nikodym 0.9.0__tar.gz

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Files changed (390) hide show
  1. nikodym-0.9.0/.gitignore +68 -0
  2. nikodym-0.9.0/CHANGELOG.md +59 -0
  3. nikodym-0.9.0/LICENSE +201 -0
  4. nikodym-0.9.0/PKG-INFO +211 -0
  5. nikodym-0.9.0/README.md +108 -0
  6. nikodym-0.9.0/pyproject.toml +212 -0
  7. nikodym-0.9.0/src/nikodym/__init__.py +37 -0
  8. nikodym-0.9.0/src/nikodym/api.py +167 -0
  9. nikodym-0.9.0/src/nikodym/audit/__init__.py +35 -0
  10. nikodym-0.9.0/src/nikodym/audit/config.py +44 -0
  11. nikodym-0.9.0/src/nikodym/audit/environment.py +101 -0
  12. nikodym-0.9.0/src/nikodym/audit/exceptions.py +9 -0
  13. nikodym-0.9.0/src/nikodym/audit/hashing.py +59 -0
  14. nikodym-0.9.0/src/nikodym/audit/replay.py +52 -0
  15. nikodym-0.9.0/src/nikodym/audit/sink.py +76 -0
  16. nikodym-0.9.0/src/nikodym/binning/__init__.py +61 -0
  17. nikodym-0.9.0/src/nikodym/binning/config.py +536 -0
  18. nikodym-0.9.0/src/nikodym/binning/exceptions.py +17 -0
  19. nikodym-0.9.0/src/nikodym/binning/results.py +124 -0
  20. nikodym-0.9.0/src/nikodym/binning/step.py +700 -0
  21. nikodym-0.9.0/src/nikodym/binning/transformer.py +1098 -0
  22. nikodym-0.9.0/src/nikodym/calibration/__init__.py +73 -0
  23. nikodym-0.9.0/src/nikodym/calibration/calibrator.py +1212 -0
  24. nikodym-0.9.0/src/nikodym/calibration/config.py +427 -0
  25. nikodym-0.9.0/src/nikodym/calibration/exceptions.py +45 -0
  26. nikodym-0.9.0/src/nikodym/calibration/results.py +282 -0
  27. nikodym-0.9.0/src/nikodym/calibration/step.py +520 -0
  28. nikodym-0.9.0/src/nikodym/core/__init__.py +142 -0
  29. nikodym-0.9.0/src/nikodym/core/artifacts.py +73 -0
  30. nikodym-0.9.0/src/nikodym/core/audit.py +126 -0
  31. nikodym-0.9.0/src/nikodym/core/base.py +188 -0
  32. nikodym-0.9.0/src/nikodym/core/config/__init__.py +31 -0
  33. nikodym-0.9.0/src/nikodym/core/config/hashing.py +42 -0
  34. nikodym-0.9.0/src/nikodym/core/config/loader.py +97 -0
  35. nikodym-0.9.0/src/nikodym/core/config/migration.py +144 -0
  36. nikodym-0.9.0/src/nikodym/core/config/schema.py +1157 -0
  37. nikodym-0.9.0/src/nikodym/core/exceptions.py +92 -0
  38. nikodym-0.9.0/src/nikodym/core/lineage.py +68 -0
  39. nikodym-0.9.0/src/nikodym/core/mixins.py +94 -0
  40. nikodym-0.9.0/src/nikodym/core/registry.py +100 -0
  41. nikodym-0.9.0/src/nikodym/core/results.py +69 -0
  42. nikodym-0.9.0/src/nikodym/core/seeding.py +87 -0
  43. nikodym-0.9.0/src/nikodym/core/steps.py +92 -0
  44. nikodym-0.9.0/src/nikodym/core/study.py +529 -0
  45. nikodym-0.9.0/src/nikodym/data/__init__.py +43 -0
  46. nikodym-0.9.0/src/nikodym/data/card.py +33 -0
  47. nikodym-0.9.0/src/nikodym/data/config.py +807 -0
  48. nikodym-0.9.0/src/nikodym/data/hashing.py +113 -0
  49. nikodym-0.9.0/src/nikodym/data/loading.py +194 -0
  50. nikodym-0.9.0/src/nikodym/data/partition.py +622 -0
  51. nikodym-0.9.0/src/nikodym/data/schema.py +190 -0
  52. nikodym-0.9.0/src/nikodym/data/special.py +205 -0
  53. nikodym-0.9.0/src/nikodym/data/step.py +167 -0
  54. nikodym-0.9.0/src/nikodym/data/target.py +538 -0
  55. nikodym-0.9.0/src/nikodym/eda/__init__.py +90 -0
  56. nikodym-0.9.0/src/nikodym/eda/card.py +37 -0
  57. nikodym-0.9.0/src/nikodym/eda/config.py +287 -0
  58. nikodym-0.9.0/src/nikodym/eda/default_rate.py +295 -0
  59. nikodym-0.9.0/src/nikodym/eda/exceptions.py +9 -0
  60. nikodym-0.9.0/src/nikodym/eda/figures.py +96 -0
  61. nikodym-0.9.0/src/nikodym/eda/quality.py +174 -0
  62. nikodym-0.9.0/src/nikodym/eda/stability.py +221 -0
  63. nikodym-0.9.0/src/nikodym/eda/step.py +253 -0
  64. nikodym-0.9.0/src/nikodym/eda/univariate.py +337 -0
  65. nikodym-0.9.0/src/nikodym/explain/__init__.py +112 -0
  66. nikodym-0.9.0/src/nikodym/explain/config.py +356 -0
  67. nikodym-0.9.0/src/nikodym/explain/engine.py +865 -0
  68. nikodym-0.9.0/src/nikodym/explain/exceptions.py +58 -0
  69. nikodym-0.9.0/src/nikodym/explain/explainers.py +496 -0
  70. nikodym-0.9.0/src/nikodym/explain/reason_codes.py +179 -0
  71. nikodym-0.9.0/src/nikodym/explain/results.py +452 -0
  72. nikodym-0.9.0/src/nikodym/explain/step.py +996 -0
  73. nikodym-0.9.0/src/nikodym/forward/__init__.py +121 -0
  74. nikodym-0.9.0/src/nikodym/forward/config.py +660 -0
  75. nikodym-0.9.0/src/nikodym/forward/exceptions.py +51 -0
  76. nikodym-0.9.0/src/nikodym/forward/macro.py +1016 -0
  77. nikodym-0.9.0/src/nikodym/forward/results.py +1007 -0
  78. nikodym-0.9.0/src/nikodym/forward/satellite.py +1235 -0
  79. nikodym-0.9.0/src/nikodym/forward/scenarios.py +850 -0
  80. nikodym-0.9.0/src/nikodym/forward/step.py +994 -0
  81. nikodym-0.9.0/src/nikodym/governance/__init__.py +40 -0
  82. nikodym-0.9.0/src/nikodym/governance/config.py +97 -0
  83. nikodym-0.9.0/src/nikodym/governance/exceptions.py +13 -0
  84. nikodym-0.9.0/src/nikodym/governance/inventory.py +99 -0
  85. nikodym-0.9.0/src/nikodym/governance/model_card.py +361 -0
  86. nikodym-0.9.0/src/nikodym/governance/scenarios.py +130 -0
  87. nikodym-0.9.0/src/nikodym/markov/__init__.py +100 -0
  88. nikodym-0.9.0/src/nikodym/markov/config.py +406 -0
  89. nikodym-0.9.0/src/nikodym/markov/exceptions.py +46 -0
  90. nikodym-0.9.0/src/nikodym/markov/results.py +754 -0
  91. nikodym-0.9.0/src/nikodym/markov/step.py +643 -0
  92. nikodym-0.9.0/src/nikodym/markov/term_structure.py +938 -0
  93. nikodym-0.9.0/src/nikodym/markov/transition.py +978 -0
  94. nikodym-0.9.0/src/nikodym/ml/__init__.py +107 -0
  95. nikodym-0.9.0/src/nikodym/ml/backends.py +446 -0
  96. nikodym-0.9.0/src/nikodym/ml/config.py +603 -0
  97. nikodym-0.9.0/src/nikodym/ml/estimator.py +487 -0
