aigroup-econ-mcp 0.4.2__py3-none-any.whl → 1.4.3__py3-none-any.whl

tools/econometrics_adapter.py

@@ -0,0 +1,286 @@
+"""
+计量经济学核心算法适配器
+复用 econometrics/ 中的核心实现，避免代码重复
+"""
+
+from typing import List, Optional, Union
+import sys
+from pathlib import Path
+import json
+
+# 确保可以导入econometrics模块
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
+# 导入核心算法实现
+from econometrics.basic_parametric_estimation.ols.ols_model import (
+    ols_regression as core_ols_regression,
+    OLSResult as CoreOLSResult
+)
+from econometrics.basic_parametric_estimation.mle.mle_model import (
+    mle_estimation as core_mle_estimation,
+    MLEResult as CoreMLEResult
+)
+from econometrics.basic_parametric_estimation.gmm.gmm_model import (
+    gmm_estimation as core_gmm_estimation,
+    GMMResult as CoreGMMResult
+)
+
+# 导入数据加载和格式化组件
+from .data_loader import DataLoader, MLEDataLoader
+from .output_formatter import OutputFormatter
+
+
+class DataValidator:
+    """数据验证器"""
+    
+    @staticmethod
+    def validate_ols_gmm_data(y_data: List[float], x_data: List[List[float]], feature_names: Optional[List[str]] = None):
+        """验证OLS和GMM数据格式"""
+        if len(y_data) != len(x_data):
+            raise ValueError(f"因变量长度({len(y_data)})与自变量长度({len(x_data)})不一致")
+        
+        # 检查所有x_data行的长度是否一致
+        if x_data:
+            first_row_len = len(x_data[0])
+            for i, row in enumerate(x_data):
+                if len(row) != first_row_len:
+                    raise ValueError(f"自变量第{i}行长度({len(row)})与第一行长度({first_row_len})不一致")
+        
+        # 验证feature_names
+        if feature_names and len(feature_names) != len(x_data[0]) if x_data else 0:
+            raise ValueError(f"特征名称数量({len(feature_names)})与自变量列数({len(x_data[0]) if x_data else 0})不一致")
+    
+    @staticmethod
+    def convert_to_2d_list(data: Union[List[float], List[List[float]]]) -> List[List[float]]:
+        """将数据转换为二维列表格式"""
+        if not data:
+            return []
+        
+        # 如果是一维列表，转换为二维列表
+        if isinstance(data[0], (int, float)):
+            return [[x] for x in data]
+        
+        # 已经是二维列表
+        return data
+
+
+class EconometricsAdapter:
+    """
+    计量经济学适配器
+    将core算法适配为MCP工具，支持文件输入和多种输出格式
+    """
+    
+    @staticmethod
+    def ols_regression(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        feature_names: Optional[List[str]] = None,
+        constant: bool = True,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        OLS回归适配器
+        
+        优势：复用econometrics/核心算法，避免代码重复
+        """
+        # 1. 数据准备
+        if file_path:
+            data = DataLoader.load_from_file(file_path)
+            y_data = data["y_data"]
+            x_data = data["x_data"]
+            feature_names = data.get("feature_names") or feature_names
+        elif y_data is None or x_data is None:
+            raise ValueError("必须提供文件路径(file_path)或直接数据(y_data和x_data)")
+        
+        # 数据验证和转换
+        x_data = DataValidator.convert_to_2d_list(x_data)
+        DataValidator.validate_ols_gmm_data(y_data, x_data, feature_names)
+        
+        # 2. 调用核心算法（复用！）
+        result: CoreOLSResult = core_ols_regression(
+            y_data=y_data,
+            x_data=x_data,
+            feature_names=feature_names,
+            constant=constant,
+            confidence_level=confidence_level
+        )
+        
+        # 3. 格式化输出
+        if output_format == "json":
+            json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+            if save_path:
+                OutputFormatter.save_to_file(json_result, save_path)
+                return f"分析完成！结果已保存到: {save_path}\n\n{json_result}"
+            return json_result
+        else:
+            # 尝试使用格式化器，失败则回退到JSON
+            try:
+                formatted = OutputFormatter.format_ols_result(result, output_format)
+                if save_path:
+                    OutputFormatter.save_to_file(formatted, save_path)
