nirvana-quant 1.0.2__tar.gz → 1.0.3__tar.gz

{nirvana_quant-1.0.2 → nirvana_quant-1.0.3}/PKG-INFO

@@ -1,11 +1,9 @@
 Metadata-Version: 2.4
 Name: nirvana-quant
-Version: 1.0.2
+Version: 1.0.3
 Summary: Nirvana: Chrono-Cancer Meta-Architecture for High-Dimensional Cyclical Time-Series & Dynamical Network Analysis
 Home-page: https://github.com/yinyusi65/nirvana-quant
 Author: yinyusi65
-Project-URL: Homepage, https://github.com/yinyusi65/nirvana-quant
-Project-URL: Bug Tracker, https://github.com/yinyusi65/nirvana-quant/issues
 Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent

{nirvana_quant-1.0.2 → nirvana_quant-1.0.3}/nirvana/__init__.py

@@ -1,76 +1,78 @@
-"""
-NIRVANA: Chrono-Cancer Meta-Architecture for High-Dimensional Financial Risk & Network Dynamics
-================================================================================================
-A causal, manifold-based quantitative engine for financial time-series, volatility spillover,
-and systemic risk analysis across interconnected banking systems.
-
-Author: yinyusi65 & Nirvana Quant Team
-License: MIT / Academic Research
-"""
-
-__version__ = "1.0.2"
-
-from .manifold import Base12Manifold, FractionalBase12Manifold, DualClockCoordinates
-from .kalman import CausalOnlineKalman, MultivariateCausalKalman, CausalKalmanTVPRegressor
-from .tree import NirvanaTreeEngine, TrainingSample
-from .network import (
-    NirvanaConnectedness,
-    SystemicRiskReport,
-    DynamicSystemicRiskReport,
-    DEFAULT_ASSET_WEIGHTS,
-    DEFAULT_EXCHANGE_BANDS,
-)
-from .multiplex import MultiplexNetworkEngine
-from .multiverse import MultiverseReconstructor
-from .volatility import compute_parkinson, compute_garman_klass, compute_yang_zhang
-from .static import (
-    NirvanaStaticBooster,
-    StaticEconometricReport,
-    NirvanaTreeRegressor,
-    NirvanaTwoStageRegressor,
-    parse_formula,
-)
-from .stata import stata_regress, StataRegressionResult, stata_summarize, stata_pwcorr
-from .proof import (
-    prove_phase2_variable,
-    Phase2MultiverseProofReport,
-    rank_phase2_discovered_variables,
-    Phase2RankedVariablesReport,
-    DiscoveredVariableItem,
-)
-from . import domains
-
-__all__ = [
-    "Base12Manifold",
-    "FractionalBase12Manifold",
-    "DualClockCoordinates",
-    "CausalOnlineKalman",
-    "MultivariateCausalKalman",
-    "NirvanaTreeEngine",
-    "TrainingSample",
-    "NirvanaStaticBooster",
-    "StaticEconometricReport",
-    "NirvanaTreeRegressor",
-    "NirvanaTwoStageRegressor",
-    "parse_formula",
-    "stata_regress",
-    "StataRegressionResult",
-    "stata_summarize",
-    "stata_pwcorr",
-    "prove_phase2_variable",
-    "Phase2MultiverseProofReport",
-    "rank_phase2_discovered_variables",
-    "Phase2RankedVariablesReport",
-    "DiscoveredVariableItem",
-    "NirvanaConnectedness",