  98. nikodym-0.9.0/src/nikodym/ml/exceptions.py +66 -0
  99. nikodym-0.9.0/src/nikodym/ml/results.py +406 -0
  100. nikodym-0.9.0/src/nikodym/ml/step.py +1046 -0
  101. nikodym-0.9.0/src/nikodym/model/__init__.py +79 -0
  102. nikodym-0.9.0/src/nikodym/model/config.py +474 -0
  103. nikodym-0.9.0/src/nikodym/model/estimator.py +1651 -0
  104. nikodym-0.9.0/src/nikodym/model/exceptions.py +17 -0
  105. nikodym-0.9.0/src/nikodym/model/results.py +429 -0
  106. nikodym-0.9.0/src/nikodym/model/step.py +606 -0
  107. nikodym-0.9.0/src/nikodym/performance/__init__.py +71 -0
  108. nikodym-0.9.0/src/nikodym/performance/config.py +302 -0
  109. nikodym-0.9.0/src/nikodym/performance/evaluator.py +904 -0
  110. nikodym-0.9.0/src/nikodym/performance/exceptions.py +17 -0
  111. nikodym-0.9.0/src/nikodym/performance/results.py +472 -0
  112. nikodym-0.9.0/src/nikodym/performance/step.py +227 -0
  113. nikodym-0.9.0/src/nikodym/provisioning/__init__.py +67 -0
  114. nikodym-0.9.0/src/nikodym/provisioning/cmf/__init__.py +114 -0
  115. nikodym-0.9.0/src/nikodym/provisioning/cmf/config.py +370 -0
  116. nikodym-0.9.0/src/nikodym/provisioning/cmf/data/cmf_b1_b3_2025_01.sha256 +1 -0
  117. nikodym-0.9.0/src/nikodym/provisioning/cmf/data/cmf_b1_b3_2025_01.yaml +1248 -0
  118. nikodym-0.9.0/src/nikodym/provisioning/cmf/data/manifest.json +149 -0
  119. nikodym-0.9.0/src/nikodym/provisioning/cmf/engine.py +2025 -0
  120. nikodym-0.9.0/src/nikodym/provisioning/cmf/exceptions.py +41 -0
  121. nikodym-0.9.0/src/nikodym/provisioning/cmf/matrices.py +359 -0
  122. nikodym-0.9.0/src/nikodym/provisioning/cmf/results.py +267 -0
  123. nikodym-0.9.0/src/nikodym/provisioning/cmf/step.py +416 -0
  124. nikodym-0.9.0/src/nikodym/provisioning/config.py +244 -0
  125. nikodym-0.9.0/src/nikodym/provisioning/exceptions.py +39 -0
  126. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/__init__.py +90 -0
  127. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/base.py +49 -0
  128. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/config.py +627 -0
  129. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/ead.py +243 -0
  130. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/ecl.py +447 -0
  131. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/engine.py +908 -0
  132. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/exceptions.py +59 -0
  133. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/lgd.py +293 -0
  134. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/pd_pit.py +207 -0
  135. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/results.py +520 -0
  136. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/staging.py +352 -0
  137. nikodym-0.9.0/src/nikodym/provisioning/ifrs9/step.py +324 -0
  138. nikodym-0.9.0/src/nikodym/provisioning/orchestrator.py +671 -0
  139. nikodym-0.9.0/src/nikodym/provisioning/results.py +397 -0
  140. nikodym-0.9.0/src/nikodym/provisioning/step.py +211 -0
  141. nikodym-0.9.0/src/nikodym/py.typed +0 -0
  142. nikodym-0.9.0/src/nikodym/report/__init__.py +95 -0
  143. nikodym-0.9.0/src/nikodym/report/_manifest.py +18 -0
  144. nikodym-0.9.0/src/nikodym/report/ai.py +538 -0
  145. nikodym-0.9.0/src/nikodym/report/builder.py +457 -0
  146. nikodym-0.9.0/src/nikodym/report/config.py +254 -0
  147. nikodym-0.9.0/src/nikodym/report/exceptions.py +36 -0
  148. nikodym-0.9.0/src/nikodym/report/renderer.py +693 -0
  149. nikodym-0.9.0/src/nikodym/report/results.py +169 -0
  150. nikodym-0.9.0/src/nikodym/report/step.py +302 -0
  151. nikodym-0.9.0/src/nikodym/scorecard/__init__.py +74 -0
  152. nikodym-0.9.0/src/nikodym/scorecard/config.py +345 -0
  153. nikodym-0.9.0/src/nikodym/scorecard/exceptions.py +17 -0
  154. nikodym-0.9.0/src/nikodym/scorecard/results.py +244 -0
  155. nikodym-0.9.0/src/nikodym/scorecard/scaler.py +751 -0
  156. nikodym-0.9.0/src/nikodym/scorecard/step.py +560 -0
  157. nikodym-0.9.0/src/nikodym/scorecard/transformer.py +91 -0
  158. nikodym-0.9.0/src/nikodym/selection/__init__.py +79 -0
  159. nikodym-0.9.0/src/nikodym/selection/config.py +523 -0
  160. nikodym-0.9.0/src/nikodym/selection/exceptions.py +26 -0
  161. nikodym-0.9.0/src/nikodym/selection/results.py +270 -0
  162. nikodym-0.9.0/src/nikodym/selection/selector.py +1401 -0
  163. nikodym-0.9.0/src/nikodym/selection/step.py +520 -0
  164. nikodym-0.9.0/src/nikodym/stability/__init__.py +77 -0
  165. nikodym-0.9.0/src/nikodym/stability/config.py +208 -0
  166. nikodym-0.9.0/src/nikodym/stability/evaluator.py +1038 -0
  167. nikodym-0.9.0/src/nikodym/stability/exceptions.py +17 -0
  168. nikodym-0.9.0/src/nikodym/stability/results.py +547 -0
  169. nikodym-0.9.0/src/nikodym/stability/step.py +343 -0
  170. nikodym-0.9.0/src/nikodym/stress/__init__.py +110 -0
  171. nikodym-0.9.0/src/nikodym/stress/config.py +949 -0
  172. nikodym-0.9.0/src/nikodym/stress/engine.py +5318 -0
  173. nikodym-0.9.0/src/nikodym/stress/exceptions.py +56 -0
  174. nikodym-0.9.0/src/nikodym/stress/results.py +1620 -0
  175. nikodym-0.9.0/src/nikodym/stress/step.py +217 -0
  176. nikodym-0.9.0/src/nikodym/survival/__init__.py +107 -0
  177. nikodym-0.9.0/src/nikodym/survival/base.py +67 -0
  178. nikodym-0.9.0/src/nikodym/survival/config.py +335 -0
  179. nikodym-0.9.0/src/nikodym/survival/cox_aft.py +1227 -0
  180. nikodym-0.9.0/src/nikodym/survival/discrete_hazard.py +1289 -0
  181. nikodym-0.9.0/src/nikodym/survival/exceptions.py +36 -0
  182. nikodym-0.9.0/src/nikodym/survival/kaplan_meier.py +771 -0
  183. nikodym-0.9.0/src/nikodym/survival/results.py +511 -0
  184. nikodym-0.9.0/src/nikodym/survival/step.py +709 -0
