mcli-framework 7.5.1__py3-none-any.whl → 7.6.1__py3-none-any.whl

mcli/ml/dashboard/utils.py

@@ -1,9 +1,10 @@
 """Shared utility functions for dashboard pages"""
 
-import os
 import logging
+import os
 import warnings
 from typing import List, Optional
+
 import pandas as pd
 import streamlit as st
 from supabase import Client, create_client
@@ -56,7 +57,9 @@ def get_politician_names() -> List[str]:
 
         result = client.table("politicians").select("first_name, last_name").execute()
         names = [f"{row['first_name']} {row['last_name']}" for row in result.data]
-        return names if names else ["Nancy Pelosi", "Paul Pelosi", "Dan Crenshaw", "Josh Gottheimer"]
+        return (
+            names if names else ["Nancy Pelosi", "Paul Pelosi", "Dan Crenshaw", "Josh Gottheimer"]
+        )
     except Exception as e:
         logger.error(f"Failed to get politician names: {e}")
         return ["Nancy Pelosi", "Paul Pelosi", "Dan Crenshaw", "Josh Gottheimer"]
@@ -70,11 +73,7 @@ def get_disclosures_data() -> pd.DataFrame:
 
     try:
         # First, get total count
-        count_response = (
-            client.table("trading_disclosures")
-            .select("*", count="exact")
-            .execute()
-        )
+        count_response = client.table("trading_disclosures").select("*", count="exact").execute()
         total_count = count_response.count
 
         if total_count == 0:
@@ -103,26 +102,30 @@ def get_disclosures_data() -> pd.DataFrame:
 def _generate_demo_disclosures() -> pd.DataFrame:
     """Generate demo trading disclosure data for testing"""
     st.info("🔵 Using demo trading data (Supabase unavailable)")
-    
+
     import random
     from datetime import datetime, timedelta
-    
+
     politicians = ["Nancy Pelosi", "Paul Pelosi", "Dan Crenshaw", "Josh Gottheimer"]
     tickers = ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA", "META", "AMD"]
     transaction_types = ["Purchase", "Sale"]
-    
+
     data = []
     for _ in range(50):
-        data.append({
-            "politician_name": random.choice(politicians),
-            "ticker_symbol": random.choice(tickers),
-            "transaction_type": random.choice(transaction_types),
-            "amount_min": random.randint(1000, 100000),
-            "amount_max": random.randint(100000, 1000000),
-            "disclosure_date": (datetime.now() - timedelta(days=random.randint(1, 365))).strftime("%Y-%m-%d"),
-            "asset_description": f"{random.choice(tickers)} Stock",
-        })
-    
+        data.append(
+            {
+                "politician_name": random.choice(politicians),
+                "ticker_symbol": random.choice(tickers),
+                "transaction_type": random.choice(transaction_types),
+                "amount_min": random.randint(1000, 100000),
+                "amount_max": random.randint(100000, 1000000),
+                "disclosure_date": (
+                    datetime.now() - timedelta(days=random.randint(1, 365))
+                ).strftime("%Y-%m-%d"),
+                "asset_description": f"{random.choice(tickers)} Stock",
+            }
+        )
+
     return pd.DataFrame(data)
 
 
@@ -158,4 +161,4 @@ def get_politician_trading_history(politician_name: str) -> pd.DataFrame:
 
     except Exception as e:
         logger.warning(f"Failed to fetch trading history for {politician_name}: {e}")
-        return pd.DataFrame()
+        return pd.DataFrame()

mcli/ml/dashboard/warning_suppression.py

@@ -1,7 +1,7 @@
 """Warning suppression utilities for Streamlit components used outside runtime context"""
 
-import warnings
 import logging
+import warnings
 from contextlib import contextmanager
 
