cnhkmcp 2.0.1__py3-none-any.whl

cnhkmcp/untracked/APP/Tranformer/helpful_functions.py

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+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