cnhkmcp 2.3.1__py3-none-any.whl → 2.3.3__py3-none-any.whl

cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/resolve_settings.py

@@ -0,0 +1,94 @@
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from dataclasses import dataclass, asdict
+from pathlib import Path
+from typing import Any
+
+SKILL_DIR = Path(__file__).resolve().parents[1]
+if str(SKILL_DIR) not in sys.path:
+    sys.path.insert(0, str(SKILL_DIR))
+
+
+@dataclass(frozen=True)
+class ResolvedSettings:
+    instrumentType: str
+    region: str
+    delay: int
+    universe: str
+    neutralization: str
+    decay: int = 0
+    truncation: float = 0.08
+    pasteurization: str = "ON"
+    testPeriod: str = "P0Y0M0D"
+    unitHandling: str = "VERIFY"
+    nanHandling: str = "OFF"
+    maxTrade: str = "OFF"
+    language: str = "FASTEXPR"
+    visualization: bool = False
+
+
+def _load_json(path: Path) -> dict[str, Any]:
+    return json.loads(path.read_text(encoding="utf-8"))
+
+
+def resolve_candidates(idea_ctx: dict[str, Any], options_snapshot: dict[str, Any]) -> dict[str, Any]:
+    region = str(idea_ctx["region"])
+    delay = int(idea_ctx["delay"])
+
+    rows = options_snapshot.get("rows") or []
+    if not isinstance(rows, list):
+        raise ValueError("options snapshot 'rows' must be a list")
+
+    # Filter for matching Instrument/Region/Delay
+    candidates = [
+        r
+        for r in rows
+        if r.get("InstrumentType") == "EQUITY" and r.get("Region") == region and int(r.get("Delay")) == delay
+    ]
+
+    if not candidates:
+        raise RuntimeError(
+            f"No valid settings found for InstrumentType=EQUITY, Region={region}, Delay={delay}. "
+            "Re-fetch options or adjust region/delay."
+        )
+
+    # In practice, usually there's only one 'row' per (Instrument, Region, Delay) combination 
+    # that contains the lists of valid Universes and Neutralizations.
+    # But we'll return all matches just in case.
+    
+    return {
+        "context": {
+            "dataset": idea_ctx.get("dataset_id"),
+            "region": region,
+            "delay": delay
+        },
+        "valid_options": candidates
+    }
+
+
+def main() -> None:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--idea", required=True, help="idea_context.json")
+    ap.add_argument("--options", required=True, help="sim_options_snapshot.json")
+    ap.add_argument("--out", required=True, help="Output settings_candidates.json")
+    args = ap.parse_args()
+
+    idea_path = Path(args.idea).resolve()
+    opt_path = Path(args.options).resolve()
+    out_path = Path(args.out).resolve()
+
+    idea_ctx = _load_json(idea_path)
+    options = _load_json(opt_path)
+
+    payload = resolve_candidates(idea_ctx, options)
+
+    out_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(f"Wrote candidates: {out_path}")
+    print("Next step: AI should inspect these candidates and the 'idea' text to choose specific settings.")
+
+
+if __name__ == "__main__":
+    main()

cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/sim_options_snapshot.json

@@ -0,0 +1,414 @@
+{
+  "brain_api_url": "https://api.worldquantbrain.com",
+  "rows": [
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "USA",
+      "Delay": 1,
+      "Universe": [
+        "TOP3000",
+        "TOP1000",
+        "TOP500",
+        "TOP200",
+        "ILLIQUID_MINVOL1M",
+        "TOPSP500"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "USA",
+      "Delay": 0,
+      "Universe": [
+        "TOP3000",
+        "TOP1000",
+        "TOP500",
+        "TOP200",
+        "ILLIQUID_MINVOL1M",
+        "TOPSP500"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "TWN",
+      "Delay": 1,
+      "Universe": [
+        "TOP500",
+        "TOP100"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "KOR",
+      "Delay": 1,
+      "Universe": [
+        "TOP600"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "JPN",
+      "Delay": 1,
+      "Universe": [
+        "TOP1600",
+        "TOP1200"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "JPN",
+      "Delay": 0,
+      "Universe": [
+        "TOP1600",
+        "TOP1200"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "IND",
+      "Delay": 1,
+      "Universe": [
+        "TOP500"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "HKG",
+      "Delay": 1,
+      "Universe": [
+        "TOP800",
+        "TOP500"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "GLB",
+      "Delay": 1,
+      "Universe": [
+        "TOP3000",
+        "MINVOL1M",
+        "TOPDIV3000"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "EUR",
+      "Delay": 1,
+      "Universe": [
+        "TOP2500",
+        "TOP1200",
+        "TOP800",
+        "TOP400",
+        "ILLIQUID_MINVOL1M"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "EUR",
+      "Delay": 0,
+      "Universe": [
+        "TOP2500",
+        "TOP1200",
+        "TOP800",
+        "TOP400",
+        "ILLIQUID_MINVOL1M"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "CHN",
+      "Delay": 1,
+      "Universe": [
+        "TOP2000U"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "CHN",
+      "Delay": 0,
+      "Universe": [
+        "TOP2000U"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "ASI",
+      "Delay": 1,
+      "Universe": [
+        "MINVOL1M",
+        "ILLIQUID_MINVOL1M"
+      ],
+      "Neutralization": [
+        "NONE",
+        "REVERSION_AND_MOMENTUM",
+        "STATISTICAL",
+        "STATISTICAL_Q",
+        "CROWDING",
+        "CROWDING_Q",
+        "FAST",
+        "FAST_Q",
+        "SLOW",
+        "SLOW_Q",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY",
+        "SLOW_AND_FAST",
+        "SLOW_AND_FAST_Q"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "AMR",
+      "Delay": 1,
+      "Universe": [
+        "TOP600"
+      ],
+      "Neutralization": [
+        "NONE",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY"
+      ]
+    },
+    {
+      "InstrumentType": "EQUITY",
+      "Region": "AMR",
+      "Delay": 0,
+      "Universe": [
+        "TOP600"
+      ],
+      "Neutralization": [
+        "NONE",
+        "MARKET",
+        "SECTOR",
+        "INDUSTRY",
+        "SUBINDUSTRY",
+        "COUNTRY"
+      ]
+    }
+  ]
+}

{cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: cnhkmcp
-Version: 2.3.1
+Version: 2.3.3
 Summary: A comprehensive Model Context Protocol (MCP) server for quantitative trading platform integration
 Home-page: https://github.com/cnhk/cnhkmcp
 Author: CNHK