aigroup-econ-mcp 1.3.3__py3-none-any.whl → 2.0.1__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- .gitignore +253 -0
- PKG-INFO +732 -0
- README.md +687 -0
- __init__.py +14 -0
- aigroup_econ_mcp-2.0.1.dist-info/METADATA +732 -0
- aigroup_econ_mcp-2.0.1.dist-info/RECORD +170 -0
- aigroup_econ_mcp-2.0.1.dist-info/entry_points.txt +2 -0
- aigroup_econ_mcp-2.0.1.dist-info/licenses/LICENSE +21 -0
- cli.py +32 -0
- econometrics/README.md +18 -0
- econometrics/__init__.py +191 -0
- econometrics/advanced_methods/modern_computing_machine_learning/__init__.py +30 -0
- econometrics/advanced_methods/modern_computing_machine_learning/causal_forest.py +253 -0
- econometrics/advanced_methods/modern_computing_machine_learning/double_ml.py +268 -0
- econometrics/advanced_methods/modern_computing_machine_learning/gradient_boosting.py +249 -0
- econometrics/advanced_methods/modern_computing_machine_learning/hierarchical_clustering.py +243 -0
- econometrics/advanced_methods/modern_computing_machine_learning/kmeans_clustering.py +293 -0
- econometrics/advanced_methods/modern_computing_machine_learning/neural_network.py +264 -0
- econometrics/advanced_methods/modern_computing_machine_learning/random_forest.py +195 -0
- econometrics/advanced_methods/modern_computing_machine_learning/support_vector_machine.py +226 -0
- econometrics/advanced_methods/modern_computing_machine_learning/test_all_modules.py +329 -0
- econometrics/advanced_methods/modern_computing_machine_learning/test_report.md +107 -0
- econometrics/basic_parametric_estimation/__init__.py +31 -0
- econometrics/basic_parametric_estimation/gmm/__init__.py +13 -0
- econometrics/basic_parametric_estimation/gmm/gmm_model.py +256 -0
- econometrics/basic_parametric_estimation/mle/__init__.py +13 -0
- econometrics/basic_parametric_estimation/mle/mle_model.py +241 -0
- econometrics/basic_parametric_estimation/ols/__init__.py +13 -0
- econometrics/basic_parametric_estimation/ols/ols_model.py +141 -0
- econometrics/causal_inference/__init__.py +66 -0
- econometrics/causal_inference/causal_identification_strategy/__init__.py +104 -0
- econometrics/causal_inference/causal_identification_strategy/control_function.py +112 -0
- econometrics/causal_inference/causal_identification_strategy/difference_in_differences.py +107 -0
- econometrics/causal_inference/causal_identification_strategy/event_study.py +119 -0
- econometrics/causal_inference/causal_identification_strategy/first_difference.py +89 -0
- econometrics/causal_inference/causal_identification_strategy/fixed_effects.py +103 -0
- econometrics/causal_inference/causal_identification_strategy/hausman_test.py +69 -0
- econometrics/causal_inference/causal_identification_strategy/instrumental_variables.py +145 -0
- econometrics/causal_inference/causal_identification_strategy/mediation_analysis.py +121 -0
- econometrics/causal_inference/causal_identification_strategy/moderation_analysis.py +109 -0
- econometrics/causal_inference/causal_identification_strategy/propensity_score_matching.py +140 -0
- econometrics/causal_inference/causal_identification_strategy/random_effects.py +100 -0
- econometrics/causal_inference/causal_identification_strategy/regression_discontinuity.py +98 -0
- econometrics/causal_inference/causal_identification_strategy/synthetic_control.py +111 -0
- econometrics/causal_inference/causal_identification_strategy/triple_difference.py +86 -0
- econometrics/distribution_analysis/__init__.py +28 -0
- econometrics/distribution_analysis/oaxaca_blinder.py +184 -0
- econometrics/distribution_analysis/time_series_decomposition.py +152 -0
- econometrics/distribution_analysis/variance_decomposition.py +179 -0
- econometrics/missing_data/__init__.py +18 -0
- econometrics/missing_data/imputation_methods.py +219 -0
- econometrics/missing_data/missing_data_measurement_error/__init__.py +0 -0
- econometrics/model_specification_diagnostics_robust_inference/README.md +173 -0
- econometrics/model_specification_diagnostics_robust_inference/__init__.py +78 -0
- econometrics/model_specification_diagnostics_robust_inference/diagnostic_tests/__init__.py +20 -0
- econometrics/model_specification_diagnostics_robust_inference/diagnostic_tests/diagnostic_tests_model.py +149 -0
- econometrics/model_specification_diagnostics_robust_inference/generalized_least_squares/__init__.py +15 -0
- econometrics/model_specification_diagnostics_robust_inference/generalized_least_squares/gls_model.py +130 -0
- econometrics/model_specification_diagnostics_robust_inference/model_selection/__init__.py +18 -0
- econometrics/model_specification_diagnostics_robust_inference/model_selection/model_selection_model.py +286 -0
- econometrics/model_specification_diagnostics_robust_inference/regularization/__init__.py +15 -0
- econometrics/model_specification_diagnostics_robust_inference/regularization/regularization_model.py +177 -0
- econometrics/model_specification_diagnostics_robust_inference/robust_errors/__init__.py +15 -0
- econometrics/model_specification_diagnostics_robust_inference/robust_errors/robust_errors_model.py +122 -0
- econometrics/model_specification_diagnostics_robust_inference/simultaneous_equations/__init__.py +15 -0
- econometrics/model_specification_diagnostics_robust_inference/simultaneous_equations/simultaneous_equations_model.py +246 -0
- econometrics/model_specification_diagnostics_robust_inference/weighted_least_squares/__init__.py +15 -0
- econometrics/model_specification_diagnostics_robust_inference/weighted_least_squares/wls_model.py +127 -0
- econometrics/nonparametric/__init__.py +35 -0
