Calibrus is an open-source hybrid model based on DistilBERT and MLP for trading decisions typed routes, a continuous score and confidence that means what it says. Built on PyTorch, Transformers, Pandas/Pandas-ta and Numpi.
One command in, one typed decision out with a confidence score you can actually trust
Most classifiers are overconfident by default. Calibrus measures and corrects for that, with your own data.
A single learned parameter recalibrates raw model confidence on a held-out validation set no architecture changes, no retraining, just honest probabilities.
Expected Calibration Error is computed before and after calibration and logged in every checkpoint you see exactly how well-calibrated your model is, not just its accuracy.
A transformer text encoder and a numeric MLP encoder fused into shared decision heads — handles market features and news/sentiment text in a single pass.
CSV, Parquet or MariaDB as source. Auto-computes technical indicators (RSI, MACD, Bollinger Bands, EMA, ATR, OBV) from raw OHLCV, or plug in your own features directly.
No random shuffling of time-series data. Train/validation/test splits are strictly chronological, the way it has to be done for any honest backtest.
Fork it, modify it, run it commercially — no restrictions. Self-host on your own infrastructure, your data never leaves your machine.
From raw market data to a calibrated decision — five stages, each runnable on its own
A model that's wrong about its own confidence is more dangerous than one that admits uncertainty
A standard classifier says "long" at 99% confidence even when it's wrong half the time — there's no way to know when to trust it.
Calibrus fits a temperature parameter post-training so "90% confidence" actually means right 9 times out of 10, measured on your data.
Set a confidence threshold for autonomous action and escalate everything below it to human review — informed by real numbers, not guesswork.
Every checkpoint logs ECE before and after calibration. You can verify the model's honesty yourself — it's not a black box claim.
Calibrus is free and open source under the MIT license. Self-host on your own data.