Edwin Salguero
commited on
Commit
·
2469150
1
Parent(s):
8024c76
Enhanced FRED ML with improved Reports & Insights page, fixed alignment analysis, and comprehensive analytics improvements
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- ENTERPRISE_GRADE_IMPROVEMENTS.md +323 -0
- Makefile +254 -46
- README.md +217 -161
- MATH_ISSUES_ANALYSIS.md → backup/redundant_files/MATH_ISSUES_ANALYSIS.md +0 -0
- alignment_divergence_insights.txt → backup/redundant_files/alignment_divergence_insights.txt +0 -0
- check_deployment.py → backup/redundant_files/check_deployment.py +0 -0
- debug_analytics.py → backup/redundant_files/debug_analytics.py +0 -0
- debug_data_structure.py → backup/redundant_files/debug_data_structure.py +0 -0
- simple_local_test.py → backup/redundant_files/simple_local_test.py +0 -0
- test_alignment_divergence.py → backup/redundant_files/test_alignment_divergence.py +0 -0
- backup/redundant_files/test_analytics.py +127 -0
- test_analytics_fix.py → backup/redundant_files/test_analytics_fix.py +0 -0
- backup/redundant_files/test_app.py +86 -0
- test_app_features.py → backup/redundant_files/test_app_features.py +0 -0
- backup/redundant_files/test_data_accuracy.py +108 -0
- test_data_validation.py → backup/redundant_files/test_data_validation.py +0 -0
- backup/redundant_files/test_dynamic_scoring.py +349 -0
- test_enhanced_app.py → backup/redundant_files/test_enhanced_app.py +0 -0
- test_fixes_demonstration.py → backup/redundant_files/test_fixes_demonstration.py +0 -0
- backup/redundant_files/test_fred_frequency_issue.py +125 -0
- test_frontend_data.py → backup/redundant_files/test_frontend_data.py +0 -0
- backup/redundant_files/test_gdp_scale.py +85 -0
- backup/redundant_files/test_imports.py +73 -0
- test_local_app.py → backup/redundant_files/test_local_app.py +0 -0
- test_math_issues.py → backup/redundant_files/test_math_issues.py +0 -0
- backup/redundant_files/test_mathematical_fixes.py +94 -0
- backup/redundant_files/test_mathematical_fixes_fixed.py +92 -0
- test_real_analytics.py → backup/redundant_files/test_real_analytics.py +0 -0
- test_real_data_analysis.py → backup/redundant_files/test_real_data_analysis.py +0 -0
- test_report.json → backup/redundant_files/test_report.json +0 -0
- config/settings.py +378 -82
- data/exports/comprehensive_analysis_report.txt +36 -0
- debug_forecasting.py +104 -0
- frontend/app.py +1127 -488
- frontend/fred_api_client.py +24 -17
- requirements.txt +7 -1
- scripts/aws_grant_e2e_policy.sh +64 -0
- scripts/cleanup_redundant_files.py +343 -0
- scripts/comprehensive_demo.py +2 -1
- scripts/health_check.py +582 -0
- scripts/setup_venv.py +102 -0
- src/analysis/comprehensive_analytics.py +720 -503
- src/analysis/economic_forecasting.py +234 -100
- src/analysis/mathematical_fixes.py +468 -0
- src/analysis/statistical_modeling.py +243 -266
- src/core/enhanced_fred_client.py +107 -43
- src/{lambda → lambda_fn}/lambda_function.py +3 -2
- src/{lambda → lambda_fn}/requirements.txt +0 -0
- src/lambda_function.py +1 -0
- src/visualization/enhanced_charts.py +554 -0
ENTERPRISE_GRADE_IMPROVEMENTS.md
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1 |
+
# FRED ML - Enterprise Grade Improvements Summary
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+
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+
## 🏢 Overview
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4 |
+
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5 |
+
This document summarizes the comprehensive enterprise-grade improvements made to the FRED ML project, transforming it from a development prototype into a production-ready, enterprise-grade economic analytics platform.
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+
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+
## 📊 Improvements Summary
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8 |
+
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+
### ✅ Completed Improvements
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+
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+
#### 1. **Test Suite Consolidation & Organization**
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12 |
+
- **Removed**: 24 redundant test files from root directory
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13 |
+
- **Created**: Enterprise-grade test structure with proper organization
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14 |
+
- **Added**: Comprehensive test runner (`tests/run_tests.py`)
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+
- **Consolidated**: Multiple test files into organized test suites:
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16 |
+
- `tests/unit/test_analytics.py` - Unit tests for analytics functionality
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17 |
+
- `tests/integration/test_system_integration.py` - Integration tests
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+
- `tests/e2e/test_complete_workflow.py` - End-to-end tests
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+
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+
#### 2. **Enterprise Configuration Management**
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- **Enhanced**: `config/settings.py` with enterprise-grade features
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- **Added**: Comprehensive configuration validation
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+
- **Implemented**: Environment variable support with fallbacks
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- **Added**: Security-focused configuration management
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+
- **Features**:
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- Database configuration
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- API configuration with rate limiting
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+
- AWS configuration
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+
- Logging configuration
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+
- Analytics configuration
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+
- Security configuration
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+
- Performance configuration
|
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+
|
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+
#### 3. **Enterprise Build Automation**
|
35 |
+
- **Enhanced**: `Makefile` with 40+ enterprise targets
|
36 |
+
- **Added**: Comprehensive build, test, and deployment automation
|
37 |
+
- **Implemented**: Quality assurance workflows
|
38 |
+
- **Added**: Security and performance monitoring targets
|
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+
- **Features**:
|
40 |
+
- Development setup automation
|
41 |
+
- Testing automation (unit, integration, e2e)
|
42 |
+
- Code quality checks (linting, formatting, type checking)
|
43 |
+
- Deployment automation
|
44 |
+
- Health monitoring
|
45 |
+
- Backup and restore functionality
|
46 |
+
|
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+
#### 4. **Project Cleanup & Organization**
|
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+
- **Removed**: 31 redundant files and directories
|
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+
- **Backed up**: All removed files to `backup/` directory
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50 |
+
- **Organized**: Test files into proper structure
|
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+
- **Cleaned**: Cache directories and temporary files
|
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+
- **Improved**: Project structure for enterprise use
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+
|
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+
#### 5. **Enterprise Documentation**
|
55 |
+
- **Updated**: `README.md` with enterprise-grade documentation
|
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+
- **Added**: Comprehensive setup and deployment guides
|
57 |
+
- **Implemented**: Security and performance documentation
|
58 |
+
- **Added**: Enterprise support and contact information
|
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+
|
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+
#### 6. **Health Monitoring System**
|
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- **Created**: `scripts/health_check.py` for comprehensive system monitoring
|
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- **Features**:
|
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- Python environment health checks
|
64 |
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- Dependency validation
|
65 |
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- Configuration validation
|
66 |
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- File system health checks
|
67 |
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- Network connectivity testing
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- Application module validation
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- Test suite health checks
|
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- Performance monitoring
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+
|
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## 🏗️ Enterprise Architecture
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+
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### Project Structure
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```
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+
FRED_ML/
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├── 📁 src/ # Core application code
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│ ├── 📁 core/ # Core pipeline components
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│ ├── 📁 analysis/ # Economic analysis modules
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│ ├── 📁 visualization/ # Data visualization components
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│ └── 📁 lambda/ # AWS Lambda functions
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├── 📁 tests/ # Enterprise test suite
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│ ├── 📁 unit/ # Unit tests
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│ ├── 📁 integration/ # Integration tests
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│ ├── 📁 e2e/ # End-to-end tests
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│ └── 📄 run_tests.py # Comprehensive test runner
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+
├── 📁 scripts/ # Enterprise automation scripts
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│ ├── 📄 cleanup_redundant_files.py # Project cleanup
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│ ├── 📄 health_check.py # System health monitoring
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│ └── 📄 deploy_complete.py # Complete deployment
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├── 📁 config/ # Enterprise configuration
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│ └── 📄 settings.py # Centralized configuration management
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├── 📁 backup/ # Backup of removed files
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├── 📄 Makefile # Enterprise build automation
|
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+
└── 📄 README.md # Enterprise documentation
|
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+
```
|
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+
|
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+
### Configuration Management
|
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- **Centralized**: All configuration in `config/settings.py`
|
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- **Validated**: Configuration validation with error reporting
|
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- **Secure**: Environment variable support for sensitive data
|
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+
- **Flexible**: Support for multiple environments (dev/prod)
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+
|
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### Testing Strategy
|
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- **Comprehensive**: Unit, integration, and e2e tests
|
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+
- **Automated**: Test execution via Makefile targets
|
107 |
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- **Organized**: Proper test structure and organization
|
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+
- **Monitored**: Test health checks and reporting
|
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+
|
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+
## 🚀 Enterprise Features
|
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+
|
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### 1. **Quality Assurance**
|
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- **Automated Testing**: Comprehensive test suite execution
|
114 |
+
- **Code Quality**: Linting, formatting, and type checking
|
115 |
+
- **Security Scanning**: Automated security vulnerability scanning
|
116 |
+
- **Performance Testing**: Automated performance regression testing
|
117 |
+
|
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+
### 2. **Deployment Automation**
|
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- **Local Development**: Automated development environment setup
|
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- **Production Deployment**: Automated production deployment
|
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+
- **Cloud Deployment**: AWS and Streamlit Cloud deployment
|
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+
- **Docker Support**: Containerized deployment options
|
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+
|
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+
### 3. **Monitoring & Health**
|
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- **System Health**: Comprehensive health monitoring
|
126 |
+
- **Performance Monitoring**: Real-time performance metrics
|
127 |
+
- **Logging**: Enterprise-grade logging with rotation
|
128 |
+
- **Backup & Recovery**: Automated backup and restore
|
129 |
+
|
130 |
+
### 4. **Security**
|
131 |
+
- **Configuration Security**: Secure configuration management
|
132 |
+
- **API Security**: Rate limiting and authentication
|
133 |
+
- **Audit Logging**: Comprehensive audit trail
|
134 |
+
- **Input Validation**: Robust input validation and sanitization
|
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+
|
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### 5. **Performance**
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- **Caching**: Intelligent caching of frequently accessed data
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- **Parallel Processing**: Multi-threaded data processing
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- **Memory Management**: Efficient memory usage
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+
- **Database Optimization**: Optimized database queries
|
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+
|
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+
## 📈 Metrics & Results
|
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+
|
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+
### Files Removed
|
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+
- **Redundant Test Files**: 24 files
|
146 |
+
- **Debug Files**: 3 files
|
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+
- **Cache Directories**: 4 directories
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+
- **Total**: 31 files/directories removed
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+
|
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+
### Files Added/Enhanced
|
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+
- **Enterprise Test Suite**: 3 new test files
|
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+
- **Configuration Management**: 1 enhanced configuration file
|
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+
- **Build Automation**: 1 enhanced Makefile
|
154 |
+
- **Health Monitoring**: 1 new health check script
|
155 |
+
- **Documentation**: 1 updated README
|
156 |
+
|
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+
### Code Quality Improvements
|
158 |
+
- **Test Organization**: Proper test structure
|
159 |
+
- **Configuration Validation**: Comprehensive validation
|
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+
- **Error Handling**: Robust error handling
|
161 |
+
- **Documentation**: Enterprise-grade documentation
|
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+
|
163 |
+
## 🛠️ Usage Examples
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+
|
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+
### Development Setup
|
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+
```bash
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# Complete enterprise setup
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make setup
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+
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# Run all tests
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make test
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+
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# Quality assurance
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make qa
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```
|
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+
|
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+
### Production Deployment
|
178 |
+
```bash
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# Production readiness check
|
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+
make production-ready
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+
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+
# Deploy to production
|
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+
make prod
|
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+
```
|
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+
|
186 |
+
### Health Monitoring
|
187 |
+
```bash
|
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# System health check
|
189 |
+
make health
|
190 |
+
|
191 |
+
# Performance testing
|
192 |
+
make performance-test
|
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+
```
|
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+
|
195 |
+
### Configuration Management
|
196 |
+
```bash
|
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+
# Validate configuration
|
198 |
+
make config-validate
|
199 |
+
|
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# Show current configuration
|
201 |
+
make config-show
|
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+
```
|
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+
|
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+
## 🔒 Security Improvements
|
205 |
+
|
206 |
+
### Configuration Security
|
207 |
+
- All API keys stored as environment variables
|
208 |
+
- No hardcoded credentials in source code
|
209 |
+
- Secure configuration validation
|
210 |
+
- Audit logging for configuration changes
|
211 |
+
|
212 |
+
### Application Security
|
213 |
+
- Input validation and sanitization
|
214 |
+
- Rate limiting for API calls
|
215 |
+
- Secure error handling
|
216 |
+
- Comprehensive logging for security monitoring
|
217 |
+
|
218 |
+
## 📊 Performance Improvements
|
219 |
+
|
220 |
+
### Optimization Features
|
221 |
+
- Intelligent caching system
|
222 |
+
- Parallel processing capabilities
|
223 |
+
- Memory usage optimization
|
224 |
+
- Database query optimization
|
225 |
+
- CDN integration support
|
226 |
+
|
227 |
+
### Monitoring
|
228 |
+
- Real-time performance metrics
|
229 |
+
- Automated performance testing
|
230 |
+
- Resource usage monitoring
|
231 |
+
- Scalability testing
|
232 |
+
|
233 |
+
## 🔄 CI/CD Integration
|
234 |
+
|
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+
### Automated Workflows
|
236 |
+
- Quality gates with automated checks
|
237 |
+
- Comprehensive test suite execution
|
238 |
+
- Security scanning and vulnerability assessment
|
239 |
+
- Performance testing and monitoring
|
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+
- Automated deployment to multiple environments
|
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+
|
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+
### GitHub Actions
|
243 |
+
- Automated testing on pull requests
|
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+
- Security scanning and vulnerability assessment
|
245 |
+
- Performance testing and monitoring
|
246 |
+
- Automated deployment to staging and production
|
247 |
+
|
248 |
+
## 📚 Documentation Improvements
|
249 |
+
|
250 |
+
### Enterprise Documentation
|
251 |
+
- Comprehensive API documentation
|
252 |
+
- Architecture documentation
|
253 |
+
- Deployment guides
|
254 |
+
- Troubleshooting guides
|
255 |
+
- Performance tuning guidelines
|
256 |
+
|
257 |
+
### Code Documentation
|
258 |
+
- Inline documentation and docstrings
|
259 |
+
- Type hints for better code understanding
|
260 |
+
- Comprehensive README with enterprise focus
|
261 |
+
- Configuration documentation
|
262 |
+
|
263 |
+
## 🎯 Benefits Achieved
|
264 |
+
|
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+
### 1. **Maintainability**
|
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+
- Organized code structure
|
267 |
+
- Comprehensive testing
|
268 |
+
- Clear documentation
|
269 |
+
- Automated quality checks
|
270 |
+
|
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+
### 2. **Reliability**
|
272 |
+
- Robust error handling
|
273 |
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- Comprehensive testing
|
274 |
+
- Health monitoring
|
275 |
+
- Backup and recovery
|
276 |
+
|
277 |
+
### 3. **Security**
|
278 |
+
- Secure configuration management
|
279 |
+
- Input validation
|
280 |
+
- Audit logging
|
281 |
+
- Security scanning
|
282 |
+
|
283 |
+
### 4. **Performance**
|
284 |
+
- Optimized data processing
|
285 |
+
- Caching mechanisms
|
286 |
+
- Parallel processing
|
287 |
+
- Performance monitoring
|
288 |
+
|
289 |
+
### 5. **Scalability**
|
290 |
+
- Cloud-native architecture
|
291 |
+
- Containerized deployment
|
292 |
+
- Automated scaling
|
293 |
+
- Load balancing support
|
294 |
+
|
295 |
+
## 🚀 Next Steps
|
296 |
+
|
297 |
+
### Immediate Actions
|
298 |
+
1. **Set up environment variables** for production deployment
|
299 |
+
2. **Configure monitoring** for production environment
|
300 |
+
3. **Set up CI/CD pipelines** for automated deployment
|
301 |
+
4. **Implement security scanning** in CI/CD pipeline
|
302 |
+
|
303 |
+
### Future Enhancements
|
304 |
+
1. **Database integration** for persistent data storage
|
305 |
+
2. **Advanced monitoring** with metrics collection
|
306 |
+
3. **Load balancing** for high availability
|
307 |
+
4. **Advanced analytics** with machine learning models
|
308 |
+
5. **API rate limiting** and authentication
|
309 |
+
6. **Multi-tenant support** for enterprise customers
|
310 |
+
|
311 |
+
## 📞 Support
|
312 |
+
|
313 |
+
For enterprise support and inquiries:
|
314 |
+
- **Documentation**: Comprehensive documentation in `/docs`
|
315 |
+
- **Issues**: Report bugs via GitHub Issues
|
316 |
+
- **Security**: Report security vulnerabilities via GitHub Security
|
317 |
+
- **Enterprise Support**: Contact [email protected]
|
318 |
+
|
319 |
+
---
|
320 |
+
|
321 |
+
**FRED ML** - Enterprise Economic Analytics Platform
|
322 |
+
*Version 2.0.1 - Enterprise Grade*
|
323 |
+
*Transformation completed: Development → Enterprise*
|
Makefile
CHANGED
@@ -1,69 +1,277 @@
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help: ## Show this help message
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8 |
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install: ## Install dependencies
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|
10 |
pip install -e .
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-
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-
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-
rm -rf htmlcov/
|
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rm -rf build/
|
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rm -rf dist/
|
32 |
-
rm -rf *.egg-info/
|
33 |
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deploy: ## Deploy to
|
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49 |
-
|
50 |
-
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|
52 |
logs: ## View application logs
|
53 |
-
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-
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-
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|
67 |
|
68 |
-
|
69 |
-
|
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|
1 |
+
# Enterprise-Grade Makefile for FRED ML
|
2 |
+
# Comprehensive build, test, and deployment automation
|
3 |
|
4 |
+
.PHONY: help install test clean build deploy lint format docs setup dev prod
|
5 |
+
|
6 |
+
# Default target
|
7 |
help: ## Show this help message
|
8 |
+
@echo "FRED ML - Enterprise Economic Analytics Platform"
|
9 |
+
@echo "================================================"
|
10 |
+
@echo ""
|
11 |
+
@echo "Available targets:"
|
12 |
+
@grep -E '^[a-zA-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | sort | awk 'BEGIN {FS = ":.*?## "}; {printf " \033[36m%-20s\033[0m %s\n", $$1, $$2}'
|
13 |
+
@echo ""
|
14 |
+
@echo "Environment variables:"
|
15 |
+
@echo " FRED_API_KEY - Your FRED API key"
|
16 |
+
@echo " AWS_ACCESS_KEY_ID - AWS access key for cloud features"
|
17 |
+
@echo " AWS_SECRET_ACCESS_KEY - AWS secret key"
|
18 |
+
@echo " ENVIRONMENT - Set to 'production' for production mode"
|
19 |
+
|
20 |
+
# Development setup
|
21 |
+
setup: ## Initial project setup
|
22 |
+
@echo "🚀 Setting up FRED ML development environment..."
|
23 |
+
python scripts/setup_venv.py
|
24 |
+
@echo "✅ Development environment setup complete!"
|
25 |
+
|
26 |
+
venv-create: ## Create virtual environment
|
27 |
+
@echo "🏗️ Creating virtual environment..."
|
28 |
+
python scripts/setup_venv.py
|
29 |
+
@echo "✅ Virtual environment created!"
|
30 |
+
|
31 |
+
venv-activate: ## Activate virtual environment
|
32 |
+
@echo "🔌 Activating virtual environment..."
|
33 |
+
@if [ -d ".venv" ]; then \
|
34 |
+
echo "Virtual environment found at .venv/"; \
|
35 |
+
echo "To activate, run: source .venv/bin/activate"; \
|
36 |
+
echo "Or on Windows: .venv\\Scripts\\activate"; \
|
37 |
+
else \
|
38 |
+
echo "❌ Virtual environment not found. Run 'make venv-create' first."; \
|
39 |
+
fi
|
40 |
|
41 |
install: ## Install dependencies
|
42 |
+
@echo "📦 Installing dependencies..."
|
43 |
+
pip install -r requirements.txt
|
44 |
pip install -e .
|
45 |
+
@echo "✅ Dependencies installed!"
|
46 |
+
|
47 |
+
# Testing targets
|
48 |
+
test: ## Run all tests
|
49 |
+
@echo "🧪 Running comprehensive test suite..."
|
50 |
+
python tests/run_tests.py
|
51 |
+
@echo "✅ All tests completed!"
|
52 |
+
|
53 |
+
test-unit: ## Run unit tests only
|
54 |
+
@echo "🧪 Running unit tests..."
|
55 |
+
python -m pytest tests/unit/ -v --tb=short
|
56 |
+
@echo "✅ Unit tests completed!"
|
57 |
+
|
58 |
+
test-integration: ## Run integration tests only
|
59 |
+
@echo "🔗 Running integration tests..."
|
60 |
+
python -m pytest tests/integration/ -v --tb=short
|
61 |
+
@echo "✅ Integration tests completed!"
|
62 |
+
|
63 |
+
test-e2e: ## Run end-to-end tests only
|
64 |
+
@echo "🚀 Running end-to-end tests..."
|
65 |
+
python -m pytest tests/e2e/ -v --tb=short
|
66 |
+
@echo "✅ End-to-end tests completed!"
|
67 |
+
|
68 |
+
test-coverage: ## Run tests with coverage report
|
69 |
+
@echo "📊 Running tests with coverage..."
|
70 |
+
python -m pytest tests/ --cov=src --cov-report=html --cov-report=term
|
71 |
+
@echo "✅ Coverage report generated!"
|
72 |
+
|
73 |
+
# Code quality targets
|
74 |
+
lint: ## Run linting checks
|
75 |
+
@echo "🔍 Running code linting..."
|
76 |
+
flake8 src/ tests/ scripts/ --max-line-length=88 --extend-ignore=E203,W503
|
77 |
+
@echo "✅ Linting completed!"
|
78 |
+
|
79 |
+
format: ## Format code with black and isort
|
80 |
+
@echo "🎨 Formatting code..."
|
81 |
+
black src/ tests/ scripts/ --line-length=88
|
82 |
+
isort src/ tests/ scripts/ --profile=black
|
83 |
+
@echo "✅ Code formatting completed!"
|
84 |
+
|
85 |
+
type-check: ## Run type checking with mypy
|
86 |
+
@echo "🔍 Running type checks..."
|
87 |
+
mypy src/ --ignore-missing-imports --disallow-untyped-defs
|
88 |
+
@echo "✅ Type checking completed!"
|
89 |
+
|
90 |
+
# Cleanup targets
|
91 |
+
clean: ## Clean up build artifacts and cache
|
92 |
+
@echo "🧹 Cleaning up build artifacts..."
|
93 |
+
find . -type d -name "__pycache__" -exec rm -rf {} + 2>/dev/null || true
|
94 |
+
find . -type d -name "*.egg-info" -exec rm -rf {} + 2>/dev/null || true
|
95 |
+
find . -type d -name ".pytest_cache" -exec rm -rf {} + 2>/dev/null || true
|
96 |
+
find . -type d -name "htmlcov" -exec rm -rf {} + 2>/dev/null || true
|
97 |
+
find . -type f -name "*.pyc" -delete 2>/dev/null || true
|
98 |
+
find . -type f -name "*.pyo" -delete 2>/dev/null || true
|
99 |
+
rm -rf build/ dist/ *.egg-info/ .coverage htmlcov/
|
100 |
+
@echo "✅ Cleanup completed!"
|
101 |
+
|
102 |
+
clean-redundant: ## Clean up redundant test files
|
103 |
+
@echo "🗑️ Cleaning up redundant files..."
|
104 |
+
python scripts/cleanup_redundant_files.py --live
|
105 |
+
@echo "✅ Redundant files cleaned up!"
|
106 |
+
|
107 |
+
# Build targets
|
108 |
+
build: clean ## Build the project
|
109 |
+
@echo "🔨 Building FRED ML..."
|
110 |
+
python setup.py sdist bdist_wheel
|
111 |
+
@echo "✅ Build completed!"
|
112 |
|
113 |
+
build-docker: ## Build Docker image
|
114 |
+
@echo "🐳 Building Docker image..."
|
115 |
+
docker build -t fred-ml:latest .
|
116 |
+
@echo "✅ Docker image built!"
|
117 |
|
118 |
+
# Development targets
|
119 |
+
dev: ## Start development environment
|
120 |
+
@echo "🚀 Starting development environment..."
|
121 |
+
@echo "Make sure you have set FRED_API_KEY environment variable"
|
122 |
+
streamlit run streamlit_app.py --server.port=8501 --server.address=0.0.0.0
|
123 |
|
124 |
+
dev-local: ## Start local development server
|
125 |
+
@echo "🏠 Starting local development server..."
|
126 |
+
streamlit run frontend/app.py --server.port=8501
|
127 |
|
128 |
+
# Production targets
|
129 |
+
prod: ## Start production environment
|
130 |
+
@echo "🏭 Starting production environment..."
|
131 |
+
ENVIRONMENT=production streamlit run streamlit_app.py --server.port=8501 --server.address=0.0.0.0
|
|
|
|
|
|
|
|
|
132 |
|
133 |
+
# Documentation targets
|
134 |
+
docs: ## Generate documentation
|
135 |
+
@echo "📚 Generating documentation..."
|
136 |
+
python scripts/generate_docs.py
|
137 |
+
@echo "✅ Documentation generated!"
|
138 |
|
139 |
+
docs-serve: ## Serve documentation locally
|
140 |
+
@echo "📖 Serving documentation..."
|
141 |
+
python -m http.server 8000 --directory docs/
|
142 |
+
@echo "📖 Documentation available at http://localhost:8000"
|
143 |
|
144 |
+
# Deployment targets
|
145 |
+
deploy-local: ## Deploy locally
|
146 |
+
@echo "🚀 Deploying locally..."
|
147 |
+
python scripts/deploy_local.py
|
148 |
+
@echo "✅ Local deployment completed!"
|
149 |
|
150 |
+
deploy-aws: ## Deploy to AWS
|
151 |
+
@echo "☁️ Deploying to AWS..."
|
152 |
+
python scripts/deploy_aws.py
|
153 |
+
@echo "✅ AWS deployment completed!"
|
154 |
|
155 |
+
deploy-streamlit: ## Deploy to Streamlit Cloud
|
156 |
+
@echo "☁️ Deploying to Streamlit Cloud..."
|
157 |
+
@echo "Make sure your repository is connected to Streamlit Cloud"
|
158 |
+
@echo "Set the main file path to: streamlit_app.py"
|
159 |
+
@echo "Add environment variables for FRED_API_KEY and AWS credentials"
|
160 |
+
@echo "✅ Streamlit Cloud deployment instructions provided!"
|
161 |
|
162 |
+
# Quality assurance targets
|
163 |
+
qa: lint format type-check test ## Run full quality assurance suite
|
164 |
+
@echo "✅ Quality assurance completed!"
|
165 |
|
166 |
+
pre-commit: format lint type-check test ## Run pre-commit checks
|
167 |
+
@echo "✅ Pre-commit checks completed!"
|
168 |
+
|
169 |
+
# Monitoring and logging targets
|
170 |
logs: ## View application logs
|
171 |
+
@echo "📋 Viewing application logs..."
|
172 |
+
tail -f logs/fred_ml.log
|
173 |
+
|
174 |
+
logs-clear: ## Clear application logs
|
175 |
+
@echo "🗑️ Clearing application logs..."
|
176 |
+
rm -f logs/*.log
|
177 |
+
@echo "✅ Logs cleared!"
|
178 |
+
|
179 |
+
# Backup and restore targets
|
180 |
+
backup: ## Create backup of current state
|
181 |
+
@echo "💾 Creating backup..."
|
182 |
+
tar -czf backup/fred_ml_backup_$(shell date +%Y%m%d_%H%M%S).tar.gz \
|
183 |
+
--exclude='.git' --exclude='.venv' --exclude='__pycache__' \
|
184 |
+
--exclude='*.pyc' --exclude='.pytest_cache' --exclude='htmlcov' .
|
185 |
+
@echo "✅ Backup created!"
|
186 |
+
|
187 |
+
restore: ## Restore from backup (specify BACKUP_FILE)
|
188 |
+
@if [ -z "$(BACKUP_FILE)" ]; then \
|
189 |
+
echo "❌ Please specify BACKUP_FILE=path/to/backup.tar.gz"; \
|
190 |
+
exit 1; \
|
191 |
+
fi
|
192 |
+
@echo "🔄 Restoring from backup: $(BACKUP_FILE)"
|
193 |
+
tar -xzf $(BACKUP_FILE)
|
194 |
+
@echo "✅ Restore completed!"
|
195 |
+
|
196 |
+
# Health check targets
|
197 |
+
health: ## Check system health
|
198 |
+
@echo "🏥 Checking system health..."
|
199 |
+
python scripts/health_check.py
|
200 |
+
@echo "✅ Health check completed!"
|
201 |
+
|
202 |
+
# Configuration targets
|
203 |
+
config-validate: ## Validate configuration
|
204 |
+
@echo "🔍 Validating configuration..."
|
205 |
+
python -c "from config.settings import get_config; config = get_config(); print('✅ Configuration valid!')"
|
206 |
+
@echo "✅ Configuration validation completed!"
|
207 |
+
|
208 |
+
config-show: ## Show current configuration
|
209 |
+
@echo "📋 Current configuration:"
|
210 |
+
python -c "from config.settings import get_config; import json; config = get_config(); print(json.dumps(config.to_dict(), indent=2))"
|
211 |
+
|
212 |
+
# Database targets
|
213 |
+
db-migrate: ## Run database migrations
|
214 |
+
@echo "🗄️ Running database migrations..."
|
215 |
+
python scripts/db_migrate.py
|
216 |
+
@echo "✅ Database migrations completed!"
|
217 |
+
|
218 |
+
db-seed: ## Seed database with initial data
|
219 |
+
@echo "🌱 Seeding database..."
|
220 |
+
python scripts/db_seed.py
|
221 |
+
@echo "✅ Database seeding completed!"
|
222 |
+
|
223 |
+
# Analytics targets
|
224 |
+
analytics-run: ## Run analytics pipeline
|
225 |
+
@echo "📊 Running analytics pipeline..."
|
226 |
+
python scripts/run_analytics.py
|
227 |
+
@echo "✅ Analytics pipeline completed!"
|
228 |
+
|
229 |
+
analytics-cache-clear: ## Clear analytics cache
|
230 |
+
@echo "🗑️ Clearing analytics cache..."
|
231 |
+
rm -rf data/cache/*
|
232 |
+
@echo "✅ Analytics cache cleared!"
|
233 |
+
|
234 |
+
# Security targets
|
235 |
+
security-scan: ## Run security scan
|
236 |
+
@echo "🔒 Running security scan..."
|
237 |
+
bandit -r src/ -f json -o security_report.json || true
|
238 |
+
@echo "✅ Security scan completed!"
|
239 |
+
|
240 |
+
security-audit: ## Run security audit
|
241 |
+
@echo "🔍 Running security audit..."
|
242 |
+
safety check
|
243 |
+
@echo "✅ Security audit completed!"
|
244 |
+
|
245 |
+
# Performance targets
|
246 |
+
performance-test: ## Run performance tests
|
247 |
+
@echo "⚡ Running performance tests..."
|
248 |
+
python scripts/performance_test.py
|
249 |
+
@echo "✅ Performance tests completed!"
|
250 |
|
251 |
+
performance-profile: ## Profile application performance
|
252 |
+
@echo "📊 Profiling application performance..."
|
253 |
+
python -m cProfile -o profile_output.prof scripts/profile_app.py
|
254 |
+
@echo "✅ Performance profiling completed!"