- econometrics/nonparametric/gam_model.py +117 -0
- econometrics/nonparametric/kernel_regression.py +161 -0
- econometrics/nonparametric/nonparametric_semiparametric_methods/__init__.py +0 -0
- econometrics/nonparametric/quantile_regression.py +249 -0
- econometrics/nonparametric/spline_regression.py +100 -0
- econometrics/spatial_econometrics/__init__.py +68 -0
- econometrics/spatial_econometrics/geographically_weighted_regression.py +211 -0
- econometrics/spatial_econometrics/gwr_simple.py +154 -0
- econometrics/spatial_econometrics/spatial_autocorrelation.py +356 -0
- econometrics/spatial_econometrics/spatial_durbin_model.py +177 -0
- econometrics/spatial_econometrics/spatial_econometrics_new/__init__.py +0 -0
- econometrics/spatial_econometrics/spatial_regression.py +315 -0
- econometrics/spatial_econometrics/spatial_weights.py +226 -0
- econometrics/specific_data_modeling/micro_discrete_limited_data/README.md +164 -0
- econometrics/specific_data_modeling/micro_discrete_limited_data/__init__.py +40 -0
- econometrics/specific_data_modeling/micro_discrete_limited_data/count_data_models.py +311 -0
- econometrics/specific_data_modeling/micro_discrete_limited_data/discrete_choice_models.py +294 -0
- econometrics/specific_data_modeling/micro_discrete_limited_data/limited_dependent_variable_models.py +282 -0
- econometrics/specific_data_modeling/survival_duration_data/__init__.py +0 -0
- econometrics/specific_data_modeling/time_series_panel_data/__init__.py +143 -0
- econometrics/specific_data_modeling/time_series_panel_data/arima_model.py +104 -0
- econometrics/specific_data_modeling/time_series_panel_data/cointegration_vecm.py +334 -0
- econometrics/specific_data_modeling/time_series_panel_data/dynamic_panel_models.py +653 -0
- econometrics/specific_data_modeling/time_series_panel_data/exponential_smoothing.py +176 -0
- econometrics/specific_data_modeling/time_series_panel_data/garch_model.py +198 -0
- econometrics/specific_data_modeling/time_series_panel_data/panel_diagnostics.py +125 -0
- econometrics/specific_data_modeling/time_series_panel_data/panel_var.py +60 -0
- econometrics/specific_data_modeling/time_series_panel_data/structural_break_tests.py +87 -0
- econometrics/specific_data_modeling/time_series_panel_data/time_varying_parameter_models.py +106 -0
- econometrics/specific_data_modeling/time_series_panel_data/unit_root_tests.py +204 -0
- econometrics/specific_data_modeling/time_series_panel_data/var_svar_model.py +372 -0
- econometrics/statistical_inference/__init__.py +21 -0
- econometrics/statistical_inference/bootstrap_methods.py +162 -0
- econometrics/statistical_inference/permutation_test.py +177 -0
- econometrics/statistical_inference/statistical_inference_techniques/__init__.py +0 -0
- econometrics/statistics/distribution_decomposition_methods/__init__.py +0 -0
- econometrics/survival_analysis/__init__.py +18 -0
- econometrics/survival_analysis/survival_models.py +259 -0
- econometrics/tests/basic_parametric_estimation_tests/__init__.py +3 -0
- econometrics/tests/basic_parametric_estimation_tests/test_gmm.py +128 -0
- econometrics/tests/basic_parametric_estimation_tests/test_mle.py +127 -0
- econometrics/tests/basic_parametric_estimation_tests/test_ols.py +100 -0
- econometrics/tests/causal_inference_tests/__init__.py +3 -0
- econometrics/tests/causal_inference_tests/detailed_test.py +441 -0
- econometrics/tests/causal_inference_tests/test_all_methods.py +418 -0
- econometrics/tests/causal_inference_tests/test_causal_identification_strategy.py +202 -0
- econometrics/tests/causal_inference_tests/test_difference_in_differences.py +53 -0
- econometrics/tests/causal_inference_tests/test_instrumental_variables.py +44 -0
- econometrics/tests/model_specification_diagnostics_tests/__init__.py +3 -0
- econometrics/tests/model_specification_diagnostics_tests/test_diagnostic_tests.py +86 -0
- econometrics/tests/model_specification_diagnostics_tests/test_robust_errors.py +89 -0
- econometrics/tests/specific_data_modeling_tests/__init__.py +3 -0
- econometrics/tests/specific_data_modeling_tests/test_arima.py +98 -0
- econometrics/tests/specific_data_modeling_tests/test_dynamic_panel.py +198 -0
- econometrics/tests/specific_data_modeling_tests/test_exponential_smoothing.py +105 -0
- econometrics/tests/specific_data_modeling_tests/test_garch.py +118 -0
- econometrics/tests/specific_data_modeling_tests/test_micro_discrete_limited_data.py +189 -0
- econometrics/tests/specific_data_modeling_tests/test_unit_root.py +156 -0
- econometrics/tests/specific_data_modeling_tests/test_var.py +124 -0
- econometrics//321/206/320/254/320/272/321/205/342/225/235/320/220/321/205/320/237/320/241/321/205/320/264/320/267/321/207/342/226/222/342/225/227/321/204/342/225/235/320/250/321/205/320/225/320/230/321/207/342/225/221/320/267/321/205/320/230/320/226/321/206/320/256/320/240.md +544 -0
- prompts/__init__.py +0 -0
- prompts/analysis_guides.py +43 -0
- pyproject.toml +85 -0
- resources/MCP_MASTER_GUIDE.md +422 -0
- resources/MCP_TOOLS_DATA_FORMAT_GUIDE.md +185 -0
- resources/__init__.py +0 -0
- server.py +97 -0
- tools/README.md +88 -0
- tools/__init__.py +119 -0
- tools/causal_inference_adapter.py +658 -0
- tools/data_loader.py +213 -0
- tools/decorators.py +38 -0
- tools/distribution_analysis_adapter.py +121 -0
- tools/econometrics_adapter.py +286 -0
- tools/gwr_simple_adapter.py +54 -0
- tools/machine_learning_adapter.py +567 -0
- tools/mcp_tool_groups/__init__.py +15 -0
- tools/mcp_tool_groups/basic_parametric_tools.py +173 -0
- tools/mcp_tool_groups/causal_inference_tools.py +643 -0
- tools/mcp_tool_groups/distribution_analysis_tools.py +169 -0
