ins-pricing 0.1.11__py3-none-any.whl → 0.2.0__py3-none-any.whl

ins_pricing/modelling/cli_common.py

@@ -1,136 +0,0 @@
-from __future__ import annotations
-
-import json
-import os
-from pathlib import Path
-from typing import Any, Dict, Iterable, List, Optional, Sequence, Tuple
-
-
-PLOT_MODEL_LABELS: Dict[str, Tuple[str, str]] = {
-    "glm": ("GLM", "pred_glm"),
-    "xgb": ("Xgboost", "pred_xgb"),
-    "resn": ("ResNet", "pred_resn"),
-    "ft": ("FTTransformer", "pred_ft"),
-    "gnn": ("GNN", "pred_gnn"),
-}
-
-PYTORCH_TRAINERS = {"resn", "ft", "gnn"}
-
-
-def dedupe_preserve_order(items: Iterable[str]) -> List[str]:
-    seen = set()
-    unique: List[str] = []
-    for item in items:
-        if item not in seen:
-            unique.append(item)
-            seen.add(item)
-    return unique
-
-
-def build_model_names(prefixes: Sequence[str], suffixes: Sequence[str]) -> List[str]:
-    names: List[str] = []
-    for suffix in suffixes:
-        names.extend(f"{prefix}_{suffix}" for prefix in prefixes)
-    return names
-
-
-def parse_model_pairs(raw_pairs: List) -> List[Tuple[str, str]]:
-    pairs: List[Tuple[str, str]] = []
-    for pair in raw_pairs:
-        if isinstance(pair, (list, tuple)) and len(pair) == 2:
-            pairs.append((str(pair[0]), str(pair[1])))
-        elif isinstance(pair, str):
-            parts = [p.strip() for p in pair.split(",") if p.strip()]
-            if len(parts) == 2:
-                pairs.append((parts[0], parts[1]))
-    return pairs
-
-
-def resolve_path(value: Optional[str], base_dir: Path) -> Optional[Path]:
-    if value is None:
-        return None
-    if not isinstance(value, str) or not value.strip():
-        return None
-    p = Path(value)
-    if p.is_absolute():
-        return p
-    return (base_dir / p).resolve()
-
-
-def resolve_config_path(raw: str, script_dir: Path) -> Path:
-    candidate = Path(raw)
-    if candidate.exists():
-        return candidate.resolve()
-    candidate2 = (script_dir / raw)
-    if candidate2.exists():
-        return candidate2.resolve()
-    raise FileNotFoundError(
-        f"Config file not found: {raw}. Tried: {Path(raw).resolve()} and {candidate2.resolve()}"
-    )
-
-
-def load_config_json(path: Path, required_keys: Sequence[str]) -> Dict[str, Any]:
-    cfg = json.loads(path.read_text(encoding="utf-8"))
-    missing = [key for key in required_keys if key not in cfg]
-    if missing:
-        raise ValueError(f"Missing required keys in {path}: {missing}")
-    return cfg
-
-
-def set_env(env_overrides: Dict[str, Any]) -> None:
-    """Apply environment variables from config.json.
-
-    Notes (DDP/Optuna hang debugging):
-    - You can add these keys into config.json's `env` to debug distributed hangs:
-      - `TORCH_DISTRIBUTED_DEBUG=DETAIL`
-      - `NCCL_DEBUG=INFO`
-      - `BAYESOPT_DDP_BARRIER_DEBUG=1`
-      - `BAYESOPT_DDP_BARRIER_TIMEOUT=300`
-      - `BAYESOPT_CUDA_SYNC=1` (optional; can slow down)
-      - `BAYESOPT_CUDA_IPC_COLLECT=1` (optional; can slow down)
-    - This function uses `os.environ.setdefault`, so a value already set in the
-      shell will take precedence over config.json.
-    """
-    for key, value in (env_overrides or {}).items():
-        os.environ.setdefault(str(key), str(value))
-
-
-def _looks_like_url(value: str) -> bool:
-    value = str(value)
-    return "://" in value
-
-
-def normalize_config_paths(cfg: Dict[str, Any], config_path: Path) -> Dict[str, Any]:
-    """Resolve relative paths against the config.json directory.
-
-    Fields handled:
-    - data_dir / output_dir / optuna_storage / gnn_graph_cache
-    - best_params_files (dict: model_key -> path)
-    """
-    base_dir = config_path.parent
-    out = dict(cfg)
-
-    for key in ("data_dir", "output_dir", "gnn_graph_cache"):
-        if key in out and isinstance(out.get(key), str):
-            resolved = resolve_path(out.get(key), base_dir)
-            if resolved is not None:
-                out[key] = str(resolved)
-
-    storage = out.get("optuna_storage")
-    if isinstance(storage, str) and storage.strip():
-        if not _looks_like_url(storage):
-            resolved = resolve_path(storage, base_dir)
-            if resolved is not None:
-                out["optuna_storage"] = str(resolved)
-
-    best_files = out.get("best_params_files")
-    if isinstance(best_files, dict):
-        resolved_map: Dict[str, str] = {}
-        for mk, path_str in best_files.items():
-            if not isinstance(path_str, str):
-                continue
-            resolved = resolve_path(path_str, base_dir)
-            resolved_map[str(mk)] = str(resolved) if resolved is not None else str(path_str)
-        out["best_params_files"] = resolved_map
-
-    return out

