sovai 0.2.78__tar.gz → 0.2.80__tar.gz

{sovai-0.2.78 → sovai-0.2.80}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sovai
-Version: 0.2.78
+Version: 0.2.80
 Summary: python for asset management
 License: Proprietary License
 License-File: LICENSE

{sovai-0.2.78 → sovai-0.2.80}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [project]
 name = "sovai"
-version = "0.2.78"
+version = "0.2.80"
 description = "python for asset management"
 authors = [
     {name = "Derek Snow", email = "d.snow@outlook.com"}

sovai-0.2.80/sovai/compat.py

@@ -0,0 +1,72 @@
+"""
+SDK-side compatibility checker.
+
+On first API call, reads server response headers to detect version deprecation
+warnings. Never crashes -- degraded functionality is better than no functionality.
+"""
+from __future__ import annotations
+
+import logging
+import warnings
+from typing import Optional
+
+logger = logging.getLogger(__name__)
+
+# Module-level flag so we warn at most once per process
+_COMPAT_CHECKED: bool = False
+_DEPRECATION_WARNING_SHOWN: bool = False
+
+
+def get_sdk_version() -> str:
+    """Return the installed SDK version, falling back to '0.0.0'."""
+    try:
+        from importlib.metadata import version as _pkg_version
+        return _pkg_version("sovai")
+    except Exception:
+        return "0.0.0"
+
+
+def check_response_compat(response_headers: dict[str, str]) -> None:
+    """
+    Inspect server response headers for SDK compatibility signals.
+
+    Called after every API response. Emits at most one user-facing warning
+    per process lifetime to avoid log spam.
+
+    Headers checked:
+        X-SDK-Deprecation-Warning  -- soft warning, SDK is below recommended
+        X-SDK-Upgrade-Required     -- hard signal, SDK is critically outdated
+    """
+    global _COMPAT_CHECKED, _DEPRECATION_WARNING_SHOWN
+
+    deprecation_msg: Optional[str] = response_headers.get("X-SDK-Deprecation-Warning")
+    upgrade_msg: Optional[str] = response_headers.get("X-SDK-Upgrade-Required")
+
+    if upgrade_msg and not _DEPRECATION_WARNING_SHOWN:
+        _DEPRECATION_WARNING_SHOWN = True
+        warnings.warn(
+            f"[sovai] SDK upgrade required: {upgrade_msg}. "
+            f"Run: pip install --upgrade sovai",
+            UserWarning,
+            stacklevel=3,
+        )
+        logger.warning("sdk.upgrade_required", extra={"detail": upgrade_msg})
+
+    elif deprecation_msg and not _DEPRECATION_WARNING_SHOWN:
+        _DEPRECATION_WARNING_SHOWN = True
+        warnings.warn(
+            f"[sovai] {deprecation_msg}. "
+            f"Run: pip install --upgrade sovai",
+            DeprecationWarning,
+            stacklevel=3,
+        )
+        logger.info("sdk.deprecation_warning", extra={"detail": deprecation_msg})
+
+    _COMPAT_CHECKED = True
+
+
+def reset_compat_state() -> None:
+    """Reset module state -- useful for testing."""
+    global _COMPAT_CHECKED, _DEPRECATION_WARNING_SHOWN
+    _COMPAT_CHECKED = False
+    _DEPRECATION_WARNING_SHOWN = False

{sovai-0.2.78 → sovai-0.2.80}/sovai/get_data.py

@@ -223,8 +223,16 @@ class ApiRequestHandler:
        self.max_retries = max_retries
        self.backoff_factor = backoff_factor
        self.timeout = timeout
-       self.headers = {"Authorization": f"Bearer {token}"}
+       self.headers: Dict[str, str] = {"Authorization": f"Bearer {token}"}
        self.logger = logger or logging.getLogger(__name__)
+
+       # Inject SDK version header for server-side compatibility checks
+       try:
+           from importlib.metadata import version as _pkg_version
+           sdk_version = _pkg_version("sovai")
+       except Exception:
+           sdk_version = "0.0.0"
+       self.headers["X-SDK-Version"] = sdk_version
    
