cnhkmcp 2.1.2__py3-none-any.whl → 2.1.3__py3-none-any.whl

cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md

@@ -1,11 +0,0 @@
-What an alpha template is
-An alpha template is a reusable recipe that captures an economic idea and leaves “slots” (data fields, operators, groups, decay, neutralization choices, etc.) to instantiate many candidate alphas. Typical structure: clean data (backfill, winsorize) → transform/compare across time or peers → rank/neutralize → (optionally) decay/turnover tune. Templates encourage systematic search, reuse, and diversification while keeping an explicit economic rationale.
-
-Some Example Templates and rationales
-
-CAPM residual (market/sector-neutral return): ts_regression(returns, group_mean(returns, log(ts_mean(cap,21)), sector), 252, rettype=0) after backfill+winsorize. Rationale: strip market/sector beta to isolate idiosyncratic alpha; sector-weighted by smoothed log-cap to reduce large-cap dominance.
-CAPM beta (slope) template: same regression with rettype=2; pre-clean target/market (ts_backfill(...,63) + winsorize(std=4)). Rationale: rank stocks by relative risk within sector; long low-β, short high-β, or study β dispersion across groups.
-CAPM generalized to any feature: data = winsorize(ts_backfill(<data>,63),std=4); data_gpm = group_mean(data, log(ts_mean(cap,21)), sector); resid = ts_regression(data, data_gpm, 252, rettype=0). Rationale: pull out the component unexplained by group average of same feature; reduces common-mode exposure.
-Actual vs estimate spread (analyst): group_zscore( group_zscore(<act>, industry) – group_zscore(<est>, industry), industry ) or the abstracted group_compare(diff(group_compare(act,...), group_compare(est,...)), ...). Rationale: surprise/beat-miss signal within industry, normalized to peers to avoid level bias.
-Analyst term-structure (fp1 vs fy1/fp2/fy2): group_zscore( group_zscore(anl14_mean_eps_<period1>, industry) – group_zscore(anl14_mean_eps_<period2>, industry), industry ) with operator/group slots. Rationale: cross-period expectation steepness; rising near-term vs long-term forecasts can flag momentum/inflection.
-Option Greeks net spread: group_operator(<put_greek> - <call_greek>, <grouping_data>) over industry/sector (Delta/Gamma/Vega/Theta). Rationale: options-implied sentiment/convexity skew vs peers; outlier net Greeks may precede spot moves; extend with multi-Greek composites or time-series deltas.

cnhkmcp/untracked/APP/helpful_functions.py

@@ -1,180 +0,0 @@
-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", encoding="utf-8") 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