cnhkmcp 1.3.6__py3-none-any.whl → 1.3.8__py3-none-any.whl

cnhkmcp/untracked/APP/hkSimulator/autosimulator.py

@@ -0,0 +1,378 @@
+import sys
+import subprocess
+# --- Dependency Check & Auto-Install ---
+required_imports = [
+    ("getpass", None),
+    ("json", None),
+    ("logging", None),
+    ("os", None),
+    ("threading", None),
+    ("time", None),
+    ("functools", None),
+    ("multiprocessing", None),
+    ("pathlib", None),
+    ("typing", None),
+    ("urllib.parse", None),
+    ("pandas", "pandas"),
+    ("requests", "requests"),
+    ("tqdm", "tqdm"),
+    ("pandas.io.formats.style", "pandas"),
+]
+for mod, pipname in required_imports:
+    try:
+        if "." in mod:
+            __import__(mod.split(".")[0])
+        else:
+            __import__(mod)
+    except ImportError:
+        if pipname:
+            print(f"Installing missing package: {pipname}")
+            subprocess.check_call([sys.executable, "-m", "pip", "install", pipname])
+        else:
+            print(f"Module {mod} is a built-in or not installable via pip.")
+# --- Script Description ---
+"""
+Autosimulator for WorldQuant BRAIN platform
+- Timestamped logger
+- Authentication with biometric check
+- User-specified alpha JSON input
+- Single/multi simulation mode
+- Simulation worker: sends jobs, retries, saves locations
+- Result worker: fetches results, saves to JSON
+"""
+import os
+import sys
+import time
+import json
+import threading
+import logging
+from datetime import datetime
+from pathlib import Path
+import msvcrt
+import requests
+from ace_lib import (
+    check_session_and_relogin,
+    simulate_single_alpha,
+    simulate_multi_alpha,
+)
+
+# --- Logger Setup ---
+def setup_logger():
+    timestamp = datetime.now().strftime('%Y%m%d_%H%M%S')
+    log_filename = f'autosim_{timestamp}.log'
+    logger = logging.getLogger(f'autosim_{timestamp}')
+    logger.setLevel(logging.DEBUG)
+    formatter = logging.Formatter('%(asctime)s - %(levelname)s - %(message)s')
+    fh = logging.FileHandler(log_filename)
+    fh.setFormatter(formatter)
+    logger.addHandler(fh)
+    ch = logging.StreamHandler()
+    ch.setFormatter(formatter)
+    logger.addHandler(ch)
+    return logger, log_filename
+
+logger, log_filename = setup_logger()
+
+# --- Authentication ---
+def check_session_timeout(s):
+    """
+    Check if the current session has timed out.
+
+    Args:
+        s (SingleSession): The current session object.
+
+    Returns:
+        int: The number of seconds until the session expires, or 0 if the session has expired or an error occurred.
+    """
+    brain_api_url = os.environ.get("BRAIN_API_URL", "https://api.worldquantbrain.com")
+    authentication_url = brain_api_url + "/authentication"
+    try:
+        result = s.get(authentication_url).json()["token"]["expiry"]
+        logger.debug(f"Session (ID: {id(s)}) timeout check result: {result}")
+        return result
+    except Exception:
+        logger.error(f"Session timeout check failed for session (ID: {id(s)})")
+        return 0
+def get_credentials():
+    email = input("Email: ").strip()
+    print("Password: ", end='', flush=True)
+    password = ''
+    while True:
+        ch = msvcrt.getch()
+        if ch in (b'\r', b'\n'):
+            print()
+            break
+        elif ch == b'\x08':  # Backspace
+            if len(password) > 0:
+                password = password[:-1]
+                print('\b \b', end='', flush=True)
+        elif ch == b'\x03':  # Ctrl+C
+            raise KeyboardInterrupt
+        else:
+            password += ch.decode('utf-8', errors='ignore')
+            print('*', end='', flush=True)
+    return (email, password)
+
+def authenticate():
+    from ace_lib import SingleSession
+    session = SingleSession()
+    session.auth = get_credentials()
+    brain_api_url = os.environ.get("BRAIN_API_URL", "https://api.worldquantbrain.com")
+    r = session.post(brain_api_url + "/authentication")
+    logger.debug(f"New session created (ID: {id(session)}) with authentication response: {r.status_code}, {r.json()}")
+    if r.status_code == requests.status_codes.codes.unauthorized:
+        if r.headers.get("WWW-Authenticate") == "persona":
+            print(
+                "Complete biometrics authentication and press any key to continue: \n"
+                + r.url + "/persona?inquiry=" + r.headers.get("Location", "")
+                + "\n"
+            )
+            input()
+            session.post(r.headers.get("Location", r.url))
+            while True:
+                if session.post(r.headers.get("Location", r.url)).status_code != 201:
+                    input(
+                        "Biometrics authentication is not complete. Please try again and press any key when completed \n"
+                    )
+                else:
+                    break
+        else:
+            logger.error("\nIncorrect email or password\n")
+            return authenticate()
+    return session
+
+# --- User Input ---
+MASTER_LOG_PATH = "autosim_master_log.json"
+
+def update_master_log(input_json_path, latest_index):
+    """
+    Update the master log file with the latest successful index for the given input file name.