+                    return f"分析完成！\n\n{formatted}\n\n已保存到: {save_path}"
+                return formatted
+            except Exception as e:
+                # 回退到JSON格式
+                json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+                warning = f"警告: {output_format}格式化失败({str(e)})，返回JSON格式\n\n"
+                if save_path:
+                    OutputFormatter.save_to_file(json_result, save_path)
+                    return f"{warning}分析完成！结果已保存到: {save_path}\n\n{json_result}"
+                return warning + json_result
+    
+    @staticmethod
+    def mle_estimation(
+        data: Optional[List[float]] = None,
+        file_path: Optional[str] = None,
+        distribution: str = "normal",
+        initial_params: Optional[List[float]] = None,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        MLE估计适配器
+        
+        优势：复用econometrics/核心算法
+        """
+        # 1. 数据准备
+        if file_path:
+            data_dict = MLEDataLoader.load_from_file(file_path)
+            data = data_dict["data"]
+        elif data is None:
+            raise ValueError("必须提供文件路径(file_path)或直接数据(data)")
+        
+        # 2. 调用核心算法（复用！）
+        result: CoreMLEResult = core_mle_estimation(
+            data=data,
+            distribution=distribution,
+            initial_params=initial_params,
+            confidence_level=confidence_level
+        )
+        
+        # 3. 格式化输出
+        if output_format == "json":
+            json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+            if save_path:
+                OutputFormatter.save_to_file(json_result, save_path)
+                return f"分析完成！结果已保存到: {save_path}\n\n{json_result}"
+            return json_result
+        else:
+            # 尝试使用格式化器，失败则回退到JSON
+            try:
+                formatted = OutputFormatter.format_mle_result(result, output_format)
+                if save_path:
+                    OutputFormatter.save_to_file(formatted, save_path)
+                    return f"分析完成！\n\n{formatted}\n\n已保存到: {save_path}"
+                return formatted
+            except Exception as e:
+                # 回退到JSON格式
+                json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+                warning = f"警告: {output_format}格式化失败({str(e)})，返回JSON格式\n\n"
+                if save_path:
+                    OutputFormatter.save_to_file(json_result, save_path)
+                    return f"{warning}分析完成！结果已保存到: {save_path}\n\n{json_result}"
+                return warning + json_result
+    
+    @staticmethod
+    def gmm_estimation(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        instruments: Optional[List[List[float]]] = None,
+        feature_names: Optional[List[str]] = None,
+        constant: bool = True,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        GMM估计适配器
+        
+        优势：复用econometrics/核心算法
+        增强：添加数值稳定性检查
+        """
+        # 1. 数据准备
+        if file_path:
+            data = DataLoader.load_from_file(file_path)
+            y_data = data["y_data"]
+            x_data = data["x_data"]
+            feature_names = data.get("feature_names") or feature_names
+        elif y_data is None or x_data is None:
+            raise ValueError("必须提供文件路径(file_path)或直接数据(y_data和x_data)")
+        
+        # 数据验证和转换
+        x_data = DataValidator.convert_to_2d_list(x_data)
+        DataValidator.validate_ols_gmm_data(y_data, x_data, feature_names)
+        
+        # 转换工具变量格式
+        if instruments:
+            instruments = DataValidator.convert_to_2d_list(instruments)
+        
+        # 2. 调用核心算法（复用！）
+        try:
+            result: CoreGMMResult = core_gmm_estimation(
+                y_data=y_data,
+                x_data=x_data,
+                instruments=instruments,
+                feature_names=feature_names,
+                constant=constant,
+                confidence_level=confidence_level
