API Coverage Audit

This page maps every public header under include/regimeflow/** to its current documentation location. It is an audit page, not a claim that every header has full method-level reference coverage.

For member-level traceability, see public-symbol-index.md.

Coverage Summary

• Public headers audited: 132
• Headers with at least one explicit topical or package doc mapping: 132
• Headers currently missing from the package/file index even though they are mentioned elsewhere: 0

Status meanings:

• Documented in package and/or topical pages: package API page exists and there is supporting narrative or reference coverage.
• Only covered by package-level API page: header inherits package coverage, but there is no stronger file-specific reference in the docs.
• Mentioned elsewhere but missing from package/file index: the header is discussed indirectly, but the API package docs or file index do not currently list it correctly.

Coverage Gaps

• No current file-index or package-page gaps were found in the public header surface.

Header Mapping

common

Public Header	Current Docs Location	Status
regimeflow/common/config.h	api/common.md reference/configuration.md reference/config-cheatsheet.md	Documented in package and/or topical pages
regimeflow/common/config_schema.h	api/common.md reference/configuration.md reference/config-schema.json	Documented in package and/or topical pages
regimeflow/common/json.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/lru_cache.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/memory.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/mpsc_queue.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/result.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/sha256.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/spsc_queue.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/time.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/types.h	api/common.md reference/configuration.md	Only covered by package-level API page
regimeflow/common/yaml_config.h	api/common.md reference/configuration.md	Documented in package and/or topical pages

data

Public Header	Current Docs Location	Status
regimeflow/data/alpaca_data_client.h	api/data.md guide/data-sources.md live/brokers.md	Documented in package and/or topical pages
regimeflow/data/alpaca_data_source.h	api/data.md guide/data-sources.md	Documented in package and/or topical pages
regimeflow/data/api_data_source.h	api/data.md guide/data-sources.md	Documented in package and/or topical pages
regimeflow/data/bar.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/bar_builder.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/corporate_actions.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/csv_reader.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/data_source_factory.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/data_validation.h	api/data.md reference/data-validation.md	Documented in package and/or topical pages
regimeflow/data/db_client.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/db_csv_adapter.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/db_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/live_feed.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/memory_data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/merged_iterator.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/metadata_data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/mmap_data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/mmap_reader.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/mmap_storage.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/mmap_writer.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/order_book.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/order_book_mmap.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/order_book_mmap_data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/postgres_client.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/snapshot_access.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/symbol_metadata.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/tick.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/tick_csv_reader.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/tick_mmap.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/tick_mmap_data_source.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/time_series_query.h	api/data.md guide/data-sources.md	Only covered by package-level API page
regimeflow/data/validation_config.h	api/data.md reference/data-validation.md	Documented in package and/or topical pages
regimeflow/data/validation_utils.h	api/data.md reference/data-validation.md	Documented in package and/or topical pages
regimeflow/data/websocket_feed.h	api/data.md explanation/broker-streaming.md live/brokers.md	Documented in package and/or topical pages

engine

Public Header	Current Docs Location	Status
regimeflow/engine/audit_log.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/backtest_engine.h	api/engine.md guide/backtesting.md getting-started/quickstart.md	Documented in package and/or topical pages
regimeflow/engine/backtest_results.h	api/engine.md guide/backtesting.md	Documented in package and/or topical pages
regimeflow/engine/backtest_runner.h	api/engine.md guide/backtesting.md	Documented in package and/or topical pages
regimeflow/engine/dashboard_snapshot.h	api/engine.md guide/backtesting.md tutorials/examples.md live/config.md	Documented in package and/or topical pages
regimeflow/engine/engine_factory.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/event_generator.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/event_loop.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/execution_pipeline.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/market_data_cache.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/order.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/order_book_cache.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/order_manager.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/order_routing.h	api/engine.md guide/execution-models.md explanation/execution-flow.md	Documented in package and/or topical pages
regimeflow/engine/parity_checker.h	api/engine.md tutorials/examples.md	Documented in package and/or topical pages
regimeflow/engine/parity_report.h	api/engine.md tutorials/examples.md	Documented in package and/or topical pages
regimeflow/engine/portfolio.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/regime_tracker.h	api/engine.md guide/backtesting.md	Only covered by package-level API page
regimeflow/engine/timer_service.h	api/engine.md guide/backtesting.md	Only covered by package-level API page