    def _should_retry(self, exception: Exception, attempt: int) -> bool:
        """
@@ -306,6 +314,14 @@ class ApiRequestHandler:
                )
                response.raise_for_status()
                self.logger.debug(f"Request successful (status: {response.status_code})")
+
+               # Check server compatibility headers (warns at most once per process)
+               try:
+                   from sovai.compat import check_response_compat
+                   check_response_compat(dict(response.headers))
+               except Exception:
+                   pass  # Never let compat checking break data retrieval
+
                return response
                
            except Exception as e:
@@ -447,7 +463,7 @@ ENDPOINT_TO_TICKER = {
 }
 
 # Define endpoint sets for different processing methods
-CLIENT_SIDE_ENDPOINTS_GCS = {
+CLIENT_SIDE_ENDPOINTS_R2 = {
 #    "ratios/relative",
    "market/prices",
    "market/closeadj",
@@ -568,7 +584,7 @@ ENDPOINT_ALIASES = {
 
 # Define handlers for different endpoint types
 ENDPOINT_HANDLERS = [
-   (CLIENT_SIDE_ENDPOINTS_GCS, client_side_frame, "Grabbing GCS client side"),
+   (CLIENT_SIDE_ENDPOINTS_R2, client_side_frame, "Grabbing R2 client side"),
    (CLIENT_SIDE_ENDPOINTS_S3, load_frame_s3, "Grabbing S3 client side"),
    (CLIENT_SIDE_ENDPOINTS_S3_PART_HIGH, load_frame_s3_partitioned_high, "Grabbing S3 Partitioned High client side"),
 ]
@@ -1835,7 +1851,7 @@ This library is designed around several key components:
    different parameters (tickers, date ranges, formats).
 
 2. DATA SOURCE ABSTRACTION:
-   The code abstracts away the complexities of different data sources (GCS, S3, API)
+   The code abstracts away the complexities of different data sources (R2, S3, API)
    through specialized endpoint handlers, allowing for transparent access regardless
    of where the data is stored.
 