- tools/mcp_tool_groups/machine_learning_tools.py +422 -0
- tools/mcp_tool_groups/microecon_tools.py +325 -0
- tools/mcp_tool_groups/missing_data_tools.py +117 -0
- tools/mcp_tool_groups/model_specification_tools.py +402 -0
- tools/mcp_tool_groups/nonparametric_tools.py +225 -0
- tools/mcp_tool_groups/spatial_econometrics_tools.py +323 -0
- tools/mcp_tool_groups/statistical_inference_tools.py +131 -0
- tools/mcp_tool_groups/time_series_tools.py +494 -0
- tools/mcp_tools_registry.py +124 -0
- tools/microecon_adapter.py +412 -0
- tools/missing_data_adapter.py +73 -0
- tools/model_specification_adapter.py +369 -0
- tools/nonparametric_adapter.py +190 -0
- tools/output_formatter.py +563 -0
- tools/spatial_econometrics_adapter.py +318 -0
- tools/statistical_inference_adapter.py +90 -0
- tools/survival_analysis_adapter.py +46 -0
- tools/time_series_panel_data_adapter.py +858 -0
- tools/time_series_panel_data_tools.py +65 -0
- aigroup_econ_mcp/__init__.py +0 -19
- aigroup_econ_mcp/cli.py +0 -82
- aigroup_econ_mcp/config.py +0 -561
- aigroup_econ_mcp/server.py +0 -452
- aigroup_econ_mcp/tools/__init__.py +0 -19
- aigroup_econ_mcp/tools/base.py +0 -470
- aigroup_econ_mcp/tools/cache.py +0 -533
- aigroup_econ_mcp/tools/data_loader.py +0 -195
- aigroup_econ_mcp/tools/file_parser.py +0 -1027
- aigroup_econ_mcp/tools/machine_learning.py +0 -60
- aigroup_econ_mcp/tools/ml_ensemble.py +0 -210
- aigroup_econ_mcp/tools/ml_evaluation.py +0 -272
- aigroup_econ_mcp/tools/ml_models.py +0 -54
- aigroup_econ_mcp/tools/ml_regularization.py +0 -186
- aigroup_econ_mcp/tools/monitoring.py +0 -555
- aigroup_econ_mcp/tools/optimized_example.py +0 -229
- aigroup_econ_mcp/tools/panel_data.py +0 -619
- aigroup_econ_mcp/tools/regression.py +0 -214
- aigroup_econ_mcp/tools/statistics.py +0 -154
- aigroup_econ_mcp/tools/time_series.py +0 -698
- aigroup_econ_mcp/tools/timeout.py +0 -283
- aigroup_econ_mcp/tools/tool_descriptions.py +0 -410
- aigroup_econ_mcp/tools/tool_handlers.py +0 -1016
- aigroup_econ_mcp/tools/tool_registry.py +0 -478
- aigroup_econ_mcp/tools/validation.py +0 -482
- aigroup_econ_mcp-1.3.3.dist-info/METADATA +0 -525
- aigroup_econ_mcp-1.3.3.dist-info/RECORD +0 -30
- aigroup_econ_mcp-1.3.3.dist-info/entry_points.txt +0 -2
- /aigroup_econ_mcp-1.3.3.dist-info/licenses/LICENSE → /LICENSE +0 -0
- {aigroup_econ_mcp-1.3.3.dist-info → aigroup_econ_mcp-2.0.1.dist-info}/WHEEL +0 -0
aigroup_econ_mcp/server.py
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AIGroup 计量经济学 MCP 服务器 - 优化版
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使用组件化架构,代码量减少80%,同时自动支持文件输入
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file_format: Annotated[str, Field(default="auto", description=DESCRIPTIVE_STATISTICS.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[Dict[str, List[float]]], Field(default=None, description=DESCRIPTIVE_STATISTICS.get_field_description("data"))] = None
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) -> CallToolResult:
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"""计算描述性统计量"""
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return await handle_descriptive_statistics(ctx, data=data)
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@mcp.tool()
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@econometric_tool('regression')
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async def ols_regression(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=OLS_REGRESSION.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=OLS_REGRESSION.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=OLS_REGRESSION.get_field_description("file_format"))] = "auto",
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y_data: Annotated[Optional[List[float]], Field(default=None, description=OLS_REGRESSION.get_field_description("y_data"))] = None,
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x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=OLS_REGRESSION.get_field_description("x_data"))] = None,
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feature_names: Annotated[Optional[List[str]], Field(default=None, description=OLS_REGRESSION.get_field_description("feature_names"))] = None
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) -> CallToolResult:
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"""OLS回归分析"""
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return await handle_ols_regression(ctx, y_data=y_data, x_data=x_data, feature_names=feature_names)
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@mcp.tool()
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@econometric_tool('single_var')
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async def hypothesis_testing(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=HYPOTHESIS_TESTING.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=HYPOTHESIS_TESTING.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=HYPOTHESIS_TESTING.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[List[float]], Field(default=None, description=HYPOTHESIS_TESTING.get_field_description("data"))] = None,
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data2: Annotated[Optional[List[float]], Field(default=None, description=HYPOTHESIS_TESTING.get_field_description("data2"))] = None,
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test_type: Annotated[str, Field(default="t_test", description=HYPOTHESIS_TESTING.get_field_description("test_type"))] = "t_test"
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) -> CallToolResult:
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"""假设检验 - 支持文件或直接数据输入"""
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return await handle_hypothesis_testing(ctx, data1=data, data2=data2, test_type=test_type)
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@mcp.tool()
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@econometric_tool('single_var')
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async def time_series_analysis(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=TIME_SERIES_ANALYSIS.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=TIME_SERIES_ANALYSIS.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=TIME_SERIES_ANALYSIS.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[List[float]], Field(default=None, description=TIME_SERIES_ANALYSIS.get_field_description("data"))] = None
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) -> CallToolResult:
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"""时间序列分析 - 支持文件或直接数据输入"""
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return await handle_time_series_analysis(ctx, data=data)
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@mcp.tool()
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@econometric_tool('multi_var_dict')
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async def correlation_analysis(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=CORRELATION_ANALYSIS.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=CORRELATION_ANALYSIS.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=CORRELATION_ANALYSIS.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[Dict[str, List[float]]], Field(default=None, description=CORRELATION_ANALYSIS.get_field_description("data"))] = None,
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method: Annotated[str, Field(default="pearson", description=CORRELATION_ANALYSIS.get_field_description("method"))] = "pearson"
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168
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) -> CallToolResult:
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"""相关性分析 - 支持文件或直接数据输入"""
|
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return await handle_correlation_analysis(ctx, data=data, method=method)
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# ============================================================================
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# 面板数据工具 (4个) - 自动支持文件输入
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# ============================================================================
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@mcp.tool()
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@econometric_tool('panel')
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|
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async def panel_fixed_effects(
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|
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ctx: Context[ServerSession, AppContext],
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181
|
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file_path: Annotated[Optional[str], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("file_content"))] = None,
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|
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file_format: Annotated[str, Field(default="auto", description=PANEL_FIXED_EFFECTS.get_field_description("file_format"))] = "auto",
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184
|
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y_data: Annotated[Optional[List[float]], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("y_data"))] = None,
|
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185
|
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x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("x_data"))] = None,
|
|
186
|
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entity_ids: Annotated[Optional[List[str]], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("entity_ids"))] = None,
|
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187
|
-
time_periods: Annotated[Optional[List[str]], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("time_periods"))] = None,
|
|
188
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=PANEL_FIXED_EFFECTS.get_field_description("feature_names"))] = None,
|
|
189
|
-
entity_effects: Annotated[bool, Field(default=True, description=PANEL_FIXED_EFFECTS.get_field_description("entity_effects"))] = True,
|
|
190
|
-
time_effects: Annotated[bool, Field(default=False, description=PANEL_FIXED_EFFECTS.get_field_description("time_effects"))] = False
|
|
191
|
-
) -> CallToolResult:
|
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192
|
-
"""固定效应模型 - 支持文件输入"""
|
|
193
|
-
return await handle_panel_fixed_effects(ctx, y_data, x_data, entity_ids, time_periods,
|
|
194
|
-
feature_names, entity_effects, time_effects)
|
|
195
|
-
|
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196
|
-
|
|
197
|
-
@mcp.tool()
|
|
198
|
-
@econometric_tool('panel')
|
|
199
|
-
async def panel_random_effects(
|
|
200
|
-
ctx: Context[ServerSession, AppContext],
|
|
201
|
-
file_path: Annotated[Optional[str], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("file_path"))] = None,
|
|
202
|
-
file_content: Annotated[Optional[str], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("file_content"))] = None,
|
|
203
|
-
file_format: Annotated[str, Field(default="auto", description=PANEL_RANDOM_EFFECTS.get_field_description("file_format"))] = "auto",
|
|
204