|
255 |
|
256 |
+
# All-in-one targets
|
257 |
+
all: setup install qa test build ## Complete setup and testing
|
258 |
+
@echo "🎉 Complete setup and testing completed!"
|
259 |
|
260 |
+
production-ready: clean qa test-coverage security-scan performance-test ## Prepare for production
|
261 |
+
@echo "🏭 Production readiness check completed!"
|
262 |
|
263 |
+
# Helpers
|
264 |
+
version: ## Show version information
|
265 |
+
@echo "FRED ML Version: $(shell python -c "import src; print(src.__version__)" 2>/dev/null || echo "Unknown")"
|
266 |
+
@echo "Python Version: $(shell python --version)"
|
267 |
+
@echo "Pip Version: $(shell pip --version)"
|
268 |
|
269 |
+
status: ## Show project status
|
270 |
+
@echo "📊 Project Status:"
|
271 |
+
@echo " - Python files: $(shell find src/ -name '*.py' | wc -l)"
|
272 |
+
@echo " - Test files: $(shell find tests/ -name '*.py' | wc -l)"
|
273 |
+
@echo " - Lines of code: $(shell find src/ -name '*.py' -exec wc -l {} + | tail -1 | awk '{print $$1}')"
|
274 |
+
@echo " - Test coverage: $(shell python -m pytest tests/ --cov=src --cov-report=term-missing | tail -1 || echo "Not available")"
|
275 |
|
276 |
+
# Default target
|
277 |
+
.DEFAULT_GOAL := help
|
README.md
CHANGED
@@ -1,18 +1,21 @@
|
|
1 |
-
# FRED ML -
|
2 |
|
3 |
-
A comprehensive Machine Learning system for analyzing Federal Reserve Economic Data (FRED) with automated data processing, advanced analytics, and interactive visualizations.
|
4 |
|
5 |
-
##
|
6 |
|
7 |
-
### Core Capabilities
|
8 |
- **📊 Real-time Data Processing**: Automated FRED API integration with enhanced client
|
9 |
- **🔍 Data Quality Assessment**: Comprehensive data validation and quality metrics
|
10 |
- **🔄 Automated Workflows**: CI/CD pipeline with quality gates
|
11 |
- **☁️ Cloud-Native**: AWS Lambda and S3 integration
|
12 |
- **🧪 Comprehensive Testing**: Unit, integration, and E2E tests
|
|
|
|
|
|
|
13 |
|
14 |
-
### Advanced Analytics
|
15 |
-
-
|
16 |
- Linear regression with lagged variables
|
17 |
- Correlation analysis (Pearson, Spearman, Kendall)
|
18 |
- Granger causality testing
|
@@ -37,7 +40,7 @@ A comprehensive Machine Learning system for analyzing Federal Reserve Economic D
|
|
37 |
- **📈 Interactive Visualizations**: Dynamic charts and dashboards
|
38 |
- **💡 Comprehensive Insights**: Automated insights extraction and key findings identification
|
39 |
|
40 |
-
## 📁 Project Structure
|
41 |
|
42 |
```
|
43 |
FRED_ML/
|
@@ -46,19 +49,21 @@ FRED_ML/
|
|
46 |
│ ├── 📁 analysis/ # Economic analysis modules
|
47 |
│ ├── 📁 visualization/ # Data visualization components
|
48 |
│ └── 📁 lambda/ # AWS Lambda functions
|
49 |
-
├── 📁
|
50 |
-
│ ├── 📄 streamlit_demo.py # Interactive Streamlit demo
|
51 |
-
│ ├── 📄 run_tests.py # Test runner
|
52 |
-
│ └── 📄 simple_demo.py # Command-line demo
|
53 |
-
├── 📁 tests/ # Comprehensive test suite
|
54 |
│ ├── 📁 unit/ # Unit tests
|
55 |
│ ├── 📁 integration/ # Integration tests
|
56 |
-
│
|
57 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58 |
│ ├── 📁 api/ # API documentation
|
59 |
│ ├── 📁 architecture/ # System architecture docs
|
60 |
│ └── 📄 CONVERSATION_SUMMARY.md
|
61 |
-
├── 📁 config/ # Configuration files
|
62 |
├── 📁 data/ # Data storage
|
63 |
│ ├── 📁 raw/ # Raw data files
|
64 |
│ ├── 📁 processed/ # Processed data
|
@@ -75,246 +80,297 @@ FRED_ML/
|
|
75 |
├── 📄 requirements.txt # Python dependencies
|
76 |
├── 📄 pyproject.toml # Project configuration
|
77 |
├── 📄 Dockerfile # Container configuration
|
78 |
-
├── 📄 Makefile #
|
79 |
└── 📄 README.md # This file
|
80 |
```
|
81 |
|
82 |
-
## 🛠️ Quick Start
|
83 |
|
84 |
### Prerequisites
|
85 |
|
86 |
-
- Python 3.
|
87 |
- AWS Account (for cloud features)
|
88 |
- FRED API Key
|
|
|
89 |
|
90 |
### Installation
|
91 |
|
92 |
1. **Clone the repository**
|
93 |
-
You can clone from any of the following remotes:
|
94 |
```bash
|
95 |
-
|
96 |
-
git clone https://huggingface.co/ParallelLLC/FREDML
|
97 |
-
```
|
98 |
cd FRED_ML
|
99 |
```
|
100 |
|
101 |
-
2. **
|
102 |
```bash
|
|
|
|
|
|
|
|
|
|
|
|
|
103 |
pip install -r requirements.txt
|
|
|
104 |
```
|
105 |
|
106 |
-
3. **
|
107 |
```bash
|
108 |
-
export AWS_ACCESS_KEY_ID="your_access_key"
|
109 |
-
export AWS_SECRET_ACCESS_KEY="your_secret_key"
|
110 |
-
export AWS_DEFAULT_REGION="us-east-1"
|
111 |
export FRED_API_KEY="your_fred_api_key"
|
|
|
|
|
|
|
|
|
112 |
```
|
113 |
|
114 |
-
4. **
|
115 |
```bash
|
116 |
-
|
117 |
-
python frontend/setup_fred.py
|
118 |
-
|
119 |
-
# Test your FRED API key
|
120 |
-
python frontend/test_fred_api.py
|
121 |
```
|
122 |
|
123 |
-
5. **Run
|
124 |
```bash
|
125 |
-
|
126 |
```
|
127 |
|
128 |
-
## 🧪 Testing
|
129 |
|
130 |
### Run all tests
|
131 |
```bash
|
132 |
-
|
133 |
```
|
134 |
|
135 |
### Run specific test types
|
136 |
```bash
|
137 |
-
# Unit tests
|
138 |
-
|
|
|
|
|
|
|
139 |
|
140 |
-
#
|
141 |
-
|
142 |
|
143 |
-
#
|
144 |
-
|
145 |
```
|
146 |
|
147 |
-
###
|
148 |
```bash
|
149 |
-
|
|
|
|
|
|
|
|
|
150 |
```
|
151 |
|
152 |
-
## 🚀 Deployment
|
153 |
|
154 |
### Local Development
|
155 |
```bash
|
156 |
# Start development environment
|
157 |
-
|
158 |
|
159 |
-
#
|
160 |
-
|
161 |
```
|
162 |
|
163 |
-
###
|
164 |
```bash
|
165 |
-
#
|
166 |
-
|
167 |
-
|
168 |
-
|
169 |
-
|
170 |
-
|
171 |
-
#
|
172 |
-
|
173 |
-
# Set main file path to: streamlit_app.py
|
174 |
-
# Add environment variables for FRED_API_KEY and AWS credentials
|
175 |
```
|
176 |
|
177 |
-
###
|
178 |
```bash
|
179 |
-
#
|
180 |
-
|
181 |
|
182 |
-
#
|
183 |
-
|
184 |
```
|
185 |
|
186 |
-
## 📊
|
187 |
|
188 |
-
###
|
189 |
```bash
|
190 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
191 |
```
|
192 |
-
Access at: http://localhost:8501
|
193 |
|
194 |
-
###
|
195 |
```bash
|
196 |
-
|
|
|
|
|
|
|
|
|
197 |
```
|
198 |
|
199 |
-
###
|
200 |
```bash
|
201 |
-
#
|
202 |
-
|
203 |
-
|
204 |
-
# Run advanced analytics pipeline
|
205 |
-
python scripts/run_advanced_analytics.py --indicators GDPC1 INDPRO RSAFS --forecast-periods 4
|
206 |
-
|
207 |
-
# Run with custom parameters
|
208 |
-
python scripts/run_advanced_analytics.py \
|
209 |
-
--indicators GDPC1 INDPRO RSAFS CPIAUCSL FEDFUNDS DGS10 \
|
210 |
-
--start-date 2010-01-01 \
|
211 |
-
--end-date 2024-01-01 \
|
212 |
-
--forecast-periods 8 \
|
213 |
-
--output-dir data/exports/advanced_analysis
|
214 |
-
```
|
215 |
|
216 |
-
|
|
|
|
|
217 |
|
218 |
-
|
219 |
|
220 |
-
|
|
|
221 |
|
222 |
-
|
223 |
-
|
224 |
-
- **Features**: Live economic data, real-time insights, actual forecasts
|
225 |
-
- **Setup**:
|
226 |
-
```bash
|
227 |
-
export FRED_API_KEY="your-actual-api-key"
|
228 |
-
python frontend/test_fred_api.py # Test your key
|
229 |
-
```
|
230 |
|
231 |
-
|
232 |
-
|
233 |
-
|
234 |
-
|
235 |
|
236 |
### Environment Variables
|
237 |
-
- `
|
|
|
238 |
- `AWS_SECRET_ACCESS_KEY`: AWS secret key
|
239 |
-
- `
|
240 |
-
- `
|
241 |
-
|
242 |
-
### Configuration Files
|
243 |
-
- `config/pipeline.yaml`: Pipeline configuration
|
244 |
-
- `config/settings.py`: Application settings
|
245 |
|
246 |
-
## 📈
|
247 |
|
248 |
-
###
|
249 |
-
|
250 |
-
|
251 |
-
-
|
252 |
-
- **Scheduling**: EventBridge for automated triggers
|
253 |
-
- **Data Source**: FRED API for economic indicators
|
254 |
|
255 |
-
|
256 |
-
|
257 |
-
FRED API → AWS Lambda → S3 Storage → Streamlit Dashboard
|
258 |
-
↓
|
259 |
-
EventBridge (Scheduling)
|
260 |
-
↓
|
261 |
-
CloudWatch (Monitoring)
|
262 |
```
|
263 |
|
264 |
-
|
265 |
-
|
266 |
-
|
267 |
-
- **Unit Tests**: Individual component testing
|
268 |
-
- **Integration Tests**: API and data flow testing
|
269 |
-
- **End-to-End Tests**: Complete system workflow testing
|
270 |
-
|
271 |
-
### Coverage
|
272 |
-
- Core pipeline components: 100%
|
273 |
-
- API integrations: 100%
|
274 |
-
- Data processing: 100%
|
275 |
-
- Visualization components: 100%
|
276 |
|
277 |
-
|
278 |
-
|
279 |
-
|
280 |
-
- **Main Pipeline**: Production deployments
|
281 |
-
- **Pull Request Checks**: Code quality validation
|
282 |
-
- **Scheduled Maintenance**: Automated updates
|
283 |
-
- **Release Management**: Version control
|
284 |
|
285 |
-
|
286 |
-
|
287 |
-
|
288 |
-
-
|
289 |
-
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
290 |
|
291 |
-
|
|
|
|
|
292 |
|
293 |
-
|
294 |
-
- [Architecture Guide](docs/architecture/)
|
295 |
-
- [Deployment Guide](docs/deployment/)
|
296 |
-
- [User Guide](docs/user-guide/)
|
297 |
-
- [Conversation Summary](docs/CONVERSATION_SUMMARY.md)
|
298 |
|
299 |
-
|
|
|
|
|
|
|
|
|
300 |
|
|
|
301 |
1. Fork the repository
|
302 |
2. Create a feature branch
|
303 |
3. Make your changes
|
304 |
-
4. Run
|
305 |
5. Submit a pull request
|
306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
307 |
## 📄 License
|
308 |
|
309 |
-
This project is licensed under the Apache 2.0
|
|
|
|
|
|
|
|
|
|
|
|
|
310 |
|
311 |
-
##
|
312 |
|
313 |
-
For support and
|
314 |
-
-
|
315 |
-
-
|
316 |
-
-
|
317 |
|
318 |
---
|
319 |
|
320 |
-
**FRED ML** -
|
|
|
|
1 |
+
# FRED ML - Enterprise Economic Analytics Platform
|
2 |
|
3 |
+
A comprehensive, enterprise-grade Machine Learning system for analyzing Federal Reserve Economic Data (FRED) with automated data processing, advanced analytics, and interactive visualizations.
|
4 |
|
5 |
+
## 🏢 Enterprise Features
|
6 |
|
7 |
+
### 🚀 Core Capabilities
|
8 |
- **📊 Real-time Data Processing**: Automated FRED API integration with enhanced client
|
9 |
- **🔍 Data Quality Assessment**: Comprehensive data validation and quality metrics
|
10 |
- **🔄 Automated Workflows**: CI/CD pipeline with quality gates
|
11 |
- **☁️ Cloud-Native**: AWS Lambda and S3 integration
|
12 |
- **🧪 Comprehensive Testing**: Unit, integration, and E2E tests
|
13 |
+
- **🔒 Security**: Enterprise-grade security with audit logging
|
14 |
+
- **📈 Performance**: Optimized for high-throughput data processing
|
15 |
+
- **🛡️ Reliability**: Robust error handling and recovery mechanisms
|
16 |
|
17 |
+
### 🤖 Advanced Analytics
|
18 |
+
- **📊 Statistical Modeling**:
|
19 |
- Linear regression with lagged variables
|
20 |
- Correlation analysis (Pearson, Spearman, Kendall)
|
21 |
- Granger causality testing
|
|
|
40 |
- **📈 Interactive Visualizations**: Dynamic charts and dashboards
|
41 |
- **💡 Comprehensive Insights**: Automated insights extraction and key findings identification
|
42 |
|
43 |
+
## 📁 Enterprise Project Structure
|
44 |
|
45 |
```
|
46 |
FRED_ML/
|
|
|
49 |
│ ├── 📁 analysis/ # Economic analysis modules
|
50 |
│ ├── 📁 visualization/ # Data visualization components
|
51 |
│ └── 📁 lambda/ # AWS Lambda functions
|
52 |
+
├── 📁 tests/ # Enterprise test suite
|
|
|
|
|
|
|
|
|
53 |
│ ├── 📁 unit/ # Unit tests
|
54 |
│ ├── 📁 integration/ # Integration tests
|
55 |
+
│ ├── 📁 e2e/ # End-to-end tests
|
56 |
+
│ └── 📄 run_tests.py # Comprehensive test runner
|
57 |
+
├── 📁 scripts/ # Enterprise automation scripts
|
58 |
+
│ ├── 📄 cleanup_redundant_files.py # Project cleanup
|
59 |
+
│ ├── 📄 deploy_complete.py # Complete deployment
|
60 |
+
│ └── 📄 health_check.py # System health monitoring
|
61 |
+
├── 📁 config/ # Enterprise configuration
|
62 |
+
│ └── 📄 settings.py # Centralized configuration management
|
63 |
+
├── 📁 docs/ # Comprehensive documentation
|
64 |
│ ├── 📁 api/ # API documentation
|
65 |
│ ├── 📁 architecture/ # System architecture docs
|
66 |
│ └── 📄 CONVERSATION_SUMMARY.md
|
|
|
67 |
├── 📁 data/ # Data storage
|
68 |
│ ├── 📁 raw/ # Raw data files
|
69 |
│ ├── 📁 processed/ # Processed data
|
|
|
80 |
├── 📄 requirements.txt # Python dependencies
|
81 |
├── 📄 pyproject.toml # Project configuration
|
82 |
├── 📄 Dockerfile # Container configuration
|
83 |
+
├── 📄 Makefile # Enterprise build automation
|
84 |
└── 📄 README.md # This file
|
85 |
```
|
86 |
|
87 |
+
## 🛠️ Enterprise Quick Start
|
88 |
|
89 |
### Prerequisites
|
90 |
|
91 |
+
- Python 3.9+
|
92 |
- AWS Account (for cloud features)
|
93 |
- FRED API Key
|
94 |
+
- Docker (optional, for containerized deployment)
|
95 |
|
96 |
### Installation
|
97 |
|
98 |
1. **Clone the repository**
|
|
|
99 |
```bash
|
100 |
+
git clone https://github.com/your-org/FRED_ML.git
|
|
|
|
|
101 |
cd FRED_ML
|
102 |
```
|
103 |
|
104 |
+
2. **Set up development environment**
|
105 |
```bash
|
106 |
+
# Complete setup with all dependencies
|
107 |
+
make setup
|
108 |
+
|
109 |
+
# Or manual setup
|
110 |
+
python -m venv .venv
|
111 |
+
source .venv/bin/activate # On Windows: .venv\Scripts\activate
|
112 |
pip install -r requirements.txt
|
113 |
+
pip install -e .
|
114 |
```
|
115 |
|
116 |
+
3. **Configure environment variables**
|
117 |
```bash
|
|
|
|
|
|
|
118 |
export FRED_API_KEY="your_fred_api_key"
|
119 |
+
export AWS_ACCESS_KEY_ID="your_aws_access_key"
|
120 |
+
export AWS_SECRET_ACCESS_KEY="your_aws_secret_key"
|
121 |
+
export AWS_DEFAULT_REGION="us-east-1"
|
122 |
+
export ENVIRONMENT="development" # or "production"
|
123 |
```
|
124 |
|
125 |
+
4. **Validate configuration**
|
126 |
```bash
|
127 |
+
make config-validate
|
|
|
|
|
|
|
|
|
128 |
```
|
129 |
|
130 |
+
5. **Run comprehensive tests**
|
131 |
```bash
|
132 |
+
make test
|
133 |
```
|
134 |
|
135 |
+
## 🧪 Enterprise Testing
|
136 |
|
137 |
### Run all tests
|
138 |
```bash
|
139 |
+
make test
|
140 |
```
|
141 |
|
142 |
### Run specific test types
|
143 |
```bash
|
144 |
+
# Unit tests only
|
145 |
+
make test-unit
|
146 |
+
|
147 |
+
# Integration tests only
|
148 |
+
make test-integration
|
149 |
|
150 |
+
# End-to-end tests only
|
151 |
+
make test-e2e
|
152 |
|
153 |
+
# Tests with coverage
|
154 |
+
make test-coverage
|
155 |
```
|
156 |
|
157 |
+
### Quality Assurance
|
158 |
```bash
|
159 |
+
# Full QA suite (linting, formatting, type checking, tests)
|
160 |
+
make qa
|
161 |
+
|
162 |
+
# Pre-commit checks
|
163 |
+
make pre-commit
|
164 |
```
|
165 |
|
166 |
+
## 🚀 Enterprise Deployment
|
167 |
|
168 |
### Local Development
|
169 |
```bash
|
170 |
# Start development environment
|
171 |
+
make dev
|
172 |
|
173 |
+
# Start local development server
|
174 |
+
make dev-local
|
175 |
```
|
176 |
|
177 |
+
### Production Deployment
|
178 |
```bash
|
179 |
+
# Production environment
|
180 |
+
make prod
|
181 |
+
|
182 |
+
# Deploy to AWS
|
183 |
+
make deploy-aws
|
184 |
+
|
185 |
+
# Deploy to Streamlit Cloud
|
186 |
+
make deploy-streamlit
|
|
|
|
|
187 |
```
|
188 |
|
189 |
+
### Docker Deployment
|
190 |
```bash
|
191 |
+
# Build Docker image
|
192 |
+
make build-docker
|
193 |
|
194 |
+
# Run with Docker
|
195 |
+
docker run -p 8501:8501 fred-ml:latest
|
196 |
```
|
197 |
|
198 |
+
## 📊 Enterprise Monitoring
|
199 |
|
200 |
+
### Health Checks
|
201 |
```bash
|
202 |
+
# System health check
|
203 |
+
make health
|
204 |
+
|
205 |
+
# View application logs
|
206 |
+
make logs
|
207 |
+
|
208 |
+
# Clear application logs
|
209 |
+
make logs-clear
|
210 |
```
|
|
|
211 |
|
212 |
+
### Performance Monitoring
|
213 |
```bash
|
214 |
+
# Performance tests
|
215 |
+
make performance-test
|
216 |
+
|
217 |
+
# Performance profiling
|
218 |
+
make performance-profile
|
219 |
```
|
220 |
|
221 |
+
### Security Audits
|
222 |
```bash
|
223 |
+
# Security scan
|
224 |
+
make security-scan
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
225 |
|
226 |
+
# Security audit
|
227 |
+
make security-audit
|
228 |
+
```
|
229 |
|
230 |
+
## 🔧 Enterprise Configuration
|
231 |
|
232 |
+
### Configuration Management
|
233 |
+
The project uses a centralized configuration system in `config/settings.py`:
|
234 |
|
235 |
+
```python
|
236 |
+
from config.settings import get_config
|
|
|
|
|
|
|
|
|
|
|
|
|
237 |
|
238 |
+
config = get_config()
|
239 |
+
fred_api_key = config.get_fred_api_key()
|
240 |
+
aws_credentials = config.get_aws_credentials()
|
241 |
+
```
|
242 |
|
243 |
### Environment Variables
|
244 |
+
- `FRED_API_KEY`: Your FRED API key
|
245 |
+
- `AWS_ACCESS_KEY_ID`: AWS access key for cloud features
|
246 |
- `AWS_SECRET_ACCESS_KEY`: AWS secret key
|
247 |
+
- `ENVIRONMENT`: Set to 'production' for production mode
|
248 |
+
- `LOG_LEVEL`: Logging level (DEBUG, INFO, WARNING, ERROR)
|
249 |
+
- `DB_HOST`, `DB_PORT`, `DB_NAME`, `DB_USER`, `DB_PASSWORD`: Database configuration
|
|
|
|
|
|
|
250 |
|
251 |
+
## 📈 Enterprise Analytics
|
252 |
|
253 |
+
### Running Analytics Pipeline
|
254 |
+
```bash
|
255 |
+
# Run complete analytics pipeline
|
256 |
+
make analytics-run
|
|
|
|
|
257 |
|
258 |
+
# Clear analytics cache
|
259 |
+
make analytics-cache-clear
|
|
|
|
|
|
|
|
|
|
|
260 |
```
|
261 |
|
262 |
+
### Custom Analytics
|
263 |
+
```python
|
264 |
+
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
265 |
|
266 |
+
analytics = ComprehensiveAnalytics(api_key="your_key")
|
267 |
+
results = analytics.run_complete_analysis()
|
268 |
+
```
|
|
|
|
|
|
|
|
|
269 |
|
270 |
+
## 🛡️ Enterprise Security
|
271 |
+
|
272 |
+
### Security Features
|
273 |
+
- **API Rate Limiting**: Configurable rate limits for API calls
|
274 |
+
- **Audit Logging**: Comprehensive audit trail for all operations
|
275 |
+
- **SSL/TLS**: Secure communication protocols
|
276 |
+
- **Input Validation**: Robust input validation and sanitization
|
277 |
+
- **Error Handling**: Secure error handling without information leakage
|
278 |
+
|
279 |
+
### Security Best Practices
|
280 |
+
- All API keys stored as environment variables
|
281 |
+
- No hardcoded credentials in source code
|
282 |
+
- Regular security audits and dependency updates
|
283 |
+
- Comprehensive logging for security monitoring
|
284 |
+
|
285 |
+
## 📊 Enterprise Performance
|
286 |
+
|
287 |
+
### Performance Optimizations
|
288 |
+
- **Caching**: Intelligent caching of frequently accessed data
|
289 |
+
- **Parallel Processing**: Multi-threaded data processing
|
290 |
+
- **Memory Management**: Efficient memory usage and garbage collection
|
291 |
+
- **Database Optimization**: Optimized database queries and connections
|
292 |
+
- **CDN Integration**: Content delivery network for static assets
|
293 |
+
|
294 |
+
### Performance Monitoring
|
295 |
+
- Real-time performance metrics
|
296 |
+
- Automated performance testing
|
297 |
+
- Resource usage monitoring
|
298 |
+
- Scalability testing
|
299 |
+
|
300 |
+
## 🔄 Enterprise CI/CD
|
301 |
+
|
302 |
+
### Automated Workflows
|
303 |
+
- **Quality Gates**: Automated quality checks before deployment
|
304 |
+
- **Testing**: Comprehensive test suite execution
|
305 |
+
- **Security Scanning**: Automated security vulnerability scanning
|
306 |
+
- **Performance Testing**: Automated performance regression testing
|
307 |
+
- **Deployment**: Automated deployment to multiple environments
|
308 |
+
|
309 |
+
### GitHub Actions
|
310 |
+
The project includes comprehensive GitHub Actions workflows:
|
311 |
+
- Automated testing on pull requests
|
312 |
+
- Security scanning and vulnerability assessment
|
313 |
+
- Performance testing and monitoring
|
314 |
+
- Automated deployment to staging and production
|
315 |
+
|
316 |
+
## 📚 Enterprise Documentation
|
317 |
+
|
318 |
+
### Documentation Structure
|
319 |
+
- **API Documentation**: Comprehensive API reference
|
320 |
+
- **Architecture Documentation**: System design and architecture
|
321 |
+
- **Deployment Guides**: Step-by-step deployment instructions
|
322 |
+
- **Troubleshooting**: Common issues and solutions
|
323 |
+
- **Performance Tuning**: Optimization guidelines
|
324 |
+
|
325 |
+
### Generating Documentation
|
326 |
+
```bash
|
327 |
+
# Generate documentation
|
328 |
+
make docs
|
329 |
|
330 |
+
# Serve documentation locally
|
331 |
+
make docs-serve
|
332 |
+
```
|
333 |
|
334 |
+
## 🤝 Enterprise Support
|
|
|
|
|
|
|
|
|
335 |
|
336 |
+
### Getting Help
|
337 |
+
- **Documentation**: Comprehensive documentation in `/docs`
|
338 |
+
- **Issues**: Report bugs and feature requests via GitHub Issues
|
339 |
+
- **Discussions**: Community discussions via GitHub Discussions
|
340 |
+
- **Security**: Report security vulnerabilities via GitHub Security
|
341 |
|
342 |
+
### Contributing
|
343 |
1. Fork the repository
|
344 |
2. Create a feature branch
|
345 |
3. Make your changes
|
346 |
+
4. Run the full test suite: `make test`
|
347 |
5. Submit a pull request
|
348 |
|
349 |
+
### Code Quality Standards
|
350 |
+
- **Linting**: Automated code linting with flake8
|
351 |
+
- **Formatting**: Consistent code formatting with black and isort
|
352 |
+
- **Type Checking**: Static type checking with mypy
|
353 |
+
- **Testing**: Comprehensive test coverage requirements
|
354 |
+
- **Documentation**: Inline documentation and docstrings
|
355 |
+
|
356 |
## 📄 License
|
357 |
|
358 |
+
This project is licensed under the Apache License 2.0 - see the [LICENSE](LICENSE) file for details.
|
359 |
+
|
360 |
+
## 🙏 Acknowledgments
|
361 |
+
|
362 |
+
- Federal Reserve Economic Data (FRED) for providing the economic data API
|
363 |
+
- Streamlit for the interactive web framework
|
364 |
+
- The open-source community for various libraries and tools
|
365 |
|
366 |
+
## 📞 Contact
|
367 |
|
368 |
+
For enterprise support and inquiries:
|
369 |
+
- **Email**: [email protected]
|
370 |
+
- **Documentation**: https://docs.your-org.com/fred-ml
|
371 |
+
- **Issues**: https://github.com/your-org/FRED_ML/issues
|
372 |
|
373 |
---
|
374 |
|
375 |
+
**FRED ML** - Enterprise Economic Analytics Platform
|
376 |
+
*Version 2.0.1 - Enterprise Grade*
|
MATH_ISSUES_ANALYSIS.md → backup/redundant_files/MATH_ISSUES_ANALYSIS.md
RENAMED
File without changes
|
alignment_divergence_insights.txt → backup/redundant_files/alignment_divergence_insights.txt
RENAMED
File without changes
|
check_deployment.py → backup/redundant_files/check_deployment.py
RENAMED
File without changes
|
debug_analytics.py → backup/redundant_files/debug_analytics.py
RENAMED
File without changes
|
debug_data_structure.py → backup/redundant_files/debug_data_structure.py
RENAMED
File without changes
|
simple_local_test.py → backup/redundant_files/simple_local_test.py
RENAMED
File without changes
|
test_alignment_divergence.py → backup/redundant_files/test_alignment_divergence.py
RENAMED
File without changes
|
backup/redundant_files/test_analytics.py
ADDED
@@ -0,0 +1,127 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script for FRED ML analytics functionality
|
4 |
+
"""
|
5 |
+
|
6 |
+
import sys
|
7 |
+
import os
|
8 |
+
sys.path.append(os.path.dirname(os.path.abspath(__file__)))
|
9 |
+
|
10 |
+
def test_imports():
|
11 |
+
"""Test if all required modules can be imported"""
|
12 |
+
try:
|
13 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
14 |
+
print("✅ EnhancedFREDClient import: PASSED")
|
15 |
+
|
16 |
+
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
17 |
+
print("✅ ComprehensiveAnalytics import: PASSED")
|
18 |
+
|
19 |
+
from src.analysis.economic_forecasting import EconomicForecaster
|
20 |
+
print("✅ EconomicForecaster import: PASSED")
|
21 |
+
|
22 |
+
from src.analysis.economic_segmentation import EconomicSegmentation
|
23 |
+
print("✅ EconomicSegmentation import: PASSED")
|
24 |
+
|
25 |
+
from src.analysis.statistical_modeling import StatisticalModeling
|
26 |
+
print("✅ StatisticalModeling import: PASSED")
|
27 |
+
|
28 |
+
return True
|
29 |
+
except Exception as e:
|
30 |
+
print(f"❌ Import test: FAILED ({e})")
|
31 |
+
return False
|
32 |
+
|
33 |
+
def test_fred_client():
|
34 |
+
"""Test FRED client functionality"""
|
35 |
+
try:
|
36 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
37 |
+
|
38 |
+
client = EnhancedFREDClient("acf8bbec7efe3b6dfa6ae083e7152314")
|
39 |
+
|
40 |
+
# Test basic functionality - check for the correct method names
|
41 |
+
if hasattr(client, 'fetch_economic_data') and hasattr(client, 'fetch_quarterly_data'):
|
42 |
+
print("✅ FRED Client structure: PASSED")
|
43 |
+
return True
|
44 |
+
else:
|
45 |
+
print("❌ FRED Client structure: FAILED")
|
46 |
+
return False
|
47 |
+
except Exception as e:
|
48 |
+
print(f"❌ FRED Client test: FAILED ({e})")
|
49 |
+
return False
|
50 |
+
|
51 |
+
def test_analytics_structure():
|
52 |
+
"""Test analytics module structure"""
|
53 |
+
try:
|
54 |
+
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
55 |
+
|
56 |
+
# Test if the class has required methods
|
57 |
+
analytics = ComprehensiveAnalytics("acf8bbec7efe3b6dfa6ae083e7152314")
|
58 |
+
|
59 |
+
required_methods = [
|
60 |
+
'run_complete_analysis',
|
61 |
+
'_run_statistical_analysis',
|
62 |
+
'_run_forecasting_analysis',
|
63 |
+
'_run_segmentation_analysis',
|
64 |
+
'_extract_insights'
|
65 |
+
]
|
66 |
+
|
67 |
+
for method in required_methods:
|
68 |
+
if hasattr(analytics, method):
|
69 |
+
print(f"✅ Method {method}: PASSED")
|
70 |
+
else:
|
71 |
+
print(f"❌ Method {method}: FAILED")
|
72 |
+
return False
|
73 |
+
|
74 |
+
return True
|
75 |
+
except Exception as e:
|
76 |
+
print(f"❌ Analytics structure test: FAILED ({e})")
|
77 |
+
return False
|
78 |
+
|
79 |
+
def test_config():
|
80 |
+
"""Test configuration loading"""
|
81 |
+
try:
|
82 |
+
# Test if config can be loaded
|
83 |
+
import os
|
84 |
+
fred_key = os.getenv('FRED_API_KEY', 'acf8bbec7efe3b6dfa6ae083e7152314')
|
85 |
+
|
86 |
+
if fred_key and len(fred_key) > 10:
|
87 |
+
print("✅ Configuration loading: PASSED")
|
88 |
+
return True
|
89 |
+
else:
|
90 |
+
print("❌ Configuration loading: FAILED")
|
91 |
+
return False
|
92 |
+
except Exception as e:
|
93 |
+
print(f"❌ Configuration test: FAILED ({e})")
|
94 |
+
return False
|
95 |
+
|
96 |
+
def main():
|
97 |
+
"""Run all analytics tests"""
|
98 |
+
print("🧪 Testing FRED ML Analytics...")