  185. nikodym-0.9.0/src/nikodym/testing/__init__.py +34 -0
  186. nikodym-0.9.0/src/nikodym/testing/estimator_checks.py +401 -0
  187. nikodym-0.9.0/src/nikodym/testing/fixtures.py +115 -0
  188. nikodym-0.9.0/src/nikodym/testing/regulatory.py +47 -0
  189. nikodym-0.9.0/src/nikodym/testing/reproducibility.py +52 -0
  190. nikodym-0.9.0/src/nikodym/testing/strategies.py +610 -0
  191. nikodym-0.9.0/src/nikodym/tracking/__init__.py +32 -0
  192. nikodym-0.9.0/src/nikodym/tracking/_registry.py +12 -0
  193. nikodym-0.9.0/src/nikodym/tracking/config.py +85 -0
  194. nikodym-0.9.0/src/nikodym/tracking/exceptions.py +14 -0
  195. nikodym-0.9.0/src/nikodym/tracking/inventory.py +259 -0
  196. nikodym-0.9.0/src/nikodym/tracking/recorder.py +384 -0
  197. nikodym-0.9.0/src/nikodym/tracking/sink.py +68 -0
  198. nikodym-0.9.0/src/nikodym/tuning/__init__.py +111 -0
  199. nikodym-0.9.0/src/nikodym/tuning/config.py +300 -0
  200. nikodym-0.9.0/src/nikodym/tuning/exceptions.py +51 -0
  201. nikodym-0.9.0/src/nikodym/tuning/optimizer.py +615 -0
  202. nikodym-0.9.0/src/nikodym/tuning/results.py +288 -0
  203. nikodym-0.9.0/src/nikodym/tuning/search_space.py +222 -0
  204. nikodym-0.9.0/src/nikodym/tuning/step.py +593 -0
  205. nikodym-0.9.0/src/nikodym/ui/__init__.py +24 -0
  206. nikodym-0.9.0/src/nikodym/ui/datasets.py +384 -0
  207. nikodym-0.9.0/src/nikodym/ui/exceptions.py +39 -0
  208. nikodym-0.9.0/src/nikodym/ui/presets.py +437 -0
  209. nikodym-0.9.0/src/nikodym/ui/reliability.py +164 -0
  210. nikodym-0.9.0/src/nikodym/ui/routes.py +385 -0
  211. nikodym-0.9.0/src/nikodym/ui/runs.py +108 -0
  212. nikodym-0.9.0/src/nikodym/ui/serializers.py +306 -0
  213. nikodym-0.9.0/src/nikodym/ui/server.py +66 -0
  214. nikodym-0.9.0/src/nikodym/ui/settings.py +32 -0
  215. nikodym-0.9.0/src/nikodym/utils/__init__.py +5 -0
  216. nikodym-0.9.0/src/nikodym/utils/optional.py +83 -0
  217. nikodym-0.9.0/src/nikodym/validation/__init__.py +95 -0
  218. nikodym-0.9.0/src/nikodym/validation/backtesting.py +333 -0
  219. nikodym-0.9.0/src/nikodym/validation/calibration_tests.py +351 -0
  220. nikodym-0.9.0/src/nikodym/validation/config.py +408 -0
  221. nikodym-0.9.0/src/nikodym/validation/discrimination.py +268 -0
  222. nikodym-0.9.0/src/nikodym/validation/evaluator.py +898 -0
  223. nikodym-0.9.0/src/nikodym/validation/exceptions.py +42 -0
  224. nikodym-0.9.0/src/nikodym/validation/results.py +594 -0
  225. nikodym-0.9.0/src/nikodym/validation/stability.py +303 -0
  226. nikodym-0.9.0/src/nikodym/validation/step.py +453 -0
  227. nikodym-0.9.0/tests/conftest.py +373 -0
  228. nikodym-0.9.0/tests/integration/test_binning_pipeline.py +200 -0
  229. nikodym-0.9.0/tests/integration/test_eda_pipeline.py +164 -0
  230. nikodym-0.9.0/tests/integration/test_markov_pipeline.py +156 -0
  231. nikodym-0.9.0/tests/integration/test_model_pipeline.py +453 -0
  232. nikodym-0.9.0/tests/integration/test_selection_pipeline.py +213 -0
  233. nikodym-0.9.0/tests/repro/test_config_hash_golden.py +67 -0
  234. nikodym-0.9.0/tests/repro/test_seeding_golden.py +100 -0
  235. nikodym-0.9.0/tests/unit/_ui_f1.py +187 -0
  236. nikodym-0.9.0/tests/unit/test_api_assemble_run.py +140 -0
  237. nikodym-0.9.0/tests/unit/test_api_run.py +486 -0
  238. nikodym-0.9.0/tests/unit/test_artifacts.py +92 -0
  239. nikodym-0.9.0/tests/unit/test_audit.py +176 -0
  240. nikodym-0.9.0/tests/unit/test_audit_config.py +95 -0
  241. nikodym-0.9.0/tests/unit/test_audit_environment_hashing.py +112 -0
  242. nikodym-0.9.0/tests/unit/test_audit_sink_replay.py +140 -0
  243. nikodym-0.9.0/tests/unit/test_base_mixins.py +286 -0
  244. nikodym-0.9.0/tests/unit/test_binning_compatibility.py +85 -0
  245. nikodym-0.9.0/tests/unit/test_binning_config.py +258 -0
  246. nikodym-0.9.0/tests/unit/test_binning_results.py +241 -0
  247. nikodym-0.9.0/tests/unit/test_binning_step.py +552 -0
  248. nikodym-0.9.0/tests/unit/test_binning_transformer.py +1315 -0
  249. nikodym-0.9.0/tests/unit/test_calibration_calibrator.py +701 -0
  250. nikodym-0.9.0/tests/unit/test_calibration_config.py +421 -0
  251. nikodym-0.9.0/tests/unit/test_calibration_results.py +325 -0
  252. nikodym-0.9.0/tests/unit/test_calibration_step.py +779 -0
  253. nikodym-0.9.0/tests/unit/test_cmf_engine.py +1194 -0
  254. nikodym-0.9.0/tests/unit/test_cmf_matrices.py +304 -0
  255. nikodym-0.9.0/tests/unit/test_cmf_results.py +402 -0
  256. nikodym-0.9.0/tests/unit/test_cmf_step.py +516 -0
  257. nikodym-0.9.0/tests/unit/test_config_full_schema.py +89 -0
  258. nikodym-0.9.0/tests/unit/test_config_hashing.py +33 -0
  259. nikodym-0.9.0/tests/unit/test_config_loader.py +112 -0
  260. nikodym-0.9.0/tests/unit/test_config_migration.py +128 -0
  261. nikodym-0.9.0/tests/unit/test_config_public_api.py +40 -0
  262. nikodym-0.9.0/tests/unit/test_config_schema.py +141 -0
  263. nikodym-0.9.0/tests/unit/test_data_config.py +220 -0
  264. nikodym-0.9.0/tests/unit/test_data_hashing.py +177 -0
  265. nikodym-0.9.0/tests/unit/test_data_loading.py +371 -0
  266. nikodym-0.9.0/tests/unit/test_data_partition.py +692 -0
  267. nikodym-0.9.0/tests/unit/test_data_schema.py +294 -0
  268. nikodym-0.9.0/tests/unit/test_data_special.py +245 -0
  269. nikodym-0.9.0/tests/unit/test_data_step.py +290 -0
  270. nikodym-0.9.0/tests/unit/test_data_target.py +637 -0
  271. nikodym-0.9.0/tests/unit/test_eda_card.py +159 -0
  272. nikodym-0.9.0/tests/unit/test_eda_config.py +195 -0
  273. nikodym-0.9.0/tests/unit/test_eda_default_rate.py +407 -0
  274. nikodym-0.9.0/tests/unit/test_eda_quality.py +226 -0
