batter 0.4.2__py3-none-any.whl

batter-0.4.2.dist-info/METADATA

@@ -0,0 +1,73 @@
+Metadata-Version: 2.4
+Name: batter
+Version: 0.4.2
+Summary: Deterministic Python research engine for prediction-market evidence-backed backtests
+Project-URL: Repository, https://github.com/usepancake/batter
+Project-URL: Homepage, https://usepancake.com
+Author-email: Michael Mustopo <michael.mustopo@gmail.com>
+License: Apache-2.0
+License-File: LICENSE
+Keywords: backtest,batter,deterministic,evidence,pancake,prediction-market
+Classifier: Development Status :: 3 - Alpha
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.12
+Requires-Dist: numpy>=1.26
+Requires-Dist: pydantic<3,>=2.5
+Requires-Dist: scipy>=1.17.1
+Provides-Extra: dev
+Requires-Dist: ipykernel>=6.29; extra == 'dev'
+Requires-Dist: mypy; extra == 'dev'
+Requires-Dist: nbclient>=0.10; extra == 'dev'
+Requires-Dist: nbformat>=5.10; extra == 'dev'
+Requires-Dist: pytest-cov; extra == 'dev'
+Requires-Dist: pytest>=8; extra == 'dev'
+Requires-Dist: ruff; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# batter
+
+[![Test](https://github.com/usepancake/batter/actions/workflows/test.yml/badge.svg)](https://github.com/usepancake/batter/actions/workflows/test.yml)
+
+`batter` is a deterministic Python research engine for prediction-market evidence-backed backtests. Given a backtest spec and an `EvidenceDataset`, it produces a canonical `result_hash` — identical bytes across ubuntu / macos / windows on Python 3.12+ — enabling reproducible research and auditability of strategy claims. Engine 0.4 adds Monte Carlo bootstrap confidence intervals and a sign-permutation Sharpe test so credibility signals travel with every result.
+
+The PyPI package is `batter`; the Python module is `pancake_engine` (sklearn-style rename: `pip install batter` then `import pancake_engine`).
+
+## Install
+
+```bash
+pip install batter
+```
+
+## Quickstart
+
+```python
+import json
+from pancake_engine import run_backtest, BacktestSpec, EvidenceDataset, BacktestConfig
+
+spec    = BacktestSpec(**json.load(open("spec.json")))
+dataset = EvidenceDataset(**json.load(open("dataset.json")))
+config  = BacktestConfig()
+
+result = run_backtest(spec, dataset, config)
+print(result.result_hash)   # deterministic SHA-256 over canonical JSON
+print(result.metrics.sharpe)
+print(result.bootstrap_ci)  # 95% CI on cagr / sharpe / sortino (0.4+)
+```
+
+## Determinism
+
+The same `(spec, dataset, config)` produces the same `result_hash` across ubuntu / macos / windows on Python 3.12+. Verification method, fixture set, and numeric bounds are documented in [docs/math-audit-0.4.md §"Verification verdict"](docs/math-audit-0.4.md#verification-verdict).
+
+**Supported Python versions: 3.12 and 3.13.** Python 3.11 is permanently out of scope — `sum()` semantics changed in 3.12 (compensated float accumulation), causing the bootstrap CI values to differ by 1 ULP and producing a different `result_hash`. No code change can reconcile this without reverse-engineering 3.12's exact internal accumulation path. See [docs/py311-investigation-2026-05-27.md](docs/py311-investigation-2026-05-27.md) for the full root-cause analysis and [docs/math-audit-0.4.md §"Known scope qualifier — Python 3.11"](docs/math-audit-0.4.md#known-scope-qualifier--python-311) for the audit entry.
+
+## Cross-platform
+
+CI enforces a 6-cell matrix (ubuntu-latest + macos-latest + windows-latest) × (Python 3.12 + 3.13). See the badge above.
+
+## License
+
+Apache-2.0 — Copyright 2026 Michael Mustopo

batter-0.4.2.dist-info/RECORD

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+batter-0.4.2.dist-info/licenses/LICENSE,sha256=_WuiGaixQIvKktGbcW1N-VmdDJyL3_fB9CevQ29AjY4,10702
+batter-0.4.2.dist-info/RECORD,,

batter-0.4.2.dist-info/WHEEL

@@ -0,0 +1,4 @@
+Wheel-Version: 1.0
+Generator: hatchling 1.29.0
+Root-Is-Purelib: true
+Tag: py3-none-any

batter-0.4.2.dist-info/entry_points.txt

@@ -0,0 +1,2 @@
+[console_scripts]
+batter = pancake_engine.cli:main

batter-0.4.2.dist-info/licenses/LICENSE

@@ -0,0 +1,190 @@
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pancake_engine/__init__.py