ins_pricing/modelling/tests/test_plotting.py

@@ -1,63 +0,0 @@
-import os
-
-import numpy as np
-import pandas as pd
-import pytest
-
-pytest.importorskip("torch")
-pytest.importorskip("xgboost")
-pytest.importorskip("optuna")
-pytest.importorskip("statsmodels")
-pytest.importorskip("shap")
-
-
-def test_plotting_outputs(tmp_path, monkeypatch):
-    monkeypatch.setenv("MPLBACKEND", "Agg")
-    mpl_cfg = tmp_path / ".mplconfig"
-    cache_dir = tmp_path / ".cache"
-    (cache_dir / "fontconfig").mkdir(parents=True, exist_ok=True)
-    mpl_cfg.mkdir(parents=True, exist_ok=True)
-    monkeypatch.setenv("MPLCONFIGDIR", str(mpl_cfg))
-    monkeypatch.setenv("XDG_CACHE_HOME", str(cache_dir))
-
-    from ins_pricing.BayesOpt import BayesOptModel
-    import matplotlib.pyplot as plt
-
-    monkeypatch.setattr(plt, "show", lambda *args, **kwargs: None)
-
-    rng = np.random.default_rng(0)
-    train = pd.DataFrame(
-        {
-            "x1": rng.normal(size=30),
-            "y": rng.normal(size=30),
-            "w": rng.uniform(0.5, 1.5, size=30),
-        }
-    )
-    test = pd.DataFrame({"x1": rng.normal(size=20)})
-
-    model = BayesOptModel(
-        train,
-        test,
-        model_nme="demo",
-        resp_nme="y",
-        weight_nme="w",
-        factor_nmes=["x1"],
-        task_type="regression",
-        use_gpu=False,
-        output_dir=str(tmp_path),
-    )
-
-    for df in (model.train_data, model.test_data):
-        df["pred_xgb"] = rng.normal(size=len(df))
-        df["pred_resn"] = rng.normal(size=len(df))
-        df["w_pred_xgb"] = df["pred_xgb"] * df[model.weight_nme]
-        df["w_pred_resn"] = df["pred_resn"] * df[model.weight_nme]
-
-    model.plot_lift("Xgboost", "pred_xgb", n_bins=5)
-    model.plot_dlift(["xgb", "resn"], n_bins=5)
-
-    lift_path = tmp_path / "plot" / "01_demo_Xgboost_lift.png"
-    dlift_path = tmp_path / "plot" / "02_demo_dlift_xgb_vs_resn.png"
-
-    assert lift_path.exists()
-    assert dlift_path.exists()