+    """
+    import os, json
+    file_name = os.path.basename(input_json_path)
+    log_data = {}
+    # Read existing log if present
+    if os.path.exists(MASTER_LOG_PATH):
+        try:
+            with open(MASTER_LOG_PATH, "r", encoding="utf-8") as f:
+                log_data = json.load(f)
+        except Exception:
+            log_data = {}
+    # Update with latest index
+    log_data[file_name] = latest_index
+    # Atomic write
+    tmp_path = MASTER_LOG_PATH + ".tmp"
+    with open(tmp_path, "w", encoding="utf-8") as f:
+        json.dump(log_data, f, indent=2)
+    os.replace(tmp_path, MASTER_LOG_PATH)
+def get_user_json():
+    import re
+    while True:
+        raw_path = input('Enter path to alpha JSON file: ').strip()
+        json_path = re.sub(r'^["\']+|["\']+$', '', raw_path.strip())
+        if os.path.exists(json_path):
+            try:
+                with open(json_path, 'r') as f:
+                    alpha_list = json.load(f)
+                # Check master log for previous progress
+                file_name = os.path.basename(json_path)
+                start_index = 0
+                if os.path.exists(MASTER_LOG_PATH):
+                    try:
+                        with open(MASTER_LOG_PATH, 'r', encoding='utf-8') as logf:
+                            log_data = json.load(logf)
+                        if file_name in log_data:
+                            last_index = log_data[file_name]
+                            print(f'Last time you simulated to position {last_index}.')
+                            resp = input(f'Do you want to start from {last_index + 1}? (Y/n) Or enter another starting index: ').strip()
+                            if resp.lower() in ['', 'y', 'yes']:
+                                start_index = last_index + 1
+                            elif resp.isdigit():
+                                start_index = int(resp)
+                            else:
+                                print('Invalid input, starting from 0.')
+                                start_index = 0
+                    except Exception:
+                        pass
+                # Slice alpha_list to start from chosen index
+                class AlphaList(list):
+                    pass
+                alpha_list = AlphaList(alpha_list[start_index:])
+                alpha_list._start_index = start_index
+                return alpha_list, json_path
+            except Exception as e:
+                logger.error(f'Error reading JSON file: {e}')
+        else:
+            logger.error(f'JSON file not found: {json_path}')
+        print('Please enter a valid path to your alpha JSON file.')
+
+def get_simulation_mode():
+    mode = input('Select simulation mode (single/multi): ').strip().lower()
+    if mode not in ['single', 'multi']:
+        logger.error('Invalid mode. Choose "single" or "multi".')
+        sys.exit(1)
+    batch_size = None
+    if mode == 'multi':
+        while True:
+            try:
+                batch_size = int(input('Enter number of elements per multi-simulation batch (2-10): ').strip())
+                if 2 <= batch_size <= 10:
+                    break
+                else:
+                    print('Batch size must be between 2 and 10.')
+            except Exception:
+                print('Please enter a valid integer between 2 and 10.')
+    return mode, batch_size
+
+def get_retry_timeout():
+    try:
+        timeout = int(input('Enter retry timeout in seconds (default 60): ').strip())
+        if timeout < 1:
+            timeout = 60
+    except Exception:
+        timeout = 60
+    return timeout
+
+# --- Simulation Worker ---
+def simulation_worker(session, alpha_list, mode, json_path, location_path, retry_timeout, batch_size=None):
+    locations = {}
+    # Initialize sent_count from user starting index (passed via alpha_list attribute if set)
+    file_name = os.path.basename(json_path)
+    sent_count = getattr(alpha_list, '_start_index', 0)
+    while alpha_list:
+        # Check session timeout before proceeding
+        if check_session_timeout(session) == 0:
+            logger.error('Session expired. Stopping simulation worker.')