@@ -0,0 +1,71 @@
+"""Pancake Engine 0.3 — deterministic Python research engine over EvidenceDataset.
+
+Engine 0.3 is correctness-first, not TS parity. Known TS divergences are documented
+in pancake-production/docs/research/pancake-engine-0.3-ts-divergences.md.
+
+PR-0 shipped the canonicalization substrate.
+PR-1 ships the event-time ledger runner, validation, metrics, warnings, and CLI.
+"""
+
+from .__version__ import ENGINE, ENGINE_MODE, ENGINE_VERSION, __version__
+from .canonical import canonical_string, canonicalize
+from .config import BacktestConfig, WalkforwardConfig
+from .hash import sha256_canonical
+from .io.dump import dump_result, result_to_canonical_json
+from .io.load import load_dataset, load_json, load_spec
+from .result import (
+    BacktestResult,
+    DrawdownPoint,
+    EquityPoint,
+    Metrics,
+    MetricsPM,
+    MetricsStandard,
+    MonthlyReturn,
+)
+from .runner import run_backtest
+from .walkforward import (
+    AggregateMetrics,
+    Fold,
+    FoldDefinition,
+    WalkforwardResult,
+    run_walkforward,
+)
+from .types import EvidenceDataset, EvidenceSpec
+from .validate import ValidationVerdict
+from .warnings import Severity, Warning, WarningCode
+
+__all__ = [
+    "ENGINE",
+    "ENGINE_MODE",
+    "ENGINE_VERSION",
+    "__version__",
+    "canonical_string",
+    "canonicalize",
+    "sha256_canonical",
+    "load_dataset",
+    "load_json",
+    "load_spec",
+    "dump_result",
+    "result_to_canonical_json",
+    "EvidenceDataset",
+    "EvidenceSpec",
+    "BacktestConfig",
+    "BacktestResult",
+    "Metrics",
+    "MetricsStandard",
+    "MetricsPM",
+    "EquityPoint",
+    "DrawdownPoint",
+    "MonthlyReturn",
+    "Severity",
+    "Warning",
+    "WarningCode",
+    "ValidationVerdict",
+    "run_backtest",
+    "WalkforwardConfig",
+    "WalkforwardResult",
+    "Fold",
+    "FoldDefinition",
+    "AggregateMetrics",
+    "run_walkforward",
+]

pancake_engine/__version__.py

@@ -0,0 +1,28 @@
+"""Version + engine identity constants for Pancake Engine 0.4.
+
+These constants are written into every result emitted by the runner (PR-1+).
+They are also part of `result_hash` — bumping any of them is a deliberate
+breaking change to the receipt contract.
+
+0.4.0 adds:
+  - MC bootstrap CI for cagr / sharpe / sortino (percentile method, PCG64 RNG)
+  - Sign-permutation test for Sharpe null (Good 2005)
+  - numpy>=1.26 as hard dependency
+  - New warning codes: BOOTSTRAP_INSUFFICIENT, CI_TOO_WIDE, PERMUTATION_P_HIGH
+
+0.4.1 (docs+config patch):
+  - Permanently scope-qualifies Python 3.11 after root-cause investigation
+    (sum() float accumulation changed in 3.12; 1-ULP CI drift; unfixable).
+  - See docs/py311-investigation-2026-05-27.md for full analysis.
+  - No math changes; result_hash unchanged for Python 3.12+ users.
+
+0.4.2 (first PyPI release):
+  - First release published to PyPI via Trusted Publishing (OIDC).
+  - Engine code byte-identical to 0.4.1; result_hash unchanged.
+  - Install: `pip install batter` (previously git-only via release tarball).
+"""
+
+__version__ = "0.4.2"
+ENGINE = "batter"
+ENGINE_VERSION = "0.4.0"
+ENGINE_MODE = "event_time_v1"