-    "SystemicRiskReport",
-    "DynamicSystemicRiskReport",
-    "DEFAULT_ASSET_WEIGHTS",
-    "DEFAULT_EXCHANGE_BANDS",
-    "MultiplexNetworkEngine",
-    "MultiverseReconstructor",
-    "compute_parkinson",
-    "compute_garman_klass",
-    "compute_yang_zhang",
-    "domains",
-]
+"""
+NIRVANA: Chrono-Cancer Meta-Architecture for High-Dimensional Financial Risk & Network Dynamics
+================================================================================================
+A causal, manifold-based quantitative engine for financial time-series, volatility spillover,
+and systemic risk analysis across interconnected banking systems.
+
+Author: yinyusi65 & Nirvana Quant Team
+License: MIT / Academic Research
+"""
+
+__version__ = "1.0.3"
+
+from .manifold import Base12Manifold, FractionalBase12Manifold, DualClockCoordinates
+from .kalman import CausalOnlineKalman, MultivariateCausalKalman, CausalKalmanTVPRegressor
+from .tree import NirvanaTreeEngine, TrainingSample
+from .ensemble import NirvanaPyramidEnsemble
+from .network import (
+    NirvanaConnectedness,
+    SystemicRiskReport,
+    DynamicSystemicRiskReport,
+    DEFAULT_ASSET_WEIGHTS,
+    DEFAULT_EXCHANGE_BANDS,
+)
+from .multiplex import MultiplexNetworkEngine
+from .multiverse import MultiverseReconstructor
+from .volatility import compute_parkinson, compute_garman_klass, compute_yang_zhang
+from .static import (
+    NirvanaStaticBooster,
+    StaticEconometricReport,
+    NirvanaTreeRegressor,
+    NirvanaTwoStageRegressor,
+    parse_formula,
+)
+from .stata import stata_regress, StataRegressionResult, stata_summarize, stata_pwcorr
+from .proof import (
+    prove_phase2_variable,
+    Phase2MultiverseProofReport,
+    rank_phase2_discovered_variables,
+    Phase2RankedVariablesReport,
+    DiscoveredVariableItem,
+)
+from . import domains
+
+__all__ = [
+    "Base12Manifold",
+    "FractionalBase12Manifold",
+    "DualClockCoordinates",
+    "CausalOnlineKalman",
+    "MultivariateCausalKalman",
+    "NirvanaTreeEngine",
+    "TrainingSample",
+    "NirvanaPyramidEnsemble",
+    "NirvanaStaticBooster",
+    "StaticEconometricReport",
+    "NirvanaTreeRegressor",
+    "NirvanaTwoStageRegressor",
+    "parse_formula",
+    "stata_regress",
+    "StataRegressionResult",
+    "stata_summarize",
+    "stata_pwcorr",
+    "prove_phase2_variable",
+    "Phase2MultiverseProofReport",
+    "rank_phase2_discovered_variables",
+    "Phase2RankedVariablesReport",
+    "DiscoveredVariableItem",
+    "NirvanaConnectedness",
+    "SystemicRiskReport",
+    "DynamicSystemicRiskReport",
+    "DEFAULT_ASSET_WEIGHTS",
+    "DEFAULT_EXCHANGE_BANDS",
+    "MultiplexNetworkEngine",
+    "MultiverseReconstructor",
+    "compute_parkinson",
+    "compute_garman_klass",
+    "compute_yang_zhang",
+    "domains",
+]