+            break
+        session = check_session_and_relogin(session)
+        # Prepare batch but do NOT pop yet
+        if mode == 'single':
+            batch = [alpha_list[0]]
+        else:
+            size = batch_size if batch_size else min(10, max(2, len(alpha_list)))
+            batch = [alpha_list[i] for i in range(min(size, len(alpha_list)))]
+        try:
+            from ace_lib import start_simulation
+            location = None
+            while location is None:
+                # Check session timeout before each send
+                if check_session_timeout(session) == 0:
+                    logger.error('Session expired. Stopping simulation worker.')
+                    return
+                if mode == 'single':
+                    response = start_simulation(session, batch[0])
+                    location = response.headers.get('Location')
+                else:
+                    response = start_simulation(session, batch)
+                    location = response.headers.get('Location')
+                if location is None:
+                    logger.info(f'Simulation sent, location(s) saved: None')
+                    logger.info(f'No location received, waiting {retry_timeout} seconds and retrying...')
+                    time.sleep(retry_timeout)
+            # Only pop/remove after location is valid
+            if mode == 'single':
+                alpha_list.pop(0)
+                sent_count += 1
+                update_master_log(json_path, sent_count - 1)
+            else:
+                for _ in range(len(batch)):
+                    alpha_list.pop(0)
+                sent_count += len(batch)
+                update_master_log(json_path, sent_count - 1)
+            locations[str(time.time())] = location
+            with open(location_path, 'w') as f:
+                json.dump(locations, f, indent=2)
+            # Do NOT overwrite the input JSON file
+            logger.info(f'Simulation sent, location(s) saved: {location}')
+        except Exception as e:
+            logger.error(f'Simulation error: {e}. Retrying in {retry_timeout} seconds.')
+            time.sleep(retry_timeout)
+
+# --- Result Worker ---
+def result_worker(session, location_path, result_path, poll_interval=30):
+    results = {}
+    from time import sleep
+    while True:
+        # Check session timeout before proceeding
+        if check_session_timeout(session) == 0:
+            logger.error('Session expired. Stopping result worker.')
+            break
+        session = check_session_and_relogin(session)
+        if not os.path.exists(location_path):
+            time.sleep(poll_interval)
+            continue
+        with open(location_path, 'r') as f:
+            locations = json.load(f)
+        for loc_key, loc_val in locations.items():
+            if loc_key in results:
+                continue
+            if not loc_val or not isinstance(loc_val, str) or not loc_val.startswith('http'):
+                logger.error(f'Invalid or missing location for key {loc_key}: {loc_val}')
+                continue
+            try:
+                # Check session timeout before each result fetch
+                if check_session_timeout(session) == 0:
+                    logger.error('Session expired. Stopping result worker.')
+                    return
+                simulation_progress_url = loc_val
+                while True:
+                    simulation_progress = session.get(simulation_progress_url)
+                    retry_after = simulation_progress.headers.get("Retry-After", 0)
+                    if float(retry_after) == 0:
+                        break
+                    logger.info(f"Sleeping for {retry_after} seconds for location {simulation_progress_url}")
+                    sleep(float(retry_after))
+                sim_json = simulation_progress.json()
+                # Multi-simulation: check for children
+                if "children" in sim_json and sim_json.get("status") == "COMPLETE":
+                    child_results = {}
+                    for child_id in sim_json["children"]:
+                        child_url = f"https://api.worldquantbrain.com/simulations/{child_id}"
+                        child_resp = session.get(child_url)
+                        child_json = child_resp.json()
+                        alpha_id = child_json.get("alpha")
+                        if not alpha_id:
+                            logger.error(f"No alpha_id found for child {child_id}")
+                            child_results[child_id] = {"error": "No alpha_id found"}
+                        else:
+                            alpha = session.get(f"https://api.worldquantbrain.com/alphas/{alpha_id}")
+                            child_results[child_id] = alpha.json()
+                    results[loc_key] = {"multi_children": child_results}
+                    logger.info(f"Multi-simulation results fetched for location {loc_val}")
+                else:
+                    # Single simulation
+                    alpha_id = sim_json.get("alpha")
+                    if not alpha_id:
+                        logger.error(f"No alpha_id found for location {simulation_progress_url}")
+                        results[loc_key] = {"error": "No alpha_id found"}
+                    else:
+                        alpha = session.get(f"https://api.worldquantbrain.com/alphas/{alpha_id}")
+                        results[loc_key] = alpha.json()
+                    logger.info(f"Result fetched for location {loc_val}")
+                with open(result_path, 'w') as f:
+                    json.dump(results, f, indent=2)
+            except Exception as e:
+                logger.error(f'Error fetching result for {loc_val}: {e}')
+        time.sleep(poll_interval)
+
+# --- Main ---
+def main():
+    session = authenticate()
+    alpha_list, json_path = get_user_json()
+    mode, batch_size = get_simulation_mode()
+    retry_timeout = get_retry_timeout()
+    timestamp = datetime.now().strftime('%Y%m%d_%H%M%S')
+    location_path = f'autosim_locations_{timestamp}.json'
+    result_path = f'autosim_results_{timestamp}.json'
+    # Start workers
+    sim_thread = threading.Thread(target=simulation_worker, args=(session, alpha_list, mode, json_path, location_path, retry_timeout, batch_size))
+    res_thread = threading.Thread(target=result_worker, args=(session, location_path, result_path))
+    sim_thread.start()
+    res_thread.start()
+    sim_thread.join()
+    # Result worker runs until all locations processed
+    logger.info('Simulation worker finished. Waiting for results...')
