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

tools/model_specification_adapter.py

@@ -0,0 +1,369 @@
+"""
+模型规范、诊断和稳健推断适配器
+将econometrics/model_specification_diagnostics_robust_inference中的模型适配为MCP工具
+"""
+
+from typing import List, Optional, Union, Dict, Any
+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))
+
+# 导入模型规范、诊断和稳健推断模型
+from econometrics.model_specification_diagnostics_robust_inference.diagnostic_tests.diagnostic_tests_model import (
+    diagnostic_tests as core_diagnostic_tests,
+    DiagnosticTestsResult as CoreDiagnosticTestsResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.generalized_least_squares.gls_model import (
+    gls_regression as core_gls_regression,
+    GLSResult as CoreGLSResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.weighted_least_squares.wls_model import (
+    wls_regression as core_wls_regression,
+    WLSResult as CoreWLSResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.robust_errors.robust_errors_model import (
+    robust_errors_regression as core_robust_errors_regression,
+    RobustErrorsResult as CoreRobustErrorsResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.model_selection.model_selection_model import (
+    model_selection_criteria as core_model_selection_criteria,
+    granger_causality_test as core_granger_causality_test,
+    ModelSelectionResult as CoreModelSelectionResult,
+    GrangerCausalityResult as CoreGrangerCausalityResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.regularization.regularization_model import (
+    regularized_regression as core_regularized_regression,
+    RegularizationResult as CoreRegularizationResult
+)
+
+from econometrics.model_specification_diagnostics_robust_inference.simultaneous_equations.simultaneous_equations_model import (
+    two_stage_least_squares as core_two_stage_least_squares,
+    SimultaneousEquationsResult as CoreSimultaneousEquationsResult
+)
+
+# 导入数据加载和格式化组件
+from .data_loader import DataLoader
+from .output_formatter import OutputFormatter
+
+
+class ModelSpecificationAdapter:
+    """
+    模型规范、诊断和稳健推断适配器
+    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 diagnostic_tests(
+        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,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        模型诊断检验适配器
+        
+        Args:
+            y_data: 因变量数据
+            x_data: 自变量数据
+            file_path: 数据文件路径
+            feature_names: 特征名称
+            constant: 是否包含常数项
+            output_format: 输出格式 ("json", "markdown", "html")
+            save_path: 保存路径
+            
+        Returns:
+            str: 格式化的分析结果
+        """
+        # 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)")
+        
+        # 2. 调用核心算法
+        result: CoreDiagnosticTestsResult = core_diagnostic_tests(
+            y_data=y_data,
+            x_data=x_data,
+            feature_names=feature_names,
+            constant=constant
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"模型诊断检验完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def gls_regression(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        sigma: 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:
+        """
+        GLS回归适配器
+        """
+        # 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)")
+        
+        # 2. 调用核心算法
+        result: CoreGLSResult = core_gls_regression(
+            y_data=y_data,
+            x_data=x_data,
+            sigma=sigma,
+            feature_names=feature_names,
+            constant=constant,
+            confidence_level=confidence_level
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"GLS回归完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def wls_regression(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        weights: Optional[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:
+        """
+        WLS回归适配器
+        """
+        # 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"]
+            weights = data.get("weights") or weights
+            feature_names = data.get("feature_names") or feature_names
+        elif y_data is None or x_data is None or weights is None:
+            raise ValueError("必须提供文件路径(file_path)或直接数据(y_data、x_data和weights)")
+        
+        # 2. 调用核心算法
+        result: CoreWLSResult = core_wls_regression(
+            y_data=y_data,
+            x_data=x_data,
+            weights=weights,
+            feature_names=feature_names,
+            constant=constant,
+            confidence_level=confidence_level
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"WLS回归完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def robust_errors_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,
+        cov_type: str = "HC1",
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        稳健标准误回归适配器
+        """
+        # 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)")
+        
+        # 2. 调用核心算法
+        result: CoreRobustErrorsResult = core_robust_errors_regression(
+            y_data=y_data,
+            x_data=x_data,
+            feature_names=feature_names,
+            constant=constant,
+            confidence_level=confidence_level,
+            cov_type=cov_type
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"稳健标准误回归完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def model_selection_criteria(
+        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,
+        cv_folds: Optional[int] = None,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        模型选择准则适配器
+        """
+        # 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)")
+        
+        # 2. 调用核心算法
+        result: CoreModelSelectionResult = core_model_selection_criteria(
+            y_data=y_data,
+            x_data=x_data,
+            feature_names=feature_names,
+            constant=constant,
+            cv_folds=cv_folds
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"模型选择分析完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def regularized_regression(
+        y_data: Optional[List[float]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        method: str = "ridge",
+        alpha: float = 1.0,
+        l1_ratio: float = 0.5,
+        feature_names: Optional[List[str]] = None,
+        fit_intercept: bool = True,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        正则化回归适配器
+        """
+        # 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)")
+        
+        # 2. 调用核心算法
+        result: CoreRegularizationResult = core_regularized_regression(
+            y_data=y_data,
+            x_data=x_data,
+            method=method,
+            alpha=alpha,
+            l1_ratio=l1_ratio,
+            feature_names=feature_names,
+            fit_intercept=fit_intercept
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"正则化回归({method})完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+    
+    @staticmethod
+    def simultaneous_equations(
+        y_data: Optional[List[List[float]]] = None,
+        x_data: Optional[List[List[float]]] = None,
+        file_path: Optional[str] = None,
+        instruments: Optional[List[List[float]]] = None,
+        equation_names: Optional[List[str]] = None,
+        instrument_names: Optional[List[str]] = None,
+        constant: bool = True,
+        output_format: str = "json",
+        save_path: Optional[str] = None
+    ) -> str:
+        """
+        联立方程模型适配器
+        """
+        # 1. 数据准备
+        if file_path:
+            data = DataLoader.load_from_file(file_path)
+            y_data = data.get("y_data") or y_data
+            x_data = data.get("x_data") or x_data
+            instruments = data.get("instruments") or instruments
+            equation_names = data.get("equation_names") or equation_names
+            instrument_names = data.get("instrument_names") or instrument_names
+        elif y_data is None or x_data is None or instruments is None:
+            raise ValueError("必须提供文件路径(file_path)或直接数据(y_data、x_data和instruments)")
+        
+        # 2. 调用核心算法
+        result: CoreSimultaneousEquationsResult = core_two_stage_least_squares(
+            y_data=y_data,
+            x_data=x_data,
+            instruments=instruments,
+            equation_names=equation_names,
+            instrument_names=instrument_names,
+            constant=constant
+        )
+        
+        # 3. 格式化输出
+        json_result = json.dumps(result.dict(), ensure_ascii=False, indent=2)
+        if save_path:
+            OutputFormatter.save_to_file(json_result, save_path)
+            return f"联立方程模型(2SLS)分析完成！结果已保存到: {save_path}\n\n{json_result}"
+        return json_result
+
+
+# 便捷别名
+diagnostic_tests_adapter = ModelSpecificationAdapter.diagnostic_tests
+gls_adapter = ModelSpecificationAdapter.gls_regression
+wls_adapter = ModelSpecificationAdapter.wls_regression
+robust_errors_adapter = ModelSpecificationAdapter.robust_errors_regression
+model_selection_adapter = ModelSpecificationAdapter.model_selection_criteria
+regularization_adapter = ModelSpecificationAdapter.regularized_regression
+simultaneous_equations_adapter = ModelSpecificationAdapter.simultaneous_equations