread",
    # --- Belief-Volatility Surface (Ultra) ---
    "BeliefVolSurface",
    "belief_vol_tracker",
    # --- Breeden-Litzenberger (Pro) ---
    "RiskNeutralDensity",
    "CrossAssetEdge",
    "risk_neutral_density",
    "implied_probability_above",
    "implied_probability_below",
    "implied_probability_between",
    "cross_asset_edge",
    "risk_premium_adjustment",
    "cross_asset_signal",
    # --- Greeks PnL Attribution ---
    "GreeksAttribution",
    "greeks_attribution",
    # --- Logical Arb Scanners ---
    "implication_arb_scanner",
    "contradiction_arb_scanner",
    # Cloud deploy/monitor
    "HorizonCloud",
    # Strategy registry
    "Registry",
    "StrategyInfo",
    "VersionInfo",
    "PulledStrategy",
    "registry",
    # Marketplace
    "Marketplace",
    "Listing",
    "Subscription",
    "Purchase",
    "Signal",
    "MarketplaceEarnings",
    "VerifiedPerformance",
    "VerifiedTrader",
    "VerificationRequest",
    "marketplace",
    "signal_follower",
    "HorizonCloudError",
    # --- Compliance Module ---
    "ComplianceManager",
    "ComplianceConfig",
    "RegulatoryLimitConfig",
    "ComplianceAction",
    "AuditEventType",
    "SurveillanceAlertType",
    "Role",
    "ApprovalStatus",
    "AuditEvent",
    "SurveillanceAlert",
    "ApprovalRequest",
    "ComplianceReport",
    "DailyTradeReport",
    "PositionReport",
    "compliance_gate",
    # --- Fund Module ---
    "FundManager",
    "FundConfig",
    "StrategyConfig",
    "AllocationMethod",
    "FeeType",
    "StrategyState",
    "FundReport",
    "MarketScore",
    "NAVSnapshot",
    "SettlementEvent",
    "StrategyStatus",
    "RiskAlert",
    "NAVEngine",
    "CapitalAllocator",
    "StrategyController",
    "FundRiskMonitor",
    "SettlementMonitor",
    "FundAccounting",
    "MarketScorer",
    # Fund: universe
    "MarketUniverse",
    "UniverseConfig",
    "UniverseEntry",
    # Fund: memory
    "StrategyMemory",
    "MemoryEntry",
    # Fund: correlation
    "CorrelationMonitor",
    "CorrelationPair",
    "FundConcentrationAlert",
    # Fund: VaR budgeting
    "VaRBudgetManager",
    "VaRBudgetSnapshot",
    "VaRAllocation",
    # Fund: stress testing
    "FundStressTester",
    "FundScenario",
    "FundScenarioResult",
    "FundStressResult",
    # Fund: execution quality
    "ExecutionQualityTracker",
    "ExecutionSnapshot",
    "FundExecutionReport",
    # Fund: adaptive execution
    "AdaptiveExecutionTuner",
    "AdaptiveConfig",
    "ParameterAdjustment",
    # Fund: smart routing
    "SmartRouter",
    "RouteDecision",
    "RouteScore",
    "ExchangeHealth",
    # Fund: research
    "ResearchPipeline",
    "Opportunity",
    "ResearchScan",
    # Fund: autopilot
    "Autopilot",
    "DeployCandidate",
    "DeployCriteria",
    # Fund: decisions
    "DecisionFramework",
    "Decision",
    "ActionType",
    "OperatingMode",
    "ConfidenceThresholds",
    "RateLimits",
    # Fund: autonomous agent
    "AutonomousAgent",
    # Bias guard
    "BiasGuard",
    "BiasGuardConfig",
    "BiasAlert",
]


def quotes(fair: float, spread: float, size: float = 5.0) -> list[Quote]:
    """Helper to create a Quote from fair value and spread."""
    half = spread / 2
    bid = max(0.01, fair - half)
    ask = min(0.99, fair + half)
    if bid >= ask:
        return []
    return [Quote(bid=bid, ask=ask, size=size)]