+    res_thread.join()
+
+if __name__ == '__main__':
+    main()

cnhkmcp/untracked/APP/hkSimulator/helpful_functions.py

@@ -0,0 +1,180 @@
+import json
+import os
+from typing import Union
+
+import pandas as pd
+from pandas.io.formats.style import Styler
+
+brain_api_url = os.environ.get("BRAIN_API_URL", "https://api.worldquantbrain.com")
+brain_url = os.environ.get("BRAIN_URL", "https://platform.worldquantbrain.com")
+
+
+def make_clickable_alpha_id(alpha_id: str) -> str:
+    """
+    Create a clickable HTML link for an alpha ID.
+
+    Args:
+        alpha_id (str): The ID of the alpha.
+
+    Returns:
+        str: An HTML string containing a clickable link to the alpha's page on the platform.
+    """
+
+    url = brain_url + "/alpha/"
+    return f'<a href="{url}{alpha_id}">{alpha_id}</a>'
+
+
+def prettify_result(
+    result: list, detailed_tests_view: bool = False, clickable_alpha_id: bool = False
+) -> Union[pd.DataFrame, Styler]:
+    """
+    Combine and format simulation results into a single DataFrame for analysis.
+
+    Args:
+        result (list): A list of dictionaries containing simulation results.
+        detailed_tests_view (bool, optional): If True, include detailed test results. Defaults to False.
+        clickable_alpha_id (bool, optional): If True, make alpha IDs clickable. Defaults to False.
+
+    Returns:
+        pandas.DataFrame or pandas.io.formats.style.Styler: A DataFrame containing formatted results,
+        optionally with clickable alpha IDs.
+    """
+    list_of_is_stats = [result[x]["is_stats"] for x in range(len(result)) if result[x]["is_stats"] is not None]
+    is_stats_df = pd.concat(list_of_is_stats).reset_index(drop=True)
+    is_stats_df = is_stats_df.sort_values("fitness", ascending=False)
+
+    expressions = {
+        result[x]["alpha_id"]: (
+            {
+                "selection": result[x]["simulate_data"]["selection"],
+                "combo": result[x]["simulate_data"]["combo"],
+            }
+            if result[x]["simulate_data"]["type"] == "SUPER"
+            else result[x]["simulate_data"]["regular"]
+        )
+        for x in range(len(result))
+        if result[x]["is_stats"] is not None
+    }
+    expression_df = pd.DataFrame(list(expressions.items()), columns=["alpha_id", "expression"])
+
+    list_of_is_tests = [result[x]["is_tests"] for x in range(len(result)) if result[x]["is_tests"] is not None]
+    is_tests_df = pd.concat(list_of_is_tests, sort=True).reset_index(drop=True)
+    is_tests_df = is_tests_df[is_tests_df["result"] != "WARNING"]
+    if detailed_tests_view:
+        cols = ["limit", "result", "value"]
+        is_tests_df["details"] = is_tests_df[cols].to_dict(orient="records")
+        is_tests_df = is_tests_df.pivot(index="alpha_id", columns="name", values="details").reset_index()
+    else:
+        is_tests_df = is_tests_df.pivot(index="alpha_id", columns="name", values="result").reset_index()
+
+    alpha_stats = pd.merge(is_stats_df, expression_df, on="alpha_id")
+    alpha_stats = pd.merge(alpha_stats, is_tests_df, on="alpha_id")
+    alpha_stats = alpha_stats.drop(columns=alpha_stats.columns[(alpha_stats == "PENDING").any()])
+    alpha_stats.columns = alpha_stats.columns.str.replace("(?<=[a-z])(?=[A-Z])", "_", regex=True).str.lower()
+    if clickable_alpha_id:
+        return alpha_stats.style.format({"alpha_id": lambda x: make_clickable_alpha_id(str(x))})
+    return alpha_stats
+
+
+def concat_pnl(result: list) -> pd.DataFrame:
+    """
+    Combine PnL results from multiple alphas into a single DataFrame.
