...It covers the full lifecycle of developing data-driven trading strategies, including data preprocessing, feature engineering, labeling techniques, model training, and performance evaluation. Many of the algorithms implemented in the library are based on concepts introduced in advanced quantitative finance literature and peer-reviewed research. The library also includes tools for constructing specialized financial data structures, generating predictive features, and evaluating trading strategies through backtesting. Its architecture emphasizes reproducibility, robust testing, and well-documented code so that researchers and practitioners can reliably experiment with financial machine learning models.