 
@@ -14,12 +14,12 @@ def suppress_streamlit_warnings():
         warnings.filterwarnings("ignore", message=".*No runtime found.*")
         warnings.filterwarnings("ignore", message=".*Session state does not function.*")
         warnings.filterwarnings("ignore", message=".*to view this Streamlit app.*")
-        
+
         # Also suppress logging warnings from Streamlit
         streamlit_logger = logging.getLogger("streamlit")
         original_level = streamlit_logger.level
         streamlit_logger.setLevel(logging.ERROR)
-        
+
         try:
             yield
         finally:
@@ -28,7 +28,9 @@ def suppress_streamlit_warnings():
 
 def suppress_streamlit_warnings_decorator(func):
     """Decorator to suppress Streamlit warnings for a function"""
+
     def wrapper(*args, **kwargs):
         with suppress_streamlit_warnings():
             return func(*args, **kwargs)
-    return wrapper
+
+    return wrapper

mcli/ml/database/session.py

@@ -1,5 +1,8 @@
 """Database session management"""
 
+# Synchronous database setup
+# Prioritize DATABASE_URL environment variable over settings
+import os
 from contextlib import asynccontextmanager, contextmanager
 from typing import AsyncGenerator, Generator
 
@@ -12,9 +15,6 @@ from mcli.ml.config import settings
 
 from .models import Base
 
-# Synchronous database setup
-# Prioritize DATABASE_URL environment variable over settings
-import os
 database_url = os.getenv("DATABASE_URL")
 
 # Check if DATABASE_URL has placeholder password
@@ -53,6 +53,7 @@ if not database_url:
 
         # Try to connect to poolers
         import logging
+
         logger = logging.getLogger(__name__)
 
         for pooler_url in pooler_urls:
@@ -61,13 +62,18 @@ if not database_url:
                 test_engine = create_engine(pooler_url, pool_pre_ping=True)
                 with test_engine.connect() as conn:
                     from sqlalchemy import text
+
                     conn.execute(text("SELECT 1"))
                 database_url = pooler_url
-                logger.info(f"Successfully connected via pooler: {pooler_url.split('@')[1].split(':')[0]}")
+                logger.info(
+                    f"Successfully connected via pooler: {pooler_url.split('@')[1].split(':')[0]}"
+                )
                 test_engine.dispose()
                 break
             except Exception as e:
-                logger.warning(f"Failed to connect via {pooler_url.split('@')[1].split(':')[0]}: {e}")
+                logger.warning(
+                    f"Failed to connect via {pooler_url.split('@')[1].split(':')[0]}: {e}"
+                )
                 continue
 
         if not database_url:
@@ -75,6 +81,7 @@ if not database_url:
             database_url = pooler_urls[0]
 
         import warnings
+
         warnings.warn(
             "Using Supabase connection pooler with service role key. "
             "For better performance, set DATABASE_URL with your actual database password. "
@@ -84,6 +91,7 @@ if not database_url:
         # Default to SQLite for development/testing
         database_url = "sqlite:///./ml_system.db"
         import warnings
+
         warnings.warn(
             "No database credentials found. Using SQLite fallback. "
             "Set SUPABASE_URL and SUPABASE_SERVICE_ROLE_KEY or DATABASE_URL in environment."
@@ -91,6 +99,7 @@ if not database_url:
 
 # Debug: Log which database URL is being used
 import logging
+
 logger = logging.getLogger(__name__)
 
 if "pooler.supabase.com" in database_url:
@@ -151,6 +160,7 @@ try:
 except (AttributeError, Exception):
     # Fallback for async engine
     import os
+
     async_database_url = os.getenv("ASYNC_DATABASE_URL")
     if not async_database_url:
         # Convert sync URL to async if possible
@@ -224,6 +234,7 @@ def get_session() -> Generator[Session, None, None]:
         session = SessionLocal()
         # Test the connection
         from sqlalchemy import text
+
         session.execute(text("SELECT 1"))
         yield session
         session.commit()