ins_pricing/modelling/watchdog_run.py

@@ -1,211 +0,0 @@
-from __future__ import annotations
-
-import argparse
-import os
-import subprocess
-import sys
-import threading
-import time
-from typing import List, Optional
-
-try:
-    from .run_logging import configure_run_logging  # type: ignore
-except Exception:  # pragma: no cover
-    try:
-        from run_logging import configure_run_logging  # type: ignore
-    except Exception:  # pragma: no cover
-        configure_run_logging = None  # type: ignore
-
-
-def _split_argv(argv: List[str]) -> tuple[List[str], List[str]]:
-    if "--" not in argv:
-        raise ValueError("Missing '--' separator before the command to run.")
-    idx = argv.index("--")
-    return argv[:idx], argv[idx + 1 :]
-
-
-def _kill_process_tree(pid: int) -> None:
-    if pid <= 0:
-        return
-    if os.name == "nt":
-        subprocess.run(
-            ["taskkill", "/PID", str(pid), "/T", "/F"],
-            stdout=subprocess.DEVNULL,
-            stderr=subprocess.DEVNULL,
-            check=False,
-        )
-        return
-    try:
-        os.killpg(pid, 15)
-        time.sleep(2)
-        os.killpg(pid, 9)
-    except Exception:
-        try:
-            os.kill(pid, 9)
-        except Exception:
-            pass
-
-
-def _reader_thread(
-    proc: subprocess.Popen, last_output_ts: dict, prefix: str = ""
-) -> None:
-    assert proc.stdout is not None
-    for line in proc.stdout:
-        last_output_ts["ts"] = time.time()
-        if prefix:
-            sys.stdout.write(prefix)
-        sys.stdout.write(line)
-        sys.stdout.flush()
-
-
-def _parse_args(before_cmd: List[str], cmd: List[str]) -> argparse.Namespace:
-    parser = argparse.ArgumentParser(
-        description=(
-            "Run a command under a simple watchdog: if there is no stdout/stderr "
-            "output for N seconds, kill the whole process tree and restart. "
-            "Designed to pair with optuna_storage so BayesOpt can resume."
-        )
-    )
-    parser.add_argument(
-        "--idle-seconds",
-        type=int,
-        default=7200,
-        help="Restart if there is no output for this many seconds (default: 7200).",
-    )
-    parser.add_argument(
-        "--max-restarts",
-        type=int,
-        default=50,
-        help="Maximum restart attempts (default: 50).",
-    )
-    parser.add_argument(
-        "--restart-delay-seconds",
-        type=int,
-        default=10,
-        help="Delay between restarts (default: 10).",
-    )
-    parser.add_argument(
-        "--stop-on-nonzero-exit",
-        action="store_true",
-        help="If the command exits non-zero, stop instead of restarting.",
-    )
-    args = parser.parse_args(before_cmd)
-    if not cmd:
-        parser.error("Empty command after '--'.")
-    return args
-
-
-def run_with_watchdog(
-    cmd: List[str],
-    idle_seconds: int,
-    max_restarts: int,
-    restart_delay_seconds: int,
-    stop_on_nonzero_exit: bool,
-) -> int:
-    idle_seconds = max(1, int(idle_seconds))
-    max_restarts = max(0, int(max_restarts))
-    restart_delay_seconds = max(0, int(restart_delay_seconds))
-
-    attempt = 0
-    while True:
-        attempt += 1
-        print(
-            f"[watchdog] start attempt={attempt} idle_seconds={idle_seconds} cmd={cmd}",
-            flush=True,
-        )
-
-        creationflags = 0
-        start_new_session = False
-        if os.name == "nt":
-            creationflags = getattr(subprocess, "CREATE_NEW_PROCESS_GROUP", 0)
-        else:
-            start_new_session = True
-
-        proc = subprocess.Popen(
-            cmd,
-            stdout=subprocess.PIPE,
-            stderr=subprocess.STDOUT,
-            text=True,
-            bufsize=1,
-            universal_newlines=True,
-            creationflags=creationflags,
-            start_new_session=start_new_session,
-        )
-
-        last_output_ts: dict = {"ts": time.time()}
-        reader = threading.Thread(
-            target=_reader_thread,
-            args=(proc, last_output_ts),
-            kwargs={"prefix": ""},
-            daemon=True,
-        )
-        reader.start()
-
-        killed_for_idle = False
-        exit_code: Optional[int] = None
-        while True:
-            exit_code = proc.poll()
-            if exit_code is not None:
-                break
-            idle_for = time.time() - float(last_output_ts["ts"])
-            if idle_for > idle_seconds:
-                killed_for_idle = True
-                print(
-                    f"[watchdog] idle>{idle_seconds}s (idle_for={int(idle_for)}s), killing pid={proc.pid}",
-                    flush=True,
-                )
-                _kill_process_tree(proc.pid)
-                break
-            time.sleep(5)
-
-        try:
-            proc.wait(timeout=30)
-        except Exception:
-            _kill_process_tree(proc.pid)
-
-        if exit_code is None:
-            exit_code = proc.poll() or 1
-
-        if exit_code == 0:
-            print("[watchdog] finished with exit_code=0", flush=True)
-            return 0
-
-        if stop_on_nonzero_exit and not killed_for_idle:
-            print(
-                f"[watchdog] command exited non-zero (exit_code={exit_code}); stop.",
-                flush=True,
-            )
-            return int(exit_code)
-
-        if attempt > max_restarts + 1:
-            print(
-                f"[watchdog] exceeded max_restarts={max_restarts}; last exit_code={exit_code}",
-                flush=True,
-            )
-            return int(exit_code)
-
-        print(
-            f"[watchdog] restart in {restart_delay_seconds}s (exit_code={exit_code}, killed_for_idle={killed_for_idle})",
-            flush=True,
-        )
-        if restart_delay_seconds:
-            time.sleep(restart_delay_seconds)
-
-
-def main(argv: Optional[List[str]] = None) -> int:
-    if configure_run_logging:
-        configure_run_logging(prefix="watchdog")
-    argv = list(sys.argv[1:] if argv is None else argv)
-    before_cmd, cmd = _split_argv(argv)
-    args = _parse_args(before_cmd, cmd)
-    return run_with_watchdog(
-        cmd=cmd,
-        idle_seconds=args.idle_seconds,
-        max_restarts=args.max_restarts,
-        restart_delay_seconds=args.restart_delay_seconds,
-        stop_on_nonzero_exit=bool(args.stop_on_nonzero_exit),
-    )
-
-
-if __name__ == "__main__":
-    raise SystemExit(main())