|
99 |
+
print("=" * 50)
|
100 |
+
|
101 |
+
tests = [
|
102 |
+
("Module Imports", test_imports),
|
103 |
+
("FRED Client", test_fred_client),
|
104 |
+
("Analytics Structure", test_analytics_structure),
|
105 |
+
("Configuration", test_config),
|
106 |
+
]
|
107 |
+
|
108 |
+
passed = 0
|
109 |
+
total = len(tests)
|
110 |
+
|
111 |
+
for test_name, test_func in tests:
|
112 |
+
print(f"\n🔍 Testing: {test_name}")
|
113 |
+
if test_func():
|
114 |
+
passed += 1
|
115 |
+
|
116 |
+
print("\n" + "=" * 50)
|
117 |
+
print(f"📊 Analytics Test Results: {passed}/{total} tests passed")
|
118 |
+
|
119 |
+
if passed == total:
|
120 |
+
print("🎉 All analytics tests passed! The analytics modules are working correctly.")
|
121 |
+
return 0
|
122 |
+
else:
|
123 |
+
print("⚠️ Some analytics tests failed. Check the module imports and structure.")
|
124 |
+
return 1
|
125 |
+
|
126 |
+
if __name__ == "__main__":
|
127 |
+
sys.exit(main())
|
test_analytics_fix.py → backup/redundant_files/test_analytics_fix.py
RENAMED
File without changes
|
backup/redundant_files/test_app.py
ADDED
@@ -0,0 +1,86 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script for FRED ML app functionality
|
4 |
+
"""
|
5 |
+
|
6 |
+
import requests
|
7 |
+
import time
|
8 |
+
import sys
|
9 |
+
|
10 |
+
def test_app_health():
|
11 |
+
"""Test if the app is running and healthy"""
|
12 |
+
try:
|
13 |
+
response = requests.get("http://localhost:8501/_stcore/health", timeout=5)
|
14 |
+
if response.status_code == 200:
|
15 |
+
print("✅ App health check: PASSED")
|
16 |
+
return True
|
17 |
+
else:
|
18 |
+
print(f"❌ App health check: FAILED (status {response.status_code})")
|
19 |
+
return False
|
20 |
+
except Exception as e:
|
21 |
+
print(f"❌ App health check: FAILED ({e})")
|
22 |
+
return False
|
23 |
+
|
24 |
+
def test_app_loading():
|
25 |
+
"""Test if the app loads the main page"""
|
26 |
+
try:
|
27 |
+
response = requests.get("http://localhost:8501", timeout=10)
|
28 |
+
if response.status_code == 200 and "Streamlit" in response.text:
|
29 |
+
print("✅ App main page: PASSED")
|
30 |
+
return True
|
31 |
+
else:
|
32 |
+
print(f"❌ App main page: FAILED (status {response.status_code})")
|
33 |
+
return False
|
34 |
+
except Exception as e:
|
35 |
+
print(f"❌ App main page: FAILED ({e})")
|
36 |
+
return False
|
37 |
+
|
38 |
+
def test_fred_api():
|
39 |
+
"""Test FRED API functionality"""
|
40 |
+
try:
|
41 |
+
# Test FRED API key
|
42 |
+
api_key = "acf8bbec7efe3b6dfa6ae083e7152314"
|
43 |
+
test_url = f"https://api.stlouisfed.org/fred/series?series_id=GDP&api_key={api_key}&file_type=json"
|
44 |
+
response = requests.get(test_url, timeout=10)
|
45 |
+
if response.status_code == 200:
|
46 |
+
print("✅ FRED API test: PASSED")
|
47 |
+
return True
|
48 |
+
else:
|
49 |
+
print(f"❌ FRED API test: FAILED (status {response.status_code})")
|
50 |
+
return False
|
51 |
+
except Exception as e:
|
52 |
+
print(f"❌ FRED API test: FAILED ({e})")
|
53 |
+
return False
|
54 |
+
|
55 |
+
def main():
|
56 |
+
"""Run all tests"""
|
57 |
+
print("🧪 Testing FRED ML App...")
|
58 |
+
print("=" * 50)
|
59 |
+
|
60 |
+
tests = [
|
61 |
+
("App Health", test_app_health),
|
62 |
+
("App Loading", test_app_loading),
|
63 |
+
("FRED API", test_fred_api),
|
64 |
+
]
|
65 |
+
|
66 |
+
passed = 0
|
67 |
+
total = len(tests)
|
68 |
+
|
69 |
+
for test_name, test_func in tests:
|
70 |
+
print(f"\n🔍 Testing: {test_name}")
|
71 |
+
if test_func():
|
72 |
+
passed += 1
|
73 |
+
time.sleep(1) # Brief pause between tests
|
74 |
+
|
75 |
+
print("\n" + "=" * 50)
|
76 |
+
print(f"📊 Test Results: {passed}/{total} tests passed")
|
77 |
+
|
78 |
+
if passed == total:
|
79 |
+
print("🎉 All tests passed! The app is working correctly.")
|
80 |
+
return 0
|
81 |
+
else:
|
82 |
+
print("⚠️ Some tests failed. Check the logs for details.")
|
83 |
+
return 1
|
84 |
+
|
85 |
+
if __name__ == "__main__":
|
86 |
+
sys.exit(main())
|
test_app_features.py → backup/redundant_files/test_app_features.py
RENAMED
File without changes
|
backup/redundant_files/test_data_accuracy.py
ADDED
@@ -0,0 +1,108 @@
|
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|
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|
|
|
|
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|
|
|
|
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|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
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|
|
|
|
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|
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|
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|
|
|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script to verify data accuracy against FRED values
|
4 |
+
"""
|
5 |
+
|
6 |
+
import os
|
7 |
+
import sys
|
8 |
+
import pandas as pd
|
9 |
+
from datetime import datetime
|
10 |
+
|
11 |
+
# Add src to path
|
12 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), 'src'))
|
13 |
+
|
14 |
+
def test_data_accuracy():
|
15 |
+
"""Test data accuracy against known FRED values"""
|
16 |
+
|
17 |
+
print("=== TESTING DATA ACCURACY ===")
|
18 |
+
|
19 |
+
# Get API key
|
20 |
+
api_key = os.getenv('FRED_API_KEY')
|
21 |
+
if not api_key:
|
22 |
+
print("❌ FRED_API_KEY not set")
|
23 |
+
return
|
24 |
+
|
25 |
+
try:
|
26 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
27 |
+
from src.analysis.mathematical_fixes import MathematicalFixes
|
28 |
+
|
29 |
+
# Initialize client and mathematical fixes
|
30 |
+
client = EnhancedFREDClient(api_key)
|
31 |
+
math_fixes = MathematicalFixes()
|
32 |
+
|
33 |
+
# Test indicators with known values
|
34 |
+
test_indicators = ['GDPC1', 'CPIAUCSL', 'UNRATE']
|
35 |
+
|
36 |
+
print(f"\nTesting indicators: {test_indicators}")
|
37 |
+
|
38 |
+
# Fetch raw data
|
39 |
+
raw_data = client.fetch_economic_data(
|
40 |
+
indicators=test_indicators,
|
41 |
+
start_date='2024-01-01',
|
42 |
+
end_date='2024-12-31',
|
43 |
+
frequency='auto'
|
44 |
+
)
|
45 |
+
|
46 |
+
print(f"\nRaw data shape: {raw_data.shape}")
|
47 |
+
print(f"Raw data columns: {list(raw_data.columns)}")
|
48 |
+
|
49 |
+
if not raw_data.empty:
|
50 |
+
print(f"\nLatest raw values:")
|
51 |
+
for indicator in test_indicators:
|
52 |
+
if indicator in raw_data.columns:
|
53 |
+
latest_value = raw_data[indicator].dropna().iloc[-1]
|
54 |
+
print(f" {indicator}: {latest_value:.2f}")
|
55 |
+
|
56 |
+
# Apply mathematical fixes
|
57 |
+
fixed_data, fix_info = math_fixes.apply_comprehensive_fixes(
|
58 |
+
raw_data,
|
59 |
+
target_freq='Q',
|
60 |
+
growth_method='pct_change',
|
61 |
+
normalize_units=True
|
62 |
+
)
|
63 |
+
|
64 |
+
print(f"\nFixed data shape: {fixed_data.shape}")
|
65 |
+
print(f"Applied fixes: {fix_info}")
|
66 |
+
|
67 |
+
if not fixed_data.empty:
|
68 |
+
print(f"\nLatest fixed values:")
|
69 |
+
for indicator in test_indicators:
|
70 |
+
if indicator in fixed_data.columns:
|
71 |
+
latest_value = fixed_data[indicator].dropna().iloc[-1]
|
72 |
+
print(f" {indicator}: {latest_value:.2f}")
|
73 |
+
|
74 |
+
# Expected values based on your feedback
|
75 |
+
expected_values = {
|
76 |
+
'GDPC1': 23500, # Should be ~23.5 trillion
|
77 |
+
'CPIAUCSL': 316, # Should be ~316
|
78 |
+
'UNRATE': 3.7 # Should be ~3.7%
|
79 |
+
}
|
80 |
+
|
81 |
+
print(f"\nExpected values (from your feedback):")
|
82 |
+
for indicator, expected in expected_values.items():
|
83 |
+
print(f" {indicator}: {expected}")
|
84 |
+
|
85 |
+
# Compare with actual values
|
86 |
+
print(f"\nAccuracy check:")
|
87 |
+
for indicator in test_indicators:
|
88 |
+
if indicator in fixed_data.columns:
|
89 |
+
actual_value = fixed_data[indicator].dropna().iloc[-1]
|
90 |
+
expected_value = expected_values.get(indicator, 0)
|
91 |
+
|
92 |
+
if expected_value > 0:
|
93 |
+
accuracy = abs(actual_value - expected_value) / expected_value * 100
|
94 |
+
print(f" {indicator}: {actual_value:.2f} vs {expected_value:.2f} (accuracy: {accuracy:.1f}%)")
|
95 |
+
else:
|
96 |
+
print(f" {indicator}: {actual_value:.2f} (no expected value)")
|
97 |
+
|
98 |
+
# Test unit normalization factors
|
99 |
+
print(f"\nUnit normalization factors:")
|
100 |
+
for indicator in test_indicators:
|
101 |
+
factor = math_fixes.unit_factors.get(indicator, 1)
|
102 |
+
print(f" {indicator}: factor = {factor}")
|
103 |
+
|
104 |
+
except Exception as e:
|
105 |
+
print(f"❌ Failed to test data accuracy: {e}")
|
106 |
+
|
107 |
+
if __name__ == "__main__":
|
108 |
+
test_data_accuracy()
|
test_data_validation.py → backup/redundant_files/test_data_validation.py
RENAMED
File without changes
|
backup/redundant_files/test_dynamic_scoring.py
ADDED
@@ -0,0 +1,349 @@
|
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|
|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test Dynamic Scoring Implementation
|
4 |
+
Verifies that the economic health and market sentiment scores
|
5 |
+
are calculated correctly using real-time FRED data
|
6 |
+
"""
|
7 |
+
|
8 |
+
import os
|
9 |
+
import sys
|
10 |
+
import pandas as pd
|
11 |
+
import numpy as np
|
12 |
+
from datetime import datetime
|
13 |
+
|
14 |
+
# Add frontend to path
|
15 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), 'frontend'))
|
16 |
+
|
17 |
+
def test_dynamic_scoring():
|
18 |
+
"""Test the dynamic scoring implementation"""
|
19 |
+
|
20 |
+
print("=== TESTING DYNAMIC SCORING IMPLEMENTATION ===\n")
|
21 |
+
|
22 |
+
# Import the scoring functions
|
23 |
+
try:
|
24 |
+
from frontend.fred_api_client import generate_real_insights
|
25 |
+
|
26 |
+
# Get API key
|
27 |
+
api_key = os.getenv('FRED_API_KEY')
|
28 |
+
if not api_key:
|
29 |
+
print("❌ FRED_API_KEY not set")
|
30 |
+
return False
|
31 |
+
|
32 |
+
print("1. Testing real-time data fetching...")
|
33 |
+
insights = generate_real_insights(api_key)
|
34 |
+
|
35 |
+
if not insights:
|
36 |
+
print("❌ No insights generated")
|
37 |
+
return False
|
38 |
+
|
39 |
+
print(f"✅ Generated insights for {len(insights)} indicators")
|
40 |
+
|
41 |
+
# Test the scoring functions
|
42 |
+
print("\n2. Testing Economic Health Score...")
|
43 |
+
|
44 |
+
# Import the scoring functions from the app
|
45 |
+
def normalize(value, min_val, max_val):
|
46 |
+
"""Normalize a value to 0-1 range"""
|
47 |
+
if max_val == min_val:
|
48 |
+
return 0.5
|
49 |
+
return max(0, min(1, (value - min_val) / (max_val - min_val)))
|
50 |
+
|
51 |
+
def calculate_health_score(insights):
|
52 |
+
"""Calculate dynamic economy health score (0-100) based on real-time indicators"""
|
53 |
+
score = 0
|
54 |
+
weights = {
|
55 |
+
'gdp_growth': 0.3,
|
56 |
+
'inflation': 0.2,
|
57 |
+
'unemployment': 0.2,
|
58 |
+
'industrial_production': 0.2,
|
59 |
+
'fed_rate': 0.1
|
60 |
+
}
|
61 |
+
|
62 |
+
# GDP growth (GDPC1) - normalize 0-5% range
|
63 |
+
gdp_growth = 0
|
64 |
+
if 'GDPC1' in insights:
|
65 |
+
gdp_growth_raw = insights['GDPC1'].get('growth_rate', 0)
|
66 |
+
if isinstance(gdp_growth_raw, str):
|
67 |
+
try:
|
68 |
+
gdp_growth = float(gdp_growth_raw.replace('%', '').replace('+', ''))
|
69 |
+
except:
|
70 |
+
gdp_growth = 0
|
71 |
+
else:
|
72 |
+
gdp_growth = float(gdp_growth_raw)
|
73 |
+
|
74 |
+
gdp_score = normalize(gdp_growth, 0, 5) * weights['gdp_growth']
|
75 |
+
score += gdp_score
|
76 |
+
|
77 |
+
# Inflation (CPIAUCSL) - normalize 0-10% range, lower is better
|
78 |
+
inflation_rate = 0
|
79 |
+
if 'CPIAUCSL' in insights:
|
80 |
+
inflation_raw = insights['CPIAUCSL'].get('growth_rate', 0)
|
81 |
+
if isinstance(inflation_raw, str):
|
82 |
+
try:
|
83 |
+
inflation_rate = float(inflation_raw.replace('%', '').replace('+', ''))
|
84 |
+
except:
|
85 |
+
inflation_rate = 0
|
86 |
+
else:
|
87 |
+
inflation_rate = float(inflation_raw)
|
88 |
+
|
89 |
+
# Target inflation is 2%, so we score based on distance from 2%
|
90 |
+
inflation_score = normalize(1 - abs(inflation_rate - 2), 0, 1) * weights['inflation']
|
91 |
+
score += inflation_score
|
92 |
+
|
93 |
+
# Unemployment (UNRATE) - normalize 0-10% range, lower is better
|
94 |
+
unemployment_rate = 5 # Default to 5%
|
95 |
+
if 'UNRATE' in insights:
|
96 |
+
unrate_raw = insights['UNRATE'].get('current_value', '5%')
|
97 |
+
if isinstance(unrate_raw, str):
|
98 |
+
try:
|
99 |
+
unemployment_rate = float(unrate_raw.replace('%', ''))
|
100 |
+
except:
|
101 |
+
unemployment_rate = 5
|
102 |
+
else:
|
103 |
+
unemployment_rate = float(unrate_raw)
|
104 |
+
|
105 |
+
unemployment_score = normalize(1 - unemployment_rate / 10, 0, 1) * weights['unemployment']
|
106 |
+
score += unemployment_score
|
107 |
+
|
108 |
+
# Industrial Production (INDPRO) - normalize 0-5% range
|
109 |
+
ip_growth = 0
|
110 |
+
if 'INDPRO' in insights:
|
111 |
+
ip_raw = insights['INDPRO'].get('growth_rate', 0)
|
112 |
+
if isinstance(ip_raw, str):
|
113 |
+
try:
|
114 |
+
ip_growth = float(ip_raw.replace('%', '').replace('+', ''))
|
115 |
+
except:
|
116 |
+
ip_growth = 0
|
117 |
+
else:
|
118 |
+
ip_growth = float(ip_raw)
|
119 |
+
|
120 |
+
ip_score = normalize(ip_growth, 0, 5) * weights['industrial_production']
|
121 |
+
score += ip_score
|
122 |
+
|
123 |
+
# Federal Funds Rate (FEDFUNDS) - normalize 0-10% range, lower is better
|
124 |
+
fed_rate = 2 # Default to 2%
|
125 |
+
if 'FEDFUNDS' in insights:
|
126 |
+
fed_raw = insights['FEDFUNDS'].get('current_value', '2%')
|
127 |
+
if isinstance(fed_raw, str):
|
128 |
+
try:
|
129 |
+
fed_rate = float(fed_raw.replace('%', ''))
|
130 |
+
except:
|
131 |
+
fed_rate = 2
|
132 |
+
else:
|
133 |
+
fed_rate = float(fed_raw)
|
134 |
+
|
135 |
+
fed_score = normalize(1 - fed_rate / 10, 0, 1) * weights['fed_rate']
|
136 |
+
score += fed_score
|
137 |
+
|
138 |
+
return max(0, min(100, score * 100))
|
139 |
+
|
140 |
+
def calculate_sentiment_score(insights):
|
141 |
+
"""Calculate dynamic market sentiment score (0-100) based on real-time indicators"""
|
142 |
+
score = 0
|
143 |
+
weights = {
|
144 |
+
'news_sentiment': 0.5,
|
145 |
+
'social_sentiment': 0.3,
|
146 |
+
'volatility': 0.2
|
147 |
+
}
|
148 |
+
|
149 |
+
# News sentiment (simulated based on economic indicators)
|
150 |
+
# Use a combination of GDP growth, unemployment, and inflation
|
151 |
+
news_sentiment = 0
|
152 |
+
if 'GDPC1' in insights:
|
153 |
+
gdp_growth = insights['GDPC1'].get('growth_rate', 0)
|
154 |
+
if isinstance(gdp_growth, str):
|
155 |
+
try:
|
156 |
+
gdp_growth = float(gdp_growth.replace('%', '').replace('+', ''))
|
157 |
+
except:
|
158 |
+
gdp_growth = 0
|
159 |
+
else:
|
160 |
+
gdp_growth = float(gdp_growth)
|
161 |
+
news_sentiment += normalize(gdp_growth, -2, 5) * 0.4
|
162 |
+
|
163 |
+
if 'UNRATE' in insights:
|
164 |
+
unrate = insights['UNRATE'].get('current_value', '5%')
|
165 |
+
if isinstance(unrate, str):
|
166 |
+
try:
|
167 |
+
unrate = float(unrate.replace('%', ''))
|
168 |
+
except:
|
169 |
+
unrate = 5
|
170 |
+
else:
|
171 |
+
unrate = float(unrate)
|
172 |
+
news_sentiment += normalize(1 - unrate / 10, 0, 1) * 0.3
|
173 |
+
|
174 |
+
if 'CPIAUCSL' in insights:
|
175 |
+
inflation = insights['CPIAUCSL'].get('growth_rate', 0)
|
176 |
+
if isinstance(inflation, str):
|
177 |
+
try:
|
178 |
+
inflation = float(inflation.replace('%', '').replace('+', ''))
|
179 |
+
except:
|
180 |
+
inflation = 0
|
181 |
+
else:
|
182 |
+
inflation = float(inflation)
|
183 |
+
# Moderate inflation (2-3%) is positive for sentiment
|
184 |
+
inflation_sentiment = normalize(1 - abs(inflation - 2.5), 0, 1)
|
185 |
+
news_sentiment += inflation_sentiment * 0.3
|
186 |
+
|
187 |
+
news_score = normalize(news_sentiment, 0, 1) * weights['news_sentiment']
|
188 |
+
score += news_score
|
189 |
+
|
190 |
+
# Social sentiment (simulated based on interest rates and yields)
|
191 |
+
# Lower rates generally indicate positive sentiment
|
192 |
+
social_sentiment = 0
|
193 |
+
if 'FEDFUNDS' in insights:
|
194 |
+
fed_rate = insights['FEDFUNDS'].get('current_value', '2%')
|
195 |
+
if isinstance(fed_rate, str):
|
196 |
+
try:
|
197 |
+
fed_rate = float(fed_rate.replace('%', ''))
|
198 |
+
except:
|
199 |
+
fed_rate = 2
|
200 |
+
else:
|
201 |
+
fed_rate = float(fed_rate)
|
202 |
+
social_sentiment += normalize(1 - fed_rate / 10, 0, 1) * 0.5
|
203 |
+
|
204 |
+
if 'DGS10' in insights:
|
205 |
+
treasury = insights['DGS10'].get('current_value', '3%')
|
206 |
+
if isinstance(treasury, str):
|
207 |
+
try:
|
208 |
+
treasury = float(treasury.replace('%', ''))
|
209 |
+
except:
|
210 |
+
treasury = 3
|
211 |
+
else:
|
212 |
+
treasury = float(treasury)
|
213 |
+
social_sentiment += normalize(1 - treasury / 10, 0, 1) * 0.5
|
214 |
+
|
215 |
+
social_score = normalize(social_sentiment, 0, 1) * weights['social_sentiment']
|
216 |
+
score += social_score
|
217 |
+
|
218 |
+
# Volatility (simulated based on economic uncertainty)
|
219 |
+
# Use inflation volatility and interest rate changes
|
220 |
+
volatility = 0.5 # Default moderate volatility
|
221 |
+
if 'CPIAUCSL' in insights and 'FEDFUNDS' in insights:
|
222 |
+
inflation = insights['CPIAUCSL'].get('growth_rate', 0)
|
223 |
+
fed_rate = insights['FEDFUNDS'].get('current_value', '2%')
|
224 |
+
|
225 |
+
if isinstance(inflation, str):
|
226 |
+
try:
|
227 |
+
inflation = float(inflation.replace('%', '').replace('+', ''))
|
228 |
+
except:
|
229 |
+
inflation = 0
|
230 |
+
else:
|
231 |
+
inflation = float(inflation)
|
232 |
+
|
233 |
+
if isinstance(fed_rate, str):
|
234 |
+
try:
|
235 |
+
fed_rate = float(fed_rate.replace('%', ''))
|
236 |
+
except:
|
237 |
+
fed_rate = 2
|
238 |
+
else:
|
239 |
+
fed_rate = float(fed_rate)
|
240 |
+
|
241 |
+
# Higher inflation and rate volatility = higher market volatility
|
242 |
+
inflation_vol = min(abs(inflation - 2) / 2, 1) # Distance from target
|
243 |
+
rate_vol = min(abs(fed_rate - 2) / 5, 1) # Distance from neutral
|
244 |
+
volatility = (inflation_vol + rate_vol) / 2
|
245 |
+
|
246 |
+
volatility_score = normalize(1 - volatility, 0, 1) * weights['volatility']
|
247 |
+
score += volatility_score
|
248 |
+
|
249 |
+
return max(0, min(100, score * 100))
|
250 |
+
|
251 |
+
def label_score(score):
|
252 |
+
"""Classify score into meaningful labels"""
|
253 |
+
if score >= 70:
|
254 |
+
return "Strong"
|
255 |
+
elif score >= 50:
|
256 |
+
return "Moderate"
|
257 |
+
elif score >= 30:
|
258 |
+
return "Weak"
|
259 |
+
else:
|
260 |
+
return "Critical"
|
261 |
+
|
262 |
+
# Calculate scores
|
263 |
+
health_score = calculate_health_score(insights)
|
264 |
+
sentiment_score = calculate_sentiment_score(insights)
|
265 |
+
|
266 |
+
# Get labels
|
267 |
+
health_label = label_score(health_score)
|
268 |
+
sentiment_label = label_score(sentiment_score)
|
269 |
+
|
270 |
+
print(f"✅ Economic Health Score: {health_score:.1f}/100 ({health_label})")
|
271 |
+
print(f"✅ Market Sentiment Score: {sentiment_score:.1f}/100 ({sentiment_label})")
|
272 |
+
|
273 |
+
# Test with different scenarios
|
274 |
+
print("\n3. Testing scoring with different scenarios...")
|
275 |
+
|
276 |
+
# Scenario 1: Strong economy
|
277 |
+
strong_insights = {
|
278 |
+
'GDPC1': {'growth_rate': '4.2%'},
|
279 |
+
'CPIAUCSL': {'growth_rate': '2.1%'},
|
280 |
+
'UNRATE': {'current_value': '3.5%'},
|
281 |
+
'INDPRO': {'growth_rate': '3.8%'},
|
282 |
+
'FEDFUNDS': {'current_value': '1.5%'}
|
283 |
+
}
|
284 |
+
|
285 |
+
strong_health = calculate_health_score(strong_insights)
|
286 |
+
strong_sentiment = calculate_sentiment_score(strong_insights)
|
287 |
+
|
288 |
+
print(f" Strong Economy: Health={strong_health:.1f}, Sentiment={strong_sentiment:.1f}")
|
289 |
+
|
290 |
+
# Scenario 2: Weak economy
|
291 |
+
weak_insights = {
|
292 |
+
'GDPC1': {'growth_rate': '-1.2%'},
|
293 |
+
'CPIAUCSL': {'growth_rate': '6.5%'},
|
294 |
+
'UNRATE': {'current_value': '7.8%'},
|
295 |
+
'INDPRO': {'growth_rate': '-2.1%'},
|
296 |
+
'FEDFUNDS': {'current_value': '5.2%'}
|
297 |
+
}
|
298 |
+
|
299 |
+
weak_health = calculate_health_score(weak_insights)
|
300 |
+
weak_sentiment = calculate_sentiment_score(weak_insights)
|
301 |
+
|
302 |
+
print(f" Weak Economy: Health={weak_health:.1f}, Sentiment={weak_sentiment:.1f}")
|
303 |
+
|
304 |
+
# Verify scoring logic
|
305 |
+
print("\n4. Verifying scoring logic...")
|
306 |
+
|
307 |
+
# Health score should be higher for strong economy
|
308 |
+
if strong_health > weak_health:
|
309 |
+
print("✅ Health scoring logic verified (strong > weak)")
|
310 |
+
else:
|
311 |
+
print("❌ Health scoring logic failed")
|
312 |
+
|
313 |
+
# Sentiment score should be higher for strong economy
|
314 |
+
if strong_sentiment > weak_sentiment:
|
315 |
+
print("✅ Sentiment scoring logic verified (strong > weak)")
|
316 |
+
else:
|
317 |
+
print("❌ Sentiment scoring logic failed")
|
318 |
+
|
319 |
+
# Test normalization function
|
320 |
+
print("\n5. Testing normalization function...")
|
321 |
+
|
322 |
+
test_cases = [
|
323 |
+
(0, 0, 10, 0.0),
|
324 |
+
(5, 0, 10, 0.5),
|
325 |
+
(10, 0, 10, 1.0),
|
326 |
+
(15, 0, 10, 1.0), # Clamped to max
|
327 |
+
(-5, 0, 10, 0.0), # Clamped to min
|
328 |
+
]
|
329 |
+
|
330 |
+
for value, min_val, max_val, expected in test_cases:
|
331 |
+
result = normalize(value, min_val, max_val)
|
332 |
+
if abs(result - expected) < 0.01:
|
333 |
+
print(f"✅ normalize({value}, {min_val}, {max_val}) = {result:.2f}")
|
334 |
+
else:
|
335 |
+
print(f"❌ normalize({value}, {min_val}, {max_val}) = {result:.2f}, expected {expected:.2f}")
|
336 |
+
|
337 |
+
print("\n=== DYNAMIC SCORING TEST COMPLETE ===")
|
338 |
+
return True
|
339 |
+
|
340 |
+
except Exception as e:
|
341 |
+
print(f"❌ Error testing dynamic scoring: {e}")
|
342 |
+
return False
|
343 |
+
|
344 |
+
if __name__ == "__main__":
|
345 |
+
success = test_dynamic_scoring()
|
346 |
+
if success:
|
347 |
+
print("\n🎉 All tests passed! Dynamic scoring is working correctly.")
|
348 |
+
else:
|
349 |
+
print("\n💥 Some tests failed. Please check the implementation.")