mcli/ml/mlops/pipeline_orchestrator.py

@@ -20,9 +20,7 @@ import torch
 from ml.features.ensemble_features import EnsembleFeatureBuilder
 from ml.features.political_features import PoliticalInfluenceFeatures
 from ml.features.recommendation_engine import RecommendationConfig as FeatureRecommendationConfig
-from ml.features.recommendation_engine import (
-    StockRecommendationEngine,
-)
+from ml.features.recommendation_engine import StockRecommendationEngine
 from ml.features.stock_features import StockRecommendationFeatures
 from ml.models.ensemble_models import (
     DeepEnsembleModel,

mcli/ml/predictions/monte_carlo.py

@@ -49,9 +49,7 @@ class MonteCarloTradingSimulator:
         self.final_prices: Optional[np.ndarray] = None
         self.returns: Optional[np.ndarray] = None
 
-    def estimate_parameters(
-        self, historical_prices: pd.Series
-    ) -> Tuple[float, float]:
+    def estimate_parameters(self, historical_prices: pd.Series) -> Tuple[float, float]:
         """
         Estimate drift (μ) and volatility (σ) from historical data
 
@@ -79,9 +77,7 @@ class MonteCarloTradingSimulator:
 
         return annual_return, annual_volatility
 
-    def simulate_price_paths(
-        self, drift: float, volatility: float
-    ) -> np.ndarray:
+    def simulate_price_paths(self, drift: float, volatility: float) -> np.ndarray:
         """
         Generate Monte Carlo price paths using Geometric Brownian Motion
 
@@ -100,9 +96,7 @@ class MonteCarloTradingSimulator:
         paths[:, 0] = self.initial_price
 
         # Generate random shocks
-        random_shocks = np.random.normal(
-            0, 1, size=(self.num_simulations, self.days_to_simulate)
-        )
+        random_shocks = np.random.normal(0, 1, size=(self.num_simulations, self.days_to_simulate))
 
         # Simulate paths using Geometric Brownian Motion
         # S(t+dt) = S(t) * exp((μ - σ²/2)dt + σ√dt * Z)
@@ -110,9 +104,7 @@ class MonteCarloTradingSimulator:
             drift_component = (drift - 0.5 * volatility**2) * dt
             shock_component = volatility * np.sqrt(dt) * random_shocks[:, t - 1]
 
-            paths[:, t] = paths[:, t - 1] * np.exp(
-                drift_component + shock_component
-            )
+            paths[:, t] = paths[:, t - 1] * np.exp(drift_component + shock_component)
 
         self.simulated_paths = paths
         self.final_prices = paths[:, -1]
@@ -173,9 +165,7 @@ class MonteCarloTradingSimulator:
 
         # Plot sample paths
         num_to_plot = min(num_paths_to_plot, self.num_simulations)
-        sample_indices = np.random.choice(
-            self.num_simulations, num_to_plot, replace=False
-        )
+        sample_indices = np.random.choice(self.num_simulations, num_to_plot, replace=False)
 
         for idx in sample_indices:
             fig.add_trace(
@@ -311,9 +301,7 @@ class MonteCarloTradingSimulator:
         )
 
         # Add vertical line at 0% return
-        fig.add_vline(
-            x=0, line_dash="dash", line_color="red", annotation_text="0%", row=1, col=2
-        )
+        fig.add_vline(x=0, line_dash="dash", line_color="red", annotation_text="0%", row=1, col=2)
 
         fig.update_xaxes(title_text="Price ($)", row=1, col=1)
         fig.update_xaxes(title_text="Return (%)", row=1, col=2)

mcli/ml/trading/alpaca_client.py

@@ -7,19 +7,19 @@ from decimal import Decimal
 from typing import Dict, List, Optional, Tuple, Union
 
 import pandas as pd
+from alpaca.data.historical import StockHistoricalDataClient
+from alpaca.data.requests import StockBarsRequest
+from alpaca.data.timeframe import TimeFrame
 from alpaca.trading.client import TradingClient
+from alpaca.trading.enums import OrderSide, OrderStatus, TimeInForce
 from alpaca.trading.requests import (
     GetOrdersRequest,
-    MarketOrderRequest,
-    LimitOrderRequest,
     GetPortfolioHistoryRequest,
+    LimitOrderRequest,
+    MarketOrderRequest,
 )
-from alpaca.trading.enums import OrderSide, TimeInForce, OrderStatus
-from alpaca.data.historical import StockHistoricalDataClient
-from alpaca.data.requests import StockBarsRequest
-from alpaca.data.timeframe import TimeFrame
-from pydantic import BaseModel, Field
 from dotenv import load_dotenv
+from pydantic import BaseModel, Field
 