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("y_data"))] = None,
|
|
205
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("x_data"))] = None,
|
|
206
|
-
entity_ids: Annotated[Optional[List[str]], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("entity_ids"))] = None,
|
|
207
|
-
time_periods: Annotated[Optional[List[str]], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("time_periods"))] = None,
|
|
208
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=PANEL_RANDOM_EFFECTS.get_field_description("feature_names"))] = None,
|
|
209
|
-
entity_effects: Annotated[bool, Field(default=True, description=PANEL_RANDOM_EFFECTS.get_field_description("entity_effects"))] = True,
|
|
210
|
-
time_effects: Annotated[bool, Field(default=False, description=PANEL_RANDOM_EFFECTS.get_field_description("time_effects"))] = False
|
|
211
|
-
) -> CallToolResult:
|
|
212
|
-
"""随机效应模型 - 支持文件输入"""
|
|
213
|
-
return await handle_panel_random_effects(ctx, y_data, x_data, entity_ids, time_periods,
|
|
214
|
-
feature_names, entity_effects, time_effects)
|
|
215
|
-
|
|
216
|
-
|
|
217
|
-
@mcp.tool()
|
|
218
|
-
@econometric_tool('panel')
|
|
219
|
-
async def panel_hausman_test(
|
|
220
|
-
ctx: Context[ServerSession, AppContext],
|
|
221
|
-
file_path: Annotated[Optional[str], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("file_path"))] = None,
|
|
222
|
-
file_content: Annotated[Optional[str], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("file_content"))] = None,
|
|
223
|
-
file_format: Annotated[str, Field(default="auto", description=PANEL_HAUSMAN_TEST.get_field_description("file_format"))] = "auto",
|
|
224
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("y_data"))] = None,
|
|
225
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("x_data"))] = None,
|
|
226
|
-
entity_ids: Annotated[Optional[List[str]], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("entity_ids"))] = None,
|
|
227
|
-
time_periods: Annotated[Optional[List[str]], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("time_periods"))] = None,
|
|
228
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=PANEL_HAUSMAN_TEST.get_field_description("feature_names"))] = None
|
|
229
|
-
) -> CallToolResult:
|
|
230
|
-
"""Hausman检验 - 支持文件输入"""
|
|
231
|
-
return await handle_panel_hausman_test(ctx, y_data, x_data, entity_ids, time_periods, feature_names)
|
|
232
|
-
|
|
233
|
-
|
|
234
|
-
@mcp.tool()
|
|
235
|
-
@econometric_tool('panel') # 保持panel类型以获取entity_ids和time_periods
|
|
236
|
-
async def panel_unit_root_test(
|
|
237
|
-
ctx: Context[ServerSession, AppContext],
|
|
238
|
-
file_path: Annotated[Optional[str], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("file_path"))] = None,
|
|
239
|
-
file_content: Annotated[Optional[str], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("file_content"))] = None,
|
|
240
|
-
file_format: Annotated[str, Field(default="auto", description=PANEL_UNIT_ROOT_TEST.get_field_description("file_format"))] = "auto",
|
|
241
|
-
data: Annotated[Optional[List[float]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("data"))] = None,
|
|
242
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("y_data"))] = None, # 从panel转换来的
|
|
243
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("x_data"))] = None, # 从panel转换来的,忽略
|
|
244
|
-
entity_ids: Annotated[Optional[List[str]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("entity_ids"))] = None,
|
|
245
|
-
time_periods: Annotated[Optional[List[str]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("time_periods"))] = None,
|
|
246
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=PANEL_UNIT_ROOT_TEST.get_field_description("feature_names"))] = None, # 从panel转换来的,忽略
|
|
247
|
-
test_type: Annotated[str, Field(default="levinlin", description=PANEL_UNIT_ROOT_TEST.get_field_description("test_type"))] = "levinlin"
|
|
248
|
-
) -> CallToolResult:
|
|
249
|
-
"""面板单位根检验 - 支持文件输入"""
|
|
250
|
-
# 传递所有参数给handler
|
|
251
|
-
return await handle_panel_unit_root_test(
|
|
252
|
-
ctx,
|
|
253
|
-
data=data,
|
|
254
|
-
y_data=y_data,
|
|
255
|
-
entity_ids=entity_ids,
|
|
256
|
-
time_periods=time_periods,
|
|
257
|
-
test_type=test_type
|
|
258
|
-
)
|
|
259
|
-
|
|
260
|
-
|
|
261
|
-
# ============================================================================
|
|
262
|
-
# 高级时间序列工具 (5个) - 自动支持文件输入
|
|
263
|
-
# ============================================================================
|
|
264
|
-
|
|
265
|
-
@mcp.tool()
|
|
266
|
-
@econometric_tool('time_series')
|
|
267
|
-
async def var_model_analysis(
|
|
268
|
-
ctx: Context[ServerSession, AppContext],
|
|
269
|
-
file_path: Annotated[Optional[str], Field(default=None, description=VAR_MODEL_ANALYSIS.get_field_description("file_path"))] = None,
|
|
270
|
-
file_content: Annotated[Optional[str], Field(default=None, description=VAR_MODEL_ANALYSIS.get_field_description("file_content"))] = None,
|
|
271
|
-
file_format: Annotated[str, Field(default="auto", description=VAR_MODEL_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
272
|
-
data: Annotated[Optional[Dict[str, List[float]]], Field(default=None, description=VAR_MODEL_ANALYSIS.get_field_description("data"))] = None,
|
|
273
|
-
max_lags: Annotated[int, Field(default=5, description=VAR_MODEL_ANALYSIS.get_field_description("max_lags"))] = 5,
|
|
274
|
-
ic: Annotated[str, Field(default="aic", description=VAR_MODEL_ANALYSIS.get_field_description("ic"))] = "aic"
|
|
275
|
-
) -> CallToolResult:
|
|
276
|
-
"""VAR模型分析 - 支持文件输入"""
|
|
277
|
-
return await handle_var_model(ctx, data, max_lags, ic)
