-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathcli.py
More file actions
226 lines (190 loc) · 7.61 KB
/
cli.py
File metadata and controls
226 lines (190 loc) · 7.61 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
"""CLI entry point for the Conviction Gradient Framework."""
from __future__ import annotations
import argparse
import json
import logging
import sys
from datetime import date
def cmd_update(args: argparse.Namespace) -> None:
"""Run a conviction update from a JSON data file."""
from engine.models import ConvictionState, InstrumentData
from engine.updater import run_batch_update
from storage.database import ConvictionDB
with open(args.data_file) as f:
raw = json.load(f)
data_batch = [InstrumentData(**d) for d in raw]
db = ConvictionDB(args.db)
# Load current states
states = {}
for d in data_batch:
latest = db.get_latest_state(d.instrument_id)
if latest:
states[d.instrument_id] = ConvictionState(
instrument_id=d.instrument_id,
as_of_date=date.fromisoformat(latest["as_of_date"]),
conviction=latest["conviction"],
conviction_prev=latest["conviction_prev"],
)
updated = run_batch_update(states, data_batch)
for state in updated.values():
db.save_state(state)
print(
f" {state.instrument_id}: C={state.conviction:.4f} "
f"(prev={state.conviction_prev:.4f}, alpha={state.alpha_t:.4f})"
)
print(f"\nUpdated {len(updated)} instruments.")
db.close()
def cmd_trajectory(args: argparse.Namespace) -> None:
"""Print conviction trajectory for an instrument."""
from storage.database import ConvictionDB
db = ConvictionDB(args.db)
start = date.fromisoformat(args.start) if args.start else None
end = date.fromisoformat(args.end) if args.end else None
trajectory = db.get_trajectory(args.instrument, start, end)
if not trajectory:
print(f"No data for {args.instrument}")
return
print(f"\nConviction trajectory for {args.instrument}:")
print(f"{'Date':<12} {'C_t':>8} {'Alpha':>8} {'Loss':>8} {'Gradient':>10}")
print("-" * 50)
for row in trajectory:
print(
f"{row['as_of_date']:<12} "
f"{row['conviction']:>8.4f} "
f"{row.get('alpha_t', 0):>8.4f} "
f"{row.get('total_loss', 0) or 0:>8.4f} "
f"{row.get('gradient_value', 0) or 0:>10.4f}"
)
db.close()
def cmd_validate(args: argparse.Namespace) -> None:
"""Run validation harness over synthetic or real data."""
from validation.report import (
format_ablation_summary,
format_comparison_table,
format_multi_seed_summary,
format_real_data_summary,
format_signal_summary,
)
from validation.runner import (
run_real_data_validation,
run_signal_validation_multi_seed,
run_validation_multi_seed,
)
n_seeds = args.seeds
n_days = args.days
if args.real:
from validation.real_data import RealDataConfig
tickers = args.tickers.split(",") if args.tickers else None
config = RealDataConfig(
tickers=tickers or RealDataConfig().tickers,
start_date=args.start or RealDataConfig().start_date,
end_date=args.end or RealDataConfig().end_date,
)
print(f"Running real data validation ({', '.join(config.tickers)})...")
print(f"Period: {config.start_date} to {config.end_date}\n")
result = run_real_data_validation(config)
print(format_comparison_table(result))
print()
print(format_real_data_summary(result, tickers=config.tickers))
elif args.signal:
print(f"Running signal-embedded validation ({n_seeds} seeds, {n_days} days)...\n")
results = run_signal_validation_multi_seed(
n_seeds=n_seeds, n_days=n_days,
)
print(format_comparison_table(results[0]))
print()
print(format_ablation_summary(results[0]))
print()
print(format_signal_summary(results))
else:
print(f"Running validation ({n_seeds} seeds, {n_days} days each)...\n")
results = run_validation_multi_seed(n_seeds=n_seeds, n_days=n_days)
print(format_comparison_table(results[0]))
print()
print(format_ablation_summary(results[0]))
print()
print(format_multi_seed_summary(results))
def cmd_health(args: argparse.Namespace) -> None:
"""Show database health stats."""
from storage.database import ConvictionDB
db = ConvictionDB(args.db)
conn = db._get_conn()
try:
n_states = conn.execute("SELECT COUNT(*) FROM conviction_states").fetchone()[0]
n_instruments = conn.execute(
"SELECT COUNT(DISTINCT instrument_id) FROM conviction_states"
).fetchone()[0]
n_events = conn.execute("SELECT COUNT(*) FROM events").fetchone()[0]
n_sessions = conn.execute("SELECT COUNT(*) FROM ic_sessions").fetchone()[0]
print(f"Database: {args.db}")
print(f" Conviction states: {n_states}")
print(f" Instruments: {n_instruments}")
print(f" Events: {n_events}")
print(f" IC sessions: {n_sessions}")
except Exception as e:
print(f"Database error: {e}")
finally:
db.close()
def main() -> None:
"""CLI entry point."""
parser = argparse.ArgumentParser(
prog="cgf",
description="Conviction Gradient Framework",
)
parser.add_argument("--db", default="conviction.db", help="SQLite database path")
parser.add_argument(
"-v", "--verbose", action="store_true", help="Enable verbose logging"
)
subparsers = parser.add_subparsers(dest="command", help="Available commands")
# update
p_update = subparsers.add_parser("update", help="Run conviction update from data file")
p_update.add_argument("data_file", help="JSON file with instrument data")
# trajectory
p_traj = subparsers.add_parser("trajectory", help="Show conviction trajectory")
p_traj.add_argument("instrument", help="Instrument ID (ticker)")
p_traj.add_argument("--start", help="Start date (YYYY-MM-DD)")
p_traj.add_argument("--end", help="End date (YYYY-MM-DD)")
# validate
p_validate = subparsers.add_parser("validate", help="Run validation harness")
p_validate.add_argument("--seeds", type=int, default=5, help="Number of random seeds")
p_validate.add_argument("--days", type=int, default=504, help="Trading days per seed")
p_validate.add_argument(
"--signal", action="store_true",
help="Use signal-embedded synthetic data (tests component value)",
)
p_validate.add_argument(
"--real", action="store_true",
help="Use real market data via yfinance (requires network)",
)
p_validate.add_argument(
"--tickers", type=str, default=None,
help="Comma-separated tickers for --real (default: AAPL,MSFT,JPM,XOM,JNJ)",
)
p_validate.add_argument(
"--start", type=str, default=None,
help="Start date for --real (YYYY-MM-DD, default: 2022-01-01)",
)
p_validate.add_argument(
"--end", type=str, default=None,
help="End date for --real (YYYY-MM-DD, default: 2023-12-31)",
)
# health
subparsers.add_parser("health", help="Show database health")
args = parser.parse_args()
if args.verbose:
logging.basicConfig(level=logging.DEBUG, format="%(name)s - %(message)s")
else:
logging.basicConfig(level=logging.WARNING)
if args.command == "update":
cmd_update(args)
elif args.command == "trajectory":
cmd_trajectory(args)
elif args.command == "validate":
cmd_validate(args)
elif args.command == "health":
cmd_health(args)
else:
parser.print_help()
sys.exit(1)
if __name__ == "__main__":
main()