 # Load environment variables
 load_dotenv()
@@ -29,7 +29,7 @@ logger = logging.getLogger(__name__)
 
 class TradingConfig(BaseModel):
     """Configuration for Alpaca trading"""
-    
+
     api_key: str = Field(..., description="Alpaca API key")
     secret_key: str = Field(..., description="Alpaca secret key")
     base_url: str = Field(default="https://paper-api.alpaca.markets", description="Alpaca base URL")
@@ -39,7 +39,7 @@ class TradingConfig(BaseModel):
 
 class Position(BaseModel):
     """Represents a trading position"""
-    
+
     symbol: str
     quantity: int
     side: str  # "long" or "short"
@@ -53,7 +53,7 @@ class Position(BaseModel):
 
 class Order(BaseModel):
     """Represents a trading order"""
-    
+
     id: str
     symbol: str
     side: str  # "buy" or "sell"
@@ -68,7 +68,7 @@ class Order(BaseModel):
 
 class Portfolio(BaseModel):
     """Represents portfolio information"""
-    
+
     equity: float
     cash: float
     buying_power: float
@@ -80,19 +80,16 @@ class Portfolio(BaseModel):
 
 class AlpacaTradingClient:
     """Client for Alpaca Trading API operations"""
-    
+
     def __init__(self, config: TradingConfig):
         self.config = config
         self.trading_client = TradingClient(
-            api_key=config.api_key,
-            secret_key=config.secret_key,
-            paper=config.paper_trading
+            api_key=config.api_key, secret_key=config.secret_key, paper=config.paper_trading
         )
         self.data_client = StockHistoricalDataClient(
-            api_key=config.api_key,
-            secret_key=config.secret_key
+            api_key=config.api_key, secret_key=config.secret_key
         )
-    
+
     def get_account(self) -> Dict:
         """Get account information"""
         try:
@@ -101,22 +98,32 @@ class AlpacaTradingClient:
             # Build response with safe attribute access
             response = {
                 "account_id": account.id,
-                "equity": float(account.equity) if hasattr(account, 'equity') else 0.0,
-                "cash": float(account.cash) if hasattr(account, 'cash') else 0.0,
-                "buying_power": float(account.buying_power) if hasattr(account, 'buying_power') else 0.0,
-                "currency": account.currency if hasattr(account, 'currency') else "USD",
-                "status": account.status.value if hasattr(account.status, 'value') else str(account.status),
-                "trading_blocked": account.trading_blocked if hasattr(account, 'trading_blocked') else False,
-                "pattern_day_trader": account.pattern_day_trader if hasattr(account, 'pattern_day_trader') else False,
+                "equity": float(account.equity) if hasattr(account, "equity") else 0.0,
+                "cash": float(account.cash) if hasattr(account, "cash") else 0.0,
+                "buying_power": (
+                    float(account.buying_power) if hasattr(account, "buying_power") else 0.0
+                ),
+                "currency": account.currency if hasattr(account, "currency") else "USD",
+                "status": (
+                    account.status.value
+                    if hasattr(account.status, "value")
+                    else str(account.status)
+                ),
+                "trading_blocked": (
+                    account.trading_blocked if hasattr(account, "trading_blocked") else False
+                ),
+                "pattern_day_trader": (
+                    account.pattern_day_trader if hasattr(account, "pattern_day_trader") else False
+                ),
             }
 