|
test_enhanced_app.py → backup/redundant_files/test_enhanced_app.py
RENAMED
File without changes
|
test_fixes_demonstration.py → backup/redundant_files/test_fixes_demonstration.py
RENAMED
File without changes
|
backup/redundant_files/test_fred_frequency_issue.py
ADDED
@@ -0,0 +1,125 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script to debug FRED API frequency parameter issue
|
4 |
+
"""
|
5 |
+
|
6 |
+
import os
|
7 |
+
import sys
|
8 |
+
import pandas as pd
|
9 |
+
from datetime import datetime
|
10 |
+
|
11 |
+
# Add src to path
|
12 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), 'src'))
|
13 |
+
|
14 |
+
def test_enhanced_fred_client():
|
15 |
+
"""Test the enhanced FRED client to identify frequency parameter issue"""
|
16 |
+
|
17 |
+
print("=== TESTING ENHANCED FRED CLIENT ===")
|
18 |
+
|
19 |
+
# Get API key
|
20 |
+
api_key = os.getenv('FRED_API_KEY')
|
21 |
+
if not api_key:
|
22 |
+
print("❌ FRED_API_KEY not set")
|
23 |
+
return
|
24 |
+
|
25 |
+
try:
|
26 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
27 |
+
|
28 |
+
# Initialize client
|
29 |
+
client = EnhancedFREDClient(api_key)
|
30 |
+
|
31 |
+
# Test problematic indicators
|
32 |
+
problematic_indicators = ['GDPC1', 'INDPRO', 'RSAFS']
|
33 |
+
|
34 |
+
print(f"\nTesting indicators: {problematic_indicators}")
|
35 |
+
|
36 |
+
for indicator in problematic_indicators:
|
37 |
+
print(f"\n--- Testing {indicator} ---")
|
38 |
+
try:
|
39 |
+
# Test direct series fetch
|
40 |
+
series = client._fetch_series(
|
41 |
+
indicator,
|
42 |
+
'2020-01-01',
|
43 |
+
'2024-12-31',
|
44 |
+
'auto'
|
45 |
+
)
|
46 |
+
|
47 |
+
if series is not None and not series.empty:
|
48 |
+
print(f"✅ {indicator}: Successfully fetched {len(series)} observations")
|
49 |
+
print(f" Latest value: {series.iloc[-1]:.2f}")
|
50 |
+
print(f" Date range: {series.index.min()} to {series.index.max()}")
|
51 |
+
else:
|
52 |
+
print(f"❌ {indicator}: No data returned")
|
53 |
+
|
54 |
+
except Exception as e:
|
55 |
+
print(f"❌ {indicator}: Error - {e}")
|
56 |
+
|
57 |
+
# Test full data fetch
|
58 |
+
print(f"\n--- Testing full data fetch ---")
|
59 |
+
try:
|
60 |
+
data = client.fetch_economic_data(
|
61 |
+
indicators=problematic_indicators,
|
62 |
+
start_date='2020-01-01',
|
63 |
+
end_date='2024-12-31',
|
64 |
+
frequency='auto'
|
65 |
+
)
|
66 |
+
|
67 |
+
print(f"✅ Full data fetch successful")
|
68 |
+
print(f" Shape: {data.shape}")
|
69 |
+
print(f" Columns: {list(data.columns)}")
|
70 |
+
print(f" Date range: {data.index.min()} to {data.index.max()}")
|
71 |
+
|
72 |
+
# Show sample data
|
73 |
+
print(f"\nSample data (last 3 observations):")
|
74 |
+
print(data.tail(3))
|
75 |
+
|
76 |
+
except Exception as e:
|
77 |
+
print(f"❌ Full data fetch failed: {e}")
|
78 |
+
|
79 |
+
except Exception as e:
|
80 |
+
print(f"❌ Failed to import or initialize EnhancedFREDClient: {e}")
|
81 |
+
|
82 |
+
def test_fredapi_direct():
|
83 |
+
"""Test fredapi library directly"""
|
84 |
+
|
85 |
+
print("\n=== TESTING FREDAPI LIBRARY DIRECTLY ===")
|
86 |
+
|
87 |
+
try:
|
88 |
+
from fredapi import Fred
|
89 |
+
|
90 |
+
api_key = os.getenv('FRED_API_KEY')
|
91 |
+
if not api_key:
|
92 |
+
print("❌ FRED_API_KEY not set")
|
93 |
+
return
|
94 |
+
|
95 |
+
fred = Fred(api_key=api_key)
|
96 |
+
|
97 |
+
# Test problematic indicators
|
98 |
+
problematic_indicators = ['GDPC1', 'INDPRO', 'RSAFS']
|
99 |
+
|
100 |
+
for indicator in problematic_indicators:
|
101 |
+
print(f"\n--- Testing {indicator} with fredapi ---")
|
102 |
+
try:
|
103 |
+
# Test without any frequency parameter
|
104 |
+
series = fred.get_series(
|
105 |
+
indicator,
|
106 |
+
observation_start='2020-01-01',
|
107 |
+
observation_end='2024-12-31'
|
108 |
+
)
|
109 |
+
|
110 |
+
if not series.empty:
|
111 |
+
print(f"✅ {indicator}: Successfully fetched {len(series)} observations")
|
112 |
+
print(f" Latest value: {series.iloc[-1]:.2f}")
|
113 |
+
print(f" Date range: {series.index.min()} to {series.index.max()}")
|
114 |
+
else:
|
115 |
+
print(f"❌ {indicator}: No data returned")
|
116 |
+
|
117 |
+
except Exception as e:
|
118 |
+
print(f"❌ {indicator}: Error - {e}")
|
119 |
+
|
120 |
+
except Exception as e:
|
121 |
+
print(f"❌ Failed to test fredapi directly: {e}")
|
122 |
+
|
123 |
+
if __name__ == "__main__":
|
124 |
+
test_enhanced_fred_client()
|
125 |
+
test_fredapi_direct()
|
test_frontend_data.py → backup/redundant_files/test_frontend_data.py
RENAMED
File without changes
|
backup/redundant_files/test_gdp_scale.py
ADDED
@@ -0,0 +1,85 @@
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script to verify GDP scale and fix the issue
|
4 |
+
"""
|
5 |
+
|
6 |
+
import os
|
7 |
+
import sys
|
8 |
+
import pandas as pd
|
9 |
+
from datetime import datetime
|
10 |
+
|
11 |
+
# Add src to path
|
12 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), 'src'))
|
13 |
+
|
14 |
+
def test_gdp_scale():
|
15 |
+
"""Test GDP scale to ensure it matches FRED values"""
|
16 |
+
|
17 |
+
print("=== TESTING GDP SCALE ===")
|
18 |
+
|
19 |
+
# Get API key
|
20 |
+
api_key = os.getenv('FRED_API_KEY')
|
21 |
+
if not api_key:
|
22 |
+
print("❌ FRED_API_KEY not set")
|
23 |
+
return
|
24 |
+
|
25 |
+
try:
|
26 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
27 |
+
from src.analysis.mathematical_fixes import MathematicalFixes
|
28 |
+
|
29 |
+
# Initialize client and mathematical fixes
|
30 |
+
client = EnhancedFREDClient(api_key)
|
31 |
+
math_fixes = MathematicalFixes()
|
32 |
+
|
33 |
+
# Fetch raw GDP data
|
34 |
+
print("\n1. Fetching raw GDP data from FRED...")
|
35 |
+
raw_data = client.fetch_economic_data(['GDPC1'], '2024-01-01', '2025-12-31')
|
36 |
+
|
37 |
+
if raw_data.empty:
|
38 |
+
print("❌ No raw data available")
|
39 |
+
return
|
40 |
+
|
41 |
+
print(f"Raw GDP data shape: {raw_data.shape}")
|
42 |
+
print(f"Raw GDP values: {raw_data['GDPC1'].tail()}")
|
43 |
+
|
44 |
+
# Apply mathematical fixes
|
45 |
+
print("\n2. Applying mathematical fixes...")
|
46 |
+
fixed_data, fix_info = math_fixes.apply_comprehensive_fixes(
|
47 |
+
raw_data,
|
48 |
+
target_freq='Q',
|
49 |
+
growth_method='pct_change',
|
50 |
+
normalize_units=True,
|
51 |
+
preserve_absolute_values=True
|
52 |
+
)
|
53 |
+
|
54 |
+
print(f"Fixed data shape: {fixed_data.shape}")
|
55 |
+
print(f"Fixed GDP values: {fixed_data['GDPC1'].tail()}")
|
56 |
+
|
57 |
+
# Check if the values are in the correct range (should be ~23,500 billion)
|
58 |
+
latest_gdp = fixed_data['GDPC1'].iloc[-1]
|
59 |
+
print(f"\nLatest GDP value: {latest_gdp}")
|
60 |
+
|
61 |
+
if 20000 <= latest_gdp <= 25000:
|
62 |
+
print("✅ GDP scale is correct (in billions)")
|
63 |
+
elif 20 <= latest_gdp <= 25:
|
64 |
+
print("❌ GDP scale is wrong - showing in trillions instead of billions")
|
65 |
+
print(" Expected: ~23,500 billion, Got: ~23.5 billion")
|
66 |
+
else:
|
67 |
+
print(f"❌ GDP scale is wrong - unexpected value: {latest_gdp}")
|
68 |
+
|
69 |
+
# Test the unit normalization specifically
|
70 |
+
print("\n3. Testing unit normalization...")
|
71 |
+
normalized_data = math_fixes.normalize_units(raw_data)
|
72 |
+
print(f"Normalized GDP values: {normalized_data['GDPC1'].tail()}")
|
73 |
+
|
74 |
+
# Check the unit factors
|
75 |
+
print(f"\n4. Current unit factors:")
|
76 |
+
for indicator, factor in math_fixes.unit_factors.items():
|
77 |
+
print(f" {indicator}: {factor}")
|
78 |
+
|
79 |
+
except Exception as e:
|
80 |
+
print(f"❌ Error: {e}")
|
81 |
+
import traceback
|
82 |
+
traceback.print_exc()
|
83 |
+
|
84 |
+
if __name__ == "__main__":
|
85 |
+
test_gdp_scale()
|
backup/redundant_files/test_imports.py
ADDED
@@ -0,0 +1,73 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script to verify all analytics imports work correctly
|
4 |
+
"""
|
5 |
+
|
6 |
+
import sys
|
7 |
+
import os
|
8 |
+
|
9 |
+
# Add the project root to Python path
|
10 |
+
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
|
11 |
+
|
12 |
+
def test_imports():
|
13 |
+
"""Test all the imports that the analytics need"""
|
14 |
+
print("🔍 Testing analytics imports...")
|
15 |
+
|
16 |
+
# Test 1: Config import
|
17 |
+
print("\n1. Testing config import...")
|
18 |
+
try:
|
19 |
+
from config.settings import Config
|
20 |
+
print("✅ Config import successful")
|
21 |
+
config = Config()
|
22 |
+
print(f"✅ Config.get_fred_api_key() = {config.get_fred_api_key()}")
|
23 |
+
except Exception as e:
|
24 |
+
print(f"❌ Config import failed: {e}")
|
25 |
+
return False
|
26 |
+
|
27 |
+
# Test 2: Analytics import
|
28 |
+
print("\n2. Testing analytics import...")
|
29 |
+
try:
|
30 |
+
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
31 |
+
print("✅ ComprehensiveAnalytics import successful")
|
32 |
+
except Exception as e:
|
33 |
+
print(f"❌ ComprehensiveAnalytics import failed: {e}")
|
34 |
+
return False
|
35 |
+
|
36 |
+
# Test 3: FRED Client import
|
37 |
+
print("\n3. Testing FRED client import...")
|
38 |
+
try:
|
39 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
40 |
+
print("✅ EnhancedFREDClient import successful")
|
41 |
+
except Exception as e:
|
42 |
+
print(f"❌ EnhancedFREDClient import failed: {e}")
|
43 |
+
return False
|
44 |
+
|
45 |
+
# Test 4: Analytics modules import
|
46 |
+
print("\n4. Testing analytics modules import...")
|
47 |
+
try:
|
48 |
+
from src.analysis.economic_forecasting import EconomicForecaster
|
49 |
+
from src.analysis.economic_segmentation import EconomicSegmentation
|
50 |
+
from src.analysis.statistical_modeling import StatisticalModeling
|
51 |
+
print("✅ All analytics modules import successful")
|
52 |
+
except Exception as e:
|
53 |
+
print(f"❌ Analytics modules import failed: {e}")
|
54 |
+
return False
|
55 |
+
|
56 |
+
# Test 5: Create analytics instance
|
57 |
+
print("\n5. Testing analytics instance creation...")
|
58 |
+
try:
|
59 |
+
analytics = ComprehensiveAnalytics(api_key="test_key", output_dir="test_output")
|
60 |
+
print("✅ ComprehensiveAnalytics instance created successfully")
|
61 |
+
except Exception as e:
|
62 |
+
print(f"❌ Analytics instance creation failed: {e}")
|
63 |
+
return False
|
64 |
+
|
65 |
+
print("\n🎉 All imports and tests passed successfully!")
|
66 |
+
return True
|
67 |
+
|
68 |
+
if __name__ == "__main__":
|
69 |
+
success = test_imports()
|
70 |
+
if success:
|
71 |
+
print("\n✅ All analytics imports are working correctly!")
|
72 |
+
else:
|
73 |
+
print("\n❌ Some imports failed. Check the errors above.")
|
test_local_app.py → backup/redundant_files/test_local_app.py
RENAMED
File without changes
|
test_math_issues.py → backup/redundant_files/test_math_issues.py
RENAMED
File without changes
|
backup/redundant_files/test_mathematical_fixes.py
ADDED
@@ -0,0 +1,94 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test script to verify mathematical fixes module
|
4 |
+
"""
|
5 |
+
|
6 |
+
import sys
|
7 |
+
import os
|
8 |
+
import pandas as pd
|
9 |
+
import numpy as np
|
10 |
+
from datetime import datetime, timedelta
|
11 |
+
|
12 |
+
# Add the project root to Python path
|
13 |
+
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
|
14 |
+
|
15 |
+
def test_mathematical_fixes():
|
16 |
+
"""Test the mathematical fixes module"""
|
17 |
+
print("🔍 Testing mathematical fixes module...")
|
18 |
+
|
19 |
+
try:
|
20 |
+
from src.analysis.mathematical_fixes import MathematicalFixes
|
21 |
+
|
22 |
+
# Create test data
|
23 |
+
dates = pd.date_range('2020-01-01', periods=100, freq='ME')
|
24 |
+
test_data = pd.DataFrame({
|
25 |
+
'GDPC1': np.random.normal(22000, 1000, 100), # Billions
|
26 |
+
'INDPRO': np.random.normal(100, 5, 100), # Index
|
27 |
+
'CPIAUCSL': np.random.normal(250, 10, 100), # Index
|
28 |
+
'FEDFUNDS': np.random.normal(2, 0.5, 100), # Percent
|
29 |
+
'PAYEMS': np.random.normal(150000, 5000, 100) # Thousands
|
30 |
+
}, index=dates)
|
31 |
+
|
32 |
+
print("✅ Test data created successfully")
|
33 |
+
|
34 |
+
# Initialize mathematical fixes
|
35 |
+
fixes = MathematicalFixes()
|
36 |
+
print("✅ MathematicalFixes initialized successfully")
|
37 |
+
|
38 |
+
# Test unit normalization
|
39 |
+
normalized_data = fixes.normalize_units(test_data)
|
40 |
+
print(f"✅ Unit normalization completed. Shape: {normalized_data.shape}")
|
41 |
+
|
42 |
+
# Test frequency alignment
|
43 |
+
aligned_data = fixes.align_frequencies(test_data, target_freq='QE')
|
44 |
+
print(f"✅ Frequency alignment completed. Shape: {aligned_data.shape}")
|
45 |
+
|
46 |
+
# Test growth rate calculation
|
47 |
+
growth_data = fixes.calculate_growth_rates(test_data, method='pct_change')
|
48 |
+
print(f"✅ Growth rate calculation completed. Shape: {growth_data.shape}")
|
49 |
+
|
50 |
+
# Test stationarity enforcement
|
51 |
+
stationary_data, diff_info = fixes.enforce_stationarity(growth_data)
|
52 |
+
print(f"✅ Stationarity enforcement completed. Shape: {stationary_data.shape}")
|
53 |
+
print(f"✅ Differencing info: {len(diff_info)} indicators processed")
|
54 |
+
|
55 |
+
# Test comprehensive fixes
|
56 |
+
fixed_data, fix_info = fixes.apply_comprehensive_fixes(
|
57 |
+
test_data,
|
58 |
+
target_freq='QE',
|
59 |
+
growth_method='pct_change',
|
60 |
+
normalize_units=True
|
61 |
+
)
|
62 |
+
print(f"✅ Comprehensive fixes applied. Final shape: {fixed_data.shape}")
|
63 |
+
print(f"✅ Applied fixes: {fix_info['fixes_applied']}")
|
64 |
+
|
65 |
+
# Test safe error metrics
|
66 |
+
actual = np.array([1, 2, 3, 4, 5])
|
67 |
+
forecast = np.array([1.1, 1.9, 3.1, 3.9, 5.1])
|
68 |
+
|
69 |
+
mape = fixes.safe_mape(actual, forecast)
|
70 |
+
mae = fixes.safe_mae(actual, forecast)
|
71 |
+
rmse = fixes.safe_rmse(actual, forecast)
|
72 |
+
|
73 |
+
print(f"✅ Error metrics calculated - MAPE: {mape:.2f}%, MAE: {mae:.2f}, RMSE: {rmse:.2f}")
|
74 |
+
|
75 |
+
# Test forecast period scaling
|
76 |
+
for indicator in ['GDPC1', 'INDPRO', 'FEDFUNDS']:
|
77 |
+
scaled_periods = fixes.scale_forecast_periods(4, indicator, test_data)
|
78 |
+
print(f"✅ {indicator}: scaled forecast periods from 4 to {scaled_periods}")
|
79 |
+
|
80 |
+
print("\n🎉 All mathematical fixes tests passed successfully!")
|
81 |
+
return True
|
82 |
+
|
83 |
+
except Exception as e:
|
84 |
+
print(f"❌ Mathematical fixes test failed: {e}")
|
85 |
+
import traceback
|
86 |
+
traceback.print_exc()
|
87 |
+
return False
|
88 |
+
|
89 |
+
if __name__ == "__main__":
|
90 |
+
success = test_mathematical_fixes()
|
91 |
+
if success:
|
92 |
+
print("\n✅ Mathematical fixes module is working correctly!")
|
93 |
+
else:
|
94 |
+
print("\n❌ Mathematical fixes module has issues.")
|
backup/redundant_files/test_mathematical_fixes_fixed.py
ADDED
@@ -0,0 +1,92 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Test Mathematical Fixes - Fixed Version
|
4 |
+
Verify that the corrected unit normalization factors produce accurate data values
|
5 |
+
"""
|
6 |
+
|
7 |
+
import sys
|
8 |
+
import os
|
9 |
+
sys.path.insert(0, os.path.abspath('.'))
|
10 |
+
|
11 |
+
import pandas as pd
|
12 |
+
import numpy as np
|
13 |
+
from src.analysis.mathematical_fixes import MathematicalFixes
|
14 |
+
|
15 |
+
def test_mathematical_fixes():
|
16 |
+
"""Test that mathematical fixes produce correct data values"""
|
17 |
+
print("🧪 Testing Mathematical Fixes - Fixed Version")
|
18 |
+
print("=" * 60)
|
19 |
+
|
20 |
+
# Create sample data that matches FRED's actual values
|
21 |
+
dates = pd.date_range('2024-01-01', periods=12, freq='M')
|
22 |
+
|
23 |
+
# Sample data with realistic FRED values
|
24 |
+
sample_data = pd.DataFrame({
|
25 |
+
'GDPC1': [23500, 23550, 23600, 23650, 23700, 23750, 23800, 23850, 23900, 23950, 24000, 24050], # Billions
|
26 |
+
'CPIAUCSL': [310, 311, 312, 313, 314, 315, 316, 317, 318, 319, 320, 321], # Index ~320
|
27 |
+
'INDPRO': [110, 111, 112, 113, 114, 115, 116, 117, 118, 119, 120, 121], # Index ~110-115
|
28 |
+
'FEDFUNDS': [4.25, 4.30, 4.35, 4.40, 4.45, 4.50, 4.55, 4.60, 4.65, 4.70, 4.75, 4.80], # Percent ~4.33%
|
29 |
+
'DGS10': [3.8, 3.9, 4.0, 4.1, 4.2, 4.3, 4.4, 4.5, 4.6, 4.7, 4.8, 4.9], # Percent ~4.0%
|
30 |
+
'RSAFS': [700000, 710000, 720000, 730000, 740000, 750000, 760000, 770000, 780000, 790000, 800000, 810000] # Millions
|
31 |
+
}, index=dates)
|
32 |
+
|
33 |
+
print("📊 Original Data (Realistic FRED Values):")
|
34 |
+
print(sample_data.head())
|
35 |
+
print()
|
36 |
+
|
37 |
+
# Initialize mathematical fixes
|
38 |
+
math_fixes = MathematicalFixes()
|
39 |
+
|
40 |
+
# Apply comprehensive fixes
|
41 |
+
print("🔧 Applying Mathematical Fixes...")
|
42 |
+
fixed_data, fix_info = math_fixes.apply_comprehensive_fixes(
|
43 |
+
sample_data,
|
44 |
+
target_freq='Q',
|
45 |
+
growth_method='pct_change',
|
46 |
+
normalize_units=True
|
47 |
+
)
|
48 |
+
|
49 |
+
print("✅ Fixes Applied:")
|
50 |
+
for fix in fix_info['fixes_applied']:
|
51 |
+
print(f" - {fix}")
|
52 |
+
print()
|
53 |
+
|
54 |
+
# Test unit normalization specifically
|
55 |
+
print("🧮 Testing Unit Normalization:")
|
56 |
+
normalized_data = math_fixes.normalize_units(sample_data)
|
57 |
+
|
58 |
+
print("Original vs Normalized Values:")
|
59 |
+
for col in ['GDPC1', 'CPIAUCSL', 'INDPRO', 'FEDFUNDS', 'DGS10', 'RSAFS']:
|
60 |
+
if col in sample_data.columns:
|
61 |
+
original_val = sample_data[col].iloc[-1]
|
62 |
+
normalized_val = normalized_data[col].iloc[-1]
|
63 |
+
print(f" {col}: {original_val:,.2f} → {normalized_val:,.2f}")
|
64 |
+
|
65 |
+
print()
|
66 |
+
|
67 |
+
# Verify the values are now correct
|
68 |
+
print("✅ Expected vs Actual Values:")
|
69 |
+
expected_values = {
|
70 |
+
'GDPC1': (23500, 24050), # Should be ~$23.5T (in billions)
|
71 |
+
'CPIAUCSL': (310, 321), # Should be ~320
|
72 |
+
'INDPRO': (110, 121), # Should be ~110-115
|
73 |
+
'FEDFUNDS': (4.25, 4.80), # Should be ~4.33%
|
74 |
+
'DGS10': (3.8, 4.9), # Should be ~4.0%
|
75 |
+
'RSAFS': (700, 810) # Should be ~$700-900B (in billions)
|
76 |
+
}
|
77 |
+
|
78 |
+
for col, (min_expected, max_expected) in expected_values.items():
|
79 |
+
if col in normalized_data.columns:
|
80 |
+
actual_val = normalized_data[col].iloc[-1]
|
81 |
+
if min_expected <= actual_val <= max_expected:
|
82 |
+
print(f" ✅ {col}: {actual_val:,.2f} (within expected range {min_expected:,.2f}-{max_expected:,.2f})")
|
83 |
+
else:
|
84 |
+
print(f" ❌ {col}: {actual_val:,.2f} (outside expected range {min_expected:,.2f}-{max_expected:,.2f})")
|
85 |
+
|
86 |
+
print()
|
87 |
+
print("🎯 Mathematical Fixes Test Complete!")
|
88 |
+
|
89 |
+
return fixed_data, fix_info
|
90 |
+
|
91 |
+
if __name__ == "__main__":
|
92 |
+
test_mathematical_fixes()
|
test_real_analytics.py → backup/redundant_files/test_real_analytics.py
RENAMED
File without changes
|
test_real_data_analysis.py → backup/redundant_files/test_real_data_analysis.py
RENAMED
File without changes
|
test_report.json → backup/redundant_files/test_report.json
RENAMED
File without changes
|
config/settings.py
CHANGED
@@ -1,93 +1,389 @@
|
|
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|
1 |
"""
|
2 |
-
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|
3 |
"""
|
4 |
|
5 |
import os
|
6 |
-
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|
7 |
|
8 |
-
#
|
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|
9 |
FRED_API_KEY = os.getenv('FRED_API_KEY', '')
|
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|
10 |
|
11 |
-
# AWS Configuration
|
12 |
-
AWS_REGION = os.getenv('AWS_REGION', 'us-east-1')
|
13 |
-
AWS_ACCESS_KEY_ID = os.getenv('AWS_ACCESS_KEY_ID', '')
|
14 |
-
AWS_SECRET_ACCESS_KEY = os.getenv('AWS_SECRET_ACCESS_KEY', '')
|
15 |
-
|
16 |
-
# Application Configuration
|
17 |
-
DEBUG = os.getenv('DEBUG', 'False').lower() == 'true'
|
18 |
-
LOG_LEVEL = os.getenv('LOG_LEVEL', 'INFO')
|
19 |
-
|
20 |
-
# Performance Configuration
|
21 |
-
MAX_WORKERS = int(os.getenv('MAX_WORKERS', '10')) # For parallel processing
|
22 |
-
REQUEST_TIMEOUT = int(os.getenv('REQUEST_TIMEOUT', '30')) # API request timeout
|
23 |
-
CACHE_DURATION = int(os.getenv('CACHE_DURATION', '3600')) # Cache duration in seconds
|
24 |
-
|
25 |
-
# Streamlit Configuration
|
26 |
-
STREAMLIT_SERVER_PORT = int(os.getenv('STREAMLIT_SERVER_PORT', '8501'))
|
27 |
-
STREAMLIT_SERVER_ADDRESS = os.getenv('STREAMLIT_SERVER_ADDRESS', '0.0.0.0')
|
28 |
-
|
29 |
-
# Data Configuration
|
30 |
-
DEFAULT_SERIES_LIST = [
|
31 |
-
'GDPC1', # Real GDP
|
32 |
-
'INDPRO', # Industrial Production
|
33 |
-
'RSAFS', # Retail Sales
|
34 |
-
'CPIAUCSL', # Consumer Price Index
|
35 |
-
'FEDFUNDS', # Federal Funds Rate
|
36 |
-
'DGS10', # 10-Year Treasury
|
37 |
-
'UNRATE', # Unemployment Rate
|
38 |
-
'PAYEMS', # Total Nonfarm Payrolls
|
39 |
-
'PCE', # Personal Consumption Expenditures
|
40 |
-
'M2SL', # M2 Money Stock
|
41 |
-
'TCU', # Capacity Utilization
|
42 |
-
'DEXUSEU' # US/Euro Exchange Rate
|
43 |
-
]
|
44 |
-
|
45 |
-
# Default date ranges
|
46 |
-
DEFAULT_START_DATE = '2019-01-01'
|
47 |
-
DEFAULT_END_DATE = '2024-12-31'
|
48 |
-
|
49 |
-
# Directory Configuration
|
50 |
-
OUTPUT_DIR = os.path.join(os.path.dirname(__file__), '..', 'data', 'processed')
|
51 |
-
PLOTS_DIR = os.path.join(os.path.dirname(__file__), '..', 'data', 'exports')
|
52 |
-
|
53 |
-
# Analysis Configuration
|
54 |
-
ANALYSIS_TYPES = {
|
55 |
-
'comprehensive': 'Comprehensive Analysis',
|
56 |
-
'forecasting': 'Time Series Forecasting',
|
57 |
-
'segmentation': 'Market Segmentation',
|
58 |
-
'statistical': 'Statistical Modeling'
|
59 |
-
}
|
60 |
|
61 |
class Config:
|
62 |
-
|
63 |
-
|
64 |
-
|
65 |
-
|
66 |
-
|
67 |
-
|
68 |
-
|
69 |
-
|
70 |
-
|
71 |
-
|
72 |
-
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|
73 |
|
74 |
-
|
75 |
-
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|
76 |
|
77 |
-
|
78 |
-
|
79 |
-
|
80 |
-
|
81 |
-
|
82 |
-
|
83 |
-
|
84 |
-
|
85 |
-
|
86 |
-
|
87 |
-
|
88 |
-
|
89 |
-
|
90 |
-
|
91 |
-
|
92 |
-
|
93 |
-
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|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
"""
|
3 |
+
Enterprise-grade configuration management for FRED ML
|
4 |
+
Centralized configuration with environment variable support and validation
|
5 |
"""
|
6 |
|
7 |
import os
|
8 |
+
import sys
|
9 |
+
from pathlib import Path
|
10 |
+
from typing import Dict, Any, Optional, List
|
11 |
+
from dataclasses import dataclass, field
|
12 |
+
import logging
|
13 |
+
from datetime import datetime
|
14 |
|
15 |
+
# Constants for backward compatibility
|
16 |
+
DEFAULT_START_DATE = "2020-01-01"
|
17 |
+
DEFAULT_END_DATE = "2024-12-31"
|
18 |
FRED_API_KEY = os.getenv('FRED_API_KEY', '')
|
19 |
+
OUTPUT_DIR = "data/processed"
|
20 |
+
PLOTS_DIR = "data/exports"
|
21 |
+
|
22 |
+
|
23 |
+
@dataclass
|
24 |
+
class DatabaseConfig:
|
25 |
+
"""Database configuration settings"""
|
26 |
+
host: str = "localhost"
|
27 |
+
port: int = 5432
|
28 |
+
database: str = "fred_ml"
|
29 |
+
username: str = "postgres"
|
30 |
+
password: str = ""
|
31 |
+
pool_size: int = 10
|
32 |
+
max_overflow: int = 20
|
33 |
+
echo: bool = False
|
34 |
+
|
35 |
+
|
36 |
+
@dataclass
|
37 |
+
class APIConfig:
|
38 |
+
"""API configuration settings"""
|
39 |
+
fred_api_key: str = ""
|
40 |
+
fred_base_url: str = "https://api.stlouisfed.org/fred"
|
41 |
+
request_timeout: int = 30
|
42 |
+
max_retries: int = 3
|
43 |
+
rate_limit_delay: float = 0.1
|
44 |
+
|
45 |
+
|
46 |
+
@dataclass
|
47 |
+
class AWSConfig:
|
48 |
+
"""AWS configuration settings"""
|
49 |
+
access_key_id: str = ""
|
50 |
+
secret_access_key: str = ""
|
51 |
+
region: str = "us-east-1"
|
52 |
+
s3_bucket: str = "fred-ml-data"
|
53 |
+
lambda_function: str = "fred-ml-analysis"
|
54 |
+
cloudwatch_log_group: str = "/aws/lambda/fred-ml-analysis"
|
55 |
+
|
56 |
+
|
57 |
+
@dataclass
|
58 |
+
class LoggingConfig:
|
59 |
+
"""Logging configuration settings"""
|
60 |
+
level: str = "INFO"
|
61 |
+
format: str = "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
|
62 |
+
file_path: str = "logs/fred_ml.log"
|
63 |
+
max_file_size: int = 10 * 1024 * 1024 # 10MB
|
64 |
+
backup_count: int = 5
|
65 |
+
console_output: bool = True
|
66 |
+
file_output: bool = True
|
67 |
+
|
68 |
+
|
69 |
+
@dataclass
|
70 |
+
class AnalyticsConfig:
|
71 |
+
"""Analytics configuration settings"""
|
72 |
+
output_directory: str = "data/analytics"
|
73 |
+
cache_directory: str = "data/cache"
|
74 |
+
max_data_points: int = 10000
|
75 |
+
default_forecast_periods: int = 12
|
76 |
+
confidence_level: float = 0.95
|
77 |
+
enable_caching: bool = True
|
78 |
+
cache_ttl: int = 3600 # 1 hour
|
79 |
+
|
80 |
+
|
81 |
+
@dataclass
|
82 |
+
class SecurityConfig:
|
83 |
+
"""Security configuration settings"""
|
84 |
+
enable_ssl: bool = True
|
85 |
+
allowed_origins: List[str] = field(default_factory=lambda: ["*"])
|
86 |
+
api_rate_limit: int = 1000 # requests per hour
|
87 |
+
session_timeout: int = 3600 # 1 hour
|
88 |
+
enable_audit_logging: bool = True
|
89 |
+
|
90 |
+
|
91 |
+
@dataclass
|
92 |
+
class PerformanceConfig:
|
93 |
+
"""Performance configuration settings"""
|
94 |
+
max_workers: int = 4
|
95 |
+
chunk_size: int = 1000
|
96 |
+
memory_limit: int = 1024 * 1024 * 1024 # 1GB
|
97 |
+
enable_profiling: bool = False
|
98 |
+
cache_size: int = 1000
|
99 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
100 |
|
101 |
class Config:
|
102 |
+
"""Enterprise-grade configuration manager for FRED ML"""
|
103 |
+
|
104 |
+
def __init__(self, config_file: Optional[str] = None):
|
105 |
+
self.config_file = config_file
|
106 |
+
self.database = DatabaseConfig()
|
107 |
+
self.api = APIConfig()
|
108 |
+
self.aws = AWSConfig()
|
109 |
+
self.logging = LoggingConfig()
|
110 |
+
self.analytics = AnalyticsConfig()
|
111 |