pancake_engine/canonical.py

@@ -0,0 +1,213 @@
+"""Canonical serialization for Pancake Engine 0.3.
+
+Engine 0.3 is correctness-first, not TS parity. Known TS divergences are
+documented in pancake-production/docs/research/pancake-engine-0.3-ts-divergences.md.
+
+This module implements byte-identical canonical serialization compatible with
+ECMA-262 §6.1.6.1.13 NumberToString and V8's ``JSON.stringify`` number output.
+
+The canonical bytes are the substrate for every hash in Engine 0.3:
+``schema_sha256``, ``rows_sha256``, ``compiled_spec_hash``, ``config_hash``,
+``result_hash``. Cross-runtime byte-equality is the determinism gate.
+
+Rules:
+
+- ``null``, ``true``, ``false`` — literal.
+- ``int`` — decimal repr; reject ``|x| > 2**53`` (silent precision loss on JS round-trip).
+- ``float`` — ECMA-262 NumberToString. Reject NaN, +Inf, -Inf. Normalize -0 to 0.
+- ``str`` — NFC-normalize then JSON-escape per RFC 8259. Reject lone surrogates.
+- ``list`` / ``tuple`` — order preserved; never sorted.
+- ``dict`` — keys sorted by Unicode codepoint, recursively. Duplicate-key
+  rejection happens **at JSON parse time** in :mod:`pancake_engine.io.load`,
+  not here — raw Python dicts cannot detect duplicates after parse.
+- ``datetime`` and other types — rejected. Callers serialize times to unix-int seconds first.
+"""
+
+from __future__ import annotations
+
+import math
+import unicodedata
+from typing import Any
+
+__all__ = ["canonicalize", "canonical_string", "MAX_SAFE_INTEGER"]
+
+# JavaScript Number.MAX_SAFE_INTEGER = 2**53 - 1; we allow up to 2**53 inclusive
+# because 2**53 is exactly representable as a float. Anything strictly larger
+# loses precision on the V8 side.
+MAX_SAFE_INTEGER = 2**53
+
+
+def canonicalize(obj: Any) -> bytes:
+    """Return the canonical UTF-8 byte representation of ``obj``."""
+    return canonical_string(obj).encode("utf-8")
+
+
+def canonical_string(obj: Any) -> str:
+    """Return the canonical string representation (UTF-8 encoding deferred to caller)."""
+    return _canon(obj)
+
+
+def _canon(obj: Any) -> str:
+    # bool is a subclass of int in Python; match it before int.
+    if obj is None:
+        return "null"
+    if obj is True:
+        return "true"
+    if obj is False:
+        return "false"
+    if isinstance(obj, bool):
+        # Defensive — `obj is True/False` above already covers all bool instances,
+        # but a custom subclass of bool would slip through without this branch.
+        return "true" if obj else "false"
+    if isinstance(obj, int):
+        if abs(obj) > MAX_SAFE_INTEGER:
+            raise ValueError(
+                f"E_INTEGER_TOO_LARGE: {obj} exceeds 2**53; "
+                "use a string for large integers to avoid silent precision loss on JS round-trip"
+            )
+        return str(obj)
+    if isinstance(obj, float):
+        return _number_to_string(obj)
+    if isinstance(obj, str):
+        return _escape_string(obj)
+    if isinstance(obj, (list, tuple)):
+        return "[" + ",".join(_canon(x) for x in obj) + "]"
+    if isinstance(obj, dict):
+        # Sort keys by Unicode codepoint order. Python's default `<` on str
+        # is codepoint-ordered.
+        keys = sorted(obj.keys())
+        parts = []
+        for k in keys:
+            if not isinstance(k, str):
+                raise ValueError(f"E_NON_STRING_KEY: {k!r}")
+            parts.append(_escape_string(k) + ":" + _canon(obj[k]))
+        return "{" + ",".join(parts) + "}"
+    raise ValueError(f"E_UNSUPPORTED_TYPE: {type(obj).__name__}")
+
+
+def _number_to_string(x: float) -> str:
+    """ECMA-262 §6.1.6.1.13 NumberToString for finite floats.
+
+    Matches V8 ``JSON.stringify(<number>)`` byte-for-byte on finite values.
+    Rejects NaN and ±Infinity. Normalizes -0 to 0.
+
+    The shortest round-trip digit sequence is sourced from CPython's
+    ``repr(float)``, which uses Grisu/Ryu — same algorithm V8 uses. CPython