|
|
278
|
-
|
|
279
|
-
|
|
280
|
-
@mcp.tool()
|
|
281
|
-
@econometric_tool('time_series')
|
|
282
|
-
async def vecm_model_analysis(
|
|
283
|
-
ctx: Context[ServerSession, AppContext],
|
|
284
|
-
file_path: Annotated[Optional[str], Field(default=None, description=VECM_MODEL_ANALYSIS.get_field_description("file_path"))] = None,
|
|
285
|
-
file_content: Annotated[Optional[str], Field(default=None, description=VECM_MODEL_ANALYSIS.get_field_description("file_content"))] = None,
|
|
286
|
-
file_format: Annotated[str, Field(default="auto", description=VECM_MODEL_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
287
|
-
data: Annotated[Optional[Dict[str, List[float]]], Field(default=None, description=VECM_MODEL_ANALYSIS.get_field_description("data"))] = None,
|
|
288
|
-
coint_rank: Annotated[int, Field(default=1, description=VECM_MODEL_ANALYSIS.get_field_description("coint_rank"))] = 1,
|
|
289
|
-
deterministic: Annotated[str, Field(default="co", description=VECM_MODEL_ANALYSIS.get_field_description("deterministic"))] = "co",
|
|
290
|
-
max_lags: Annotated[int, Field(default=5, description=VECM_MODEL_ANALYSIS.get_field_description("max_lags"))] = 5
|
|
291
|
-
) -> CallToolResult:
|
|
292
|
-
"""VECM模型分析 - 支持文件输入"""
|
|
293
|
-
return await handle_vecm_model(ctx, data, coint_rank, deterministic, max_lags)
|
|
294
|
-
|
|
295
|
-
|
|
296
|
-
@mcp.tool()
|
|
297
|
-
@econometric_tool('single_var')
|
|
298
|
-
async def garch_model_analysis(
|
|
299
|
-
ctx: Context[ServerSession, AppContext],
|
|
300
|
-
file_path: Annotated[Optional[str], Field(default=None, description=GARCH_MODEL_ANALYSIS.get_field_description("file_path"))] = None,
|
|
301
|
-
file_content: Annotated[Optional[str], Field(default=None, description=GARCH_MODEL_ANALYSIS.get_field_description("file_content"))] = None,
|
|
302
|
-
file_format: Annotated[str, Field(default="auto", description=GARCH_MODEL_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
303
|
-
data: Annotated[Optional[List[float]], Field(default=None, description=GARCH_MODEL_ANALYSIS.get_field_description("data"))] = None,
|
|
304
|
-
order: Annotated[tuple, Field(default=(1, 1), description=GARCH_MODEL_ANALYSIS.get_field_description("order"))] = (1, 1),
|
|
305
|
-
dist: Annotated[str, Field(default="normal", description=GARCH_MODEL_ANALYSIS.get_field_description("dist"))] = "normal"
|
|
306
|
-
) -> CallToolResult:
|
|
307
|
-
"""GARCH模型分析 - 支持文件输入"""
|
|
308
|
-
return await handle_garch_model(ctx, data, order, dist)
|
|
309
|
-
|
|
310
|
-
|
|
311
|
-
@mcp.tool()
|
|
312
|
-
@econometric_tool('single_var')
|
|
313
|
-
async def state_space_model_analysis(
|
|
314
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file_content: Annotated[Optional[str], Field(default=None, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[List[float]], Field(default=None, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("data"))] = None,
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state_dim: Annotated[int, Field(default=1, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("state_dim"))] = 1,
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observation_dim: Annotated[int, Field(default=1, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("observation_dim"))] = 1,
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trend: Annotated[bool, Field(default=True, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("trend"))] = True,
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seasonal: Annotated[bool, Field(default=False, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("seasonal"))] = False,
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period: Annotated[int, Field(default=12, description=STATE_SPACE_MODEL_ANALYSIS.get_field_description("period"))] = 12
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) -> CallToolResult:
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"""状态空间模型分析 - 支持文件输入"""
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return await handle_state_space_model(ctx, data, state_dim, observation_dim, trend, seasonal, period)
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@econometric_tool('time_series')
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async def variance_decomposition_analysis(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("file_format"))] = "auto",
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data: Annotated[Optional[Dict[str, List[float]]], Field(default=None, description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("data"))] = None,
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periods: Annotated[int, Field(default=10, description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("periods"))] = 10,
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max_lags: Annotated[int, Field(default=5, description=VARIANCE_DECOMPOSITION_ANALYSIS.get_field_description("max_lags"))] = 5
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) -> CallToolResult:
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"""方差分解分析 - 支持文件输入"""
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return await handle_variance_decomposition(ctx, data, periods, max_lags)
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# ============================================================================
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# 机器学习工具 (6个) - 自动支持文件输入
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# ============================================================================
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@mcp.tool()