+
self.security = SecurityConfig()
|
112 |
+
self.performance = PerformanceConfig()
|
113 |
+
|
114 |
+
# Load configuration
|
115 |
+
self._load_environment_variables()
|
116 |
+
if config_file:
|
117 |
+
self._load_config_file()
|
118 |
+
|
119 |
+
# Validate configuration
|
120 |
+
self._validate_config()
|
121 |
+
|
122 |
+
# Setup logging
|
123 |
+
self._setup_logging()
|
124 |
+
|
125 |
+
def _load_environment_variables(self):
|
126 |
+
"""Load configuration from environment variables"""
|
127 |
+
# Database configuration
|
128 |
+
self.database.host = os.getenv("DB_HOST", self.database.host)
|
129 |
+
self.database.port = int(os.getenv("DB_PORT", str(self.database.port)))
|
130 |
+
self.database.database = os.getenv("DB_NAME", self.database.database)
|
131 |
+
self.database.username = os.getenv("DB_USER", self.database.username)
|
132 |
+
self.database.password = os.getenv("DB_PASSWORD", self.database.password)
|
133 |
+
|
134 |
+
# API configuration
|
135 |
+
self.api.fred_api_key = os.getenv("FRED_API_KEY", self.api.fred_api_key)
|
136 |
+
self.api.fred_base_url = os.getenv("FRED_BASE_URL", self.api.fred_base_url)
|
137 |
+
self.api.request_timeout = int(os.getenv("API_TIMEOUT", str(self.api.request_timeout)))
|
138 |
+
|
139 |
+
# AWS configuration
|
140 |
+
self.aws.access_key_id = os.getenv("AWS_ACCESS_KEY_ID", self.aws.access_key_id)
|
141 |
+
self.aws.secret_access_key = os.getenv("AWS_SECRET_ACCESS_KEY", self.aws.secret_access_key)
|
142 |
+
self.aws.region = os.getenv("AWS_DEFAULT_REGION", self.aws.region)
|
143 |
+
self.aws.s3_bucket = os.getenv("AWS_S3_BUCKET", self.aws.s3_bucket)
|
144 |
+
|
145 |
+
# Logging configuration
|
146 |
+
self.logging.level = os.getenv("LOG_LEVEL", self.logging.level)
|
147 |
+
self.logging.file_path = os.getenv("LOG_FILE", self.logging.file_path)
|
148 |
+
|
149 |
+
# Analytics configuration
|
150 |
+
self.analytics.output_directory = os.getenv("ANALYTICS_OUTPUT_DIR", self.analytics.output_directory)
|
151 |
+
self.analytics.cache_directory = os.getenv("CACHE_DIR", self.analytics.cache_directory)
|
152 |
+
|
153 |
+
# Performance configuration
|
154 |
+
self.performance.max_workers = int(os.getenv("MAX_WORKERS", str(self.performance.max_workers)))
|
155 |
+
self.performance.memory_limit = int(os.getenv("MEMORY_LIMIT", str(self.performance.memory_limit)))
|
156 |
+
|
157 |
+
def _load_config_file(self):
|
158 |
+
"""Load configuration from file (if provided)"""
|
159 |
+
if not self.config_file or not os.path.exists(self.config_file):
|
160 |
+
return
|
161 |
+
|
162 |
+
try:
|
163 |
+
import yaml
|
164 |
+
with open(self.config_file, 'r') as f:
|
165 |
+
config_data = yaml.safe_load(f)
|
166 |
+
|
167 |
+
# Update configuration sections
|
168 |
+
if 'database' in config_data:
|
169 |
+
for key, value in config_data['database'].items():
|
170 |
+
if hasattr(self.database, key):
|
171 |
+
setattr(self.database, key, value)
|
172 |
+
|
173 |
+
if 'api' in config_data:
|
174 |
+
for key, value in config_data['api'].items():
|
175 |
+
if hasattr(self.api, key):
|
176 |
+
setattr(self.api, key, value)
|
177 |
+
|
178 |
+
if 'aws' in config_data:
|
179 |
+
for key, value in config_data['aws'].items():
|
180 |
+
if hasattr(self.aws, key):
|
181 |
+
setattr(self.aws, key, value)
|
182 |
+
|
183 |
+
if 'logging' in config_data:
|
184 |
+
for key, value in config_data['logging'].items():
|
185 |
+
if hasattr(self.logging, key):
|
186 |
+
setattr(self.logging, key, value)
|
187 |
+
|
188 |
+
if 'analytics' in config_data:
|
189 |
+
for key, value in config_data['analytics'].items():
|
190 |
+
if hasattr(self.analytics, key):
|
191 |
+
setattr(self.analytics, key, value)
|
192 |
+
|
193 |
+
if 'security' in config_data:
|
194 |
+
for key, value in config_data['security'].items():
|
195 |
+
if hasattr(self.security, key):
|
196 |
+
setattr(self.security, key, value)
|
197 |
+
|
198 |
+
if 'performance' in config_data:
|
199 |
+
for key, value in config_data['performance'].items():
|
200 |
+
if hasattr(self.performance, key):
|
201 |
+
setattr(self.performance, key, value)
|
202 |
+
|
203 |
+
except Exception as e:
|
204 |
+
logging.warning(f"Failed to load config file {self.config_file}: {e}")
|
205 |
+
|
206 |
+
def _validate_config(self):
|
207 |
+
"""Validate configuration settings"""
|
208 |
+
errors = []
|
209 |
+
|
210 |
+
# Validate required settings - make FRED_API_KEY optional for development
|
211 |
+
if not self.api.fred_api_key:
|
212 |
+
if os.getenv("ENVIRONMENT", "development").lower() == "production":
|
213 |
+
errors.append("FRED_API_KEY is required in production")
|
214 |
+
else:
|
215 |
+
# In development, just warn but don't fail
|
216 |
+
logging.warning("FRED_API_KEY not configured - some features will be limited")
|
217 |
+
|
218 |
+
# AWS credentials are optional for cloud features
|
219 |
+
if not self.aws.access_key_id and not self.aws.secret_access_key:
|
220 |
+
logging.info("AWS credentials not configured - cloud features will be disabled")
|
221 |
+
|
222 |
+
# Validate numeric ranges
|
223 |
+
if self.api.request_timeout < 1 or self.api.request_timeout > 300:
|
224 |
+
errors.append("API timeout must be between 1 and 300 seconds")
|
225 |
+
|
226 |
+
if self.performance.max_workers < 1 or self.performance.max_workers > 32:
|
227 |
+
errors.append("Max workers must be between 1 and 32")
|
228 |
+
|
229 |
+
if self.analytics.confidence_level < 0.5 or self.analytics.confidence_level > 0.99:
|
230 |
+
errors.append("Confidence level must be between 0.5 and 0.99")
|
231 |
+
|
232 |
+
# Validate file paths
|
233 |
+
if self.logging.file_path:
|
234 |
+
log_dir = os.path.dirname(self.logging.file_path)
|
235 |
+
if log_dir and not os.path.exists(log_dir):
|
236 |
+
try:
|
237 |
+
os.makedirs(log_dir, exist_ok=True)
|
238 |
+
except Exception as e:
|
239 |
+
errors.append(f"Cannot create log directory {log_dir}: {e}")
|
240 |
+
|
241 |
+
if self.analytics.output_directory and not os.path.exists(self.analytics.output_directory):
|
242 |
+
try:
|
243 |
+
os.makedirs(self.analytics.output_directory, exist_ok=True)
|
244 |
+
except Exception as e:
|
245 |
+
errors.append(f"Cannot create analytics output directory {self.analytics.output_directory}: {e}")
|
246 |
+
|
247 |
+
if errors:
|
248 |
+
raise ValueError(f"Configuration validation failed:\n" + "\n".join(f" - {error}" for error in errors))
|
249 |
+
|
250 |
+
def _setup_logging(self):
|
251 |
+
"""Setup logging configuration"""
|
252 |
+
# Create log directory if it doesn't exist
|
253 |
+
if self.logging.file_path:
|
254 |
+
log_dir = os.path.dirname(self.logging.file_path)
|
255 |
+
if log_dir:
|
256 |
+
os.makedirs(log_dir, exist_ok=True)
|
257 |
+
|
258 |
+
# Configure logging
|
259 |
+
logging.basicConfig(
|
260 |
+
level=getattr(logging, self.logging.level.upper()),
|
261 |
+
format=self.logging.format,
|
262 |
+
handlers=self._get_log_handlers()
|
263 |
+
)
|
264 |
+
|
265 |
+
def _get_log_handlers(self) -> List[logging.Handler]:
|
266 |
+
"""Get log handlers based on configuration"""
|
267 |
+
handlers = []
|
268 |
+
|
269 |
+
if self.logging.console_output:
|
270 |
+
console_handler = logging.StreamHandler(sys.stdout)
|
271 |
+
console_handler.setFormatter(logging.Formatter(self.logging.format))
|
272 |
+
handlers.append(console_handler)
|
273 |
+
|
274 |
+
if self.logging.file_output and self.logging.file_path:
|
275 |
+
from logging.handlers import RotatingFileHandler
|
276 |
+
file_handler = RotatingFileHandler(
|
277 |
+
self.logging.file_path,
|
278 |
+
maxBytes=self.logging.max_file_size,
|
279 |
+
backupCount=self.logging.backup_count
|
280 |
+
)
|
281 |
+
file_handler.setFormatter(logging.Formatter(self.logging.format))
|
282 |
+
handlers.append(file_handler)
|
283 |
+
|
284 |
+
return handlers
|
285 |
+
|
286 |
+
def get_fred_api_key(self) -> str:
|
287 |
+
"""Get FRED API key with validation"""
|
288 |
+
if not self.api.fred_api_key:
|
289 |
+
raise ValueError("FRED_API_KEY is not configured")
|
290 |
+
return self.api.fred_api_key
|
291 |
+
|
292 |
+
def get_database_url(self) -> str:
|
293 |
+
"""Get database connection URL"""
|
294 |
+
if self.database.password:
|
295 |
+
return f"postgresql://{self.database.username}:{self.database.password}@{self.database.host}:{self.database.port}/{self.database.database}"
|
296 |
+
else:
|
297 |
+
return f"postgresql://{self.database.username}@{self.database.host}:{self.database.port}/{self.database.database}"
|
298 |
|
299 |
+
def get_aws_credentials(self) -> Dict[str, str]:
|
300 |
+
"""Get AWS credentials"""
|
301 |
+
if not self.aws.access_key_id or not self.aws.secret_access_key:
|
302 |
+
raise ValueError("AWS credentials are not configured")
|
303 |
+
|
304 |
+
return {
|
305 |
+
"aws_access_key_id": self.aws.access_key_id,
|
306 |
+
"aws_secret_access_key": self.aws.secret_access_key,
|
307 |
+
"region_name": self.aws.region
|
308 |
+
}
|
309 |
|
310 |
+
def is_production(self) -> bool:
|
311 |
+
"""Check if running in production mode"""
|
312 |
+
return os.getenv("ENVIRONMENT", "development").lower() == "production"
|
313 |
+
|
314 |
+
def is_development(self) -> bool:
|
315 |
+
"""Check if running in development mode"""
|
316 |
+
return os.getenv("ENVIRONMENT", "development").lower() == "development"
|
317 |
+
|
318 |
+
def get_cache_directory(self) -> str:
|
319 |
+
"""Get cache directory path"""
|
320 |
+
if not os.path.exists(self.analytics.cache_directory):
|
321 |
+
os.makedirs(self.analytics.cache_directory, exist_ok=True)
|
322 |
+
return self.analytics.cache_directory
|
323 |
+
|
324 |
+
def get_output_directory(self) -> str:
|
325 |
+
"""Get output directory path"""
|
326 |
+
if not os.path.exists(self.analytics.output_directory):
|
327 |
+
os.makedirs(self.analytics.output_directory, exist_ok=True)
|
328 |
+
return self.analytics.output_directory
|
329 |
+
|
330 |
+
def to_dict(self) -> Dict[str, Any]:
|
331 |
+
"""Convert configuration to dictionary"""
|
332 |
+
return {
|
333 |
+
"database": self.database.__dict__,
|
334 |
+
"api": self.api.__dict__,
|
335 |
+
"aws": self.aws.__dict__,
|
336 |
+
"logging": self.logging.__dict__,
|
337 |
+
"analytics": self.analytics.__dict__,
|
338 |
+
"security": self.security.__dict__,
|
339 |
+
"performance": self.performance.__dict__
|
340 |
+
}
|
341 |
+
|
342 |
+
def __str__(self) -> str:
|
343 |
+
"""String representation of configuration"""
|
344 |
+
return f"Config(environment={os.getenv('ENVIRONMENT', 'development')}, fred_api_key={'*' * 8 if self.api.fred_api_key else 'Not set'})"
|
345 |
+
|
346 |
+
|
347 |
+
# Global configuration instance
|
348 |
+
_config_instance: Optional[Config] = None
|
349 |
+
|
350 |
+
|
351 |
+
def get_config() -> Config:
|
352 |
+
"""Get global configuration instance"""
|
353 |
+
global _config_instance
|
354 |
+
if _config_instance is None:
|
355 |
+
_config_instance = Config()
|
356 |
+
return _config_instance
|
357 |
+
|
358 |
+
|
359 |
+
def reload_config(config_file: Optional[str] = None) -> Config:
|
360 |
+
"""Reload configuration from file"""
|
361 |
+
global _config_instance
|
362 |
+
_config_instance = Config(config_file)
|
363 |
+
return _config_instance
|
364 |
+
|
365 |
+
|
366 |
+
# Convenience functions for common configuration access
|
367 |
+
def get_fred_api_key() -> str:
|
368 |
+
"""Get FRED API key"""
|
369 |
+
return get_config().get_fred_api_key()
|
370 |
+
|
371 |
+
|
372 |
+
def get_database_url() -> str:
|
373 |
+
"""Get database URL"""
|
374 |
+
return get_config().get_database_url()
|
375 |
+
|
376 |
+
|
377 |
+
def get_aws_credentials() -> Dict[str, str]:
|
378 |
+
"""Get AWS credentials"""
|
379 |
+
return get_config().get_aws_credentials()
|
380 |
+
|
381 |
+
|
382 |
+
def is_production() -> bool:
|
383 |
+
"""Check if running in production"""
|
384 |
+
return get_config().is_production()
|
385 |
+
|
386 |
+
|
387 |
+
def is_development() -> bool:
|
388 |
+
"""Check if running in development"""
|
389 |
+
return get_config().is_development()
|
data/exports/comprehensive_analysis_report.txt
ADDED
@@ -0,0 +1,36 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
================================================================================
|
2 |
+
FRED ML - COMPREHENSIVE ECONOMIC ANALYSIS REPORT
|
3 |
+
================================================================================
|
4 |
+
|
5 |
+
Report Generated: 2025-07-16 21:18:16
|
6 |
+
Analysis Period: 1990-03-31 to 2025-03-31
|
7 |
+
Economic Indicators: GDPC1, INDPRO, RSAFS
|
8 |
+
Total Observations: 141
|
9 |
+
|
10 |
+
DATA QUALITY SUMMARY:
|
11 |
+
----------------------------------------
|
12 |
+
missing_data:
|
13 |
+
outliers:
|
14 |
+
INDPRO: 8.5% outliers
|
15 |
+
|
16 |
+
STATISTICAL MODELING SUMMARY:
|
17 |
+
----------------------------------------
|
18 |
+
Regression Analysis:
|
19 |
+
|
20 |
+
FORECASTING SUMMARY:
|
21 |
+
----------------------------------------
|
22 |
+
GDPC1: Forecast generated
|
23 |
+
INDPRO: Forecast generated
|
24 |
+
RSAFS: Forecast generated
|
25 |
+
|
26 |
+
KEY INSIGHTS:
|
27 |
+
----------------------------------------
|
28 |
+
• Analysis covers 3 economic indicators from 1990-03 to 2025-03
|
29 |
+
• Dataset contains 141 observations with 423 total data points
|
30 |
+
• Generated 3 forecasting insights
|
31 |
+
• Generated 2 segmentation insights
|
32 |
+
• Generated 0 statistical insights
|
33 |
+
|
34 |
+
================================================================================
|
35 |
+
END OF REPORT
|
36 |
+
================================================================================
|
debug_forecasting.py
ADDED
@@ -0,0 +1,104 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Debug script to test forecasting and identify why forecasts are flat
|
4 |
+
"""
|
5 |
+
|
6 |
+
import sys
|
7 |
+
import os
|
8 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), 'src'))
|
9 |
+
|
10 |
+
import pandas as pd
|
11 |
+
import numpy as np
|
12 |
+
from core.fred_client import FREDDataCollectorV2
|
13 |
+
from analysis.economic_forecasting import EconomicForecaster
|
14 |
+
import logging
|
15 |
+
|
16 |
+
# Set up logging
|
17 |
+
logging.basicConfig(level=logging.INFO)
|
18 |
+
logger = logging.getLogger(__name__)
|
19 |
+
|
20 |
+
def debug_forecasting():
|
21 |
+
"""Debug the forecasting process"""
|
22 |
+
|
23 |
+
# Initialize FRED data collector
|
24 |
+
api_key = os.getenv('FRED_API_KEY')
|
25 |
+
if not api_key:
|
26 |
+
logger.error("FRED_API_KEY not found in environment")
|
27 |
+
return
|
28 |
+
|
29 |
+
collector = FREDDataCollectorV2(api_key)
|
30 |
+
|
31 |
+
# Fetch data
|
32 |
+
indicators = ['GDPC1', 'INDPRO', 'RSAFS']
|
33 |
+
data_dict = collector.get_economic_data(indicators, start_date='2020-01-01', end_date='2024-12-31')
|
34 |
+
df = collector.create_dataframe(data_dict)
|
35 |
+
|
36 |
+
if df.empty:
|
37 |
+
logger.error("No data fetched")
|
38 |
+
return
|
39 |
+
|
40 |
+
logger.info(f"Fetched data shape: {df.shape}")
|
41 |
+
logger.info(f"Data columns: {df.columns.tolist()}")
|
42 |
+
logger.info(f"Data index: {df.index[:5]} to {df.index[-5:]}")
|
43 |
+
|
44 |
+
# Initialize forecaster
|
45 |
+
forecaster = EconomicForecaster(df)
|
46 |
+
|
47 |
+
# Test each indicator
|
48 |
+
for indicator in indicators:
|
49 |
+
logger.info(f"\n{'='*50}")
|
50 |
+
logger.info(f"Testing {indicator}")
|
51 |
+
logger.info(f"{'='*50}")
|
52 |
+
|
53 |
+
# Get raw data
|
54 |
+
raw_series = forecaster.prepare_data(indicator, for_arima=True)
|
55 |
+
growth_series = forecaster.prepare_data(indicator, for_arima=False)
|
56 |
+
|
57 |
+
logger.info(f"Raw series shape: {raw_series.shape}")
|
58 |
+
logger.info(f"Raw series head: {raw_series.head()}")
|
59 |
+
logger.info(f"Raw series tail: {raw_series.tail()}")
|
60 |
+
logger.info(f"Raw series stats: mean={raw_series.mean():.2f}, std={raw_series.std():.2f}")
|
61 |
+
logger.info(f"Raw series range: {raw_series.min():.2f} to {raw_series.max():.2f}")
|
62 |
+
|
63 |
+
logger.info(f"Growth series shape: {growth_series.shape}")
|
64 |
+
logger.info(f"Growth series head: {growth_series.head()}")
|
65 |
+
logger.info(f"Growth series stats: mean={growth_series.mean():.4f}, std={growth_series.std():.4f}")
|
66 |
+
|
67 |
+
# Test ARIMA fitting
|
68 |
+
try:
|
69 |
+
model = forecaster.fit_arima_model(raw_series)
|
70 |
+
logger.info(f"ARIMA model fitted successfully: {model}")
|
71 |
+
# Fix the order access
|
72 |
+
try:
|
73 |
+
order = model.model.order
|
74 |
+
except:
|
75 |
+
try:
|
76 |
+
order = model.model_orders
|
77 |
+
except:
|
78 |
+
order = "Unknown"
|
79 |
+
logger.info(f"ARIMA order: {order}")
|
80 |
+
logger.info(f"ARIMA AIC: {model.aic}")
|
81 |
+
|
82 |
+
# Test forecasting
|
83 |
+
forecast_result = forecaster.forecast_series(raw_series, model_type='arima')
|
84 |
+
forecast = forecast_result['forecast']
|
85 |
+
confidence_intervals = forecast_result['confidence_intervals']
|
86 |
+
|
87 |
+
logger.info(f"Forecast values: {forecast.values}")
|
88 |
+
logger.info(f"Forecast shape: {forecast.shape}")
|
89 |
+
logger.info(f"Confidence intervals shape: {confidence_intervals.shape}")
|
90 |
+
logger.info(f"Confidence intervals head: {confidence_intervals.head()}")
|
91 |
+
|
92 |
+
# Check if forecast is flat
|
93 |
+
if len(forecast) > 1:
|
94 |
+
forecast_diff = np.diff(forecast.values)
|
95 |
+
logger.info(f"Forecast differences: {forecast_diff}")
|
96 |
+
logger.info(f"Forecast is flat: {np.allclose(forecast_diff, 0, atol=1e-6)}")
|
97 |
+
|
98 |
+
except Exception as e:
|
99 |
+
logger.error(f"Error testing {indicator}: {e}")
|
100 |
+
import traceback
|
101 |
+
logger.error(traceback.format_exc())
|
102 |
+
|
103 |
+
if __name__ == "__main__":
|
104 |
+
debug_forecasting()
|
frontend/app.py
CHANGED
@@ -17,11 +17,24 @@ import pandas as pd
|
|
17 |
import os
|
18 |
import sys
|
19 |
import io
|
20 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 |
|
|
|
|
|
|
|
|
|
|
|
22 |
import os
|
23 |
-
|
24 |
-
|
|
|
25 |
|
26 |
# Page configuration - MUST be first Streamlit command
|
27 |
st.set_page_config(
|
@@ -50,11 +63,28 @@ def get_requests():
|
|
50 |
return requests
|
51 |
|
52 |
# Initialize flags
|
53 |
-
ANALYTICS_AVAILABLE =
|
54 |
FRED_API_AVAILABLE = False
|
55 |
CONFIG_AVAILABLE = False
|
56 |
REAL_DATA_MODE = False
|
57 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58 |
# Add src to path for analytics modules
|
59 |
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
60 |
|
@@ -63,15 +93,27 @@ def load_analytics():
|
|
63 |
"""Load analytics modules only when needed"""
|
64 |
global ANALYTICS_AVAILABLE
|
65 |
try:
|
|
|
|
|
|
|
|
|
66 |
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
67 |
from src.core.enhanced_fred_client import EnhancedFREDClient
|
|
|
|
|
|
|
|
|
68 |
ANALYTICS_AVAILABLE = True
|
69 |
-
print(f"DEBUG: Analytics loaded successfully, ANALYTICS_AVAILABLE = {ANALYTICS_AVAILABLE}")
|
70 |
return True
|
71 |
except ImportError as e:
|
72 |
ANALYTICS_AVAILABLE = False
|
73 |
-
print(f"DEBUG: Analytics loading failed: {e}, ANALYTICS_AVAILABLE = {ANALYTICS_AVAILABLE}")
|
74 |
return False
|
|
|
|
|
|
|
|
|
|
|
|
|
75 |
|
76 |
# Get FRED API key from environment (will be updated by load_config())
|
77 |
FRED_API_KEY = ''
|
@@ -103,7 +145,7 @@ def load_config():
|
|
103 |
REAL_DATA_MODE = bool(FRED_API_KEY and FRED_API_KEY != "your-fred-api-key-here")
|
104 |
FRED_API_AVAILABLE = REAL_DATA_MODE # ensure downstream checks pass
|
105 |
|
106 |
-
|
107 |
|
108 |
# 4) Optionally load additional Config class if you have one
|
109 |
try:
|
@@ -118,6 +160,17 @@ def load_config():
|
|
118 |
except ImportError:
|
119 |
CONFIG_AVAILABLE = False
|
120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
121 |
# Custom CSS for enterprise styling
|
122 |
st.markdown("""
|
123 |
<style>
|
@@ -247,7 +300,7 @@ def init_aws_clients():
|
|
247 |
return None, None
|
248 |
|
249 |
# Load configuration
|
250 |
-
@st.cache_data
|
251 |
def load_app_config():
|
252 |
"""Load application configuration"""
|
253 |
return {
|
@@ -306,128 +359,259 @@ def trigger_lambda_analysis(lambda_client, function_name: str, payload: Dict) ->
|
|
306 |
st.error(f"Failed to trigger analysis: {e}")
|
307 |
return False
|
308 |
|
309 |
-
def
|
310 |
-
"""Create
|
311 |
-
|
312 |
-
|
313 |
-
|
314 |
-
|
315 |
-
|
316 |
-
|
317 |
-
|
318 |
-
|
319 |
-
|
320 |
-
|
321 |
-
|
322 |
-
|
323 |
-
|
324 |
-
|
325 |
-
|
326 |
-
|
327 |
-
|
328 |
-
|
329 |
-
|
330 |
-
|
331 |
-
|
332 |
-
|
333 |
-
|
334 |
-
|
335 |
-
height=500,
|
336 |
-
plot_bgcolor='white',
|
337 |
-
paper_bgcolor='white',
|
338 |
-
font=dict(size=12)
|
339 |
-
)
|
340 |
-
|
341 |
-
return fig
|
342 |
|
343 |
-
def create_correlation_heatmap(
|
344 |
-
"""Create correlation heatmap"""
|
345 |
-
|
346 |
-
|
347 |
-
|
348 |
-
|
349 |
-
|
350 |
-
|
351 |
-
|
352 |
-
|
353 |
-
|
354 |
-
|
355 |
-
|
356 |
-
|
357 |
-
|
358 |
-
|
359 |
-
|
360 |
-
|
361 |
-
|
362 |
-
|
363 |
-
|
364 |
-
|
365 |
-
|
366 |
|
367 |
-
def
|
368 |
-
"""Create
|
369 |
-
|
370 |
-
|
371 |
-
|
372 |
-
|
373 |
-
|
374 |
-
fig.add_trace(go.Scatter(
|
375 |
-
x=historical_data.index,
|
376 |
-
y=historical_data.values,
|
377 |
-
mode='lines',
|
378 |
-
name='Historical',
|
379 |
-
line=dict(color='#1f77b4', width=2)
|
380 |
-
))
|
381 |
-
|
382 |
-
# Forecast
|
383 |
-
if 'forecast' in forecast_data:
|
384 |
-
forecast_values = forecast_data['forecast']
|
385 |
-
forecast_index = pd.date_range(
|
386 |
-
start=historical_data.index[-1] + pd.DateOffset(months=3),
|
387 |
-
periods=len(forecast_values),
|
388 |
-
freq='QE'
|
389 |
-
)
|
390 |
|
391 |
-
fig.
|
392 |
-
|
393 |
-
|
394 |
-
|
395 |
-
|
396 |
-
|
397 |
-
)
|
398 |
-
|
399 |
-
|
400 |
-
|
401 |
-
|
402 |
-
|
403 |
-
|
404 |
-
|
405 |
-
|
406 |
-
|
407 |
-
|
408 |
-
|
409 |
-
|
410 |
-
|
411 |
-
|
412 |
-
|
413 |
-
|
414 |
-
|
415 |
-
|
416 |
-
|
417 |
-
|
418 |
-
|
419 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
420 |
|
421 |
-
|
422 |
-
|
423 |
-
|
424 |
-
|
425 |
-
|
426 |
-
|
427 |
-
|
428 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
429 |
|
430 |
-
return
|
431 |
|
432 |
def main():
|
433 |
"""Main Streamlit application"""
|
@@ -455,33 +639,20 @@ def main():
|
|
455 |
# Initialize AWS clients and config for real data mode
|
456 |
try:
|
457 |
s3_client, lambda_client = init_aws_clients()
|
458 |
-
print(f"DEBUG: AWS clients initialized - s3_client: {s3_client is not None}, lambda_client: {lambda_client is not None}")
|
459 |
except Exception as e:
|
460 |
-
print(f"DEBUG: Failed to initialize AWS clients: {e}")
|
461 |
s3_client, lambda_client = None, None
|
462 |
|
463 |
try:
|
464 |
config = load_app_config()
|
465 |
-
print(f"DEBUG: App config loaded: {config}")
|
466 |
except Exception as e:
|
467 |
-
print(f"DEBUG: Failed to load app config: {e}")
|
468 |
config = {
|
469 |
's3_bucket': 'fredmlv1',
|
470 |
'lambda_function': 'fred-ml-processor',
|
471 |
'api_endpoint': 'http://localhost:8000'
|
472 |
}
|
473 |
|
474 |
-
# Force analytics to be available if loading succeeded
|
475 |
-
if ANALYTICS_AVAILABLE:
|
476 |
-
print("DEBUG: Analytics loaded successfully in main function")
|
477 |
-
else:
|
478 |
-
print("DEBUG: Analytics failed to load in main function")
|
479 |
-
|
480 |
# Show data mode info
|
481 |
-
|
482 |
-
print(f"DEBUG: FRED_API_AVAILABLE = {FRED_API_AVAILABLE}")
|
483 |
-
print(f"DEBUG: ANALYTICS_AVAILABLE = {ANALYTICS_AVAILABLE}")
|
484 |
-
print(f"DEBUG: FRED_API_KEY = {FRED_API_KEY}")
|
485 |
|
486 |
if REAL_DATA_MODE:
|
487 |
st.success("🎯 Using real FRED API data for live economic insights.")
|
@@ -521,130 +692,100 @@ def main():
|
|
521 |
show_configuration_page(config)
|
522 |
|
523 |
def show_executive_dashboard(s3_client, config):
|
524 |
-
"""Show executive dashboard with
|
525 |
st.markdown("""
|
526 |
<div class="main-header">
|
527 |
<h1>📊 Executive Dashboard</h1>
|
528 |
-
<p>
|
529 |
</div>
|
530 |
""", unsafe_allow_html=True)
|
531 |
|
532 |
-
#
|
533 |
-
col1, col2
|
534 |
-
|
535 |
-
|
536 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
537 |
if REAL_DATA_MODE and FRED_API_AVAILABLE:
|
538 |
-
# Get real insights from FRED API
|
539 |
try:
|
540 |
load_fred_client()
|
541 |
from frontend.fred_api_client import generate_real_insights
|
542 |
-
insights = generate_real_insights(FRED_API_KEY)
|
543 |
-
|
544 |
-
with col1:
|
545 |
-
gdp_insight = insights.get('GDPC1', {})
|
546 |
-
st.markdown(f"""
|
547 |
-
<div class="metric-card">
|
548 |
-
<h3>📈 GDP Growth</h3>
|
549 |
-
<h2>{gdp_insight.get('growth_rate', 'N/A')}</h2>
|
550 |
-
<p>{gdp_insight.get('current_value', 'N/A')}</p>
|
551 |
-
<small>{gdp_insight.get('trend', 'N/A')}</small>
|
552 |
-
</div>
|
553 |
-
""", unsafe_allow_html=True)
|
554 |
-
|
555 |
-
with col2:
|
556 |
-
indpro_insight = insights.get('INDPRO', {})
|
557 |
-
st.markdown(f"""
|
558 |
-
<div class="metric-card">
|
559 |
-
<h3>🏭 Industrial Production</h3>
|
560 |
-
<h2>{indpro_insight.get('growth_rate', 'N/A')}</h2>
|
561 |
-
<p>{indpro_insight.get('current_value', 'N/A')}</p>
|
562 |
-
<small>{indpro_insight.get('trend', 'N/A')}</small>
|
563 |
-
</div>
|
564 |
-
""", unsafe_allow_html=True)
|
565 |
|
566 |
-
with
|
567 |
-
|
568 |
-
|
569 |
-
|
570 |
-
|
571 |
-
|
572 |
-
|
573 |
-
|
574 |
-
|
575 |
-
|
576 |
-
|
577 |
-
|
578 |
-
|
579 |
-
|
580 |
-
|
581 |
-
|
582 |
-
|
583 |
-
|
584 |
-
|
585 |
-
|
586 |
-
|
587 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
588 |
except Exception as e:
|
589 |
st.error(f"Failed to fetch real data: {e}")
|
590 |
st.info("Please check your FRED API key configuration.")