+            )
+        except Exception as e:
+            # 提供更详细的错误信息
+            error_msg = f"GMM估计失败: {str(e)}\n"
+            error_msg += "可能原因:\n"
+            error_msg += "1. 数据存在多重共线性\n"
+            error_msg += "2. 工具变量不足或无效\n"
+            error_msg += "3. 矩阵奇异（数值不稳定）\n"
+            error_msg += "建议:\n"
+            error_msg += "- 检查数据质量\n"
+            error_msg += "- 增加工具变量数量\n"
+            error_msg += "- 尝试标准化数据\n"
+            raise ValueError(error_msg) from e
+        
+        # 3. 格式化输出
+        if output_format == "json":
+            json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+            if save_path:
+                OutputFormatter.save_to_file(json_result, save_path)
+                return f"分析完成！结果已保存到: {save_path}\n\n{json_result}"
+            return json_result
+        else:
+            # 尝试使用格式化器，失败则回退到JSON
+            try:
+                formatted = OutputFormatter.format_gmm_result(result, output_format)
+                if save_path:
+                    OutputFormatter.save_to_file(formatted, save_path)
+                    return f"分析完成！\n\n{formatted}\n\n已保存到: {save_path}"
+                return formatted
+            except Exception as e:
+                # 回退到JSON格式
+                json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+                warning = f"警告: {output_format}格式化失败({str(e)})，返回JSON格式\n\n"
+                if save_path:
+                    OutputFormatter.save_to_file(json_result, save_path)
+                    return f"{warning}分析完成！结果已保存到: {save_path}\n\n{json_result}"
+                return warning + json_result
+
+
+# 便捷别名
+ols_adapter = EconometricsAdapter.ols_regression
+mle_adapter = EconometricsAdapter.mle_estimation
+
+# 导入模型规范、诊断和稳健推断适配器
+from .model_specification_adapter import (
+    diagnostic_tests_adapter,
+    gls_adapter,
+    wls_adapter,
+    robust_errors_adapter,
+    model_selection_adapter,
+    regularization_adapter,
+    simultaneous_equations_adapter
+)
+gmm_adapter = EconometricsAdapter.gmm_estimation

tools/mcp_tool_groups/__init__.py

@@ -0,0 +1 @@
+"""MCP工具组包"""

tools/mcp_tool_groups/basic_parametric_tools.py

@@ -0,0 +1,173 @@
+"""
+基础参数估计工具组
+包含 OLS、MLE、GMM 三个核心工具
+"""
+
+from typing import List, Optional, Union, Dict, Any
+from mcp.server.fastmcp import Context
+from mcp.server.session import ServerSession
+
+from ..mcp_tools_registry import ToolGroup
+from ..econometrics_adapter import ols_adapter, mle_adapter, gmm_adapter
+
+
+class BasicParametricTools(ToolGroup):
+    """基础参数估计工具组"""
+    
+    name = "BASIC PARAMETRIC ESTIMATION"
+    description = "使用 econometrics/ 核心算法的基础参数估计工具"
+    version = "2.0.0"
+    
+    @classmethod
+    def get_tools(cls) -> List[Dict[str, Any]]:
+        """返回工具列表"""
+        return [
+            {
+                "name": "basic_parametric_estimation_ols",
+                "handler": cls.ols_tool,
+                "description": "OLS Regression Analysis"
+            },
+            {
+                "name": "basic_parametric_estimation_mle",
+                "handler": cls.mle_tool,
+                "description": "Maximum Likelihood Estimation"
+            },
+            {
+                "name": "basic_parametric_estimation_gmm",
+                "handler": cls.gmm_tool,
+                "description": "Generalized Method of Moments"
+            }
+        ]
+    
+    @classmethod
+    def get_help_text(cls) -> str:
+        """返回帮助文档"""
+        return """
+1. OLS Regression (basic_parametric_estimation_ols)
+   - Reuses: econometrics/basic_parametric_estimation/ols/ols_model.py
+   - Input: Direct (y_data + x_data) or File (file_path)
+   - Formats: txt/json/csv/excel
+    
+2. Maximum Likelihood Estimation (basic_parametric_estimation_mle)
+   - Reuses: econometrics/basic_parametric_estimation/mle/mle_model.py
+   - Input: Direct (data) or File (file_path)
+   - Distributions: normal, poisson, exponential