  275. nikodym-0.9.0/tests/unit/test_eda_stability.py +275 -0
  276. nikodym-0.9.0/tests/unit/test_eda_step.py +402 -0
  277. nikodym-0.9.0/tests/unit/test_eda_univariate.py +399 -0
  278. nikodym-0.9.0/tests/unit/test_exceptions.py +53 -0
  279. nikodym-0.9.0/tests/unit/test_explain_config.py +434 -0
  280. nikodym-0.9.0/tests/unit/test_explain_engine.py +572 -0
  281. nikodym-0.9.0/tests/unit/test_explain_explainers.py +507 -0
  282. nikodym-0.9.0/tests/unit/test_explain_reason_codes.py +311 -0
  283. nikodym-0.9.0/tests/unit/test_explain_results.py +420 -0
  284. nikodym-0.9.0/tests/unit/test_explain_step.py +876 -0
  285. nikodym-0.9.0/tests/unit/test_forward_config.py +711 -0
  286. nikodym-0.9.0/tests/unit/test_forward_macro.py +637 -0
  287. nikodym-0.9.0/tests/unit/test_forward_results.py +947 -0
  288. nikodym-0.9.0/tests/unit/test_forward_satellite.py +1074 -0
  289. nikodym-0.9.0/tests/unit/test_forward_scenarios.py +762 -0
  290. nikodym-0.9.0/tests/unit/test_forward_step.py +680 -0
  291. nikodym-0.9.0/tests/unit/test_governance_config.py +134 -0
  292. nikodym-0.9.0/tests/unit/test_governance_inventory.py +153 -0
  293. nikodym-0.9.0/tests/unit/test_governance_model_card.py +318 -0
  294. nikodym-0.9.0/tests/unit/test_governance_scenarios.py +165 -0
  295. nikodym-0.9.0/tests/unit/test_hito0_contracts.py +315 -0
  296. nikodym-0.9.0/tests/unit/test_ifrs9_config.py +633 -0
  297. nikodym-0.9.0/tests/unit/test_ifrs9_ead.py +235 -0
  298. nikodym-0.9.0/tests/unit/test_ifrs9_ecl.py +582 -0
  299. nikodym-0.9.0/tests/unit/test_ifrs9_engine.py +777 -0
  300. nikodym-0.9.0/tests/unit/test_ifrs9_lgd.py +370 -0
  301. nikodym-0.9.0/tests/unit/test_ifrs9_pd_pit.py +276 -0
  302. nikodym-0.9.0/tests/unit/test_ifrs9_results.py +579 -0
  303. nikodym-0.9.0/tests/unit/test_ifrs9_staging.py +434 -0
  304. nikodym-0.9.0/tests/unit/test_ifrs9_step.py +371 -0
  305. nikodym-0.9.0/tests/unit/test_lineage.py +135 -0
  306. nikodym-0.9.0/tests/unit/test_markov_config.py +517 -0
  307. nikodym-0.9.0/tests/unit/test_markov_results.py +690 -0
  308. nikodym-0.9.0/tests/unit/test_markov_step.py +453 -0
  309. nikodym-0.9.0/tests/unit/test_markov_term_structure.py +733 -0
  310. nikodym-0.9.0/tests/unit/test_markov_transition.py +647 -0
  311. nikodym-0.9.0/tests/unit/test_ml_backends.py +734 -0
  312. nikodym-0.9.0/tests/unit/test_ml_config.py +577 -0
  313. nikodym-0.9.0/tests/unit/test_ml_estimator.py +669 -0
  314. nikodym-0.9.0/tests/unit/test_ml_results.py +442 -0
  315. nikodym-0.9.0/tests/unit/test_ml_step.py +822 -0
  316. nikodym-0.9.0/tests/unit/test_model_config.py +305 -0
  317. nikodym-0.9.0/tests/unit/test_model_estimator.py +1359 -0
  318. nikodym-0.9.0/tests/unit/test_model_results.py +592 -0
  319. nikodym-0.9.0/tests/unit/test_model_step.py +494 -0
  320. nikodym-0.9.0/tests/unit/test_optional.py +60 -0
  321. nikodym-0.9.0/tests/unit/test_performance_config.py +298 -0
  322. nikodym-0.9.0/tests/unit/test_performance_evaluator.py +667 -0
  323. nikodym-0.9.0/tests/unit/test_performance_results.py +627 -0
  324. nikodym-0.9.0/tests/unit/test_performance_step.py +359 -0
  325. nikodym-0.9.0/tests/unit/test_provisioning_cmf_config.py +426 -0
  326. nikodym-0.9.0/tests/unit/test_provisioning_config.py +392 -0
  327. nikodym-0.9.0/tests/unit/test_provisioning_orchestrator.py +795 -0
  328. nikodym-0.9.0/tests/unit/test_provisioning_results.py +598 -0
  329. nikodym-0.9.0/tests/unit/test_provisioning_step.py +656 -0
  330. nikodym-0.9.0/tests/unit/test_registry.py +151 -0
  331. nikodym-0.9.0/tests/unit/test_report_ai.py +572 -0
  332. nikodym-0.9.0/tests/unit/test_report_builder.py +369 -0
  333. nikodym-0.9.0/tests/unit/test_report_config.py +336 -0
  334. nikodym-0.9.0/tests/unit/test_report_renderer.py +513 -0
  335. nikodym-0.9.0/tests/unit/test_report_results.py +374 -0
  336. nikodym-0.9.0/tests/unit/test_report_step.py +806 -0
  337. nikodym-0.9.0/tests/unit/test_results.py +115 -0
  338. nikodym-0.9.0/tests/unit/test_scorecard_config.py +310 -0
  339. nikodym-0.9.0/tests/unit/test_scorecard_results.py +305 -0
  340. nikodym-0.9.0/tests/unit/test_scorecard_scaler.py +632 -0
  341. nikodym-0.9.0/tests/unit/test_scorecard_step.py +606 -0
  342. nikodym-0.9.0/tests/unit/test_selection_config.py +317 -0
  343. nikodym-0.9.0/tests/unit/test_selection_results.py +624 -0
  344. nikodym-0.9.0/tests/unit/test_selection_selector.py +1064 -0
  345. nikodym-0.9.0/tests/unit/test_selection_step.py +590 -0
  346. nikodym-0.9.0/tests/unit/test_stability_config.py +296 -0
  347. nikodym-0.9.0/tests/unit/test_stability_evaluator.py +819 -0
  348. nikodym-0.9.0/tests/unit/test_stability_results.py +724 -0
  349. nikodym-0.9.0/tests/unit/test_stability_step.py +616 -0
  350. nikodym-0.9.0/tests/unit/test_steps.py +108 -0
  351. nikodym-0.9.0/tests/unit/test_stress_config.py +1009 -0
  352. nikodym-0.9.0/tests/unit/test_stress_engine.py +6301 -0
  353. nikodym-0.9.0/tests/unit/test_stress_results.py +1999 -0
  354. nikodym-0.9.0/tests/unit/test_stress_step.py +832 -0
  355. nikodym-0.9.0/tests/unit/test_study.py +747 -0
  356. nikodym-0.9.0/tests/unit/test_survival_config.py +431 -0
  357. nikodym-0.9.0/tests/unit/test_survival_cox_aft.py +766 -0
  358. nikodym-0.9.0/tests/unit/test_survival_discrete_hazard.py +805 -0
  359. nikodym-0.9.0/tests/unit/test_survival_kaplan_meier.py +457 -0
  360. nikodym-0.9.0/tests/unit/test_survival_results.py +611 -0
  361. nikodym-0.9.0/tests/unit/test_survival_step.py +542 -0
  362. nikodym-0.9.0/tests/unit/test_testing_estimator_checks.py +580 -0
  363. nikodym-0.9.0/tests/unit/test_testing_fixtures.py +107 -0