|
591 |
else:
|
592 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
593 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
594 |
-
|
595 |
-
# Recent analysis section
|
596 |
-
st.markdown("""
|
597 |
-
<div class="analysis-section">
|
598 |
-
<h3>📊 Recent Analysis</h3>
|
599 |
-
</div>
|
600 |
-
""", unsafe_allow_html=True)
|
601 |
-
|
602 |
-
# Show analytics status
|
603 |
-
if ANALYTICS_AVAILABLE:
|
604 |
-
st.success("✅ Advanced Analytics Available - Using Comprehensive Economic Modeling")
|
605 |
-
else:
|
606 |
-
st.warning("⚠️ Advanced Analytics Not Available - Using Basic Analysis")
|
607 |
-
|
608 |
-
# Get latest report
|
609 |
-
if s3_client is not None:
|
610 |
-
reports = get_available_reports(s3_client, config['s3_bucket'])
|
611 |
-
|
612 |
-
if reports:
|
613 |
-
latest_report = reports[0]
|
614 |
-
report_data = get_report_data(s3_client, config['s3_bucket'], latest_report['key'])
|
615 |
-
|
616 |
-
if report_data:
|
617 |
-
# Show latest data visualization
|
618 |
-
if 'data' in report_data and report_data['data']:
|
619 |
-
df = pd.DataFrame(report_data['data'])
|
620 |
-
df['Date'] = pd.to_datetime(df['Date'])
|
621 |
-
df.set_index('Date', inplace=True)
|
622 |
-
|
623 |
-
col1, col2 = st.columns(2)
|
624 |
-
|
625 |
-
with col1:
|
626 |
-
st.markdown("""
|
627 |
-
<div class="chart-container">
|
628 |
-
<h4>Economic Indicators Trend</h4>
|
629 |
-
</div>
|
630 |
-
""", unsafe_allow_html=True)
|
631 |
-
fig = create_time_series_plot(df)
|
632 |
-
st.plotly_chart(fig, use_container_width=True)
|
633 |
-
|
634 |
-
with col2:
|
635 |
-
st.markdown("""
|
636 |
-
<div class="chart-container">
|
637 |
-
<h4>Correlation Analysis</h4>
|
638 |
-
</div>
|
639 |
-
""", unsafe_allow_html=True)
|
640 |
-
corr_fig = create_correlation_heatmap(df)
|
641 |
-
st.plotly_chart(corr_fig, use_container_width=True)
|
642 |
-
else:
|
643 |
-
st.error("❌ Could not retrieve real report data.")
|
644 |
-
else:
|
645 |
-
st.info("No reports available. Run an analysis to generate reports.")
|
646 |
-
else:
|
647 |
-
st.info("No reports available. Run an analysis to generate reports.")
|
648 |
|
649 |
def show_advanced_analytics_page(s3_client, config):
|
650 |
"""Show advanced analytics page with comprehensive analysis capabilities"""
|
@@ -717,7 +858,7 @@ def show_advanced_analytics_page(s3_client, config):
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717 |
|
718 |
analysis_type = st.selectbox(
|
719 |
"Analysis Type",
|
720 |
-
["Comprehensive", "Forecasting Only", "Segmentation Only"
|
721 |
help="Type of analysis to perform"
|
722 |
)
|
723 |
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@@ -742,37 +883,56 @@ def show_advanced_analytics_page(s3_client, config):
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742 |
real_data = get_real_economic_data(FRED_API_KEY,
|
743 |
start_date_input.strftime('%Y-%m-%d'),
|
744 |
end_date_input.strftime('%Y-%m-%d'))
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|
745 |
|
746 |
# Simulate analysis processing
|
747 |
import time
|
748 |
time.sleep(2) # Simulate processing time
|
749 |
|
750 |
-
#
|
751 |
if ANALYTICS_AVAILABLE:
|
752 |
try:
|
753 |
-
|
754 |
-
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755 |
-
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756 |
-
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757 |
-
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758 |
-
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759 |
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763 |
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|
764 |
except Exception as e:
|
765 |
-
st.error(f"❌ Comprehensive analytics failed: {e}")
|
766 |
-
|
767 |
-
real_results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
768 |
else:
|
769 |
-
|
770 |
-
real_results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
771 |
|
772 |
st.success(f"✅ Real FRED data {analysis_type.lower()} analysis completed successfully!")
|
773 |
-
|
774 |
-
# Display results
|
775 |
-
display_analysis_results(real_results)
|
776 |
|
777 |
# Generate and store visualizations
|
778 |
if include_visualizations:
|
@@ -785,12 +945,8 @@ def show_advanced_analytics_page(s3_client, config):
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|
785 |
src_path = os.path.join(project_root, 'src')
|
786 |
if src_path not in sys.path:
|
787 |
sys.path.insert(0, src_path)
|
788 |
-
|
789 |
-
# Try S3 first, fallback to local
|
790 |
use_s3 = False
|
791 |
chart_gen = None
|
792 |
-
|
793 |
-
# Check if S3 is available
|
794 |
if s3_client:
|
795 |
try:
|
796 |
from visualization.chart_generator import ChartGenerator
|
@@ -798,8 +954,6 @@ def show_advanced_analytics_page(s3_client, config):
|
|
798 |
use_s3 = True
|
799 |
except Exception as e:
|
800 |
st.info(f"S3 visualization failed, using local storage: {str(e)}")
|
801 |
-
|
802 |
-
# Fallback to local storage if S3 failed or not available
|
803 |
if chart_gen is None:
|
804 |
try:
|
805 |
from visualization.local_chart_generator import LocalChartGenerator
|
@@ -808,8 +962,6 @@ def show_advanced_analytics_page(s3_client, config):
|
|
808 |
except Exception as e:
|
809 |
st.error(f"Failed to initialize visualization generator: {str(e)}")
|
810 |
return
|
811 |
-
|
812 |
-
# Create sample DataFrame for visualization
|
813 |
import pandas as pd
|
814 |
import numpy as np
|
815 |
dates = pd.date_range('2020-01-01', periods=50, freq='M')
|
@@ -820,29 +972,62 @@ def show_advanced_analytics_page(s3_client, config):
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|
820 |
'FEDFUNDS': np.random.normal(2, 0.5, 50),
|
821 |
'UNRATE': np.random.normal(4, 1, 50)
|
822 |
}, index=dates)
|
823 |
-
|
824 |
-
|
825 |
-
visualizations = chart_gen.generate_comprehensive_visualizations(
|
826 |
-
sample_data, analysis_type.lower()
|
827 |
)
|
828 |
-
|
829 |
storage_type = "S3" if use_s3 else "Local"
|
830 |
st.success(f"✅ Generated {len(visualizations)} visualizations (stored in {storage_type})")
|
831 |
st.info("📥 Visit the Downloads page to access all generated files")
|
832 |
-
|
833 |
except Exception as e:
|
834 |
st.warning(f"Visualization generation failed: {e}")
|
835 |
-
|
836 |
except Exception as e:
|
837 |
st.error(f"❌ Real data analysis failed: {e}")
|
838 |
-
|
839 |
else:
|
840 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
841 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
842 |
|
843 |
def generate_analysis_results(analysis_type, real_data, selected_indicators):
|
844 |
"""Generate analysis results based on the selected analysis type"""
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|
845 |
if analysis_type == "Comprehensive":
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|
846 |
results = {
|
847 |
'forecasting': {},
|
848 |
'segmentation': {
|
@@ -857,22 +1042,15 @@ def generate_analysis_results(analysis_type, real_data, selected_indicators):
|
|
857 |
'CPIAUCSL-FEDFUNDS: 0.65'
|
858 |
]
|
859 |
}
|
860 |
-
},
|
861 |
-
'insights': {
|
862 |
-
'key_findings': [
|
863 |
-
'Real economic data analysis completed successfully',
|
864 |
-
'Strong correlation between GDP and Industrial Production (0.85)',
|
865 |
-
'Inflation showing signs of moderation',
|
866 |
-
'Federal Reserve policy rate at 22-year high',
|
867 |
-
'Labor market remains tight with low unemployment',
|
868 |
-
'Consumer spending resilient despite inflation'
|
869 |
-
]
|
870 |
}
|
871 |
}
|
872 |
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|
873 |
# Add forecasting results for selected indicators
|
874 |
for indicator in selected_indicators:
|
875 |
-
if indicator in real_data
|
876 |
insight = real_data['insights'][indicator]
|
877 |
try:
|
878 |
# Safely parse the current value
|
@@ -894,21 +1072,27 @@ def generate_analysis_results(analysis_type, real_data, selected_indicators):
|
|
894 |
return results
|
895 |
|
896 |
elif analysis_type == "Forecasting Only":
|
897 |
-
|
898 |
-
|
899 |
-
|
900 |
-
|
901 |
-
|
902 |
-
|
903 |
-
|
904 |
-
'Confidence intervals generated'
|
905 |
-
]
|
906 |
}
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|
907 |
}
|
908 |
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|
909 |
# Add forecasting results for selected indicators
|
910 |
for indicator in selected_indicators:
|
911 |
-
if indicator in real_data
|
912 |
insight = real_data['insights'][indicator]
|
913 |
try:
|
914 |
# Safely parse the current value
|
@@ -930,158 +1114,257 @@ def generate_analysis_results(analysis_type, real_data, selected_indicators):
|
|
930 |
return results
|
931 |
|
932 |
elif analysis_type == "Segmentation Only":
|
933 |
-
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|
934 |
'segmentation': {
|
935 |
'time_period_clusters': {'n_clusters': 3},
|
936 |
'series_clusters': {'n_clusters': 4}
|
937 |
-
},
|
938 |
-
'insights': {
|
939 |
-
'key_findings': [
|
940 |
-
'Segmentation analysis completed successfully',
|
941 |
-
'Economic regimes identified',
|
942 |
-
'Series clustering performed',
|
943 |
-
'Pattern recognition applied'
|
944 |
-
]
|
945 |
}
|
946 |
}
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|
947 |
|
948 |
-
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|
949 |
return {
|
950 |
-
'
|
951 |
-
'correlation': {
|
952 |
-
'significant_correlations': [
|
953 |
-
'GDPC1-INDPRO: 0.85',
|
954 |
-
'GDPC1-RSAFS: 0.78',
|
955 |
-
'CPIAUCSL-FEDFUNDS: 0.65'
|
956 |
-
]
|
957 |
-
}
|
958 |
-
},
|
959 |
'insights': {
|
960 |
-
'key_findings': [
|
961 |
-
'Statistical analysis completed successfully',
|
962 |
-
'Correlation analysis performed',
|
963 |
-
'Significance testing completed',
|
964 |
-
'Statistical models validated'
|
965 |
-
]
|
966 |
}
|
967 |
}
|
968 |
-
|
969 |
-
return {}
|
970 |
|
971 |
def display_analysis_results(results):
|
972 |
-
"""Display
|
973 |
-
|
974 |
-
|
975 |
-
|
976 |
-
|
977 |
-
|
978 |
|
979 |
# Create tabs for different result types
|
980 |
-
tab1, tab2, tab3
|
|
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|
|
|
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|
981 |
|
982 |
with tab1:
|
983 |
if 'forecasting' in results:
|
984 |
st.subheader("Forecasting Results")
|
985 |
forecasting_results = results['forecasting']
|
986 |
|
987 |
-
|
988 |
-
|
989 |
-
|
990 |
-
|
991 |
-
|
992 |
-
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|
993 |
|
994 |
-
|
995 |
-
with col1:
|
996 |
-
st.metric(f"{indicator} MAPE", f"{mape:.2f}%")
|
997 |
-
with col2:
|
998 |
-
st.metric(f"{indicator} RMSE", f"{rmse:.4f}")
|
999 |
|
1000 |
with tab2:
|
1001 |
if 'segmentation' in results:
|
1002 |
st.subheader("Segmentation Results")
|
1003 |
segmentation_results = results['segmentation']
|
1004 |
|
1005 |
-
if
|
1006 |
-
|
1007 |
-
|
1008 |
-
|
1009 |
-
|
1010 |
-
|
1011 |
-
|
1012 |
-
|
1013 |
-
|
1014 |
-
|
1015 |
-
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|
1016 |
|
1017 |
with tab3:
|
1018 |
-
if 'statistical_modeling' in results:
|
1019 |
-
st.subheader("Statistical Analysis Results")
|
1020 |
-
stat_results = results['statistical_modeling']
|
1021 |
-
|
1022 |
-
if 'correlation' in stat_results:
|
1023 |
-
corr_results = stat_results['correlation']
|
1024 |
-
significant_correlations = corr_results.get('significant_correlations', [])
|
1025 |
-
st.info(f"Found {len(significant_correlations)} significant correlations")
|
1026 |
-
|
1027 |
-
with tab4:
|
1028 |
if 'insights' in results:
|
1029 |
st.subheader("Key Insights")
|
1030 |
insights = results['insights']
|
1031 |
|
1032 |
-
|
1033 |
-
|
1034 |
-
|
1035 |
-
|
1036 |
-
|
1037 |
-
st.info("Download comprehensive analysis reports and data files:")
|
1038 |
-
|
1039 |
-
# Generate downloadable reports
|
1040 |
-
import json
|
1041 |
-
import io
|
1042 |
-
from datetime import datetime
|
1043 |
-
|
1044 |
-
# Create JSON report
|
1045 |
-
report_data = {
|
1046 |
-
'analysis_timestamp': datetime.now().isoformat(),
|
1047 |
-
'results': results,
|
1048 |
-
'summary': {
|
1049 |
-
'forecasting_indicators': len(results.get('forecasting', {})),
|
1050 |
-
'segmentation_clusters': results.get('segmentation', {}).get('time_period_clusters', {}).get('n_clusters', 0),
|
1051 |
-
'statistical_correlations': len(results.get('statistical_modeling', {}).get('correlation', {}).get('significant_correlations', [])),
|
1052 |
-
'key_insights': len(results.get('insights', {}).get('key_findings', []))
|
1053 |
-
}
|
1054 |
-
}
|
1055 |
-
|
1056 |
-
# Convert to JSON string
|
1057 |
-
json_report = json.dumps(report_data, indent=2)
|
1058 |
-
|
1059 |
-
# Provide download buttons
|
1060 |
-
col1, col2 = st.columns(2)
|
1061 |
-
|
1062 |
-
with col1:
|
1063 |
-
st.download_button(
|
1064 |
-
label="📄 Download Analysis Report (JSON)",
|
1065 |
-
data=json_report,
|
1066 |
-
file_name=f"economic_analysis_report_{datetime.now().strftime('%Y%m%d_%H%M%S')}.json",
|
1067 |
-
mime="application/json"
|
1068 |
-
)
|
1069 |
-
|
1070 |
-
with col2:
|
1071 |
-
# Create CSV summary
|
1072 |
-
csv_data = io.StringIO()
|
1073 |
-
csv_data.write("Metric,Value\n")
|
1074 |
-
csv_data.write(f"Forecasting Indicators,{report_data['summary']['forecasting_indicators']}\n")
|
1075 |
-
csv_data.write(f"Segmentation Clusters,{report_data['summary']['segmentation_clusters']}\n")
|
1076 |
-
csv_data.write(f"Statistical Correlations,{report_data['summary']['statistical_correlations']}\n")
|
1077 |
-
csv_data.write(f"Key Insights,{report_data['summary']['key_insights']}\n")
|
1078 |
|
1079 |
-
|
1080 |
-
|
1081 |
-
|
1082 |
-
|
1083 |
-
|
1084 |
-
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|
1085 |
|
1086 |
def show_indicators_page(s3_client, config):
|
1087 |
"""Show economic indicators page"""
|
@@ -1091,50 +1374,137 @@ def show_indicators_page(s3_client, config):
|
|
1091 |
<p>Real-time Economic Data & Analysis</p>
|
1092 |
</div>
|
1093 |
""", unsafe_allow_html=True)
|
1094 |
-
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|
1095 |
# Indicators overview with real insights
|
1096 |
if REAL_DATA_MODE and FRED_API_AVAILABLE:
|
1097 |
try:
|
1098 |
load_fred_client()
|
1099 |
from frontend.fred_api_client import generate_real_insights
|
1100 |
insights = generate_real_insights(FRED_API_KEY)
|
1101 |
-
|
1102 |
-
"GDPC1": {"name": "Real GDP", "description": "Real Gross Domestic Product", "frequency": "Quarterly"},
|
1103 |
-
"INDPRO": {"name": "Industrial Production", "description": "Industrial Production Index", "frequency": "Monthly"},
|
1104 |
-
"RSAFS": {"name": "Retail Sales", "description": "Retail Sales", "frequency": "Monthly"},
|
1105 |
-
"CPIAUCSL": {"name": "Consumer Price Index", "description": "Inflation measure", "frequency": "Monthly"},
|
1106 |
-
"FEDFUNDS": {"name": "Federal Funds Rate", "description": "Target interest rate", "frequency": "Daily"},
|
1107 |
-
"DGS10": {"name": "10-Year Treasury", "description": "Government bond yield", "frequency": "Daily"}
|
1108 |
-
}
|
1109 |
-
|
1110 |
-
# Display indicators in cards with real insights
|
1111 |
cols = st.columns(3)
|
1112 |
-
for i,
|
|
|
1113 |
with cols[i % 3]:
|
1114 |
if code in insights:
|
1115 |
insight = insights[code]
|
1116 |
-
|
1117 |
-
|
1118 |
-
|
1119 |
-
<
|
1120 |
-
|
1121 |
-
|
1122 |
-
|
1123 |
-
|
1124 |
-
|
1125 |
-
|
1126 |
-
|
1127 |
-
|
1128 |
-
|
1129 |
-
|
1130 |
-
|
1131 |
-
|
1132 |
-
|
1133 |
-
|
1134 |
-
{''.join([f'<li>{opp}</li>' for opp in insight.get('opportunities', [])])}
|
1135 |
-
</
|
1136 |
-
|
1137 |
-
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|
1138 |
else:
|
1139 |
st.markdown(f"""
|
1140 |
<div class="metric-card">
|
@@ -1146,48 +1516,315 @@ def show_indicators_page(s3_client, config):
|
|
1146 |
""", unsafe_allow_html=True)
|
1147 |
except Exception as e:
|
1148 |
st.error(f"Failed to fetch real data: {e}")
|
|
|
1149 |
else:
|
1150 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
1151 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
1152 |
|
1153 |
def show_reports_page(s3_client, config):
|
1154 |
-
"""Show reports and insights page"""
|
1155 |
st.markdown("""
|
1156 |
<div class="main-header">
|
1157 |
<h1>📋 Reports & Insights</h1>
|
1158 |
-
<p>Comprehensive Analysis
|
1159 |
</div>
|
1160 |
""", unsafe_allow_html=True)
|
1161 |
-
|
1162 |
-
#
|
1163 |
-
|
1164 |
-
|
1165 |
-
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|
1166 |
return
|
1167 |
-
|
1168 |
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|
1169 |
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|
1170 |
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|
1171 |
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|
1172 |
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1173 |
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1174 |
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1175 |
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1176 |
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1177 |
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1178 |
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1179 |
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1180 |
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1181 |
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1182 |
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1183 |
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1184 |
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1185 |
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1186 |
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1187 |
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1188 |
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1189 |
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|
|
|
|
1191 |
|
1192 |
def show_downloads_page(s3_client, config):
|
1193 |
"""Show comprehensive downloads page with reports and visualizations"""
|
@@ -1556,7 +2193,7 @@ def show_configuration_page(config):
|
|
1556 |
st.write(f"Analytics Available: {analytics_status}")
|
1557 |
st.write(f"Real Data Mode: {REAL_DATA_MODE}")
|
1558 |
st.write(f"FRED API Available: {FRED_API_AVAILABLE}")
|
1559 |
-
|
1560 |
|
1561 |
# Data Source Information
|
1562 |
st.subheader("Data Sources")
|
@@ -1585,5 +2222,7 @@ def show_configuration_page(config):
|
|
1585 |
- Professional analysis and risk assessment
|
1586 |
""")
|
1587 |
|
|
|
|
|
1588 |
if __name__ == "__main__":
|
1589 |
main() # Updated for Streamlit Cloud deployment
|
|
|
17 |
import os
|
18 |
import sys
|
19 |
import io
|
20 |
+
import matplotlib.pyplot as plt
|
21 |
+
import numpy as np
|
22 |
+
from typing import Dict, List, Optional, Any, Tuple
|
23 |
+
import warnings
|
24 |
+
import logging
|
25 |
+
from datetime import datetime
|
26 |
+
import seaborn as sns
|
27 |
+
warnings.filterwarnings('ignore')
|
28 |
|
29 |
+
# Set up logging
|
30 |
+
logging.basicConfig(level=logging.INFO)
|
31 |
+
logger = logging.getLogger(__name__)
|
32 |
+
|
33 |
+
import sys
|
34 |
import os
|
35 |
+
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
36 |
+
|
37 |
+
|
38 |
|
39 |
# Page configuration - MUST be first Streamlit command
|
40 |
st.set_page_config(
|
|
|
63 |
return requests
|
64 |
|
65 |
# Initialize flags
|
66 |
+
ANALYTICS_AVAILABLE = False # Start as False, will be set to True if modules load successfully
|
67 |
FRED_API_AVAILABLE = False
|
68 |
CONFIG_AVAILABLE = False
|
69 |
REAL_DATA_MODE = False
|
70 |
|
71 |
+
# Add cache clearing for fresh data
|
72 |
+
@st.cache_data(ttl=60) # 1 minute cache for more frequent updates
|
73 |
+
def clear_cache():
|
74 |
+
"""Clear Streamlit cache to force fresh data loading"""
|
75 |
+
st.cache_data.clear()
|
76 |
+
st.cache_resource.clear()
|
77 |
+
return True
|
78 |
+
|
79 |
+
# Force cache clear on app start and add manual refresh
|
80 |
+
if 'cache_cleared' not in st.session_state:
|
81 |
+
clear_cache()
|
82 |
+
st.session_state.cache_cleared = True
|
83 |
+
|
84 |
+
# Add manual refresh button in session state
|
85 |
+
if 'manual_refresh' not in st.session_state:
|
86 |
+
st.session_state.manual_refresh = False
|
87 |
+
|
88 |
# Add src to path for analytics modules
|
89 |
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
90 |
|
|
|
93 |
"""Load analytics modules only when needed"""
|
94 |
global ANALYTICS_AVAILABLE
|
95 |
try:
|
96 |
+
# Test config import first
|
97 |
+
from config.settings import Config
|
98 |
+
|
99 |
+
# Test analytics imports
|
100 |
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
101 |
from src.core.enhanced_fred_client import EnhancedFREDClient
|
102 |
+
from src.analysis.economic_forecasting import EconomicForecaster
|
103 |
+
from src.analysis.economic_segmentation import EconomicSegmentation
|
104 |
+
from src.analysis.statistical_modeling import StatisticalModeling
|
105 |
+
|
106 |
ANALYTICS_AVAILABLE = True
|
|
|
107 |
return True
|
108 |
except ImportError as e:
|
109 |
ANALYTICS_AVAILABLE = False
|
|
|
110 |
return False
|
111 |
+
except Exception as e:
|
112 |
+
ANALYTICS_AVAILABLE = False
|
113 |
+
return False
|
114 |
+
|
115 |
+
# Load analytics at startup
|
116 |
+
load_analytics()
|
117 |
|
118 |
# Get FRED API key from environment (will be updated by load_config())
|
119 |
FRED_API_KEY = ''
|
|
|
145 |
REAL_DATA_MODE = bool(FRED_API_KEY and FRED_API_KEY != "your-fred-api-key-here")
|
146 |
FRED_API_AVAILABLE = REAL_DATA_MODE # ensure downstream checks pass
|
147 |
|
148 |
+
|
149 |
|
150 |
# 4) Optionally load additional Config class if you have one
|
151 |
try:
|
|
|
160 |
except ImportError:
|
161 |
CONFIG_AVAILABLE = False
|
162 |
|
163 |
+
# Always return a config dict for testability
|
164 |
+
return {
|
165 |
+
"FRED_API_KEY": FRED_API_KEY,
|
166 |
+
"REAL_DATA_MODE": REAL_DATA_MODE,
|
167 |
+
"FRED_API_AVAILABLE": FRED_API_AVAILABLE,
|
168 |
+
"CONFIG_AVAILABLE": CONFIG_AVAILABLE,
|
169 |
+
"s3_bucket": "fredmlv1",
|
170 |
+
"lambda_function": "fred-ml-processor",
|
171 |
+
"region": "us-west-2"
|
172 |
+
}
|
173 |
+
|
174 |
# Custom CSS for enterprise styling
|
175 |
st.markdown("""
|
176 |
<style>
|
|
|
300 |
return None, None
|
301 |
|
302 |
# Load configuration
|
303 |
+
@st.cache_data(ttl=60) # 1 minute cache for fresh data
|
304 |
def load_app_config():
|
305 |
"""Load application configuration"""
|
306 |
return {
|
|
|
359 |
st.error(f"Failed to trigger analysis: {e}")
|
360 |
return False
|
361 |
|
362 |
+
def create_time_series_chart(data: pd.DataFrame, indicators: List[str]) -> str:
|
363 |
+
"""Create time series chart with error handling"""
|
364 |
+
try:
|
365 |
+
# Create time series visualization
|
366 |
+
fig, ax = plt.subplots(figsize=(12, 8))
|
367 |
+
|
368 |
+
for indicator in indicators:
|
369 |
+
if indicator in data.columns:
|
370 |
+
ax.plot(data.index, data[indicator], label=indicator, linewidth=2)
|
371 |
+
|
372 |
+
ax.set_title('Economic Indicators Time Series', fontsize=16, fontweight='bold')
|
373 |
+
ax.set_xlabel('Date', fontsize=12)
|
374 |
+
ax.set_ylabel('Value', fontsize=12)
|
375 |
+
ax.legend()
|
376 |
+
ax.grid(True, alpha=0.3)
|
377 |
+
|
378 |
+
# Save to temporary file
|
379 |
+
temp_file = f"temp_time_series_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
380 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
381 |
+
plt.close()
|
382 |
+
|
383 |
+
return temp_file
|
384 |
+
|
385 |
+
except Exception as e:
|
386 |
+
logger.error(f"Error creating time series chart: {e}")
|
387 |
+
return None
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
388 |
|
389 |
+
def create_correlation_heatmap(data: pd.DataFrame) -> str:
|
390 |
+
"""Create correlation heatmap with error handling"""
|
391 |
+
try:
|
392 |
+
# Calculate correlation matrix
|
393 |
+
corr_matrix = data.corr()
|
394 |
+
|
395 |
+
# Create heatmap
|
396 |
+
fig, ax = plt.subplots(figsize=(10, 8))
|
397 |
+
sns.heatmap(corr_matrix, annot=True, cmap='coolwarm', center=0,
|
398 |
+
square=True, linewidths=0.5, cbar_kws={"shrink": 0.8})
|
399 |
+
|
400 |
+
ax.set_title('Economic Indicators Correlation Matrix', fontsize=16, fontweight='bold')
|
401 |
+
|
402 |
+
# Save to temporary file
|
403 |
+
temp_file = f"temp_correlation_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
404 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
405 |
+
plt.close()
|
406 |
+
|
407 |
+
return temp_file
|
408 |
+
|
409 |
+
except Exception as e:
|
410 |
+
logger.error(f"Error creating correlation heatmap: {e}")
|
411 |
+
return None
|
412 |
|
413 |
+
def create_distribution_charts(data: pd.DataFrame, indicators: List[str]) -> str:
|
414 |
+
"""Create distribution charts with error handling"""
|
415 |
+
try:
|
416 |
+
# Create subplots
|
417 |
+
n_indicators = len(indicators)
|
418 |
+
cols = min(3, n_indicators)
|
419 |
+
rows = (n_indicators + cols - 1) // cols
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
420 |
|
421 |
+
fig, axes = plt.subplots(rows, cols, figsize=(15, 5*rows))
|
422 |
+
if rows == 1:
|
423 |
+
axes = [axes] if cols == 1 else axes
|
424 |
+
else:
|
425 |
+
axes = axes.flatten()
|
426 |
+
|
427 |
+
for i, indicator in enumerate(indicators):
|
428 |
+
if indicator in data.columns:
|
429 |
+
ax = axes[i]
|
430 |
+
data[indicator].hist(ax=ax, bins=30, alpha=0.7, color='skyblue', edgecolor='black')
|
431 |
+
ax.set_title(f'{indicator} Distribution', fontweight='bold')
|
432 |
+
ax.set_xlabel('Value')
|
433 |
+
ax.set_ylabel('Frequency')
|
434 |
+
ax.grid(True, alpha=0.3)
|
435 |
+
|
436 |
+
# Hide empty subplots
|
437 |
+
for i in range(n_indicators, len(axes)):
|
438 |
+
axes[i].set_visible(False)
|
439 |
+
|
440 |
+
plt.tight_layout()
|
441 |
+
|
442 |
+
# Save to temporary file
|
443 |
+
temp_file = f"temp_distribution_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
444 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
445 |
+
plt.close()
|
446 |
+
|
447 |
+
return temp_file
|
448 |
+
|
449 |
+
except Exception as e:
|
450 |
+
logger.error(f"Error creating distribution charts: {e}")
|
451 |
+
return None
|
452 |
+
|
453 |
+
def create_pca_visualization(data: pd.DataFrame) -> str:
|
454 |
+
"""Create PCA visualization with error handling"""
|
455 |
+
try:
|
456 |
+
from sklearn.decomposition import PCA
|
457 |
+
from sklearn.preprocessing import StandardScaler
|
458 |
+
|
459 |
+
# Prepare data
|
460 |
+
numeric_data = data.select_dtypes(include=[np.number])
|
461 |
+
if len(numeric_data.columns) < 2:
|
462 |
+
return None
|
463 |
+
|
464 |
+
# Scale data
|
465 |
+
scaler = StandardScaler()
|
466 |
+
scaled_data = scaler.fit_transform(numeric_data)
|
467 |
+
|
468 |
+
# Apply PCA
|
469 |
+
pca = PCA(n_components=2)
|
470 |
+
pca_result = pca.fit_transform(scaled_data)
|
471 |
+
|
472 |
+
# Create visualization
|
473 |
+
fig, ax = plt.subplots(figsize=(10, 8))
|
474 |
+
scatter = ax.scatter(pca_result[:, 0], pca_result[:, 1], alpha=0.6, s=50)
|
475 |
+
|
476 |
+
ax.set_title('PCA of Economic Indicators', fontsize=16, fontweight='bold')
|
477 |
+
ax.set_xlabel(f'PC1 ({pca.explained_variance_ratio_[0]:.1%} variance)', fontsize=12)
|
478 |
+
ax.set_ylabel(f'PC2 ({pca.explained_variance_ratio_[1]:.1%} variance)', fontsize=12)
|
479 |
+
ax.grid(True, alpha=0.3)
|
480 |
+
|
481 |
+
# Save to temporary file
|
482 |
+
temp_file = f"temp_pca_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
483 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
484 |
+
plt.close()
|
485 |
+
|
486 |
+
return temp_file
|
487 |
+
|
488 |
+
except Exception as e:
|
489 |
+
logger.error(f"Error creating PCA visualization: {e}")
|
490 |
+
return None
|
491 |
+
|
492 |
+
def create_clustering_chart(data: pd.DataFrame) -> str:
|
493 |
+
"""Create clustering chart with error handling"""
|
494 |
+
try:
|
495 |
+
from sklearn.cluster import KMeans
|
496 |
+
from sklearn.preprocessing import StandardScaler
|
497 |
+
|
498 |
+
# Prepare data
|
499 |
+
numeric_data = data.select_dtypes(include=[np.number])
|
500 |
+
if len(numeric_data.columns) < 2:
|
501 |
+
return None
|
502 |
+
|
503 |
+
# Scale data
|
504 |
+
scaler = StandardScaler()
|
505 |
+
scaled_data = scaler.fit_transform(numeric_data)
|
506 |
+
|
507 |
+
# Perform clustering
|
508 |
+
n_clusters = min(3, len(scaled_data))
|
509 |
+
kmeans = KMeans(n_clusters=n_clusters, random_state=42, n_init=10)
|
510 |
+
cluster_labels = kmeans.fit_predict(scaled_data)
|
511 |
+
|
512 |
+
# Create visualization
|
513 |
+
fig, ax = plt.subplots(figsize=(10, 8))
|
514 |
+
scatter = ax.scatter(scaled_data[:, 0], scaled_data[:, 1],
|
515 |
+
c=cluster_labels, cmap='viridis', alpha=0.6, s=50)
|
516 |
+
|
517 |
+
ax.set_title('Economic Indicators Clustering', fontsize=16, fontweight='bold')
|
518 |
+
ax.set_xlabel('Feature 1', fontsize=12)
|
519 |
+
ax.set_ylabel('Feature 2', fontsize=12)
|
520 |
+
ax.grid(True, alpha=0.3)
|
521 |
+
|
522 |
+
# Add colorbar
|
523 |
+
plt.colorbar(scatter, ax=ax, label='Cluster')
|
524 |
+
|
525 |
+
# Save to temporary file
|
526 |
+
temp_file = f"temp_clustering_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
527 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
528 |
+
plt.close()
|
529 |
+
|
530 |
+
return temp_file
|
531 |
+
|
532 |
+
except Exception as e:
|
533 |
+
logger.error(f"Error creating clustering chart: {e}")
|
534 |
+
return None
|
535 |
+
|
536 |
+
def create_forecast_chart(data: pd.DataFrame, indicator: str) -> str:
|
537 |
+
"""Create forecast chart with error handling"""
|
538 |
+
try:
|
539 |
+
if indicator not in data.columns:
|
540 |
+
return None
|
541 |
+
|
542 |
+
# Simple moving average forecast
|
543 |
+
series = data[indicator].dropna()
|
544 |
+
if len(series) < 10:
|
545 |
+
return None
|
546 |
+
|
547 |
+
# Calculate moving averages
|
548 |
+
ma_short = series.rolling(window=4).mean()
|
549 |
+
ma_long = series.rolling(window=12).mean()
|
550 |
+
|
551 |
+
# Create visualization
|
552 |
+
fig, ax = plt.subplots(figsize=(12, 8))
|
553 |
+
ax.plot(series.index, series, label='Actual', linewidth=2, alpha=0.7)
|
554 |
+
ax.plot(ma_short.index, ma_short, label='4-period MA', linewidth=2, alpha=0.8)
|
555 |
+
ax.plot(ma_long.index, ma_long, label='12-period MA', linewidth=2, alpha=0.8)
|
556 |
+
|
557 |
+
ax.set_title(f'{indicator} Time Series with Moving Averages', fontsize=16, fontweight='bold')
|
558 |
+
ax.set_xlabel('Date', fontsize=12)
|
559 |
+
ax.set_ylabel('Value', fontsize=12)
|
560 |
+
ax.legend()
|
561 |
+
ax.grid(True, alpha=0.3)
|
562 |
+
|
563 |
+
# Save to temporary file
|
564 |
+
temp_file = f"temp_forecast_{indicator}_{datetime.now().strftime('%Y%m%d_%H%M%S')}.png"
|
565 |
+
plt.savefig(temp_file, dpi=300, bbox_inches='tight')
|
566 |
+
plt.close()
|
567 |
+
|
568 |
+
return temp_file
|
569 |
+
|
570 |
+
except Exception as e:
|
571 |
+
logger.error(f"Error creating forecast chart: {e}")
|
572 |
+
return None
|
573 |
+
|
574 |
+
def generate_comprehensive_visualizations(data: pd.DataFrame, indicators: List[str]) -> Dict[str, str]:
|
575 |
+
"""Generate comprehensive visualizations with error handling"""
|
576 |
+
visualizations = {}
|
577 |
|
578 |
+
try:
|
579 |
+
# Time series chart
|
580 |
+
time_series_file = create_time_series_chart(data, indicators)
|
581 |
+
if time_series_file:
|
582 |
+
visualizations['time_series'] = time_series_file
|
583 |
+
|
584 |
+
# Correlation heatmap
|
585 |
+
correlation_file = create_correlation_heatmap(data)
|
586 |
+
if correlation_file:
|
587 |
+
visualizations['correlation'] = correlation_file
|
588 |
+
|
589 |
+
# Distribution charts
|
590 |
+
distribution_file = create_distribution_charts(data, indicators)
|
591 |
+
if distribution_file:
|
592 |
+
visualizations['distribution'] = distribution_file
|
593 |
+
|
594 |
+
# PCA visualization
|
595 |
+
pca_file = create_pca_visualization(data)
|
596 |
+
if pca_file:
|
597 |
+
visualizations['pca'] = pca_file
|
598 |
+
|
599 |
+
# Clustering chart
|
600 |
+
clustering_file = create_clustering_chart(data)
|
601 |
+
if clustering_file:
|
602 |
+
visualizations['clustering'] = clustering_file
|
603 |
+
|
604 |
+
# Forecast charts for key indicators
|
605 |
+
for indicator in ['GDPC1', 'INDPRO', 'CPIAUCSL']:
|
606 |
+
if indicator in indicators:
|
607 |
+
forecast_file = create_forecast_chart(data, indicator)
|
608 |
+
if forecast_file:
|
609 |
+
visualizations[f'forecast_{indicator}'] = forecast_file
|
610 |
+
|
611 |
+
except Exception as e:
|
612 |
+
logger.error(f"Error generating comprehensive visualizations: {e}")
|
613 |
|
614 |
+
return visualizations
|
615 |
|
616 |
def main():
|
617 |
"""Main Streamlit application"""
|
|
|
639 |
# Initialize AWS clients and config for real data mode
|
640 |
try:
|
641 |
s3_client, lambda_client = init_aws_clients()
|
|
|
642 |
except Exception as e:
|
|
|
643 |
s3_client, lambda_client = None, None
|
644 |
|
645 |
try:
|
646 |
config = load_app_config()
|
|
|
647 |
except Exception as e:
|
|
|
648 |
config = {
|
649 |
's3_bucket': 'fredmlv1',
|
650 |
'lambda_function': 'fred-ml-processor',
|
651 |
'api_endpoint': 'http://localhost:8000'
|
652 |
}
|
653 |
|
|
|
|
|
|
|
|
|
|
|
|
|
654 |
# Show data mode info
|
655 |
+
|
|
|
|
|
|
|
656 |
|
657 |
if REAL_DATA_MODE:
|
658 |
st.success("🎯 Using real FRED API data for live economic insights.")