ins_pricing-0.1.11.dist-info/RECORD

@@ -1,169 +0,0 @@
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-ins_pricing/__init__.py,sha256=hhZymgqtvilNC4WrZFXuT3-o0INSoVuRR-HA5EqyGAY,3085
-ins_pricing/setup.py,sha256=pdbJAaaaiWGa6Jp3bad-0Q-5rEAHdBpaTAv2CCXSYOQ,2035
-ins_pricing/governance/README.md,sha256=XnXLS5RPzWhEiicJ3WtGmpN935jppHhPftA9Lo2DPnQ,511
-ins_pricing/governance/__init__.py,sha256=d8tiDhOvHvAvgSohY1xv0vuEeHj8Gl1apQtw7ryEKM0,517
-ins_pricing/governance/approval.py,sha256=cjJQjU1ziR-d-9wVSXyMyX6S5zijJqDWERZNxjqGAUE,2879
-ins_pricing/governance/audit.py,sha256=f0aw-LaOxH5NGzxwczeLrGMJcxO-JDRn99BpI55KRn4,1040
-ins_pricing/governance/registry.py,sha256=2uxQL6qMGY5IYWJti9MpaV_auvL--piJaasFrX20ghk,3139
-ins_pricing/governance/release.py,sha256=ltyFIdeKbwj9fnEDxcQCURaQ5Zc_j0mqXFPNunmX_NQ,4743
-ins_pricing/modelling/BayesOpt.py,sha256=i2tB3c6EeucjKAsHyicGDNU7DVVCTihg-TgSoM1y18E,3332
-ins_pricing/modelling/BayesOpt_USAGE.md,sha256=x_CXot3RvGRYtt2xU2lrEfmtTbh2KGTryC3BJEZaoBw,39333
-ins_pricing/modelling/BayesOpt_entry.py,sha256=H1eM1prU6U_FW1hdy2EmQ2k62hqCozy_vzRoV3HSVBw,24330
-ins_pricing/modelling/BayesOpt_incremental.py,sha256=JKaRgsGY49OFE6cfQa5aAf8GzC2_bT7m8P99-S9E9Ss,30437
-ins_pricing/modelling/Explain_Run.py,sha256=y-OKxmT475iRtDBukXh7jwiBiRmjh7ywCVhRFKk4EZw,962
-ins_pricing/modelling/Explain_entry.py,sha256=e7EviU2fIWwyBsmoTq2ZM_rDKjZypQnFH68Q_rZVz1U,21330
-ins_pricing/modelling/Pricing_Run.py,sha256=4BrUHhy4auzlbXopdocMV0Qn9_1b1Rjheq_sc5wM6D0,1009
-ins_pricing/modelling/README.md,sha256=hRgDZotkNsdVgIvzAraKja_Id3m7TZJM_3-qtbkMdyM,1770
-ins_pricing/modelling/__init__.py,sha256=bVDP11zjYvx6-nLwn2Gpa7qAriYVyjkBqaC569ww7RE,1228
-ins_pricing/modelling/cli_common.py,sha256=RcClZFdnvLDy7oo4DQ034ggaL-0_4pWcboKwXAUdkzQ,4506
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-ins_pricing/modelling/bayesopt/config_preprocess.py,sha256=3CP_zsCcZnCTb2qXkvFNStL6lKNYeOT3uNypVw8bB4I,12326
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-ins_pricing/modelling/explain/permutation.py,sha256=YErQQtCbYzv3AbaWgOb3vvrUBRgjA-_iTZrJPBFGnxU,5616
-ins_pricing/modelling/explain/shap_utils.py,sha256=IkijzxBeawyDIXiVxUUkvcC0MrHnttSKsMYOjM-wt-k,4353
-ins_pricing/modelling/plotting/__init__.py,sha256=BBQKcE7IYUYObFrjpSnfNS6rmzc80Lae7oEqxKz-vEk,1058
-ins_pricing/modelling/plotting/common.py,sha256=_kFq7JMA0LnKIp4bqAFvr-24VaHjj9pegDMm1qP9_7Y,1439
-ins_pricing/modelling/plotting/curves.py,sha256=hGjpuALDwO0wDyWkIsBHZ4rqDGwPnkNdDZCIdgLW4II,18419
-ins_pricing/modelling/plotting/diagnostics.py,sha256=AlkBtHuezRoDgMeXm56A1bK6Kn0rWOBy4Uts_xOocrs,5164
-ins_pricing/modelling/plotting/geo.py,sha256=sRJTYOcAphNFM-oww4qbw9MoZneBCJtur96sYuqSNkw,11009
-ins_pricing/modelling/plotting/importance.py,sha256=xs3l9uW_rCrakoA__fanIph6DK2jN_DugsKASAzteJU,3666
-ins_pricing/modelling/tests/conftest.py,sha256=0KUXnkTgIGEIsf0J4uzIx5Kq4JkDyFo81Mv0qvIzW9k,180
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-ins_pricing/pricing/README.md,sha256=PEcyw5oDkqJHOqnNdzBdbbpZwG4SOlnhMwY-owwQ0GI,1064
-ins_pricing/pricing/__init__.py,sha256=XFplK3zkxPyNQZJd1Gn6_VvpwHLedMqxAd_Vn9tqsTE,881
-ins_pricing/pricing/calibration.py,sha256=9j_kDW5Fxb9weDMaaRJE0QjAhT98lL0Ifhls6VIRnY0,1158
-ins_pricing/pricing/data_quality.py,sha256=8FecBE60cABsTZE7HETuoKCEOXIrirGAFgg5wQCZrmU,4043
-ins_pricing/pricing/exposure.py,sha256=rw8kKZ_1QdeGTCm13ck9NXrRBPt6TunxRw2s_qkHYkg,2575
-ins_pricing/pricing/factors.py,sha256=RqZRXvW70rKkTIOxtK4MGeyDD3PrOFJ19hVc6rLYFzQ,2937
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ins_pricing_gemini/__init__.py