events

Public Header	Current Docs Location	Status
regimeflow/events/dispatcher.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages
regimeflow/events/event.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages
regimeflow/events/event_queue.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages
regimeflow/events/market_event.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages
regimeflow/events/order_event.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages
regimeflow/events/system_event.h	api/events.md explanation/event-model.md	Documented in package and/or topical pages

execution

Public Header	Current Docs Location	Status
regimeflow/execution/basic_execution_model.h	api/execution.md guide/execution-models.md	Documented in package and/or topical pages
regimeflow/execution/commission.h	api/execution.md guide/execution-models.md	Only covered by package-level API page
regimeflow/execution/execution_factory.h	api/execution.md guide/execution-models.md	Only covered by package-level API page
regimeflow/execution/execution_model.h	api/execution.md guide/execution-models.md	Only covered by package-level API page
regimeflow/execution/fill_simulator.h	api/execution.md guide/execution-models.md explanation/execution-models.md	Documented in package and/or topical pages
regimeflow/execution/latency_model.h	api/execution.md guide/execution-models.md	Documented in package and/or topical pages
regimeflow/execution/market_impact.h	api/execution.md explanation/execution-costs.md	Documented in package and/or topical pages
regimeflow/execution/order_book_execution_model.h	api/execution.md guide/execution-models.md	Documented in package and/or topical pages
regimeflow/execution/slippage.h	api/execution.md explanation/slippage-math.md	Documented in package and/or topical pages
regimeflow/execution/transaction_cost.h	api/execution.md explanation/execution-costs.md	Documented in package and/or topical pages

live

Public Header	Current Docs Location	Status
regimeflow/live/alpaca_adapter.h	api/live.md live/brokers.md examples/live_paper_alpaca/README.md	Documented in package and/or topical pages
regimeflow/live/audit_log.h	api/live.md live/production-readiness.md	Documented in package and/or topical pages
regimeflow/live/binance_adapter.h	api/live.md live/brokers.md examples/live_paper_binance/README.md	Documented in package and/or topical pages
regimeflow/live/broker_adapter.h	api/live.md live/brokers.md	Documented in package and/or topical pages
regimeflow/live/event_bus.h	api/live.md explanation/message-bus.md	Documented in package and/or topical pages
regimeflow/live/ib_adapter.h	api/live.md live/brokers.md examples/live_paper_ib/README.md	Documented in package and/or topical pages
regimeflow/live/live_engine.h	api/live.md live/overview.md live/config.md	Documented in package and/or topical pages
regimeflow/live/live_order_manager.h	api/live.md explanation/live-order-reconciliation.md	Documented in package and/or topical pages
regimeflow/live/mq_adapter.h	api/live.md explanation/message-bus.md	Documented in package and/or topical pages
regimeflow/live/mq_codec.h	api/live.md explanation/message-bus.md	Documented in package and/or topical pages
regimeflow/live/secret_hygiene.h	api/live.md live/config.md live/production-readiness.md _maintainer/security-credentials.md	Documented in package and/or topical pages
regimeflow/live/types.h	api/live.md live/overview.md	Documented in package and/or topical pages

metrics

Public Header	Current Docs Location	Status
regimeflow/metrics/attribution.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/drawdown.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/live_performance.h	api/metrics.md live/overview.md reference/configuration.md	Documented in package and/or topical pages
regimeflow/metrics/metrics_tracker.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/performance.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/performance_calculator.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/performance_metric.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/performance_metrics.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/regime_attribution.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page
regimeflow/metrics/report.h	api/metrics.md explanation/performance-metrics.md	Documented in package and/or topical pages
regimeflow/metrics/report_writer.h	api/metrics.md explanation/performance-metrics.md	Documented in package and/or topical pages
regimeflow/metrics/transition_metrics.h	api/metrics.md explanation/performance-metrics.md	Only covered by package-level API page