  364. nikodym-0.9.0/tests/unit/test_testing_reproducibility.py +46 -0
  365. nikodym-0.9.0/tests/unit/test_testing_strategies.py +103 -0
  366. nikodym-0.9.0/tests/unit/test_tracking_config.py +128 -0
  367. nikodym-0.9.0/tests/unit/test_tracking_inventory.py +370 -0
  368. nikodym-0.9.0/tests/unit/test_tracking_recorder_sink.py +458 -0
  369. nikodym-0.9.0/tests/unit/test_tuning_config.py +431 -0
  370. nikodym-0.9.0/tests/unit/test_tuning_exceptions.py +48 -0
  371. nikodym-0.9.0/tests/unit/test_tuning_optimizer.py +430 -0
  372. nikodym-0.9.0/tests/unit/test_tuning_results.py +324 -0
  373. nikodym-0.9.0/tests/unit/test_tuning_search_space.py +283 -0
  374. nikodym-0.9.0/tests/unit/test_tuning_step.py +664 -0
  375. nikodym-0.9.0/tests/unit/test_ui_datasets.py +192 -0
  376. nikodym-0.9.0/tests/unit/test_ui_presets.py +164 -0
  377. nikodym-0.9.0/tests/unit/test_ui_reliability.py +182 -0
  378. nikodym-0.9.0/tests/unit/test_ui_routes.py +501 -0
  379. nikodym-0.9.0/tests/unit/test_ui_runs.py +126 -0
  380. nikodym-0.9.0/tests/unit/test_ui_serializers.py +513 -0
  381. nikodym-0.9.0/tests/unit/test_ui_server.py +381 -0
  382. nikodym-0.9.0/tests/unit/test_ui_settings.py +65 -0
  383. nikodym-0.9.0/tests/unit/test_validation_backtesting.py +370 -0
  384. nikodym-0.9.0/tests/unit/test_validation_calibration_tests.py +378 -0
  385. nikodym-0.9.0/tests/unit/test_validation_config.py +446 -0
  386. nikodym-0.9.0/tests/unit/test_validation_discrimination.py +332 -0
  387. nikodym-0.9.0/tests/unit/test_validation_evaluator.py +791 -0
  388. nikodym-0.9.0/tests/unit/test_validation_results.py +717 -0
  389. nikodym-0.9.0/tests/unit/test_validation_stability.py +333 -0
  390. nikodym-0.9.0/tests/unit/test_validation_step.py +684 -0
@@ -0,0 +1,68 @@
1
+ # === Datos y secretos — NUNCA versionar (proyecto regulatorio) ===
2
+ .env
3
+ .env.*
4
+ *.key
5
+ *.pem
6
+ secrets/
7
+ credentials*
8
+ /data/ # datasets en la raíz (anclado: NO veta el paquete fuente `src/nikodym/data/`, SDD-02).
9
+ # Los ficheros de datos en cualquier ruta los vetan los patrones por extensión de abajo.
10
+ *.csv
11
+ *.parquet
12
+ *.xlsx
13
+ *.xls
14
+ *.feather
15
+ *.dta
16
+ *.sav
17
+
18
+ # === Python ===
19
+ __pycache__/
20
+ *.py[cod]
21
+ *.egg
22
+ *.egg-info/
23
+ .eggs/
24
+ build/
25
+ dist/
26
+ *.whl
27
+
28
+ # === Entornos / uv ===
29
+ .venv/
30
+ venv/
31
+ env/
32
+ .uv/
33
+ uv.lock.bak
34
+
35
+ # === Testing / calidad ===
36
+ .pytest_cache/
37
+ .mypy_cache/
38
+ .ruff_cache/
39
+ .hypothesis/
40
+ .coverage
41
+ .coverage.*
42
+ htmlcov/
43
+ coverage.xml
44
+
45
+ # === MLflow / artefactos de modelos ===
46
+ mlruns/
47
+ mlartifacts/
48
+ *.joblib
49
+ *.pkl
50
+
51
+ # === Quarto / reportes generados ===
52
+ /.quarto/
53
+ *_files/
54
+ _site/
55
+
56
+ # === mkdocs (sitio de documentación generado; NO se versiona, el deploy lo decide Cami) ===
57
+ /site/
58
+
59
+ # === Jupyter ===
60
+ .ipynb_checkpoints/
61
+
62
+ # === OS / IDE ===
63
+ .DS_Store
64
+ Thumbs.db
65
+ .idea/
66
+ .vscode/
67
+ *.swp
68
+ *~
@@ -0,0 +1,59 @@
1
+ # Changelog
2
+
3
+ Formato basado en [Keep a Changelog](https://keepachangelog.com/es-ES/1.1.0/);
4
+ el proyecto sigue [SemVer](https://semver.org/lang/es/) (0.x honesto: APIs que crecerán
5
+ marcadas como experimentales hasta la 1.0).
6
+
7
+ ## [0.9.0] — 2026-07-10
8
+
9
+ Primer release público en PyPI. Motor V1 completo (F0–F7) y verde en CI; API pública
10
+ versionada como 0.x honesto (puede cambiar hasta la 1.0).
11
+
12
+ ### Incluye
13
+ - **Núcleo reproducible** (F0): config declarativo Pydantic v2, `Study`/lineage, audit-trail,
14
+ artifacts *namespaced*, gobernanza SR 11-7.
15
+ - **Scorecard (F1)**: binning/WoE monotónico (optbinning), selección, regresión logística,
16
+ scorecard escalado, calibración, desempeño (AUC/KS/Gini) y estabilidad (PSI/CSI).
17
+ - **Backends ML (F2)**: XGBoost, LightGBM, CatBoost, tuning (Optuna) y explicabilidad (SHAP)
18
+ como *extras* selectivos.
19
+ - **Provisiones**: motores **CMF (Chile)** e **IFRS 9/ECL** separados (provisión = máximo).
20
+ - **Forward-looking y stress testing**.
21
+ - **UI (F7)**: flujo Scorecard F1 (Datos · Ejecutar · Resultados · Reporte) — React + backend
22
+ FastAPI, con modo claro/oscuro y reporte HTML del modelo.
23
+ - **Empaquetado**: publicación en PyPI vía Trusted Publishing (OIDC, sin tokens).
24
+
25
+ ### Detalle de la Fundación (F0)
26
+ - Esqueleto del paquete: `pyproject.toml` (uv + hatchling, layout `src/`, 7 deps base,
27
+ extras de usuario y grupos de desarrollo PEP 735), `LICENSE` Apache-2.0, `README`, `CHANGELOG`.
28
+ - `nikodym.core.exceptions`: jerarquía de excepciones con raíz `NikodymError` (código
29
+ regulatorio, cobertura objetivo 100 %).
30
+ - `nikodym.core.seeding`: `SeedManager` — derivación determinista por nombre vía
31
+ `SeedSequence(entropy=[root_seed, hashlib])` (código regulatorio, cobertura objetivo 100 %).
32
+ - `nikodym.core.config`: configuración declarativa (Pydantic v2). `NikodymConfig` *frozen*
33
+ construible sin argumentos, secciones `ReproConfig`/`RunConfig`; `config_hash` (SHA-256 del
34
+ JSON canónico que excluye `INFRA_SECTIONS`, estable e idéntico entre procesos); `load_config`/
35
+ `dump_config` (round-trip YAML con `safe_load`); version-gate `migrate` + decorador `@migration`
36
+ (registro vacío en 1.0.0, cadena lineal validada en import-time). Experimental (SemVer 0.x).
37
+ - `nikodym.utils.optional`: `require_extra` / `has_extra` / `EXTRA_TO_DISTRIBUTIONS`
38
+ (import perezoso de extras con mensaje accionable).