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@econometric_tool('regression')
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async def random_forest_regression_analysis(
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ctx: Context[ServerSession, AppContext],
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file_path: Annotated[Optional[str], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("file_path"))] = None,
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file_content: Annotated[Optional[str], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("file_content"))] = None,
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file_format: Annotated[str, Field(default="auto", description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("file_format"))] = "auto",
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355
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y_data: Annotated[Optional[List[float]], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("y_data"))] = None,
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x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("x_data"))] = None,
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357
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feature_names: Annotated[Optional[List[str]], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("feature_names"))] = None,
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358
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n_estimators: Annotated[int, Field(default=100, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("n_estimators"))] = 100,
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359
|
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max_depth: Annotated[Optional[int], Field(default=None, description=RANDOM_FOREST_REGRESSION_ANALYSIS.get_field_description("max_depth"))] = None
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) -> CallToolResult:
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"""随机森林回归 - 支持文件输入"""
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362
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return await handle_random_forest(ctx, y_data, x_data, feature_names, n_estimators, max_depth)
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365
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@mcp.tool()
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@econometric_tool('regression')
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367
|
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async def gradient_boosting_regression_analysis(
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368
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ctx: Context[ServerSession, AppContext],
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369
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file_path: Annotated[Optional[str], Field(default=None, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("file_path"))] = None,
|
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370
|
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file_content: Annotated[Optional[str], Field(default=None, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("file_content"))] = None,
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371
|
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file_format: Annotated[str, Field(default="auto", description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("file_format"))] = "auto",
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372
|
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y_data: Annotated[Optional[List[float]], Field(default=None, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("y_data"))] = None,
|
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373
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("x_data"))] = None,
|
|
374
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("feature_names"))] = None,
|
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375
|
-
n_estimators: Annotated[int, Field(default=100, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("n_estimators"))] = 100,
|
|
376
|
-
learning_rate: Annotated[float, Field(default=0.1, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("learning_rate"))] = 0.1,
|
|
377
|
-
max_depth: Annotated[int, Field(default=3, description=GRADIENT_BOOSTING_REGRESSION_ANALYSIS.get_field_description("max_depth"))] = 3
|
|
378
|
-
) -> CallToolResult:
|
|
379
|
-
"""梯度提升树回归 - 支持文件输入"""
|
|
380
|
-
return await handle_gradient_boosting(ctx, y_data, x_data, feature_names, n_estimators, learning_rate, max_depth)
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
@mcp.tool()
|
|
384
|
-
@econometric_tool('regression')
|
|
385
|
-
async def lasso_regression_analysis(
|
|
386
|
-
ctx: Context[ServerSession, AppContext],
|
|
387
|
-
file_path: Annotated[Optional[str], Field(default=None, description=LASSO_REGRESSION_ANALYSIS.get_field_description("file_path"))] = None,
|
|
388
|
-
file_content: Annotated[Optional[str], Field(default=None, description=LASSO_REGRESSION_ANALYSIS.get_field_description("file_content"))] = None,
|
|
389
|
-
file_format: Annotated[str, Field(default="auto", description=LASSO_REGRESSION_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
390
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=LASSO_REGRESSION_ANALYSIS.get_field_description("y_data"))] = None,
|
|
391
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=LASSO_REGRESSION_ANALYSIS.get_field_description("x_data"))] = None,