+
+    Args:
+        result (list): A list of dictionaries containing simulation results with PnL data.
+
+    Returns:
+        pandas.DataFrame: A DataFrame containing combined PnL data for all alphas.
+    """
+    list_of_pnls = [result[x]["pnl"] for x in range(len(result)) if result[x]["pnl"] is not None]
+    pnls_df = pd.concat(list_of_pnls).reset_index()
+
+    return pnls_df
+
+
+def concat_is_tests(result: list) -> pd.DataFrame:
+    """
+    Combine in-sample test results from multiple alphas into a single DataFrame.
+
+    Args:
+        result (list): A list of dictionaries containing simulation results with in-sample test data.
+
+    Returns:
+        pandas.DataFrame: A DataFrame containing combined in-sample test results for all alphas.
+    """
+    is_tests_list = [result[x]["is_tests"] for x in range(len(result)) if result[x]["is_tests"] is not None]
+    is_tests_df = pd.concat(is_tests_list, sort=True).reset_index(drop=True)
+    return is_tests_df
+
+
+def save_simulation_result(result: dict) -> None:
+    """
+    Save the simulation result to a JSON file in the 'simulation_results' folder.
+
+    Args:
+        result (dict): A dictionary containing the simulation result for an alpha.
+    """
+
+    alpha_id = result["id"]
+    region = result["settings"]["region"]
+    folder_path = "simulation_results/"
+    file_path = os.path.join(folder_path, f"{alpha_id}_{region}")
+
+    os.makedirs(folder_path, exist_ok=True)
+
+    with open(file_path, "w") as file:
+        json.dump(result, file)
+
+
+def save_pnl(pnl_df: pd.DataFrame, alpha_id: str, region: str) -> None:
+    """
+    Save the PnL data for an alpha to a CSV file in the 'alphas_pnl' folder.
+
+    Args:
+        pnl_df (pandas.DataFrame): The DataFrame containing PnL data.
+        alpha_id (str): The ID of the alpha.
+        region (str): The region for which the PnL data was generated.
+    """
+
+    folder_path = "alphas_pnl/"
+    file_path = os.path.join(folder_path, f"{alpha_id}_{region}.csv")
+    os.makedirs(folder_path, exist_ok=True)
+
+    pnl_df.to_csv(file_path)
+
+
+def save_yearly_stats(yearly_stats: pd.DataFrame, alpha_id: str, region: str):
+    """
+    Save the yearly statistics for an alpha to a CSV file in the 'yearly_stats' folder.
+
+    Args:
+        yearly_stats (pandas.DataFrame): The DataFrame containing yearly statistics.
+        alpha_id (str): The ID of the alpha.
+        region (str): The region for which the statistics were generated.
+    """
+
+    folder_path = "yearly_stats/"
+    file_path = os.path.join(folder_path, f"{alpha_id}_{region}.csv")
+    os.makedirs(folder_path, exist_ok=True)
+
+    yearly_stats.to_csv(file_path, index=False)
+
+
+def expand_dict_columns(data: pd.DataFrame) -> pd.DataFrame:
+    """
+    Expand dictionary columns in a DataFrame into separate columns.
+
+    Args:
+        data (pandas.DataFrame): The input DataFrame with dictionary columns.
+
+    Returns:
+        pandas.DataFrame: A new DataFrame with expanded columns.
+    """
+    dict_columns = list(filter(lambda x: isinstance(data[x].iloc[0], dict), data.columns))
+    new_columns = pd.concat(
+        [data[col].apply(pd.Series).rename(columns=lambda x: f"{col}_{x}") for col in dict_columns],
+        axis=1,
+    )
+
+    data = pd.concat([data, new_columns], axis=1)
+    return data

cnhkmcp/untracked/APP/mirror_config.txt

@@ -0,0 +1,20 @@
+# PyPI Mirror Configuration
+# 配置 PyPI 镜像源
+
+# Default: Tsinghua University (China)
+# 默认：清华大学镜像源（中国）
+https://pypi.tuna.tsinghua.edu.cn/simple
+
+# Alternative mirrors / 其他可选镜像源:
+# 
+# Aliyun (阿里云):
+# https://mirrors.aliyun.com/pypi/simple/
+#
+# Douban (豆瓣):
+# https://pypi.douban.com/simple/
+#
+# USTC (中国科学技术大学):
+# https://pypi.mirrors.ustc.edu.cn/simple/
+#
+# Official PyPI (官方源):
+# https://pypi.org/simple