+   - Formats: txt/json/csv/excel
+    
+3. Generalized Method of Moments (basic_parametric_estimation_gmm)
+   - Reuses: econometrics/basic_parametric_estimation/gmm/gmm_model.py
+   - Input: Direct (y_data + x_data) or File (file_path)
+   - Fixed: j_p_value bug
+   - Formats: txt/json/csv/excel
+"""
+    
+    @staticmethod
+    async def ols_tool(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[Union[List[float], List[List[float]]]] = None,
+        file_path: Optional[str] = None,
+        feature_names: Optional[List[str]] = None,
+        constant: bool = True,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None,
+        ctx: Context[ServerSession, None] = None
+    ) -> str:
+        """OLS Regression Analysis"""
+        try:
+            if ctx:
+                await ctx.info("Starting OLS regression...")
+            
+            result = ols_adapter(
+                y_data=y_data,
+                x_data=x_data,
+                file_path=file_path,
+                feature_names=feature_names,
+                constant=constant,
+                confidence_level=confidence_level,
+                output_format=output_format,
+                save_path=save_path
+            )
+            
+            if ctx:
+                await ctx.info("OLS regression complete")
+            
+            return result
+        except Exception as e:
+            if ctx:
+                await ctx.error(f"Error: {str(e)}")
+            raise
+    
+    @staticmethod
+    async def mle_tool(
+        data: Optional[List[float]] = None,
+        file_path: Optional[str] = None,
+        distribution: str = "normal",
+        initial_params: Optional[List[float]] = None,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None,
+        ctx: Context[ServerSession, None] = None
+    ) -> str:
+        """Maximum Likelihood Estimation"""
+        try:
+            if ctx:
+                await ctx.info("Starting MLE estimation...")
+            
+            result = mle_adapter(
+                data=data,
+                file_path=file_path,
+                distribution=distribution,
+                initial_params=initial_params,
+                confidence_level=confidence_level,
+                output_format=output_format,
+                save_path=save_path
+            )
+            
+            if ctx:
+                await ctx.info("MLE estimation complete")
+            
+            return result
+        except Exception as e:
+            if ctx:
+                await ctx.error(f"Error: {str(e)}")
+            raise
+    
+    @staticmethod
+    async def gmm_tool(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[Union[List[float], List[List[float]]]] = None,
+        file_path: Optional[str] = None,
+        instruments: Optional[Union[List[float], List[List[float]]]] = None,
+        feature_names: Optional[List[str]] = None,
+        constant: bool = True,
+        confidence_level: float = 0.95,
+        output_format: str = "json",
+        save_path: Optional[str] = None,
+        ctx: Context[ServerSession, None] = None
+    ) -> str:
+        """Generalized Method of Moments"""
+        try:
+            if ctx:
+                await ctx.info("Starting GMM estimation...")
+            
+            result = gmm_adapter(
+                y_data=y_data,
+                x_data=x_data,
+                file_path=file_path,
+                instruments=instruments,
+                feature_names=feature_names,
+                constant=constant,
+                confidence_level=confidence_level,
+                output_format=output_format,
+                save_path=save_path
+            )
+            
+            if ctx:
+                await ctx.info("GMM estimation complete")
+            
+            return result
+        except Exception as e:
+            if ctx:
+                await ctx.error(f"Error: {str(e)}")
+            raise