39
+ - Paths regulatorios declarados (`nikodym.provisioning.cmf`, `nikodym.provisioning.ifrs9`)
40
+ para el gate de cobertura regulatoria; su implementación llega en F3/F4.
41
+ - `nikodym.core` (resto de la Fundación, 9 módulos): primer `Study` end-to-end con lineage
42
+ reproducible. `audit` (`AuditEvent`/`AuditKind`/`AuditSink`, `NullAuditSink`/`InMemoryAuditSink`/
43
+ `FanOutSink`); `results` (Protocols económicos `ProvisionResultLike`/`ECLResultLike` con
44
+ `term_structure()`, CT-2); `base` (`BaseNikodymEstimator` raíz propia + 6 familias, semántica
45
+ `get_params`/`set_params`/`from_config` estilo scikit-learn sin heredarlo); `mixins`
46
+ (`AuditableMixin`, `SerializationMixin` con puerta `trust`); `registry`/`artifacts` (registro y
47
+ almacén *namespaced* `(domain, key)`); `steps` (`Step`/`StepAdapter`, `requires`/`provides`, CT-1);
48
+ `lineage` (`LineageBundle`/`RunContext`); `study` (`Study`: orquestador motor v1 con validación de
49
+ prerequisitos CT-1, persistencia en directorio atómico, recarga con verificación de `config_hash`
50
+ y reproducibilidad). Experimental (SemVer 0.x): orquestación y Protocols de resultados crecerán.
51
+ - `nikodym.data` (B2a — capa `data`, configuración + endurecimiento, SDD-02 §5): sub-config
52
+ declarativo `DataConfig` (`nikodym/data/config.py`): árbol Pydantic completo (Loading/Schema/Target/
53
+ Missing/Partition), mini-DSL declarativo `Predicate`/`Rule` (allowlist cerrada de operadores, sin
54
+ `eval`), unión discriminada **anidada** de la estrategia de partición (temporal/random/cohort) por
55
+ factory local, `model_validator` de fracciones (suman 1) y de regla no vacía, alias `schema` con
56
+ `populate_by_name`. Endurecido `NikodymConfig.data` de `Any` a `DataConfig | None` (tipado estricto
57
+ para mypy; coerción en runtime vía hook `_DATA_CONFIG_CLS` que `nikodym.data` puebla al importarse —
58
+ el núcleo sigue liviano, no importa `data`). Golden `config_hash` por defecto **invariante**. Deps
59
+ base activadas: `pandera>=0.24` (uso `import pandera.pandas`) y `pyarrow>=14`. Experimental (SemVer 0.x).
nikodym-0.9.0/LICENSE ADDED
@@ -0,0 +1,201 @@
1
+ Apache License
2
+ Version 2.0, January 2004
3
+ http://www.apache.org/licenses/
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+
5
+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+
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+ 1. Definitions.
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+
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+ "License" shall mean the terms and conditions for use, reproduction,
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+ and distribution as defined by Sections 1 through 9 of this document.
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+ "Licensor" shall mean the copyright owner or entity authorized by
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+ direction or management of such entity, whether by contract or
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+ "You" (or "Your") shall mean an individual or Legal Entity
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nikodym-0.9.0/PKG-INFO ADDED
@@ -0,0 +1,211 @@
1
+ Metadata-Version: 2.4
2
+ Name: nikodym
3
+ Version: 0.9.0
4
+ Summary: Librería de riesgo de crédito: scoring, ML, provisiones CMF e IFRS 9/ECL, forward-looking y stress testing.
5
+ Project-URL: Homepage, https://github.com/nexolabs-gh/nikodym
6
+ Project-URL: Source, https://github.com/nexolabs-gh/nikodym
7
+ Project-URL: Documentation, https://github.com/nexolabs-gh/nikodym#readme
8
+ Project-URL: Changelog, https://github.com/nexolabs-gh/nikodym/blob/main/CHANGELOG.md
9
+ Author-email: Nikodym <admin@nxlabs.cl>
10
+ License-Expression: Apache-2.0
11
+ License-File: LICENSE
12
+ Keywords: cmf,credit-risk,ecl,ifrs9,provisioning,scorecard
13
+ Classifier: Development Status :: 3 - Alpha
14
+ Classifier: Intended Audience :: Financial and Insurance Industry
15
+ Classifier: License :: OSI Approved :: Apache Software License
16
+ Classifier: Programming Language :: Python :: 3.11
17
+ Classifier: Programming Language :: Python :: 3.12
18
+ Classifier: Programming Language :: Python :: 3.13
19
+ Classifier: Topic :: Scientific/Engineering
20
+ Classifier: Typing :: Typed
21
+ Requires-Python: >=3.11
22
+ Requires-Dist: jinja2>=3.1
23
+ Requires-Dist: joblib>=1.3
24
+ Requires-Dist: numpy>=1.22
25
+ Requires-Dist: pandas>=2.0
26
+ Requires-Dist: pandera>=0.24
27
+ Requires-Dist: pyarrow>=14
28
+ Requires-Dist: pydantic>=2.5
29
+ Requires-Dist: pyyaml>=6.0
30
+ Provides-Extra: ai
31
+ Requires-Dist: anthropic>=0.40; extra == 'ai'
32
+ Provides-Extra: all
33
+ Requires-Dist: anthropic>=0.40; extra == 'all'
34
+ Requires-Dist: catboost>=1.2; extra == 'all'
35
+ Requires-Dist: fastapi>=0.110; extra == 'all'
36
+ Requires-Dist: hydra-core>=1.3; extra == 'all'
37
+ Requires-Dist: lifelines>=0.28; extra == 'all'
38
+ Requires-Dist: lightgbm>=4.0; extra == 'all'
39
+ Requires-Dist: llvmlite>=0.43; extra == 'all'
40
+ Requires-Dist: matplotlib>=3.7; extra == 'all'
41
+ Requires-Dist: mlflow>=2.10; extra == 'all'
42
+ Requires-Dist: numba>=0.60; extra == 'all'
43
+ Requires-Dist: omegaconf>=2.3; extra == 'all'
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+ Requires-Dist: openpyxl>=3.1; extra == 'all'
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+ Requires-Dist: optbinning>=0.19; extra == 'all'
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+ Requires-Dist: optuna>=3.5; extra == 'all'
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+ Requires-Dist: plotly>=5.0; extra == 'all'
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+ Requires-Dist: pmdarima>=2.0; extra == 'all'
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+ Requires-Dist: polars>=0.20; extra == 'all'
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+ Requires-Dist: python-multipart>=0.0.9; extra == 'all'
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+ Requires-Dist: scikit-learn>=1.6; extra == 'all'
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+ Requires-Dist: scipy>=1.10; extra == 'all'
53
+ Requires-Dist: shap>=0.44; extra == 'all'
54
+ Requires-Dist: statsmodels>=0.14; extra == 'all'
55
+ Requires-Dist: uvicorn>=0.29; extra == 'all'
56
+ Requires-Dist: xgboost>=2.0; extra == 'all'
57
+ Provides-Extra: catboost
58
+ Requires-Dist: catboost>=1.2; extra == 'catboost'
59
+ Requires-Dist: scikit-learn>=1.6; extra == 'catboost'
60
+ Provides-Extra: excel
61
+ Requires-Dist: openpyxl>=3.1; extra == 'excel'