nirvana_quant-1.0.3/nirvana/ensemble/__init__.py

@@ -0,0 +1,7 @@
+"""
+Nirvana Ensemble Subpackage.
+"""
+
+from nirvana.ensemble.pyramid import NirvanaPyramidEnsemble
+
+__all__ = ["NirvanaPyramidEnsemble"]

nirvana_quant-1.0.3/nirvana/ensemble/pyramid.py

@@ -0,0 +1,106 @@
+"""
+Nirvana Ensemble Module: Multi-Scale Pyramid and Advanced Ensembling Architecture.
+"""
+
+from typing import Dict, List, Optional, Union
+import numpy as np
+import pandas as pd
+from sklearn.base import BaseEstimator, RegressorMixin
+
+from nirvana.static import NirvanaTreeRegressor
+
+
+class NirvanaPyramidEnsemble(BaseEstimator, RegressorMixin):
+    """
+    KIM TỰ THÁP ĐA TẦNG NIRVANA (MULTI-SCALE PYRAMID ENSEMBLE)
+    
+    Quét dải quang phổ độ sâu từ vĩ mô (Tầng 8) đến vi mô cực hạn (Tầng 18)
+    nhằm triệt tiêu nhiễu và chiết xuất các đặc trưng kích hoạt van phi tuyến
+    cho các mô hình sau huấn luyện (Downstream Models).
+    """
+
+    def __init__(
+        self,
+        depth_schedule: Optional[Dict[int, int]] = None,
+        subsample_ratio: float = 0.85,
+        apoptosis_start_depth: int = 6,
+        cancer_sensitivity: float = 1.0,
+        random_state: int = 42,
+    ):
+        if depth_schedule is None:
+            self.depth_schedule = {
+                8: 25, 9: 25, 10: 25,    # Vĩ mô cốt lõi: Neo giữ xu hướng chính
+                11: 15, 12: 15, 13: 15,  # Vùng bùng nổ phương sai Nirvana
+                14: 10, 15: 10, 16: 10,  # Vùng biên thử nghiệm
+                17: 5, 18: 5             # Vi mô cực hạn: Bắt tín hiệu đuôi rủi ro
+            }
+        else:
+            self.depth_schedule = depth_schedule
+
+        self.subsample_ratio = subsample_ratio
+        self.apoptosis_start_depth = apoptosis_start_depth
+        self.cancer_sensitivity = cancer_sensitivity
+        self.random_state = random_state
+
+        self.trees_: List[NirvanaTreeRegressor] = []
+        self.tree_depths_: List[int] = []
+
+    def fit(self, X: Union[np.ndarray, pd.DataFrame], y: Union[np.ndarray, pd.Series]):
+        """Huấn luyện quần thể cây đa tầng trên các mẫu con Bootstrap."""
+        X_mat = getattr(X, "values", X)
+        y_vec = getattr(y, "values", y)
+        X_mat = np.asarray(X_mat, dtype=float)
+        y_vec = np.asarray(y_vec, dtype=float).ravel()
+
+        np.random.seed(self.random_state)
+        n_samples = len(X_mat)
+        sub_size = max(4, int(self.subsample_ratio * n_samples))
+
+        self.trees_ = []
+        self.tree_depths_ = []
+
+        for depth, n_loops in sorted(self.depth_schedule.items()):
+            for _ in range(n_loops):
+                boot_idx = np.random.choice(n_samples, size=sub_size, replace=True)
+                tree = NirvanaTreeRegressor(
+                    max_depth=depth,
+                    apoptosis_start_depth=self.apoptosis_start_depth,
+                    cancer_sensitivity=self.cancer_sensitivity,
+                )
+                tree.fit(X_mat[boot_idx], y_vec[boot_idx])
+                self.trees_.append(tree)
+                self.tree_depths_.append(depth)
+
+        return self
+
+    def predict(self, X: Union[np.ndarray, pd.DataFrame]) -> np.ndarray:
+        """Dự báo trung bình cộng từ toàn bộ quần thể cây kim tự tháp."""
+        X_mat = getattr(X, "values", X)
+        X_mat = np.asarray(X_mat, dtype=float)
+        all_preds = np.array([tree.predict(X_mat) for tree in self.trees_])
+        return np.mean(all_preds, axis=0)
+
+    def extract_valve_features(self, X: Union[np.ndarray, pd.DataFrame]) -> pd.DataFrame:
+        """
+        Chiết xuất ma trận đặc trưng van đa tầng cho các mô hình giai đoạn 2.
+        Xuất ra: (Kỳ vọng tín hiệu Mean, Độ bất định tín hiệu Uncertainty) ứng với từng tầng độ sâu.
+        """
+        X_mat = getattr(X, "values", X)
+        X_mat = np.asarray(X_mat, dtype=float)
+        all_preds = np.array([tree.predict(X_mat) for tree in self.trees_])
+
+        valve_features = []
+        feature_names = []
+        unique_depths = sorted(list(set(self.tree_depths_)))
+
+        for d in unique_depths:
+            d_indices = [i for i, depth in enumerate(self.tree_depths_) if depth == d]
+            depth_mean = np.mean(all_preds[d_indices], axis=0)
+            depth_var = np.var(all_preds[d_indices], axis=0)
+
+            valve_features.append(depth_mean)
+            valve_features.append(depth_var)
+            feature_names.append(f"Valve_Depth_{d}_Mean")
+            feature_names.append(f"Valve_Depth_{d}_Uncertainty")
+
+        return pd.DataFrame(np.array(valve_features).T, columns=feature_names)

