from __future__ import annotations import argparse import json from datetime import datetime, timezone from statistics import mean from v7_hardening_common import ROOT, TEMP, load_json, save_json DEFAULT_OUT = TEMP / "confidence_calibration_v2.json" def _label_rank(label: str) -> int: order = { "BEARISH": 0, "NEUTRAL": 1, "BULLISH": 2, "STRONG_BULLISH": 3, } return order.get(str(label).upper(), 1) def main() -> int: ap = argparse.ArgumentParser() ap.add_argument("--out", default=str(DEFAULT_OUT)) args = ap.parse_args() exposure = load_json(TEMP / "imputed_data_exposure_gate_v2.json") pred = load_json(TEMP / "prediction_accuracy_harness_v2.json") conf = load_json(TEMP / "portfolio_alpha_confidence_per_ticker_v1.json") rows = [r for r in conf.get("rows", []) if isinstance(r, dict)] monotonic = True if rows: ordered = sorted(rows, key=lambda r: float(r.get("pac_score") or 0.0)) label_scores = [_label_rank(r.get("pac_label") or "") for r in ordered] monotonic = all(a <= b for a, b in zip(label_scores, label_scores[1:])) high_conf_low_evidence = sum( 1 for r in rows if float(r.get("pac_score") or 0.0) >= 80.0 and str(r.get("fundamental_grade") or "").upper() in {"D", "F", "E"} ) result = { "formula_id": "CONFIDENCE_CALIBRATION_V2", "generated_at": datetime.now(timezone.utc).isoformat(), "confidence_cap_basis_score": float(exposure.get("raw_confidence_cap_basis") or exposure.get("effective_confidence_honest") or 0.0), "effective_confidence_honest": float(exposure.get("effective_confidence_honest") or 0.0), "confidence_cap_gap_pct": round(float(exposure.get("confidence_cap_inflation_gap") or 0.0), 1), "calibration_brier_score_improving": str(pred.get("calibration_state") or "").upper() == "CALIBRATED", "confidence_bucket_monotonicity": "PASS" if monotonic else "FAIL", "high_confidence_low_evidence_count": high_conf_low_evidence, "calibration_state": pred.get("calibration_state"), "portfolio_label_diversity": int(conf.get("label_diversity") or 0), "portfolio_score_mean": round(mean(float(r.get("pac_score") or 0.0) for r in rows), 2) if rows else 0.0, "source_paths": [ "Temp/imputed_data_exposure_gate_v2.json", "Temp/prediction_accuracy_harness_v2.json", "Temp/portfolio_alpha_confidence_per_ticker_v1.json", ], } save_json(args.out, result) print(json.dumps(result, ensure_ascii=False, indent=2)) return 0 if __name__ == "__main__": raise SystemExit(main())