sovai-0.2.78/sovai/extensions/change_point_generator copy.py

@@ -1,446 +0,0 @@
-import numpy as np
-import pandas as pd
-from typing import Tuple
-import plotly.graph_objects as go
-from plotly.subplots import make_subplots
-import dash
-from dash import dcc, html
-from dash.dependencies import Input, Output
-import random
-
-random.seed(42)
-np.random.seed(42)
-
-# Your code that uses NumPy's random functions
-# Global dictionary to keep track of apps and their ports
-app_ports = {}
-
-
-def get_unique_port(app_name):
-    global app_ports
-    min_port = 8050  # define the range of ports you want to use
-    max_port = 8099
-
-    if app_name in app_ports:
-        # Return the previously assigned port for this app
-        return app_ports[app_name]
-    else:
-        # Generate a unique port for the new app
-        while True:
-            port = random.randint(min_port, max_port)
-            if (
-                port not in app_ports.values()
-            ):  # check if the port is not already in use
-                app_ports[app_name] = port
-                return port
-
-
-class ImprovedCusumDetector:
-    def __init__(
-        self,
-        window_size_ratio: float = 0.05,
-        threshold_factor: float = 2.5,
-        drift_factor: float = 0.05,
-        min_distance: int = 30,
-        sideways_threshold: float = 0.03,
-        warm_up_period_ratio: float = 0.1,
-    ):
-        self.window_size_ratio = window_size_ratio
-        self.threshold_factor = threshold_factor
-        self.drift_factor = drift_factor
-        self.min_distance = min_distance
-        self.sideways_threshold = sideways_threshold
-        self.warm_up_period_ratio = warm_up_period_ratio
-
-    def detect_changepoints(
-        self, signal: np.ndarray
-    ) -> Tuple[np.ndarray, np.ndarray, np.ndarray, int]:
-        n = len(signal)
-        window_size = max(int(n * self.window_size_ratio), 8)
-        warm_up_period = int(n * self.warm_up_period_ratio)
-
-        ewma = self._calculate_ewma(signal, window_size)
-        z_scores = self._calculate_rolling_z_scores(signal, ewma, window_size)
-        scores, changepoints, trend_codes = self._calculate_two_sided_cusum(
-            signal,
-            z_scores,
-            self.drift_factor,
-            self.threshold_factor,
-            self.min_distance,
-            self.sideways_threshold,
-            warm_up_period,
-        )
-
-        trends = np.where(
-            trend_codes == 1,
-            "Increasing",
-            np.where(trend_codes == -1, "Decreasing", "Sideways"),
-        )
-
-        return changepoints, trends, scores, window_size
-
-    import numba
-    import numpy as np
-
-    @staticmethod
-    @numba.njit(cache=True)
-    def _calculate_ewma(signal, window_size):
-        alpha = 2 / (window_size + 1)
-        ewma = np.zeros_like(signal)
-        ewma[0] = signal[0]
-        for i in range(1, len(signal)):
-            ewma[i] = alpha * signal[i] + (1 - alpha) * ewma[i - 1]
-        return ewma
-
-    @staticmethod
-    @numba.njit(cache=True)
-    def _calculate_rolling_z_scores(signal, ewma, window_size):
-        rolling_var = np.zeros_like(signal)
-        for i in range(window_size, len(signal)):
-            rolling_var[i] = np.var(signal[i - window_size + 1 : i + 1])
-        rolling_std = np.sqrt(rolling_var)
-        z_scores = (signal - ewma) / (rolling_std + 1e-8)
-        return z_scores
-
-    @staticmethod
-    @numba.njit(cache=True)
-    def _calculate_two_sided_cusum(
-        signal,
-        z,
-        drift,
-        threshold_factor,
-        min_distance,
-        sideways_threshold,
-        warm_up_period,
-    ):
-        cs_upper = np.zeros_like(z)
-        cs_lower = np.zeros_like(z)
-        changepoints = []
-        trend_codes = []
-        last_cp = -min_distance
-        for i in range(1, len(z)):
-            if i < warm_up_period:
-                continue
-            cs_upper[i] = max(0, cs_upper[i - 1] + z[i] - drift)
-            cs_lower[i] = min(0, cs_lower[i - 1] + z[i] + drift)
-            if i - last_cp >= min_distance:
-                if cs_upper[i] > threshold_factor * np.sqrt(i):
-                    changepoints.append(i)
-                    trend_codes.append(1)
-                    cs_upper[i] = 0
-                    cs_lower[i] = 0
-                    last_cp = i
-                elif cs_lower[i] < -threshold_factor * np.sqrt(i):
-                    changepoints.append(i)
-                    trend_codes.append(-1)
-                    cs_upper[i] = 0
-                    cs_lower[i] = 0
-                    last_cp = i
-                elif (
-                    i > 0
-                    and abs((signal[i] - signal[last_cp]) / signal[last_cp])
-                    < sideways_threshold
-                ):
-                    changepoints.append(i)
-                    trend_codes.append(0)