@@ -1,23 +0,0 @@
-"""Root package for ins_pricing."""
-
-from __future__ import annotations
-from importlib import import_module
-import sys
-
-# Root subpackages
-_ROOT_SUBPACKAGES = {
-    "modelling": "ins_pricing.modelling",
-    "pricing": "ins_pricing.pricing",
-    "production": "ins_pricing.production",
-    "governance": "ins_pricing.governance",
-    "reporting": "ins_pricing.reporting",
-}
-
-__all__ = sorted(list(_ROOT_SUBPACKAGES.keys()))
-
-def __getattr__(name: str):
-    if name in _ROOT_SUBPACKAGES:
-        module = import_module(_ROOT_SUBPACKAGES[name])
-        globals()[name] = module
-        return module
-    raise AttributeError(f"module {__name__!r} has no attribute {name!r}")

ins_pricing_gemini/governance/__init__.py

@@ -1,20 +0,0 @@
-from __future__ import annotations
-
-from .approval import ApprovalAction, ApprovalRequest, ApprovalStore
-from .audit import AuditEvent, AuditLogger
-from .registry import ModelArtifact, ModelRegistry, ModelVersion
-from .release import DeploymentState, ModelRef, ReleaseManager
-
-__all__ = [
-    "ApprovalAction",
-    "ApprovalRequest",
-    "ApprovalStore",
-    "AuditEvent",
-    "AuditLogger",
-    "ModelArtifact",
-    "ModelRegistry",
-    "ModelVersion",
-    "DeploymentState",
-    "ModelRef",
-    "ReleaseManager",
-]