#!/usr/bin/env python3 from __future__ import annotations import argparse import json import math import statistics from pathlib import Path ROOT = Path(__file__).resolve().parents[1] DEFAULT_HISTORY = ROOT / "Temp" / "proposal_evaluation_history.json" DEFAULT_CONTINUOUS = ROOT / "Temp" / "continuous_evaluation_dashboard_v1.json" DEFAULT_OUT = ROOT / "Temp" / "prediction_lift_dashboard_v1.json" def _load_json(path: Path) -> object: if not path.exists(): return {} try: return json.loads(path.read_text(encoding="utf-8")) except Exception: return {} def _records(payload: object) -> list[dict]: if isinstance(payload, dict) and isinstance(payload.get("records"), list): return [r for r in payload["records"] if isinstance(r, dict)] if isinstance(payload, list): return [r for r in payload if isinstance(r, dict)] return [] def _confidence_interval_pct(rate_pct: float, n: int) -> tuple[float, float]: if n <= 0: return 0.0, 0.0 p = rate_pct / 100.0 z = 1.96 denom = 1.0 + z * z / n center = (p + z * z / (2 * n)) / denom margin = z * math.sqrt((p * (1 - p) + z * z / (4 * n)) / n) / denom return round(max(0.0, (center - margin) * 100.0), 2), round(min(100.0, (center + margin) * 100.0), 2) def _horizon_stats(records: list[dict], status_key: str, outcome_key: str, return_key: str) -> dict: total = len(records) matched = [r for r in records if str(r.get(outcome_key) or "").upper() == "MATCHED"] pass_rate = round(len(matched) / total * 100.0, 2) if total else 0.0 returns = [float(r.get(return_key)) for r in records if r.get(return_key) is not None] avg_ret = round(statistics.mean(returns), 2) if returns else None ci_low, ci_high = _confidence_interval_pct(pass_rate, total) return { "sample_count": total, "pass_rate_pct": pass_rate, "avg_return_pct": avg_ret, "confidence_interval_pct": [ci_low, ci_high], "status_key": status_key, } def main() -> int: ap = argparse.ArgumentParser() ap.add_argument("--history", default=str(DEFAULT_HISTORY)) ap.add_argument("--continuous", default=str(DEFAULT_CONTINUOUS)) ap.add_argument("--out", default=str(DEFAULT_OUT)) args = ap.parse_args() history = _load_json(Path(args.history)) continuous = _load_json(Path(args.continuous)) records = _records(history) t5 = [r for r in records if str(r.get("t5_evaluation_status") or "") == "EVALUATED_T5"] t20 = [r for r in records if str(r.get("t20_evaluation_status") or "") == "EVALUATED_T20"] t60 = [r for r in records if str(r.get("evaluation_status") or "").startswith("EVALUATED_")] t5_stats = _horizon_stats(t5, "t5_evaluation_status", "t5_outcome", "t5_return_pct") t20_stats = _horizon_stats(t20, "t20_evaluation_status", "t20_outcome", "t20_return_pct") t60_stats = { "sample_count": len(t60), "pass_rate_pct": round((len([r for r in t60 if str(r.get("evaluation_status") or "").startswith("EVALUATED_")]) / max(1, len(t60))) * 100.0, 2), "avg_return_pct": round(statistics.mean([float(r.get("t20_return_pct")) for r in t60 if r.get("t20_return_pct") is not None]), 2) if any(r.get("t20_return_pct") is not None for r in t60) else None, "confidence_interval_pct": [0.0, 0.0], "status_key": "evaluation_status", } baseline_random_pct = 50.0 benchmark_sector_neutral_pct = round(float((continuous.get("performance_readiness_score") or 0.0)), 2) lift_vs_random = round(t5_stats["pass_rate_pct"] - baseline_random_pct, 2) lift_vs_benchmark = round(t5_stats["pass_rate_pct"] - benchmark_sector_neutral_pct, 2) after_slippage_pct = round((t5_stats["avg_return_pct"] or 0.0) - 0.35, 2) if t5_stats["avg_return_pct"] is not None else None result = { "formula_id": "PREDICTION_LIFT_DASHBOARD_V1", "gate": "PASS" if t5_stats["sample_count"] > 0 else "INSUFFICIENT_DATA", "baseline_random_pct": baseline_random_pct, "benchmark_sector_neutral_pct": benchmark_sector_neutral_pct, "transaction_cost_bps": 35, "prediction_lift_vs_baseline_ppt": lift_vs_random, "prediction_lift_vs_benchmark_ppt": lift_vs_benchmark, "after_slippage_pct": after_slippage_pct, "horizons": { "t5": t5_stats, "t20": t20_stats, "t60": t60_stats, }, "sample_count": len(records), "confidence_policy": "Wilson 95% CI", "source_paths": [str(Path(args.history)), str(Path(args.continuous))], } out = Path(args.out) out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8") print(json.dumps(result, ensure_ascii=False, indent=2)) return 0 if __name__ == "__main__": raise SystemExit(main())