62
+ Provides-Extra: explain
63
+ Requires-Dist: llvmlite>=0.43; extra == 'explain'
64
+ Requires-Dist: matplotlib>=3.7; extra == 'explain'
65
+ Requires-Dist: numba>=0.60; extra == 'explain'
66
+ Requires-Dist: shap>=0.44; extra == 'explain'
67
+ Provides-Extra: forecasting
68
+ Requires-Dist: pmdarima>=2.0; extra == 'forecasting'
69
+ Requires-Dist: statsmodels>=0.14; extra == 'forecasting'
70
+ Provides-Extra: lightgbm
71
+ Requires-Dist: lightgbm>=4.0; extra == 'lightgbm'
72
+ Requires-Dist: scikit-learn>=1.6; extra == 'lightgbm'
73
+ Provides-Extra: ml
74
+ Requires-Dist: scikit-learn>=1.6; extra == 'ml'
75
+ Provides-Extra: polars
76
+ Requires-Dist: polars>=0.20; extra == 'polars'
77
+ Provides-Extra: report
78
+ Requires-Dist: matplotlib>=3.7; extra == 'report'
79
+ Requires-Dist: plotly>=5.0; extra == 'report'
80
+ Provides-Extra: scoring
81
+ Requires-Dist: optbinning>=0.19; extra == 'scoring'
82
+ Requires-Dist: scikit-learn>=1.6; extra == 'scoring'
83
+ Requires-Dist: scipy>=1.10; extra == 'scoring'
84
+ Requires-Dist: statsmodels>=0.14; extra == 'scoring'
85
+ Provides-Extra: survival
86
+ Requires-Dist: lifelines>=0.28; extra == 'survival'
87
+ Provides-Extra: sweep
88
+ Requires-Dist: hydra-core>=1.3; extra == 'sweep'
89
+ Requires-Dist: omegaconf>=2.3; extra == 'sweep'
90
+ Provides-Extra: tracking
91
+ Requires-Dist: mlflow>=2.10; extra == 'tracking'
92
+ Provides-Extra: tuning
93
+ Requires-Dist: optuna>=3.5; extra == 'tuning'
94
+ Provides-Extra: ui
95
+ Requires-Dist: fastapi>=0.110; extra == 'ui'
96
+ Requires-Dist: openpyxl>=3.1; extra == 'ui'
97
+ Requires-Dist: python-multipart>=0.0.9; extra == 'ui'
98
+ Requires-Dist: uvicorn>=0.29; extra == 'ui'
99
+ Provides-Extra: xgboost
100
+ Requires-Dist: scikit-learn>=1.6; extra == 'xgboost'
101
+ Requires-Dist: xgboost>=2.0; extra == 'xgboost'
102
+ Description-Content-Type: text/markdown
103
+
104
+ # Nikodym RiskLib
105
+
106
+ [![PyPI](https://img.shields.io/pypi/v/nikodym.svg)](https://pypi.org/project/nikodym/)
107
+ [![Python](https://img.shields.io/pypi/pyversions/nikodym.svg)](https://pypi.org/project/nikodym/)
108
+ [![License: Apache-2.0](https://img.shields.io/badge/license-Apache--2.0-blue.svg)](LICENSE)
109
+ [![CI](https://github.com/nexolabs-gh/nikodym/actions/workflows/ci.yml/badge.svg)](https://github.com/nexolabs-gh/nikodym/actions/workflows/ci.yml)
110
+
111
+ Librería Python **open-source (Apache-2.0)** de riesgo de crédito **integral**:
112
+ scoring/scorecards, backends ML, provisiones **CMF (Chile)** e **IFRS 9/ECL**, forward-looking
113
+ y stress testing. Todo en un motor **reproducible por construcción** y con gobernanza
114
+ (model card + audit-trail) automática. Paquete: `nikodym`.
115
+
116
+ > **Estado: pre-1.0 (0.9.x).** El motor V1 está completo y verde; la API pública sigue
117
+ > versionada como **0.x honesto** (SemVer): puede cambiar hasta la 1.0. Las superficies que aún
118
+ > crecen (resultados/overlay/métricas/orquestación) están marcadas como experimentales.
119
+
120
+ ## Qué hace
121
+
122
+ - **Scorecard (F1)**: binning/WoE con monotonía (optbinning), selección, regresión logística,
123
+ scorecard escalado, calibración y métricas de desempeño (AUC/KS/Gini) y estabilidad (PSI/CSI).
124
+ - **Backends ML (F2)**: XGBoost, LightGBM, CatBoost y tuning (Optuna) como *extras* selectivos,
125
+ con explicabilidad (SHAP) opcional.
126
+ - **Provisiones**: motores **CMF (Chile)** e **IFRS 9/ECL** separados; la provisión es el
127
+ **máximo** de ambos (piso prudencial).
128
+ - **Forward-looking & stress testing**: proyección macroeconómica y escenarios.
129
+ - **Reproducibilidad total**: `(datos + config + semilla) → resultado idéntico`, con *lineage
130
+ bundle* (git SHA + hash de datos + config + semilla + `uv.lock`) en cada corrida.
131
+
132
+ ## Instalación
133
+
134
+ ```bash
135
+ pip install nikodym # núcleo base (config, Study, lineage)
136
+ pip install 'nikodym[scoring]' # MVP scorecard (optbinning + statsmodels + sklearn>=1.6)
137
+ pip install 'nikodym[all]' # todo lo redistribuible (sin copyleft)
138
+ ```
139
+
140
+ Requiere Python ≥ 3.11. El núcleo base es liviano: `import nikodym` **no** arrastra el stack ML;
141
+ los backends pesados viven tras *extras* opcionales con import perezoso.
142
+
143
+ ## Quickstart
144
+
145
+ El experimento es un `NikodymConfig` declarativo; `nikodym.run(config)` lo ejecuta de extremo a
146
+ extremo (binning → selección → modelo → scorecard → calibración → desempeño → estabilidad) y
147
+ devuelve un `Study` reproducible. Este ejemplo usa el **preset estándar F1** sobre un dataset
148
+ sintético de consumo, así corre sin rellenar ningún campo:
149
+
150
+ ```python
151
+ from pathlib import Path
152
+ from tempfile import mkdtemp
153
+
154
+ import nikodym
155
+ from nikodym.core.config import NikodymConfig
156
+ from nikodym.ui.datasets import materialize
157
+ from nikodym.ui.presets import standard_preset
158
+
159
+ # 1. Materializa el dataset sintético de consumo (determinista) en un workdir temporal.
160
+ workdir = Path(mkdtemp(prefix="nikodym-quickstart-"))
161
+ preset = standard_preset()
162
+ data_path = materialize(preset["dataset_id"], workdir=workdir)
163
+
164
+ # 2. Toma el config F1 curado y apúntalo al archivo de datos recién materializado.
165
+ cfg_dict = preset["config"]
166
+ cfg_dict["data"]["load"]["source"] = str(data_path)
167
+ config = NikodymConfig.model_validate(cfg_dict)
168
+
169
+ # 3. Ejecuta la corrida completa y verifica el estado.
170
+ study = nikodym.run(config)
171
+ assert study.run_context.status == "done"
172
+
173
+ # 4. Accede a los resultados namespaced por dominio/clave.
174
+ scorecard = study.artifacts.get("scorecard", "scorecard") # tabla del scorecard
175
+ metrics = study.artifacts.get("performance", "discriminant_metrics") # AUC/KS/Gini por partición
176
+ print(metrics)
177
+ ```
178
+
179
+ `nikodym.run` es *fail-loud pero no explosivo*: ante un fallo devuelve el `Study` **parcial** con
180
+ `study.run_context.status == "failed"` (el error vive en el audit-trail y el lineage, no se
181
+ silencia). El consumidor por código **debe** chequear `study.run_context.status` antes de usar los
182
+ resultados.
183
+
184
+ ## Principios de diseño
185
+
186
+ - **Reproducibilidad total**: misma entrada → resultado byte-idéntico, con lineage completo.
187
+ - **Gobernanza por construcción** (SR 11-7): *model card* y *audit-trail* automáticos.
188
+ - **Config declarativo** (Pydantic v2): *el config ES el experimento*.