|
|
392
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=LASSO_REGRESSION_ANALYSIS.get_field_description("feature_names"))] = None,
|
|
393
|
-
alpha: Annotated[float, Field(default=1.0, description=LASSO_REGRESSION_ANALYSIS.get_field_description("alpha"))] = 1.0
|
|
394
|
-
) -> CallToolResult:
|
|
395
|
-
"""Lasso回归 - 支持文件输入"""
|
|
396
|
-
return await handle_lasso_regression(ctx, y_data, x_data, feature_names, alpha)
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
@mcp.tool()
|
|
400
|
-
@econometric_tool('regression')
|
|
401
|
-
async def ridge_regression_analysis(
|
|
402
|
-
ctx: Context[ServerSession, AppContext],
|
|
403
|
-
file_path: Annotated[Optional[str], Field(default=None, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("file_path"))] = None,
|
|
404
|
-
file_content: Annotated[Optional[str], Field(default=None, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("file_content"))] = None,
|
|
405
|
-
file_format: Annotated[str, Field(default="auto", description=RIDGE_REGRESSION_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
406
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("y_data"))] = None,
|
|
407
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("x_data"))] = None,
|
|
408
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("feature_names"))] = None,
|
|
409
|
-
alpha: Annotated[float, Field(default=1.0, description=RIDGE_REGRESSION_ANALYSIS.get_field_description("alpha"))] = 1.0
|
|
410
|
-
) -> CallToolResult:
|
|
411
|
-
"""Ridge回归 - 支持文件输入"""
|
|
412
|
-
return await handle_ridge_regression(ctx, y_data, x_data, feature_names, alpha)
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
@mcp.tool()
|
|
416
|
-
@econometric_tool('regression')
|
|
417
|
-
async def cross_validation_analysis(
|
|
418
|
-
ctx: Context[ServerSession, AppContext],
|
|
419
|
-
file_path: Annotated[Optional[str], Field(default=None, description=CROSS_VALIDATION_ANALYSIS.get_field_description("file_path"))] = None,
|
|
420
|
-
file_content: Annotated[Optional[str], Field(default=None, description=CROSS_VALIDATION_ANALYSIS.get_field_description("file_content"))] = None,
|
|
421
|
-
file_format: Annotated[str, Field(default="auto", description=CROSS_VALIDATION_ANALYSIS.get_field_description("file_format"))] = "auto",
|
|
422
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=CROSS_VALIDATION_ANALYSIS.get_field_description("y_data"))] = None,
|
|
423
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=CROSS_VALIDATION_ANALYSIS.get_field_description("x_data"))] = None,
|
|
424
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=CROSS_VALIDATION_ANALYSIS.get_field_description("feature_names"))] = None,
|
|
425
|
-
model_type: Annotated[str, Field(default="random_forest", description=CROSS_VALIDATION_ANALYSIS.get_field_description("model_type"))] = "random_forest",
|
|
426
|
-
cv_folds: Annotated[int, Field(default=5, description=CROSS_VALIDATION_ANALYSIS.get_field_description("cv_folds"))] = 5,
|
|
427
|
-
scoring: Annotated[str, Field(default="r2", description=CROSS_VALIDATION_ANALYSIS.get_field_description("scoring"))] = "r2"
|
|
428
|
-
) -> CallToolResult:
|
|
429
|
-
"""交叉验证 - 支持文件输入"""
|
|
430
|
-
return await handle_cross_validation(ctx, y_data, x_data, model_type, cv_folds, scoring)
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
@mcp.tool()
|
|
434
|
-
@econometric_tool('regression')
|
|
435
|
-
async def feature_importance_analysis_tool(
|
|
436
|
-
ctx: Context[ServerSession, AppContext],
|
|
437
|
-
file_path: Annotated[Optional[str], Field(default=None, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("file_path"))] = None,
|
|
438
|
-
file_content: Annotated[Optional[str], Field(default=None, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("file_content"))] = None,
|
|
439
|
-
file_format: Annotated[str, Field(default="auto", description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("file_format"))] = "auto",
|
|
440
|
-
y_data: Annotated[Optional[List[float]], Field(default=None, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("y_data"))] = None,
|
|
441
|
-
x_data: Annotated[Optional[List[List[float]]], Field(default=None, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("x_data"))] = None,
|
|
442
|
-
feature_names: Annotated[Optional[List[str]], Field(default=None, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("feature_names"))] = None,
|
|
443
|
-
method: Annotated[str, Field(default="random_forest", description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("method"))] = "random_forest",
|
|
444
|
-
top_k: Annotated[int, Field(default=5, description=FEATURE_IMPORTANCE_ANALYSIS_TOOL.get_field_description("top_k"))] = 5
|
|
445
|
-
) -> CallToolResult:
|
|
446
|
-
"""特征重要性分析 - 支持文件输入"""
|
|
447
|
-
return await handle_feature_importance(ctx, y_data, x_data, feature_names, method, top_k)
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
def create_mcp_server() -> FastMCP:
|
|
451
|
-
"""创建并返回MCP服务器实例"""
|
|
452
|
-
return mcp
|
|
@@ -1,19 +0,0 @@
|
|
|
1
|
-
"""
|
|
2
|
-
计量经济学工具模块
|
|
3
|
-
"""
|
|
4
|
-
|
|
5
|
-
from . import regression, statistics, time_series, machine_learning, panel_data
|
|
6
|
-
from . import validation, cache, monitoring, file_parser, tool_descriptions
|
|
7
|
-
|
|
8
|
-
__all__ = [
|
|
9
|
-
"regression",
|
|
10
|
-
"statistics",
|
|
11
|
-
"time_series",
|
|
12
|
-
"machine_learning",
|
|
13
|
-
"panel_data",
|
|
14
|
-
"validation",
|
|
15
|
-
"cache",
|
|
16
|
-
"monitoring",
|
|
17
|
-
"file_parser",
|
|
18
|
-
"tool_descriptions"
|
|
19
|
-
]
|