-                    cs_upper[i] = 0
-                    cs_lower[i] = 0
-                    last_cp = i
-        return (
-            np.maximum(cs_upper, -cs_lower),
-            np.array(changepoints),
-            np.array(trend_codes),
-        )
-
-def plot_cusum_results(
-    df_signal, signal_array, changepoints, trends, scores, ticker, feature
-):
-    fig = make_subplots(
-        rows=2,
-        cols=1,
-        shared_xaxes=True,
-        vertical_spacing=0.1,
-        subplot_titles=(f"{feature} Over Time for {ticker}", "CUSUM Score"),
-    )
-
-    fig.add_trace(
-        go.Scatter(
-            x=df_signal.index,
-            y=signal_array,
-            mode="lines",
-            line=dict(color="gold", width=2),
-            name=feature,
-        ),
-        row=1,
-        col=1,
-    )
-
-    fig.add_trace(
-        go.Scatter(
-            x=df_signal.index,
-            y=scores,
-            mode="lines",
-            line=dict(color="rgba(30, 144, 255, 0.7)", width=1.5),
-            name="CUSUM Score",
-        ),
-        row=2,
-        col=1,
-    )
-
-    colors = {"Increasing": "lime", "Decreasing": "red", "Sideways": "yellow"}
-    symbols = {
-        "Increasing": "triangle-up",
-        "Decreasing": "triangle-down",
-        "Sideways": "circle",
-    }
-
-    for trend in set(trends):
-        mask = trends == trend
-        fig.add_trace(
-            go.Scatter(
-                x=df_signal.index[changepoints[mask]],
-                y=signal_array[changepoints[mask]],
-                mode="markers",
-                marker=dict(color=colors[trend], size=10, symbol=symbols[trend]),
-                name=f"{trend}",
-            ),
-            row=1,
-            col=1,
-        )
-
-    fig.update_layout(
-        title=f"{feature} Change Point Detection for {ticker}",
-        plot_bgcolor="rgba(0,0,0,0.95)",
-        paper_bgcolor="rgba(0,0,0,0.95)",
-        font=dict(color="white", size=12),
-        autosize=True,
-        legend=dict(
-            orientation="h",
-            yanchor="bottom",
-            y=1.1,
-            xanchor="right",
-            x=1,
-            bgcolor="rgba(0,0,0,0.5)",
-            bordercolor="rgba(255,255,255,0.5)",
-        ),
-        showlegend=True,
-    )
-
-    fig.update_xaxes(title_text="Date", row=2, col=1, gridcolor="rgba(255,255,255,0.2)")
-    fig.update_yaxes(
-        title_text=feature, type="log", row=1, col=1, gridcolor="rgba(255,255,255,0.2)"
-    )
-    fig.update_yaxes(
-        title_text="CUSUM Score", row=2, col=1, gridcolor="rgba(255,255,255,0.2)"
-    )
-
-    for i, (cp, trend) in enumerate(zip(changepoints, trends)):
-        fig.add_annotation(
-            x=df_signal.index[cp],
-            y=signal_array[cp],
-            text=f"{trend[0]} {i+1}",
-            showarrow=False,
-            yshift=10 if trend == "Increasing" else -10,
-            font=dict(color=colors[trend]),
-            row=1,
-            col=1,
-        )
-
-    return fig
-
-
-def run_cusum_dashboard(df_accounting, ticker=None, feature=None):
-    if ticker is None:
-        ticker = df_accounting.index.get_level_values("ticker").unique()[0]
-    if feature is None:
-        feature = df_accounting.columns[0]
-
-    app = dash.Dash(__name__)
-
-    dark_mode_colors = {
-        "background": "#1E1E1E",
-        "text": "#FFFFFF",
-        "plot_bg": "#2B2B2B",
-        "plot_gridlines": "#3A3A3A",
-    }
-
-    app.layout = html.Div(
-        [
-            html.H3(
-                "Financial Metric Change Point Detection",
-                style={
-                    "textAlign": "center",
-                    "marginBottom": "20px",
-                    "paddingTop": "10px",
-                    "color": dark_mode_colors["text"],
-                },
-            ),
-            html.Div(
-                [
-                    html.Div(
-                        [
-                            html.Label(
-                                "Select Ticker:",
-                                style={"color": dark_mode_colors["text"]},
-                            ),
-                            dcc.Dropdown(
-                                id="ticker-dropdown",
-                                options=[
-                                    {"label": t, "value": t}
-                                    for t in df_accounting.index.get_level_values(
-                                        "ticker"
-                                    ).unique()
-                                ],
-                                value=ticker,
-                            ),
-                        ],
-                        style={"width": "48%", "display": "inline-block"},
-                    ),
-                    html.Div(
-                        [
-                            html.Label(
-                                "Select Feature:",