+    and V8 differ only in exponential-notation thresholds; this function
+    re-applies the ECMA thresholds.
+    """
+    if math.isnan(x):
+        raise ValueError("E_NONFINITE: NaN is not representable in canonical form")
+    if math.isinf(x):
+        raise ValueError("E_NONFINITE: Infinity is not representable in canonical form")
+    if x == 0:
+        # -0.0 == 0.0 in Python; both normalize to "0", matching V8.
+        return "0"
+
+    negative = x < 0
+    if negative:
+        x = -x
+
+    r = repr(x)
+
+    # Split into mantissa and explicit exponent
+    if "e" in r:
+        mantissa_str, exp_str = r.split("e")
+        exp = int(exp_str)
+    else:
+        mantissa_str = r
+        exp = 0
+
+    # Split mantissa into integer and fractional parts
+    if "." in mantissa_str:
+        int_part, frac_part = mantissa_str.split(".")
+        if frac_part == "0":
+            frac_part = ""
+    else:
+        int_part = mantissa_str
+        frac_part = ""
+
+    # Combine digits; adjust exp for the decimal point position
+    all_digits = int_part + frac_part
+    exp -= len(frac_part)
+
+    # Strip leading zeros (e.g., 0.001 → int_part="0", frac="001", all="0001")
+    stripped = all_digits.lstrip("0")
+    if stripped == "":
+        # Unreachable under x != 0; defensive.
+        return "0"
+    all_digits = stripped
+
+    # Strip trailing zeros, rolling them into the exponent
+    rstripped = all_digits.rstrip("0")
+    if rstripped == "":
+        rstripped = "0"
+    exp += len(all_digits) - len(rstripped)
+    all_digits = rstripped
+
+    # The canonical digit string has no leading/trailing zeros (except "0" itself).
+    # Numeric value = int(all_digits) × 10**exp.
+    # k = number of significant digits
+    # n = decimal point position from the left, where n == k means integer ending,
+    #     n > k means trailing zeros, n < k means digits after decimal point.
+    k = len(all_digits)
+    n = k + exp
+
+    if k <= n <= 21:
+        # Integer in regular notation: digits then trailing zeros
+        result = all_digits + "0" * (n - k)
+    elif 0 < n <= 21:
+        # Fractional in regular notation: split digits at position n
+        result = all_digits[:n] + "." + all_digits[n:]
+    elif -6 < n <= 0:
+        # Small number: 0. then leading zeros then digits
+        result = "0." + "0" * (-n) + all_digits
+    elif k == 1:
+        # Single-digit scientific
+        e = n - 1
+        sign = "+" if e >= 0 else "-"
+        result = all_digits + "e" + sign + str(abs(e))
+    else:
+        # Multi-digit scientific
+        e = n - 1
+        sign = "+" if e >= 0 else "-"
+        result = all_digits[0] + "." + all_digits[1:] + "e" + sign + str(abs(e))
+
+    return ("-" if negative else "") + result
+
+
+def _escape_string(s: str) -> str:
+    """JSON-escape a string with NFC normalization and lone-surrogate rejection."""
+    s = unicodedata.normalize("NFC", s)
+
+    # Reject lone surrogates by attempting UTF-8 encode. Python strings can
+    # contain unpaired surrogates if produced from certain decode operations;
+    # we refuse to canonicalize them rather than emit garbled UTF-8.
+    try:
+        s.encode("utf-8")
+    except UnicodeEncodeError as e:
+        raise ValueError(f"E_LONE_SURROGATE: {e}") from e
+
+    out: list[str] = ['"']
+    for ch in s:
+        code = ord(ch)
+        if ch == '"':
+            out.append('\\"')
+        elif ch == "\\":
+            out.append("\\\\")
+        elif ch == "\b":
+            out.append("\\b")
+        elif ch == "\f":
+            out.append("\\f")
+        elif ch == "\n":
+            out.append("\\n")
+        elif ch == "\r":
+            out.append("\\r")
+        elif ch == "\t":
+            out.append("\\t")
+        elif code < 0x20:
+            out.append(f"\\u{code:04x}")
+        else:
+            out.append(ch)
+    out.append('"')
+    return "".join(out)