plugins

Public Header	Current Docs Location	Status
regimeflow/plugins/hooks.h	api/plugins.md reference/plugin-api.md	Documented in package and/or topical pages
regimeflow/plugins/interfaces.h	api/plugins.md reference/plugin-api.md	Documented in package and/or topical pages
regimeflow/plugins/plugin.h	api/plugins.md reference/plugin-api.md	Documented in package and/or topical pages
regimeflow/plugins/registry.h	api/plugins.md reference/plugin-api.md	Documented in package and/or topical pages

regime

Public Header	Current Docs Location	Status
regimeflow/regime/constant_detector.h	api/regime.md guide/regime-detection.md	Only covered by package-level API page
regimeflow/regime/ensemble.h	api/regime.md guide/regime-detection.md explanation/regime-detection.md	Documented in package and/or topical pages
regimeflow/regime/features.h	api/regime.md explanation/regime-features.md	Documented in package and/or topical pages
regimeflow/regime/hmm.h	api/regime.md explanation/hmm-math.md	Documented in package and/or topical pages
regimeflow/regime/kalman_filter.h	api/regime.md explanation/regime-detection.md	Documented in package and/or topical pages
regimeflow/regime/regime_detector.h	api/regime.md guide/regime-detection.md	Documented in package and/or topical pages
regimeflow/regime/regime_factory.h	api/regime.md guide/regime-detection.md	Documented in package and/or topical pages
regimeflow/regime/state_manager.h	api/regime.md explanation/regime-transitions.md	Documented in package and/or topical pages
regimeflow/regime/types.h	api/regime.md guide/regime-detection.md	Only covered by package-level API page

risk

Public Header	Current Docs Location	Status
regimeflow/risk/position_sizer.h	api/risk.md guide/risk-management.md	Documented in package and/or topical pages
regimeflow/risk/risk_factory.h	api/risk.md guide/risk-management.md	Documented in package and/or topical pages
regimeflow/risk/risk_limits.h	api/risk.md guide/risk-management.md explanation/risk-limits-deep.md	Documented in package and/or topical pages
regimeflow/risk/stop_loss.h	api/risk.md guide/risk-management.md	Documented in package and/or topical pages

strategy

Public Header	Current Docs Location	Status
regimeflow/strategy/context.h	api/strategy.md guide/strategies.md	Documented in package and/or topical pages
regimeflow/strategy/strategies/buy_and_hold.h	api/strategy.md guide/strategies.md getting-started/quickstart.md	Documented in package and/or topical pages
regimeflow/strategy/strategies/harmonic_pattern.h	api/strategy.md guide/strategies.md explanation/strategy-selection.md reports/intraday_strategy_tradecheck.md	Documented in package and/or topical pages
regimeflow/strategy/strategies/moving_average_cross.h	api/strategy.md guide/strategies.md getting-started/quickstart.md	Documented in package and/or topical pages
regimeflow/strategy/strategies/pairs_trading.h	api/strategy.md guide/strategies.md explanation/strategy-selection.md reports/intraday_strategy_tradecheck.md	Documented in package and/or topical pages
regimeflow/strategy/strategy.h	api/strategy.md guide/strategies.md	Documented in package and/or topical pages
regimeflow/strategy/strategy_factory.h	api/strategy.md guide/strategies.md	Documented in package and/or topical pages
regimeflow/strategy/strategy_manager.h	api/strategy.md guide/strategies.md	Documented in package and/or topical pages

walk-forward

Public Header	Current Docs Location	Status
regimeflow/walkforward/optimizer.h	api/walkforward.md guide/walkforward.md explanation/walk-forward.md	Documented in package and/or topical pages