             # Add optional fields that may not exist in all account types
-            if hasattr(account, 'portfolio_value'):
+            if hasattr(account, "portfolio_value"):
                 response["portfolio_value"] = float(account.portfolio_value)
             else:
                 response["portfolio_value"] = response["equity"]
 
-            if hasattr(account, 'long_market_value'):
+            if hasattr(account, "long_market_value"):
                 response["unrealized_pl"] = float(account.long_market_value) - float(account.cash)
             else:
                 response["unrealized_pl"] = 0.0
@@ -127,7 +134,7 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to get account info: {e}")
             raise
-    
+
     def get_positions(self) -> List[Position]:
         """Get current positions"""
         try:
@@ -149,7 +156,7 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to get positions: {e}")
             return []
-    
+
     def get_orders(self, status: Optional[str] = None, limit: int = 100) -> List[Order]:
         """Get orders with optional status filter"""
         try:
@@ -173,28 +180,26 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to get orders: {e}")
             return []
-    
+
     def place_market_order(
-        self, 
-        symbol: str, 
-        quantity: int, 
-        side: str,
-        time_in_force: str = "day"
+        self, symbol: str, quantity: int, side: str, time_in_force: str = "day"
     ) -> Order:
         """Place a market order"""
         try:
             order_side = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
-            time_in_force_enum = TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
-            
+            time_in_force_enum = (
+                TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
+            )
+
             order_request = MarketOrderRequest(
                 symbol=symbol,
                 qty=quantity,
                 side=order_side,
                 time_in_force=time_in_force_enum,
             )
-            
+
             order = self.trading_client.submit_order(order_request)
-            
+
             return Order(
                 id=order.id,
                 symbol=order.symbol,
@@ -207,20 +212,17 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to place market order: {e}")
             raise
-    
+
     def place_limit_order(
-        self,
-        symbol: str,
-        quantity: int,
-        side: str,
-        limit_price: float,
-        time_in_force: str = "day"
+        self, symbol: str, quantity: int, side: str, limit_price: float, time_in_force: str = "day"
     ) -> Order:
         """Place a limit order"""
         try:
             order_side = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
-            time_in_force_enum = TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
-            
+            time_in_force_enum = (
+                TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
+            )
+
             order_request = LimitOrderRequest(
                 symbol=symbol,
                 qty=quantity,
@@ -228,9 +230,9 @@ class AlpacaTradingClient:
                 time_in_force=time_in_force_enum,
                 limit_price=limit_price,
             )
-            
+
             order = self.trading_client.submit_order(order_request)
-            
+
             return Order(
                 id=order.id,
                 symbol=order.symbol,
@@ -243,7 +245,7 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to place limit order: {e}")
             raise
-    
+
     def cancel_order(self, order_id: str) -> bool:
         """Cancel an order"""
         try:
@@ -252,12 +254,8 @@ class AlpacaTradingClient:
         except Exception as e:
             logger.error(f"Failed to cancel order {order_id}: {e}")
             return False
-    
-    def get_portfolio_history(
-        self, 
-        period: str = "1M",
-        timeframe: str = "1Day"
-    ) -> pd.DataFrame:
+
+    def get_portfolio_history(self, period: str = "1M", timeframe: str = "1Day") -> pd.DataFrame:
         """Get portfolio history"""
         try:
             # Convert period to start/end dates
@@ -274,78 +272,80 @@ class AlpacaTradingClient:
                 start_date = end_date - timedelta(days=365)
             else:
                 start_date = end_date - timedelta(days=30)
-            
+
             # Convert timeframe
             tf = TimeFrame.Day if timeframe == "1Day" else TimeFrame.Hour
-            
+
             request = GetPortfolioHistoryRequest(
                 start=start_date,
                 end=end_date,
                 timeframe=tf,
             )
-            
+