-                                style={"color": dark_mode_colors["text"]},
-                            ),
-                            dcc.Dropdown(
-                                id="feature-dropdown",
-                                options=[
-                                    {"label": col, "value": col}
-                                    for col in df_accounting.columns
-                                ],
-                                value=feature,
-                            ),
-                        ],
-                        style={
-                            "width": "48%",
-                            "float": "right",
-                            "display": "inline-block",
-                        },
-                    ),
-                ],
-                style={"padding": "20px 0px"},
-            ),
-            dcc.Graph(id="cusum-plot", style={"height": "80vh"}),
-        ],
-        style={
-            "padding": "0 20px",
-            "margin": "0 auto",
-            "backgroundColor": dark_mode_colors["background"],
-        },
-    )
-
-    @app.callback(
-        Output("cusum-plot", "figure"),
-        [Input("ticker-dropdown", "value"), Input("feature-dropdown", "value")],
-    )
-    def update_graph(selected_ticker, selected_feature):
-        df_signal = (
-            df_accounting.query(f"ticker == '{selected_ticker}'")
-            .reset_index()
-            .set_index("date")[selected_feature]
-        )
-        signal_array = df_signal.values
-        detector = ImprovedCusumDetector()
-        changepoints, trends, scores, window_size = detector.detect_changepoints(
-            signal_array
-        )
-        fig = plot_cusum_results(
-            df_signal,
-            signal_array,
-            changepoints,
-            trends,
-            scores,
-            selected_ticker,
-            selected_feature,
-        )
-        fig.update_layout(
-            plot_bgcolor=dark_mode_colors["plot_bg"],
-            paper_bgcolor=dark_mode_colors["plot_bg"],
-            font_color=dark_mode_colors["text"],
-        )
-        fig.update_xaxes(gridcolor=dark_mode_colors["plot_gridlines"])
-        fig.update_yaxes(gridcolor=dark_mode_colors["plot_gridlines"])
-        return fig
-
-    app_name = "cumsum-app"
-    return app.run(debug=False, port=get_unique_port(app_name))
-
-
-def perform_cusum_analysis(df_accounting, ticker=None, feature=None):
-    # Get the first ticker and feature if not provided
-    if ticker is None:
-        ticker = df_accounting.index.get_level_values("ticker").unique()[0]
-    if feature is None:
-        feature = df_accounting.columns[0]
-
-    # Extract the signal for the specified ticker and feature
-    df_signal = (
-        df_accounting.query(f"ticker == '{ticker}'")
-        .reset_index()
-        .set_index("date")[feature]
-    )
-
-    detector = ImprovedCusumDetector()
-    signal_array = df_signal.values
-    changepoints, trends, scores, window_size = detector.detect_changepoints(
-        signal_array
-    )
-
-    # Create main analysis DataFrame
-    analysis_df = pd.DataFrame(
-        {
-            "Date": df_signal.index[changepoints],
-            "Trend": trends,
-            "Signal_Value": signal_array[changepoints],
-            "CUSUM_Score": scores[
-                changepoints - 1
-            ],  # Take the score from just before the change point
-        }
-    )
-
-    # Calculate duration between change points
-    analysis_df["Duration"] = (
-        analysis_df["Date"].diff().shift(-1).fillna(pd.Timedelta(days=0))
-    )
-    analysis_df["Duration_Days"] = analysis_df["Duration"].dt.days
-
-    # Calculate percentage change between change points
-    analysis_df["Percent_Change"] = (
-        analysis_df["Signal_Value"].pct_change().shift(-1) * 100
-    ).fillna(0)
-
-    # Overall statistics
-    overall_stats = pd.DataFrame(
-        {
-            "Statistic": [
-                "Ticker",
-                "Feature",
-                "Total_Change_Points",
-                "Average_Duration_Days",
-                "Average_Percent_Change",
-                "Increasing_Trends",
-                "Decreasing_Trends",
-                "Sideways_Trends",
-                "Max_CUSUM_Score",
-                "Min_CUSUM_Score",
-                "Window_Size",
-            ],
-            "Value": [
-                ticker,
-                feature,
-                len(changepoints),
-                analysis_df["Duration_Days"].mean(),
-                analysis_df["Percent_Change"].mean(),
-                sum(trends == "Increasing"),
-                sum(trends == "Decreasing"),
-                sum(trends == "Sideways"),
-                scores.max(),
-                scores[scores > 0].min() if any(scores > 0) else 0,
-                window_size,
-            ],
-        }
-    )
-
-    analysis_df.attrs["stats"] = overall_stats
-
-    return analysis_df