{nirvana_quant-1.0.2 → nirvana_quant-1.0.3}/nirvana_quant.egg-info/PKG-INFO

@@ -1,11 +1,9 @@
 Metadata-Version: 2.4
 Name: nirvana-quant
-Version: 1.0.2
+Version: 1.0.3
 Summary: Nirvana: Chrono-Cancer Meta-Architecture for High-Dimensional Cyclical Time-Series & Dynamical Network Analysis
 Home-page: https://github.com/yinyusi65/nirvana-quant
 Author: yinyusi65
-Project-URL: Homepage, https://github.com/yinyusi65/nirvana-quant
-Project-URL: Bug Tracker, https://github.com/yinyusi65/nirvana-quant/issues
 Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent

{nirvana_quant-1.0.2 → nirvana_quant-1.0.3}/nirvana_quant.egg-info/SOURCES.txt

@@ -19,6 +19,8 @@ nirvana/domains/consumer.py
 nirvana/domains/cybersecurity.py
 nirvana/domains/substitute.py
 nirvana/domains/supply_chain.py
+nirvana/ensemble/__init__.py
+nirvana/ensemble/pyramid.py
 nirvana/experimental/__init__.py
 nirvana/experimental/multiverse_invariance.py
 nirvana_quant/__init__.py

{nirvana_quant-1.0.2 → nirvana_quant-1.0.3}/pyproject.toml

@@ -1,33 +1,30 @@
-[build-system]
-requires = ["setuptools>=61.0", "wheel"]
-build-backend = "setuptools.build_meta"
-
-[project]
-name = "nirvana-quant"
-version = "1.0.2"
-authors = [
-  { name="yinyusi65" },
-]
-description = "Nirvana: Chrono-Cancer Meta-Architecture for High-Dimensional Cyclical Time-Series & Dynamical Network Analysis"
-readme = "README.md"
-requires-python = ">=3.9"
-classifiers = [
-    "Programming Language :: Python :: 3",
-    "License :: OSI Approved :: MIT License",
-    "Operating System :: OS Independent",
-    "Topic :: Scientific/Engineering :: Mathematics",
-    "Topic :: Scientific/Engineering :: Information Analysis",
-]
-dependencies = [
-    "numpy>=1.22.0,<2.3.0",
-    "pandas>=1.4.0,<3.0.0",
-    "scipy>=1.8.0",
-]
-
-[project.urls]
-"Homepage" = "https://github.com/yinyusi65/nirvana-quant"
-"Bug Tracker" = "https://github.com/yinyusi65/nirvana-quant/issues"
-
-[tool.setuptools.packages.find]
-include = ["nirvana*"]
-
+[build-system]
+requires = ["setuptools>=61.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "nirvana-quant"
+version = "1.0.3"
+authors = [
+  { name="yinyusi65" },
+]
+description = "Nirvana: Chrono-Cancer Meta-Architecture for High-Dimensional Cyclical Time-Series & Dynamical Network Analysis"
+readme = "README.md"
+requires-python = ">=3.9"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Topic :: Scientific/Engineering :: Mathematics",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+]
+dependencies = [
+    "numpy>=1.22.0,<2.3.0",
+    "pandas>=1.4.0,<3.0.0",
+    "scipy>=1.8.0",
+]
+
+[tool.setuptools.packages.find]
+where = ["."]
+include = ["nirvana*", "nirvana_quant*"]
+exclude = ["tests*", "docs*", "scratch*"]