|
|
|
692 |
show_configuration_page(config)
|
693 |
|
694 |
def show_executive_dashboard(s3_client, config):
|
695 |
+
"""Show executive dashboard with summary of top 5 ranked economic indicators"""
|
696 |
st.markdown("""
|
697 |
<div class="main-header">
|
698 |
<h1>📊 Executive Dashboard</h1>
|
699 |
+
<p>Summary of Top 5 Economic Indicators</p>
|
700 |
</div>
|
701 |
""", unsafe_allow_html=True)
|
702 |
|
703 |
+
# Add manual refresh button
|
704 |
+
col1, col2 = st.columns([3, 1])
|
705 |
+
with col1:
|
706 |
+
st.markdown("### Latest Economic Data")
|
707 |
+
with col2:
|
708 |
+
if st.button("🔄 Refresh Data", type="secondary"):
|
709 |
+
st.session_state.manual_refresh = True
|
710 |
+
clear_cache()
|
711 |
+
st.rerun()
|
712 |
+
|
713 |
+
# Clear manual refresh flag after use
|
714 |
+
if st.session_state.manual_refresh:
|
715 |
+
st.session_state.manual_refresh = False
|
716 |
+
|
717 |
+
INDICATOR_META = {
|
718 |
+
"GDPC1": {"name": "Real GDP", "frequency": "Quarterly", "source": "https://fred.stlouisfed.org/series/GDPC1"},
|
719 |
+
"INDPRO": {"name": "Industrial Production", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/INDPRO"},
|
720 |
+
"RSAFS": {"name": "Retail Sales", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/RSAFS"},
|
721 |
+
"CPIAUCSL": {"name": "Consumer Price Index", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/CPIAUCSL"},
|
722 |
+
"FEDFUNDS": {"name": "Federal Funds Rate", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/FEDFUNDS"},
|
723 |
+
"DGS10": {"name": "10-Year Treasury", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/DGS10"},
|
724 |
+
"UNRATE": {"name": "Unemployment Rate", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/UNRATE"},
|
725 |
+
"PAYEMS": {"name": "Total Nonfarm Payrolls", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/PAYEMS"},
|
726 |
+
"PCE": {"name": "Personal Consumption Expenditures", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/PCE"},
|
727 |
+
"M2SL": {"name": "M2 Money Stock", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/M2SL"},
|
728 |
+
"TCU": {"name": "Capacity Utilization", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/TCU"},
|
729 |
+
"DEXUSEU": {"name": "US/Euro Exchange Rate", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/DEXUSEU"}
|
730 |
+
}
|
731 |
+
|
732 |
if REAL_DATA_MODE and FRED_API_AVAILABLE:
|
|
|
733 |
try:
|
734 |
load_fred_client()
|
735 |
from frontend.fred_api_client import generate_real_insights
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
736 |
|
737 |
+
# Force fresh data fetch with timestamp
|
738 |
+
import time
|
739 |
+
timestamp = int(time.time())
|
740 |
+
with st.spinner(f"🔄 Fetching latest economic data (timestamp: {timestamp})..."):
|
741 |
+
insights = generate_real_insights(FRED_API_KEY)
|
742 |
+
# Simple ranking: prioritize GDP, Unemployment, CPI, Industrial Production, Fed Funds
|
743 |
+
priority = ["GDPC1", "UNRATE", "CPIAUCSL", "INDPRO", "FEDFUNDS"]
|
744 |
+
# If any are missing, fill with others
|
745 |
+
ranked = [code for code in priority if code in insights]
|
746 |
+
if len(ranked) < 5:
|
747 |
+
for code in insights:
|
748 |
+
if code not in ranked:
|
749 |
+
ranked.append(code)
|
750 |
+
if len(ranked) == 5:
|
751 |
+
break
|
752 |
+
st.markdown("""
|
753 |
+
<div class="analysis-section">
|
754 |
+
<h3>Top 5 Economic Indicators (Summary)</h3>
|
755 |
+
</div>
|
756 |
+
""", unsafe_allow_html=True)
|
757 |
+
for code in ranked[:5]:
|
758 |
+
info = INDICATOR_META.get(code, {"name": code, "frequency": "", "source": "#"})
|
759 |
+
insight = insights[code]
|
760 |
+
# For GDP, clarify display of billions/trillions and show both consensus and GDPNow
|
761 |
+
if code == 'GDPC1':
|
762 |
+
st.markdown(f"""
|
763 |
+
<div class="metric-card">
|
764 |
+
<h3>{info['name']}</h3>
|
765 |
+
<p><strong>Current Value:</strong> {insight.get('current_value', 'N/A')}</p>
|
766 |
+
<p><strong>Growth Rate:</strong> {insight.get('growth_rate', 'N/A')}</p>
|
767 |
+
<p><strong>Trend:</strong> {insight.get('trend', 'N/A')}</p>
|
768 |
+
<p><strong>Forecast:</strong> {insight.get('forecast', 'N/A')}</p>
|
769 |
+
<p><strong>Key Insight:</strong> {insight.get('key_insight', 'N/A')}</p>
|
770 |
+
<p><strong>Source:</strong> <a href='{info['source']}' target='_blank'>FRED</a></p>
|
771 |
+
</div>
|
772 |
+
""", unsafe_allow_html=True)
|
773 |
+
else:
|
774 |
+
st.markdown(f"""
|
775 |
+
<div class="metric-card">
|
776 |
+
<h3>{info['name']}</h3>
|
777 |
+
<p><strong>Current Value:</strong> {insight.get('current_value', 'N/A')}</p>
|
778 |
+
<p><strong>Growth Rate:</strong> {insight.get('growth_rate', 'N/A')}</p>
|
779 |
+
<p><strong>Key Insight:</strong> {insight.get('key_insight', 'N/A')}</p>
|
780 |
+
<p><strong>Source:</strong> <a href='{info['source']}' target='_blank'>FRED</a></p>
|
781 |
+
</div>
|
782 |
+
""", unsafe_allow_html=True)
|
783 |
except Exception as e:
|
784 |
st.error(f"Failed to fetch real data: {e}")
|
785 |
st.info("Please check your FRED API key configuration.")
|
786 |
else:
|
787 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
788 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
789 |
|
790 |
def show_advanced_analytics_page(s3_client, config):
|
791 |
"""Show advanced analytics page with comprehensive analysis capabilities"""
|
|
|
858 |
|
859 |
analysis_type = st.selectbox(
|
860 |
"Analysis Type",
|
861 |
+
["Comprehensive", "Forecasting Only", "Segmentation Only"],
|
862 |
help="Type of analysis to perform"
|
863 |
)
|
864 |
|
|
|
883 |
real_data = get_real_economic_data(FRED_API_KEY,
|
884 |
start_date_input.strftime('%Y-%m-%d'),
|
885 |
end_date_input.strftime('%Y-%m-%d'))
|
886 |
+
|
887 |
|
888 |
# Simulate analysis processing
|
889 |
import time
|
890 |
time.sleep(2) # Simulate processing time
|
891 |
|
892 |
+
# Run comprehensive analytics if available
|
893 |
if ANALYTICS_AVAILABLE:
|
894 |
try:
|
895 |
+
with st.spinner("Running comprehensive analytics..."):
|
896 |
+
try:
|
897 |
+
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
898 |
+
analytics = ComprehensiveAnalytics(FRED_API_KEY)
|
899 |
+
comprehensive_results = analytics.run_complete_analysis(
|
900 |
+
indicators=selected_indicators,
|
901 |
+
forecast_periods=forecast_periods,
|
902 |
+
include_visualizations=False
|
903 |
+
)
|
904 |
+
# Store comprehensive results in real_data for the frontend to use
|
905 |
+
real_data['comprehensive_results'] = comprehensive_results
|
906 |
+
|
907 |
+
# Check if comprehensive analytics failed
|
908 |
+
if 'error' in comprehensive_results:
|
909 |
+
st.error(f"❌ Comprehensive analytics failed: {comprehensive_results['error']}")
|
910 |
+
|
911 |
+
results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
912 |
+
else:
|
913 |
+
# Use comprehensive results but ensure proper structure
|
914 |
+
results = comprehensive_results
|
915 |
+
# Ensure insights are present
|
916 |
+
if 'insights' not in results:
|
917 |
+
|
918 |
+
results['insights'] = generate_dynamic_insights_from_results(results, real_data.get('insights', {}))
|
919 |
+
# Ensure all required sections are present
|
920 |
+
required_sections = ['forecasting', 'segmentation', 'statistical_modeling']
|
921 |
+
for section in required_sections:
|
922 |
+
if section not in results:
|
923 |
+
|
924 |
+
results[section] = {}
|
925 |
+
except ImportError as e:
|
926 |
+
st.error(f"❌ ComprehensiveAnalytics import failed: {str(e)}")
|
927 |
+
results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
928 |
except Exception as e:
|
929 |
+
st.error(f"❌ Comprehensive analytics failed: {str(e)}")
|
930 |
+
results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
|
|
931 |
else:
|
932 |
+
results = generate_analysis_results(analysis_type, real_data, selected_indicators)
|
|
|
933 |
|
934 |
st.success(f"✅ Real FRED data {analysis_type.lower()} analysis completed successfully!")
|
935 |
+
display_analysis_results(results)
|
|
|
|
|
936 |
|
937 |
# Generate and store visualizations
|
938 |
if include_visualizations:
|
|
|
945 |
src_path = os.path.join(project_root, 'src')
|
946 |
if src_path not in sys.path:
|
947 |
sys.path.insert(0, src_path)
|
|
|
|
|
948 |
use_s3 = False
|
949 |
chart_gen = None
|
|
|
|
|
950 |
if s3_client:
|
951 |
try:
|
952 |
from visualization.chart_generator import ChartGenerator
|
|
|
954 |
use_s3 = True
|
955 |
except Exception as e:
|
956 |
st.info(f"S3 visualization failed, using local storage: {str(e)}")
|
|
|
|
|
957 |
if chart_gen is None:
|
958 |
try:
|
959 |
from visualization.local_chart_generator import LocalChartGenerator
|
|
|
962 |
except Exception as e:
|
963 |
st.error(f"Failed to initialize visualization generator: {str(e)}")
|
964 |
return
|
|
|
|
|
965 |
import pandas as pd
|
966 |
import numpy as np
|
967 |
dates = pd.date_range('2020-01-01', periods=50, freq='M')
|
|
|
972 |
'FEDFUNDS': np.random.normal(2, 0.5, 50),
|
973 |
'UNRATE': np.random.normal(4, 1, 50)
|
974 |
}, index=dates)
|
975 |
+
visualizations = generate_comprehensive_visualizations(
|
976 |
+
sample_data, selected_indicators
|
|
|
|
|
977 |
)
|
|
|
978 |
storage_type = "S3" if use_s3 else "Local"
|
979 |
st.success(f"✅ Generated {len(visualizations)} visualizations (stored in {storage_type})")
|
980 |
st.info("📥 Visit the Downloads page to access all generated files")
|
|
|
981 |
except Exception as e:
|
982 |
st.warning(f"Visualization generation failed: {e}")
|
|
|
983 |
except Exception as e:
|
984 |
st.error(f"❌ Real data analysis failed: {e}")
|
985 |
+
|
986 |
else:
|
987 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
988 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
989 |
|
990 |
def generate_analysis_results(analysis_type, real_data, selected_indicators):
|
991 |
"""Generate analysis results based on the selected analysis type"""
|
992 |
+
|
993 |
+
# Ensure selected_indicators is always a list
|
994 |
+
if selected_indicators is None:
|
995 |
+
selected_indicators = []
|
996 |
+
elif isinstance(selected_indicators, (int, str)):
|
997 |
+
selected_indicators = [selected_indicators]
|
998 |
+
elif not isinstance(selected_indicators, list):
|
999 |
+
selected_indicators = list(selected_indicators)
|
1000 |
+
|
1001 |
+
# Check if we have real analytics results
|
1002 |
+
if 'comprehensive_results' in real_data and real_data['comprehensive_results']:
|
1003 |
+
# Use real analytics results
|
1004 |
+
results = real_data['comprehensive_results']
|
1005 |
+
|
1006 |
+
# Extract insights from real results
|
1007 |
+
if 'insights' in results:
|
1008 |
+
# Use the real insights directly
|
1009 |
+
pass
|
1010 |
+
else:
|
1011 |
+
# Generate insights from real results
|
1012 |
+
results['insights'] = generate_dynamic_insights_from_results(results, {})
|
1013 |
+
|
1014 |
+
return results
|
1015 |
+
|
1016 |
+
# Fallback to demo data if no real analytics available
|
1017 |
if analysis_type == "Comprehensive":
|
1018 |
+
# Check if we have real analytics results
|
1019 |
+
if 'comprehensive_results' in real_data and real_data['comprehensive_results']:
|
1020 |
+
# Use real comprehensive analytics results
|
1021 |
+
real_results = real_data['comprehensive_results']
|
1022 |
+
results = {
|
1023 |
+
'forecasting': real_results.get('forecasting', {}),
|
1024 |
+
'segmentation': real_results.get('segmentation', {}),
|
1025 |
+
'statistical_modeling': real_results.get('statistical_modeling', {}),
|
1026 |
+
'insights': real_results.get('insights', {})
|
1027 |
+
}
|
1028 |
+
return results
|
1029 |
+
|
1030 |
+
# Fallback to demo data if no real analytics available
|
1031 |
results = {
|
1032 |
'forecasting': {},
|
1033 |
'segmentation': {
|
|
|
1042 |
'CPIAUCSL-FEDFUNDS: 0.65'
|
1043 |
]
|
1044 |
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1045 |
}
|
1046 |
}
|
1047 |
|
1048 |
+
# Remove dynamic insights generation
|
1049 |
+
results['insights'] = {}
|
1050 |
+
|
1051 |
# Add forecasting results for selected indicators
|
1052 |
for indicator in selected_indicators:
|
1053 |
+
if indicator in real_data.get('insights', {}):
|
1054 |
insight = real_data['insights'][indicator]
|
1055 |
try:
|
1056 |
# Safely parse the current value
|
|
|
1072 |
return results
|
1073 |
|
1074 |
elif analysis_type == "Forecasting Only":
|
1075 |
+
# Check if we have real analytics results
|
1076 |
+
if 'comprehensive_results' in real_data and real_data['comprehensive_results']:
|
1077 |
+
# Extract only forecasting results from real analytics
|
1078 |
+
real_results = real_data['comprehensive_results']
|
1079 |
+
results = {
|
1080 |
+
'forecasting': real_results.get('forecasting', {}),
|
1081 |
+
'insights': real_results.get('insights', {})
|
|
|
|
|
1082 |
}
|
1083 |
+
return results
|
1084 |
+
|
1085 |
+
# Fallback to demo data
|
1086 |
+
results = {
|
1087 |
+
'forecasting': {}
|
1088 |
}
|
1089 |
|
1090 |
+
# Remove dynamic insights generation
|
1091 |
+
results['insights'] = {}
|
1092 |
+
|
1093 |
# Add forecasting results for selected indicators
|
1094 |
for indicator in selected_indicators:
|
1095 |
+
if indicator in real_data.get('insights', {}):
|
1096 |
insight = real_data['insights'][indicator]
|
1097 |
try:
|
1098 |
# Safely parse the current value
|
|
|
1114 |
return results
|
1115 |
|
1116 |
elif analysis_type == "Segmentation Only":
|
1117 |
+
# Check if we have real analytics results
|
1118 |
+
if 'comprehensive_results' in real_data and real_data['comprehensive_results']:
|
1119 |
+
# Extract only segmentation results from real analytics
|
1120 |
+
real_results = real_data['comprehensive_results']
|
1121 |
+
results = {
|
1122 |
+
'segmentation': real_results.get('segmentation', {}),
|
1123 |
+
'insights': real_results.get('insights', {})
|
1124 |
+
}
|
1125 |
+
return results
|
1126 |
+
|
1127 |
+
# Fallback to demo data
|
1128 |
+
results = {
|
1129 |
'segmentation': {
|
1130 |
'time_period_clusters': {'n_clusters': 3},
|
1131 |
'series_clusters': {'n_clusters': 4}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1132 |
}
|
1133 |
}
|
1134 |
+
|
1135 |
+
# Remove dynamic insights generation
|
1136 |
+
results['insights'] = {}
|
1137 |
+
return results
|
1138 |
|
1139 |
+
|
1140 |
+
|
1141 |
+
else:
|
1142 |
+
# Default fallback
|
1143 |
return {
|
1144 |
+
'error': f'Unknown analysis type: {analysis_type}',
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1145 |
'insights': {
|
1146 |
+
'key_findings': ['Analysis type not recognized']
|
|
|
|
|
|
|
|
|
|
|
1147 |
}
|
1148 |
}
|
|
|
|
|
1149 |
|
1150 |
def display_analysis_results(results):
|
1151 |
+
"""Display analysis results in a structured format"""
|
1152 |
+
|
1153 |
+
# Check if results contain an error
|
1154 |
+
if 'error' in results:
|
1155 |
+
st.error(f"❌ Analysis failed: {results['error']}")
|
1156 |
+
return
|
1157 |
|
1158 |
# Create tabs for different result types
|
1159 |
+
tab1, tab2, tab3 = st.tabs([
|
1160 |
+
"📊 Forecasting",
|
1161 |
+
"🔍 Segmentation",
|
1162 |
+
"💡 Insights"
|
1163 |
+
])
|
1164 |
|
1165 |
with tab1:
|
1166 |
if 'forecasting' in results:
|
1167 |
st.subheader("Forecasting Results")
|
1168 |
forecasting_results = results['forecasting']
|
1169 |
|
1170 |
+
if not forecasting_results:
|
1171 |
+
st.info("No forecasting results available")
|
1172 |
+
else:
|
1173 |
+
for indicator, forecast_data in forecasting_results.items():
|
1174 |
+
|
1175 |
+
with st.expander(f"Forecast for {indicator}"):
|
1176 |
+
if 'error' in forecast_data:
|
1177 |
+
st.error(f"Forecasting failed for {indicator}: {forecast_data['error']}")
|
1178 |
+
else:
|
1179 |
+
# Check for different possible structures
|
1180 |
+
if 'backtest' in forecast_data:
|
1181 |
+
backtest = forecast_data['backtest']
|
1182 |
+
if isinstance(backtest, dict) and 'error' not in backtest:
|
1183 |
+
st.write(f"**Backtest Metrics:**")
|
1184 |
+
mape = backtest.get('mape', 'N/A')
|
1185 |
+
rmse = backtest.get('rmse', 'N/A')
|
1186 |
+
if mape != 'N/A':
|
1187 |
+
st.write(f"• MAPE: {mape:.2f}%")
|
1188 |
+
if rmse != 'N/A':
|
1189 |
+
st.write(f"• RMSE: {rmse:.4f}")
|
1190 |
+
|
1191 |
+
if 'forecast' in forecast_data:
|
1192 |
+
forecast = forecast_data['forecast']
|
1193 |
+
if isinstance(forecast, dict) and 'forecast' in forecast:
|
1194 |
+
forecast_values = forecast['forecast']
|
1195 |
+
st.write(f"**Forecast Values:**")
|
1196 |
+
if hasattr(forecast_values, '__len__'):
|
1197 |
+
for i, value in enumerate(forecast_values[:5]): # Show first 5 forecasts
|
1198 |
+
st.write(f"• Period {i+1}: {value:.2f}")
|
1199 |
+
|
1200 |
+
# Check for comprehensive analytics structure
|
1201 |
+
if 'forecast_values' in forecast_data:
|
1202 |
+
forecast_values = forecast_data['forecast_values']
|
1203 |
+
st.write(f"**Forecast Values:**")
|
1204 |
+
if hasattr(forecast_values, '__len__'):
|
1205 |
+
for i, value in enumerate(forecast_values[:5]): # Show first 5 forecasts
|
1206 |
+
st.write(f"• Period {i+1}: {value:.2f}")
|
1207 |
+
|
1208 |
+
# Check for MAPE in the main structure
|
1209 |
+
if 'mape' in forecast_data:
|
1210 |
+
mape = forecast_data['mape']
|
1211 |
+
st.write(f"**Accuracy:**")
|
1212 |
+
st.write(f"• MAPE: {mape:.2f}%")
|
1213 |
+
|
1214 |
+
# Handle comprehensive analytics forecast structure
|
1215 |
+
if 'forecast' in forecast_data:
|
1216 |
+
forecast = forecast_data['forecast']
|
1217 |
+
st.write(f"**Forecast Values:**")
|
1218 |
+
if hasattr(forecast, '__len__'):
|
1219 |
+
# Handle pandas Series with datetime index
|
1220 |
+
if hasattr(forecast, 'index') and hasattr(forecast.index, 'strftime'):
|
1221 |
+
for i, (date, value) in enumerate(forecast.items()):
|
1222 |
+
if i >= 5: # Show first 5 forecasts
|
1223 |
+
break
|
1224 |
+
date_str = date.strftime('%Y-%m-%d') if hasattr(date, 'strftime') else str(date)
|
1225 |
+
st.write(f"• {date_str}: {value:.2f}")
|
1226 |
+
else:
|
1227 |
+
# Handle regular list/array
|
1228 |
+
for i, value in enumerate(forecast[:5]): # Show first 5 forecasts
|
1229 |
+
st.write(f"• Period {i+1}: {value:.2f}")
|
1230 |
+
|
1231 |
+
# Display model information
|
1232 |
+
if 'model_type' in forecast_data:
|
1233 |
+
model_type = forecast_data['model_type']
|
1234 |
+
st.write(f"**Model:** {model_type}")
|
1235 |
+
|
1236 |
+
if 'aic' in forecast_data:
|
1237 |
+
aic = forecast_data['aic']
|
1238 |
+
st.write(f"**AIC:** {aic:.2f}")
|
1239 |
+
|
1240 |
+
# Display confidence intervals if available
|
1241 |
+
if 'confidence_intervals' in forecast_data:
|
1242 |
+
ci = forecast_data['confidence_intervals']
|
1243 |
+
if hasattr(ci, '__len__') and len(ci) > 0:
|
1244 |
+
st.write(f"**Confidence Intervals:**")
|
1245 |
+
|
1246 |
+
# Calculate confidence interval quality metrics
|
1247 |
+
try:
|
1248 |
+
if hasattr(ci, 'iloc') and 'lower' in ci.columns and 'upper' in ci.columns:
|
1249 |
+
# Calculate relative width of confidence intervals
|
1250 |
+
ci_widths = ci['upper'] - ci['lower']
|
1251 |
+
forecast_values = forecast_data['forecast']
|
1252 |
+
if hasattr(forecast_values, 'iloc'):
|
1253 |
+
forecast_mean = forecast_values.mean()
|
1254 |
+
else:
|
1255 |
+
forecast_mean = np.mean(forecast_values)
|
1256 |
+
|
1257 |
+
relative_width = ci_widths.mean() / abs(forecast_mean) if abs(forecast_mean) > 0 else 0
|
1258 |
+
|
1259 |
+
# Provide quality assessment
|
1260 |
+
if relative_width > 0.5:
|
1261 |
+
st.warning("⚠️ Confidence intervals are very wide — may benefit from transformation or improved model tuning")
|
1262 |
+
elif relative_width > 0.2:
|
1263 |
+
st.info("ℹ️ Confidence intervals are moderately wide — typical for economic forecasts")
|
1264 |
+
else:
|
1265 |
+
st.success("✅ Confidence intervals are reasonably tight")
|
1266 |
+
|
1267 |
+
# Display confidence intervals
|
1268 |
+
if hasattr(ci, 'iloc'): # pandas DataFrame
|
1269 |
+
for i in range(min(3, len(ci))):
|
1270 |
+
try:
|
1271 |
+
if 'lower' in ci.columns and 'upper' in ci.columns:
|
1272 |
+
lower = ci.iloc[i]['lower']
|
1273 |
+
upper = ci.iloc[i]['upper']
|
1274 |
+
# Get the date if available
|
1275 |
+
if hasattr(ci, 'index') and i < len(ci.index):
|
1276 |
+
date = ci.index[i]
|
1277 |
+
date_str = date.strftime('%Y-%m-%d') if hasattr(date, 'strftime') else str(date)
|
1278 |
+
st.write(f"• {date_str}: [{lower:.2f}, {upper:.2f}]")
|
1279 |
+
else:
|
1280 |
+
st.write(f"• Period {i+1}: [{lower:.2f}, {upper:.2f}]")
|
1281 |
+
elif len(ci.columns) >= 2:
|
1282 |
+
lower = ci.iloc[i, 0]
|
1283 |
+
upper = ci.iloc[i, 1]
|
1284 |
+
# Get the date if available
|
1285 |
+
if hasattr(ci, 'index') and i < len(ci.index):
|
1286 |
+
date = ci.index[i]
|
1287 |
+
date_str = date.strftime('%Y-%m-%d') if hasattr(date, 'strftime') else str(date)
|
1288 |
+
st.write(f"• {date_str}: [{lower:.2f}, {upper:.2f}]")
|
1289 |
+
else:
|
1290 |
+
st.write(f"• Period {i+1}: [{lower:.2f}, {upper:.2f}]")
|
1291 |
+
else:
|
1292 |
+
continue
|
1293 |
+
except (IndexError, KeyError) as e:
|
1294 |
+
|
1295 |
+
continue
|
1296 |
+
else: # numpy array or list of tuples
|
1297 |
+
for i, interval in enumerate(ci[:3]):
|
1298 |
+
try:
|
1299 |
+
if isinstance(interval, (list, tuple)) and len(interval) >= 2:
|
1300 |
+
lower, upper = interval[0], interval[1]
|
1301 |
+
st.write(f"• Period {i+1}: [{lower:.2f}, {upper:.2f}]")
|
1302 |
+
elif hasattr(interval, '__len__') and len(interval) >= 2:
|
1303 |
+
lower, upper = interval[0], interval[1]
|
1304 |
+
st.write(f"• Period {i+1}: [{lower:.2f}, {upper:.2f}]")
|
1305 |
+
except (IndexError, TypeError) as e:
|
1306 |
+
|
1307 |
+
continue
|
1308 |
+
except Exception as e:
|
1309 |
|
1310 |
+
st.write("• Confidence intervals not available")
|
|
|
|
|
|
|
|
|
1311 |
|
1312 |
with tab2:
|
1313 |
if 'segmentation' in results:
|
1314 |
st.subheader("Segmentation Results")
|
1315 |
segmentation_results = results['segmentation']
|
1316 |
|
1317 |
+
if not segmentation_results:
|
1318 |
+
st.info("No segmentation results available")
|
1319 |
+
else:
|
1320 |
+
if 'time_period_clusters' in segmentation_results:
|
1321 |
+
time_clusters = segmentation_results['time_period_clusters']
|
1322 |
+
if isinstance(time_clusters, dict):
|
1323 |
+
if 'error' in time_clusters:
|
1324 |
+
st.error(f"Time period clustering failed: {time_clusters['error']}")
|
1325 |
+
else:
|
1326 |
+
n_clusters = time_clusters.get('n_clusters', 0)
|
1327 |
+
st.info(f"Time periods clustered into {n_clusters} economic regimes")
|
1328 |
+
|
1329 |
+
if 'series_clusters' in segmentation_results:
|
1330 |
+
series_clusters = segmentation_results['series_clusters']
|
1331 |
+
if isinstance(series_clusters, dict):
|
1332 |
+
if 'error' in series_clusters:
|
1333 |
+
st.error(f"Series clustering failed: {series_clusters['error']}")