             history = self.trading_client.get_portfolio_history(request)
-            
+
             # Convert to DataFrame
             data = []
             for i, timestamp in enumerate(history.timestamp):
-                data.append({
-                    "timestamp": timestamp,
-                    "equity": float(history.equity[i]) if history.equity else 0,
-                    "profit_loss": float(history.profit_loss[i]) if history.profit_loss else 0,
-                    "profit_loss_pct": float(history.profit_loss_pct[i]) if history.profit_loss_pct else 0,
-                })
-            
+                data.append(
+                    {
+                        "timestamp": timestamp,
+                        "equity": float(history.equity[i]) if history.equity else 0,
+                        "profit_loss": float(history.profit_loss[i]) if history.profit_loss else 0,
+                        "profit_loss_pct": (
+                            float(history.profit_loss_pct[i]) if history.profit_loss_pct else 0
+                        ),
+                    }
+                )
+
             return pd.DataFrame(data)
         except Exception as e:
             logger.error(f"Failed to get portfolio history: {e}")
             return pd.DataFrame()
-    
+
     def get_stock_data(
-        self, 
-        symbols: List[str], 
-        start_date: datetime, 
-        end_date: datetime,
-        timeframe: str = "1Day"
+        self, symbols: List[str], start_date: datetime, end_date: datetime, timeframe: str = "1Day"
     ) -> pd.DataFrame:
         """Get historical stock data"""
         try:
             tf = TimeFrame.Day if timeframe == "1Day" else TimeFrame.Hour
-            
+
             request = StockBarsRequest(
                 symbol_or_symbols=symbols,
                 timeframe=tf,
                 start=start_date,
                 end=end_date,
             )
-            
+
             bars = self.data_client.get_stock_bars(request)
-            
+
             # Convert to DataFrame
             data = []
             for symbol, bar_list in bars.items():
                 for bar in bar_list:
-                    data.append({
-                        "symbol": symbol,
-                        "timestamp": bar.timestamp,
-                        "open": float(bar.open),
-                        "high": float(bar.high),
-                        "low": float(bar.low),
-                        "close": float(bar.close),
-                        "volume": int(bar.volume),
-                    })
-            
+                    data.append(
+                        {
+                            "symbol": symbol,
+                            "timestamp": bar.timestamp,
+                            "open": float(bar.open),
+                            "high": float(bar.high),
+                            "low": float(bar.low),
+                            "close": float(bar.close),
+                            "volume": int(bar.volume),
+                        }
+                    )
+
             return pd.DataFrame(data)
         except Exception as e:
             logger.error(f"Failed to get stock data: {e}")
             return pd.DataFrame()
-    
+
     def get_portfolio(self) -> Portfolio:
         """Get complete portfolio information"""
         try:
             account = self.get_account()
             positions = self.get_positions()
-            
+
             return Portfolio(
                 equity=account["equity"],
                 cash=account["cash"],
@@ -360,7 +360,9 @@ class AlpacaTradingClient:
             raise
 
 
-def create_trading_client(api_key: str = None, secret_key: str = None, paper_trading: bool = True) -> AlpacaTradingClient:
+def create_trading_client(
+    api_key: str = None, secret_key: str = None, paper_trading: bool = True
+) -> AlpacaTradingClient:
     """
     Create a trading client with the given credentials or from environment variables
 
@@ -387,10 +389,7 @@ def create_trading_client(api_key: str = None, secret_key: str = None, paper_tra
     base_url = os.getenv("ALPACA_BASE_URL", "https://paper-api.alpaca.markets")
 
     config = TradingConfig(
-        api_key=api_key,
-        secret_key=secret_key,
-        base_url=base_url,
-        paper_trading=paper_trading
+        api_key=api_key, secret_key=secret_key, base_url=base_url, paper_trading=paper_trading
     )
     return AlpacaTradingClient(config)
 
@@ -413,5 +412,5 @@ def get_alpaca_config_from_env() -> Optional[Dict[str, str]]:
         "api_key": api_key,
         "secret_key": secret_key,
         "base_url": base_url,
-        "is_paper": "paper" in base_url.lower()
-    }
+        "is_paper": "paper" in base_url.lower(),
+    }