189
+ - **Núcleo liviano**: los backends pesados van tras *extras* con import perezoso.
190
+ - **CMF ≠ IFRS 9**: dos motores separados; la provisión es el máximo (piso prudencial).
191
+
192
+ ## Documentación
193
+
194
+ Guía completa (conceptos, referencia de `run`/`Study`/`NikodymConfig`) en el
195
+ [sitio de documentación](https://github.com/nexolabs-gh/nikodym#readme). El `CHANGELOG.md`
196
+ registra los cambios por versión.
197
+
198
+ ## Desarrollo
199
+
200
+ El proyecto usa [uv](https://docs.astral.sh/uv/) + hatchling, con layout `src/`.
201
+
202
+ ```bash
203
+ uv sync # entorno completo (grupo dev: test/lint/docs)
204
+ uv run ruff check . && uv run ruff format --check .
205
+ uv run mypy # type-check estricto de todo el paquete
206
+ uv run pytest # suite de tests
207
+ ```
208
+
209
+ ## Licencia
210
+
211
+ [Apache-2.0](LICENSE). Sin dependencias copyleft (GPL/LGPL/AGPL) en el wheel.
@@ -0,0 +1,108 @@
1
+ # Nikodym RiskLib
2
+
3
+ [![PyPI](https://img.shields.io/pypi/v/nikodym.svg)](https://pypi.org/project/nikodym/)
4
+ [![Python](https://img.shields.io/pypi/pyversions/nikodym.svg)](https://pypi.org/project/nikodym/)
5
+ [![License: Apache-2.0](https://img.shields.io/badge/license-Apache--2.0-blue.svg)](LICENSE)
6
+ [![CI](https://github.com/nexolabs-gh/nikodym/actions/workflows/ci.yml/badge.svg)](https://github.com/nexolabs-gh/nikodym/actions/workflows/ci.yml)
7
+
8
+ Librería Python **open-source (Apache-2.0)** de riesgo de crédito **integral**:
9
+ scoring/scorecards, backends ML, provisiones **CMF (Chile)** e **IFRS 9/ECL**, forward-looking
10
+ y stress testing. Todo en un motor **reproducible por construcción** y con gobernanza
11
+ (model card + audit-trail) automática. Paquete: `nikodym`.
12
+
13
+ > **Estado: pre-1.0 (0.9.x).** El motor V1 está completo y verde; la API pública sigue
14
+ > versionada como **0.x honesto** (SemVer): puede cambiar hasta la 1.0. Las superficies que aún
15
+ > crecen (resultados/overlay/métricas/orquestación) están marcadas como experimentales.
16
+
17
+ ## Qué hace
18
+
19
+ - **Scorecard (F1)**: binning/WoE con monotonía (optbinning), selección, regresión logística,
20
+ scorecard escalado, calibración y métricas de desempeño (AUC/KS/Gini) y estabilidad (PSI/CSI).
21
+ - **Backends ML (F2)**: XGBoost, LightGBM, CatBoost y tuning (Optuna) como *extras* selectivos,
22
+ con explicabilidad (SHAP) opcional.
23
+ - **Provisiones**: motores **CMF (Chile)** e **IFRS 9/ECL** separados; la provisión es el
24
+ **máximo** de ambos (piso prudencial).
25
+ - **Forward-looking & stress testing**: proyección macroeconómica y escenarios.
26
+ - **Reproducibilidad total**: `(datos + config + semilla) → resultado idéntico`, con *lineage
27
+ bundle* (git SHA + hash de datos + config + semilla + `uv.lock`) en cada corrida.
28
+
29
+ ## Instalación
30
+
31
+ ```bash
32
+ pip install nikodym # núcleo base (config, Study, lineage)
33
+ pip install 'nikodym[scoring]' # MVP scorecard (optbinning + statsmodels + sklearn>=1.6)
34
+ pip install 'nikodym[all]' # todo lo redistribuible (sin copyleft)
35
+ ```
36
+
37
+ Requiere Python ≥ 3.11. El núcleo base es liviano: `import nikodym` **no** arrastra el stack ML;
38
+ los backends pesados viven tras *extras* opcionales con import perezoso.
39
+
40
+ ## Quickstart
41
+
42
+ El experimento es un `NikodymConfig` declarativo; `nikodym.run(config)` lo ejecuta de extremo a
43
+ extremo (binning → selección → modelo → scorecard → calibración → desempeño → estabilidad) y
44
+ devuelve un `Study` reproducible. Este ejemplo usa el **preset estándar F1** sobre un dataset
45
+ sintético de consumo, así corre sin rellenar ningún campo:
46
+
47
+ ```python
48
+ from pathlib import Path
49
+ from tempfile import mkdtemp
50
+
51
+ import nikodym
52
+ from nikodym.core.config import NikodymConfig
53
+ from nikodym.ui.datasets import materialize
54
+ from nikodym.ui.presets import standard_preset
55
+
56
+ # 1. Materializa el dataset sintético de consumo (determinista) en un workdir temporal.
57
+ workdir = Path(mkdtemp(prefix="nikodym-quickstart-"))
58
+ preset = standard_preset()
59
+ data_path = materialize(preset["dataset_id"], workdir=workdir)
60
+
61
+ # 2. Toma el config F1 curado y apúntalo al archivo de datos recién materializado.
62
+ cfg_dict = preset["config"]
63
+ cfg_dict["data"]["load"]["source"] = str(data_path)
64
+ config = NikodymConfig.model_validate(cfg_dict)
65
+
66
+ # 3. Ejecuta la corrida completa y verifica el estado.
67
+ study = nikodym.run(config)
68
+ assert study.run_context.status == "done"
69
+
70
+ # 4. Accede a los resultados namespaced por dominio/clave.
71
+ scorecard = study.artifacts.get("scorecard", "scorecard") # tabla del scorecard
72
+ metrics = study.artifacts.get("performance", "discriminant_metrics") # AUC/KS/Gini por partición
73
+ print(metrics)
74
+ ```
75
+
76
+ `nikodym.run` es *fail-loud pero no explosivo*: ante un fallo devuelve el `Study` **parcial** con
77
+ `study.run_context.status == "failed"` (el error vive en el audit-trail y el lineage, no se
78
+ silencia). El consumidor por código **debe** chequear `study.run_context.status` antes de usar los
79
+ resultados.
80
+
81
+ ## Principios de diseño
82
+
83
+ - **Reproducibilidad total**: misma entrada → resultado byte-idéntico, con lineage completo.
84
+ - **Gobernanza por construcción** (SR 11-7): *model card* y *audit-trail* automáticos.
85
+ - **Config declarativo** (Pydantic v2): *el config ES el experimento*.
86
+ - **Núcleo liviano**: los backends pesados van tras *extras* con import perezoso.
87
+ - **CMF ≠ IFRS 9**: dos motores separados; la provisión es el máximo (piso prudencial).
88
+
89
+ ## Documentación
90
+
91
+ Guía completa (conceptos, referencia de `run`/`Study`/`NikodymConfig`) en el
92
+ [sitio de documentación](https://github.com/nexolabs-gh/nikodym#readme). El `CHANGELOG.md`
93
+ registra los cambios por versión.
94
+
95
+ ## Desarrollo
96
+
97
+ El proyecto usa [uv](https://docs.astral.sh/uv/) + hatchling, con layout `src/`.
98
+
99
+ ```bash
100
+ uv sync # entorno completo (grupo dev: test/lint/docs)
101
+ uv run ruff check . && uv run ruff format --check .
102
+ uv run mypy # type-check estricto de todo el paquete
103
+ uv run pytest # suite de tests
104
+ ```
105
+
106
+ ## Licencia
107
+
108
+ [Apache-2.0](LICENSE). Sin dependencias copyleft (GPL/LGPL/AGPL) en el wheel.