|
1334 |
+
else:
|
1335 |
+
n_clusters = series_clusters.get('n_clusters', 0)
|
1336 |
+
st.info(f"Economic series clustered into {n_clusters} groups")
|
1337 |
|
1338 |
with tab3:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1339 |
if 'insights' in results:
|
1340 |
st.subheader("Key Insights")
|
1341 |
insights = results['insights']
|
1342 |
|
1343 |
+
# Display key findings
|
1344 |
+
if 'key_findings' in insights:
|
1345 |
+
st.write("**Key Findings:**")
|
1346 |
+
for finding in insights['key_findings']:
|
1347 |
+
st.write(f"• {finding}")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1348 |
|
1349 |
+
# Display forecasting insights
|
1350 |
+
if 'forecasting_insights' in insights and insights['forecasting_insights']:
|
1351 |
+
st.write("**Forecasting Insights:**")
|
1352 |
+
for insight in insights['forecasting_insights']:
|
1353 |
+
st.write(f"• {insight}")
|
1354 |
+
|
1355 |
+
# Display segmentation insights
|
1356 |
+
if 'segmentation_insights' in insights and insights['segmentation_insights']:
|
1357 |
+
st.write("**Segmentation Insights:**")
|
1358 |
+
for insight in insights['segmentation_insights']:
|
1359 |
+
st.write(f"• {insight}")
|
1360 |
+
|
1361 |
+
# Display statistical insights
|
1362 |
+
if 'statistical_insights' in insights and insights['statistical_insights']:
|
1363 |
+
st.write("**Statistical Insights:**")
|
1364 |
+
for insight in insights['statistical_insights']:
|
1365 |
+
st.write(f"• {insight}")
|
1366 |
+
else:
|
1367 |
+
st.info("No insights available")
|
1368 |
|
1369 |
def show_indicators_page(s3_client, config):
|
1370 |
"""Show economic indicators page"""
|
|
|
1374 |
<p>Real-time Economic Data & Analysis</p>
|
1375 |
</div>
|
1376 |
""", unsafe_allow_html=True)
|
1377 |
+
|
1378 |
+
# Metadata for all indicators (add more as needed)
|
1379 |
+
INDICATOR_META = {
|
1380 |
+
"GDPC1": {
|
1381 |
+
"name": "Real GDP",
|
1382 |
+
"description": "Real Gross Domestic Product",
|
1383 |
+
"frequency": "Quarterly",
|
1384 |
+
"source": "https://fred.stlouisfed.org/series/GDPC1"
|
1385 |
+
},
|
1386 |
+
"INDPRO": {
|
1387 |
+
"name": "Industrial Production",
|
1388 |
+
"description": "Industrial Production Index",
|
1389 |
+
"frequency": "Monthly",
|
1390 |
+
"source": "https://fred.stlouisfed.org/series/INDPRO"
|
1391 |
+
},
|
1392 |
+
"RSAFS": {
|
1393 |
+
"name": "Retail Sales",
|
1394 |
+
"description": "Retail Sales",
|
1395 |
+
"frequency": "Monthly",
|
1396 |
+
"source": "https://fred.stlouisfed.org/series/RSAFS"
|
1397 |
+
},
|
1398 |
+
"CPIAUCSL": {
|
1399 |
+
"name": "Consumer Price Index",
|
1400 |
+
"description": "Inflation measure",
|
1401 |
+
"frequency": "Monthly",
|
1402 |
+
"source": "https://fred.stlouisfed.org/series/CPIAUCSL"
|
1403 |
+
},
|
1404 |
+
"FEDFUNDS": {
|
1405 |
+
"name": "Federal Funds Rate",
|
1406 |
+
"description": "Target interest rate",
|
1407 |
+
"frequency": "Daily",
|
1408 |
+
"source": "https://fred.stlouisfed.org/series/FEDFUNDS"
|
1409 |
+
},
|
1410 |
+
"DGS10": {
|
1411 |
+
"name": "10-Year Treasury",
|
1412 |
+
"description": "Government bond yield",
|
1413 |
+
"frequency": "Daily",
|
1414 |
+
"source": "https://fred.stlouisfed.org/series/DGS10"
|
1415 |
+
},
|
1416 |
+
"UNRATE": {
|
1417 |
+
"name": "Unemployment Rate",
|
1418 |
+
"description": "Unemployment Rate",
|
1419 |
+
"frequency": "Monthly",
|
1420 |
+
"source": "https://fred.stlouisfed.org/series/UNRATE"
|
1421 |
+
},
|
1422 |
+
"PAYEMS": {
|
1423 |
+
"name": "Total Nonfarm Payrolls",
|
1424 |
+
"description": "Total Nonfarm Payrolls",
|
1425 |
+
"frequency": "Monthly",
|
1426 |
+
"source": "https://fred.stlouisfed.org/series/PAYEMS"
|
1427 |
+
},
|
1428 |
+
"PCE": {
|
1429 |
+
"name": "Personal Consumption Expenditures",
|
1430 |
+
"description": "Personal Consumption Expenditures",
|
1431 |
+
"frequency": "Monthly",
|
1432 |
+
"source": "https://fred.stlouisfed.org/series/PCE"
|
1433 |
+
},
|
1434 |
+
"M2SL": {
|
1435 |
+
"name": "M2 Money Stock",
|
1436 |
+
"description": "M2 Money Stock",
|
1437 |
+
"frequency": "Monthly",
|
1438 |
+
"source": "https://fred.stlouisfed.org/series/M2SL"
|
1439 |
+
},
|
1440 |
+
"TCU": {
|
1441 |
+
"name": "Capacity Utilization",
|
1442 |
+
"description": "Capacity Utilization",
|
1443 |
+
"frequency": "Monthly",
|
1444 |
+
"source": "https://fred.stlouisfed.org/series/TCU"
|
1445 |
+
},
|
1446 |
+
"DEXUSEU": {
|
1447 |
+
"name": "US/Euro Exchange Rate",
|
1448 |
+
"description": "US/Euro Exchange Rate",
|
1449 |
+
"frequency": "Daily",
|
1450 |
+
"source": "https://fred.stlouisfed.org/series/DEXUSEU"
|
1451 |
+
}
|
1452 |
+
}
|
1453 |
+
|
1454 |
# Indicators overview with real insights
|
1455 |
if REAL_DATA_MODE and FRED_API_AVAILABLE:
|
1456 |
try:
|
1457 |
load_fred_client()
|
1458 |
from frontend.fred_api_client import generate_real_insights
|
1459 |
insights = generate_real_insights(FRED_API_KEY)
|
1460 |
+
codes = list(INDICATOR_META.keys())
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1461 |
cols = st.columns(3)
|
1462 |
+
for i, code in enumerate(codes):
|
1463 |
+
info = INDICATOR_META[code]
|
1464 |
with cols[i % 3]:
|
1465 |
if code in insights:
|
1466 |
insight = insights[code]
|
1467 |
+
# For GDP, clarify display of billions/trillions and show both consensus and GDPNow
|
1468 |
+
if code == 'GDPC1':
|
1469 |
+
st.markdown(f"""
|
1470 |
+
<div class="metric-card">
|
1471 |
+
<h3>{info['name']}</h3>
|
1472 |
+
<p><strong>Code:</strong> {code}</p>
|
1473 |
+
<p><strong>Frequency:</strong> {info['frequency']}</p>
|
1474 |
+
<p><strong>Source:</strong> <a href='{info['source']}' target='_blank'>FRED</a></p>
|
1475 |
+
<p><strong>Current Value:</strong> {insight.get('current_value', 'N/A')}</p>
|
1476 |
+
<p><strong>Growth Rate:</strong> {insight.get('growth_rate', 'N/A')}</p>
|
1477 |
+
<p><strong>Trend:</strong> {insight.get('trend', 'N/A')}</p>
|
1478 |
+
<p><strong>Forecast:</strong> {insight.get('forecast', 'N/A')}</p>
|
1479 |
+
<hr>
|
1480 |
+
<p><strong>Key Insight:</strong></p>
|
1481 |
+
<p style="font-size: 0.9em; color: #666;">{insight.get('key_insight', 'N/A')}</p>
|
1482 |
+
<p><strong>Risk Factors:</strong></p>
|
1483 |
+
<ul style="font-size: 0.8em; color: #d62728;">{''.join([f'<li>{risk}</li>' for risk in insight.get('risk_factors', [])])}</ul>
|
1484 |
+
<p><strong>Opportunities:</strong></p>
|
1485 |
+
<ul style="font-size: 0.8em; color: #2ca02c;">{''.join([f'<li>{opp}</li>' for opp in insight.get('opportunities', [])])}</ul>
|
1486 |
+
</div>
|
1487 |
+
""", unsafe_allow_html=True)
|
1488 |
+
else:
|
1489 |
+
st.markdown(f"""
|
1490 |
+
<div class="metric-card">
|
1491 |
+
<h3>{info['name']}</h3>
|
1492 |
+
<p><strong>Code:</strong> {code}</p>
|
1493 |
+
<p><strong>Frequency:</strong> {info['frequency']}</p>
|
1494 |
+
<p><strong>Source:</strong> <a href='{info['source']}' target='_blank'>FRED</a></p>
|
1495 |
+
<p><strong>Current Value:</strong> {insight.get('current_value', 'N/A')}</p>
|
1496 |
+
<p><strong>Growth Rate:</strong> {insight.get('growth_rate', 'N/A')}</p>
|
1497 |
+
<p><strong>Trend:</strong> {insight.get('trend', 'N/A')}</p>
|
1498 |
+
<p><strong>Forecast:</strong> {insight.get('forecast', 'N/A')}</p>
|
1499 |
+
<hr>
|
1500 |
+
<p><strong>Key Insight:</strong></p>
|
1501 |
+
<p style="font-size: 0.9em; color: #666;">{insight.get('key_insight', 'N/A')}</p>
|
1502 |
+
<p><strong>Risk Factors:</strong></p>
|
1503 |
+
<ul style="font-size: 0.8em; color: #d62728;">{''.join([f'<li>{risk}</li>' for risk in insight.get('risk_factors', [])])}</ul>
|
1504 |
+
<p><strong>Opportunities:</strong></p>
|
1505 |
+
<ul style="font-size: 0.8em; color: #2ca02c;">{''.join([f'<li>{opp}</li>' for opp in insight.get('opportunities', [])])}</ul>
|
1506 |
+
</div>
|
1507 |
+
""", unsafe_allow_html=True)
|
1508 |
else:
|
1509 |
st.markdown(f"""
|
1510 |
<div class="metric-card">
|
|
|
1516 |
""", unsafe_allow_html=True)
|
1517 |
except Exception as e:
|
1518 |
st.error(f"Failed to fetch real data: {e}")
|
1519 |
+
st.info("Please check your FRED API key configuration.")
|
1520 |
else:
|
1521 |
st.error("❌ FRED API not available. Please configure your FRED API key.")
|
1522 |
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
1523 |
|
1524 |
def show_reports_page(s3_client, config):
|
1525 |
+
"""Show reports and insights page with comprehensive analysis"""
|
1526 |
st.markdown("""
|
1527 |
<div class="main-header">
|
1528 |
<h1>📋 Reports & Insights</h1>
|
1529 |
+
<p>Comprehensive Economic Analysis & Relationships</p>
|
1530 |
</div>
|
1531 |
""", unsafe_allow_html=True)
|
1532 |
+
|
1533 |
+
# Indicator metadata
|
1534 |
+
INDICATOR_META = {
|
1535 |
+
"GDPC1": {"name": "Real GDP", "description": "Real Gross Domestic Product", "frequency": "Quarterly", "source": "https://fred.stlouisfed.org/series/GDPC1"},
|
1536 |
+
"INDPRO": {"name": "Industrial Production", "description": "Industrial Production Index", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/INDPRO"},
|
1537 |
+
"RSAFS": {"name": "Retail Sales", "description": "Retail Sales", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/RSAFS"},
|
1538 |
+
"CPIAUCSL": {"name": "Consumer Price Index", "description": "Inflation measure", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/CPIAUCSL"},
|
1539 |
+
"FEDFUNDS": {"name": "Federal Funds Rate", "description": "Target interest rate", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/FEDFUNDS"},
|
1540 |
+
"DGS10": {"name": "10-Year Treasury", "description": "Government bond yield", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/DGS10"},
|
1541 |
+
"UNRATE": {"name": "Unemployment Rate", "description": "Unemployment Rate", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/UNRATE"},
|
1542 |
+
"PAYEMS": {"name": "Total Nonfarm Payrolls", "description": "Total Nonfarm Payrolls", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/PAYEMS"},
|
1543 |
+
"PCE": {"name": "Personal Consumption Expenditures", "description": "Personal Consumption Expenditures", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/PCE"},
|
1544 |
+
"M2SL": {"name": "M2 Money Stock", "description": "M2 Money Stock", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/M2SL"},
|
1545 |
+
"TCU": {"name": "Capacity Utilization", "description": "Capacity Utilization", "frequency": "Monthly", "source": "https://fred.stlouisfed.org/series/TCU"},
|
1546 |
+
"DEXUSEU": {"name": "US/Euro Exchange Rate", "description": "US/Euro Exchange Rate", "frequency": "Daily", "source": "https://fred.stlouisfed.org/series/DEXUSEU"}
|
1547 |
+
}
|
1548 |
+
|
1549 |
+
if not REAL_DATA_MODE or not FRED_API_AVAILABLE:
|
1550 |
+
st.error("❌ FRED API not available. Please configure FRED_API_KEY environment variable.")
|
1551 |
+
st.info("Get a free FRED API key at: https://fred.stlouisfed.org/docs/api/api_key.html")
|
1552 |
return
|
1553 |
+
|
1554 |
+
try:
|
1555 |
+
load_fred_client()
|
1556 |
+
from frontend.fred_api_client import get_real_economic_data
|
1557 |
+
|
1558 |
+
# Fetch real-time data
|
1559 |
+
with st.spinner("🔄 Fetching latest economic data..."):
|
1560 |
+
real_data = get_real_economic_data(FRED_API_KEY)
|
1561 |
+
|
1562 |
+
# Get the economic data
|
1563 |
+
if 'economic_data' in real_data and real_data['economic_data'] is not None and not real_data['economic_data'].empty:
|
1564 |
+
data = real_data['economic_data']
|
1565 |
+
|
1566 |
+
# 1. Correlation Matrix
|
1567 |
+
st.markdown("""
|
1568 |
+
<div class="analysis-section">
|
1569 |
+
<h3>📊 Correlation Matrix</h3>
|
1570 |
+
<p>Economic indicator relationships and strength</p>
|
1571 |
+
</div>
|
1572 |
+
""", unsafe_allow_html=True)
|
1573 |
+
|
1574 |
+
# Calculate correlation matrix
|
1575 |
+
corr_matrix = data.corr()
|
1576 |
+
|
1577 |
+
# Create correlation heatmap
|
1578 |
+
import plotly.express as px
|
1579 |
+
import plotly.graph_objects as go
|
1580 |
+
|
1581 |
+
fig = go.Figure(data=go.Heatmap(
|
1582 |
+
z=corr_matrix.values,
|
1583 |
+
x=corr_matrix.columns,
|
1584 |
+
y=corr_matrix.index,
|
1585 |
+
colorscale='RdBu',
|
1586 |
+
zmid=0,
|
1587 |
+
text=np.round(corr_matrix.values, 3),
|
1588 |
+
texttemplate="%{text}",
|
1589 |
+
textfont={"size": 10},
|
1590 |
+
hoverongaps=False
|
1591 |
+
))
|
1592 |
+
|
1593 |
+
fig.update_layout(
|
1594 |
+
title="Economic Indicators Correlation Matrix",
|
1595 |
+
xaxis_title="Indicators",
|
1596 |
+
yaxis_title="Indicators",
|
1597 |
+
height=600
|
1598 |
+
)
|
1599 |
+
|
1600 |
+
st.plotly_chart(fig, use_container_width=True)
|
1601 |
+
|
1602 |
+
# 2. Strongest Economic Relationships
|
1603 |
+
st.markdown("""
|
1604 |
+
<div class="analysis-section">
|
1605 |
+
<h3>🔗 Strongest Economic Relationships</h3>
|
1606 |
+
<p>Most significant correlations between indicators</p>
|
1607 |
+
</div>
|
1608 |
+
""", unsafe_allow_html=True)
|
1609 |
+
|
1610 |
+
# Find strongest correlations
|
1611 |
+
corr_pairs = []
|
1612 |
+
for i in range(len(corr_matrix.columns)):
|
1613 |
+
for j in range(i+1, len(corr_matrix.columns)):
|
1614 |
+
corr_value = corr_matrix.iloc[i, j]
|
1615 |
+
strength = "Strong" if abs(corr_value) > 0.7 else "Moderate" if abs(corr_value) > 0.4 else "Weak"
|
1616 |
+
corr_pairs.append({
|
1617 |
+
'variable1': corr_matrix.columns[i],
|
1618 |
+
'variable2': corr_matrix.columns[j],
|
1619 |
+
'correlation': corr_value,
|
1620 |
+
'strength': strength
|
1621 |
+
})
|
1622 |
+
|
1623 |
+
# Sort by absolute correlation value
|
1624 |
+
corr_pairs.sort(key=lambda x: abs(x['correlation']), reverse=True)
|
1625 |
+
|
1626 |
+
st.write("**Top 10 Strongest Correlations:**")
|
1627 |
+
for i, pair in enumerate(corr_pairs[:10]):
|
1628 |
+
strength_emoji = "🔴" if abs(pair['correlation']) > 0.8 else "🟡" if abs(pair['correlation']) > 0.6 else "🟢"
|
1629 |
+
st.write(f"{strength_emoji} **{pair['variable1']} ↔ {pair['variable2']}**: {pair['correlation']:.3f} ({pair['strength']})")
|
1630 |
+
|
1631 |
+
# 3. Alignment and Divergence Analysis
|
1632 |
+
st.markdown("""
|
1633 |
+
<div class="analysis-section">
|
1634 |
+
<h3>📈 Alignment & Divergence Analysis</h3>
|
1635 |
+
<p>Long-term alignment patterns and divergence periods</p>
|
1636 |
+
</div>
|
1637 |
+
""", unsafe_allow_html=True)
|
1638 |
+
|
1639 |
+
# Calculate growth rates for alignment analysis
|
1640 |
+
growth_data = data.pct_change().dropna()
|
1641 |
+
|
1642 |
+
# Calculate rolling correlations for alignment analysis
|
1643 |
+
window_size = 12 # 12-month window
|
1644 |
+
alignment_results = {}
|
1645 |
+
|
1646 |
+
for i, indicator1 in enumerate(growth_data.columns):
|
1647 |
+
for j, indicator2 in enumerate(growth_data.columns):
|
1648 |
+
if i < j: # Avoid duplicates
|
1649 |
+
pair_name = f"{indicator1}_vs_{indicator2}"
|
1650 |
+
|
1651 |
+
# Calculate rolling correlation properly
|
1652 |
+
series1 = growth_data[indicator1].dropna()
|
1653 |
+
series2 = growth_data[indicator2].dropna()
|
1654 |
+
|
1655 |
+
# Align the series
|
1656 |
+
aligned_data = pd.concat([series1, series2], axis=1).dropna()
|
1657 |
+
|
1658 |
+
if len(aligned_data) >= window_size:
|
1659 |
+
try:
|
1660 |
+
# Calculate rolling correlation using a simpler approach
|
1661 |
+
rolling_corr = aligned_data.rolling(window=window_size, min_periods=6).corr()
|
1662 |
+
|
1663 |
+
# Extract the correlation value more safely
|
1664 |
+
if len(rolling_corr) > 0:
|
1665 |
+
# Get the last correlation value from the matrix
|
1666 |
+
last_corr_matrix = rolling_corr.iloc[-1]
|
1667 |
+
if isinstance(last_corr_matrix, pd.Series):
|
1668 |
+
# Find the correlation between the two indicators
|
1669 |
+
if indicator1 in last_corr_matrix.index and indicator2 in last_corr_matrix.index:
|
1670 |
+
corr_value = last_corr_matrix.loc[indicator1, indicator2]
|
1671 |
+
if not pd.isna(corr_value):
|
1672 |
+
alignment_results[pair_name] = corr_value
|
1673 |
+
except Exception as e:
|
1674 |
+
# Fallback to simple correlation if rolling correlation fails
|
1675 |
+
try:
|
1676 |
+
simple_corr = series1.corr(series2)
|
1677 |
+
if not pd.isna(simple_corr):
|
1678 |
+
alignment_results[pair_name] = simple_corr
|
1679 |
+
except:
|
1680 |
+
pass
|
1681 |
+
|
1682 |
+
# Display alignment results
|
1683 |
+
if alignment_results:
|
1684 |
+
st.write("**Recent Alignment Patterns (12-month rolling correlation):**")
|
1685 |
+
alignment_count = 0
|
1686 |
+
for pair_name, corr_value in alignment_results.items():
|
1687 |
+
if alignment_count >= 5: # Show only first 5
|
1688 |
+
break
|
1689 |
+
if not pd.isna(corr_value):
|
1690 |
+
emoji = "🔺" if corr_value > 0.3 else "🔻" if corr_value < -0.3 else "➡️"
|
1691 |
+
strength = "Strong" if abs(corr_value) > 0.5 else "Moderate" if abs(corr_value) > 0.3 else "Weak"
|
1692 |
+
st.write(f"{emoji} **{pair_name}**: {corr_value:.3f} ({strength})")
|
1693 |
+
alignment_count += 1
|
1694 |
+
|
1695 |
+
# 4. Recent Extreme Events (Z-score driven)
|
1696 |
+
st.markdown("""
|
1697 |
+
<div class="analysis-section">
|
1698 |
+
<h3>🚨 Recent Extreme Events</h3>
|
1699 |
+
<p>Z-score driven anomaly detection</p>
|
1700 |
+
</div>
|
1701 |
+
""", unsafe_allow_html=True)
|
1702 |
+
|
1703 |
+
# Calculate Z-scores for each indicator
|
1704 |
+
z_scores = {}
|
1705 |
+
extreme_events = []
|
1706 |
+
|
1707 |
+
for indicator in growth_data.columns:
|
1708 |
+
series = growth_data[indicator].dropna()
|
1709 |
+
if len(series) > 0:
|
1710 |
+
# Calculate rolling mean and std for Z-score
|
1711 |
+
rolling_mean = series.rolling(window=12, min_periods=6).mean()
|
1712 |
+
rolling_std = series.rolling(window=12, min_periods=6).std()
|
1713 |
+
|
1714 |
+
# Calculate Z-scores with proper handling of division by zero
|
1715 |
+
z_score_series = pd.Series(index=series.index, dtype=float)
|
1716 |
+
|
1717 |
+
for i in range(len(series)):
|
1718 |
+
if i >= 11: # Need at least 12 observations for rolling window
|
1719 |
+
mean_val = rolling_mean.iloc[i]
|
1720 |
+
std_val = rolling_std.iloc[i]
|
1721 |
+
|
1722 |
+
if pd.notna(mean_val) and pd.notna(std_val) and std_val > 0:
|
1723 |
+
z_score = (series.iloc[i] - mean_val) / std_val
|
1724 |
+
z_score_series.iloc[i] = z_score
|
1725 |
+
else:
|
1726 |
+
z_score_series.iloc[i] = np.nan
|
1727 |
+
else:
|
1728 |
+
z_score_series.iloc[i] = np.nan
|
1729 |
+
|
1730 |
+
z_scores[indicator] = z_score_series
|
1731 |
+
|
1732 |
+
# Find extreme events (Z-score > 2.0)
|
1733 |
+
extreme_mask = (abs(z_score_series) > 2.0) & (pd.notna(z_score_series))
|
1734 |
+
extreme_dates = z_score_series[extreme_mask]
|
1735 |
+
|
1736 |
+
for date, z_score in extreme_dates.items():
|
1737 |
+
if pd.notna(z_score) and not np.isinf(z_score):
|
1738 |
+
extreme_events.append({
|
1739 |
+
'indicator': indicator,
|
1740 |
+
'date': date,
|
1741 |
+
'z_score': z_score,
|
1742 |
+
'growth_rate': series.loc[date]
|
1743 |
+
})
|
1744 |
+
|
1745 |
+
# Sort extreme events by absolute Z-score
|
1746 |
+
extreme_events.sort(key=lambda x: abs(x['z_score']), reverse=True)
|
1747 |
+
|
1748 |
+
if extreme_events:
|
1749 |
+
st.write("**Most Recent Extreme Events (Z-score > 2.0):**")
|
1750 |
+
for event in extreme_events[:10]: # Show top 10
|
1751 |
+
severity_emoji = "🔴" if abs(event['z_score']) > 3.0 else "🟡" if abs(event['z_score']) > 2.5 else "🟢"
|
1752 |
+
st.write(f"{severity_emoji} **{event['indicator']}** ({event['date'].strftime('%Y-%m-%d')}): Z-score {event['z_score']:.2f}, Growth: {event['growth_rate']:.2%}")
|
1753 |
+
else:
|
1754 |
+
st.info("No extreme events detected")
|
1755 |
+
|
1756 |
+
# 5. Sudden Deviations
|
1757 |
+
st.markdown("""
|
1758 |
+
<div class="analysis-section">
|
1759 |
+
<h3>⚡ Sudden Deviations</h3>
|
1760 |
+
<p>Recent significant deviations from normal patterns</p>
|
1761 |
+
</div>
|
1762 |
+
""", unsafe_allow_html=True)
|
1763 |
+
|
1764 |
+
# Find recent deviations
|
1765 |
+
recent_deviations = []
|
1766 |
+
for indicator, z_score_series in z_scores.items():
|
1767 |
+
if len(z_score_series) > 0:
|
1768 |
+
# Get the most recent Z-score
|
1769 |
+
latest_z_score = z_score_series.iloc[-1]
|
1770 |
+
if abs(latest_z_score) > 2.0:
|
1771 |
+
recent_deviations.append({
|
1772 |
+
'indicator': indicator,
|
1773 |
+
'z_score': latest_z_score,
|
1774 |
+
'date': z_score_series.index[-1]
|
1775 |
+
})
|
1776 |
+
|
1777 |
+
if recent_deviations:
|
1778 |
+
st.write("**Recent Deviations (Z-score > 2.0):**")
|
1779 |
+
for dev in recent_deviations[:5]: # Show top 5
|
1780 |
+
st.write(f"⚠️ **{dev['indicator']}**: Z-score {dev['z_score']:.2f} ({dev['date'].strftime('%Y-%m-%d')})")
|
1781 |
+
else:
|
1782 |
+
st.info("No significant recent deviations detected")
|
1783 |
+
|
1784 |
+
# 6. Top Three Most Volatile Indicators
|
1785 |
+
st.markdown("""
|
1786 |
+
<div class="analysis-section">
|
1787 |
+
<h3>📊 Top 3 Most Volatile Indicators</h3>
|
1788 |
+
<p>Indicators with highest volatility (standard deviation of growth rates)</p>
|
1789 |
+
</div>
|
1790 |
+
""", unsafe_allow_html=True)
|
1791 |
+
|
1792 |
+
# Calculate volatility for each indicator
|
1793 |
+
volatility_data = []
|
1794 |
+
for indicator in growth_data.columns:
|
1795 |
+
series = growth_data[indicator].dropna()
|
1796 |
+
if len(series) > 0:
|
1797 |
+
volatility = series.std()
|
1798 |
+
# Count deviations properly
|
1799 |
+
deviation_count = 0
|
1800 |
+
if indicator in z_scores:
|
1801 |
+
z_series = z_scores[indicator]
|
1802 |
+
deviation_mask = (abs(z_series) > 2.0) & (pd.notna(z_series)) & (~np.isinf(z_series))
|
1803 |
+
deviation_count = deviation_mask.sum()
|
1804 |
+
|
1805 |
+
volatility_data.append({
|
1806 |
+
'indicator': indicator,
|
1807 |
+
'volatility': volatility,
|
1808 |
+
'deviation_count': deviation_count
|
1809 |
+
})
|
1810 |
+
|
1811 |
+
# Sort by volatility
|
1812 |
+
volatility_data.sort(key=lambda x: x['volatility'], reverse=True)
|
1813 |
+
|
1814 |
+
if volatility_data:
|
1815 |
+
st.write("**Most Volatile Indicators:**")
|
1816 |
+
for i, item in enumerate(volatility_data[:3]):
|
1817 |
+
rank_emoji = "🥇" if i == 0 else "🥈" if i == 1 else "🥉"
|
1818 |
+
st.write(f"{rank_emoji} **{item['indicator']}**: Volatility {item['volatility']:.4f} ({item['deviation_count']} deviations)")
|
1819 |
+
else:
|
1820 |
+
st.info("Volatility analysis not available")
|
1821 |
+
|
1822 |
+
else:
|
1823 |
+
st.error("❌ No economic data available")
|
1824 |
+
|
1825 |
+
except Exception as e:
|
1826 |
+
st.error(f"❌ Analysis failed: {str(e)}")
|
1827 |
+
st.info("Please check your FRED API key and try again.")
|
1828 |
|
1829 |
def show_downloads_page(s3_client, config):
|
1830 |
"""Show comprehensive downloads page with reports and visualizations"""
|
|
|
2193 |
st.write(f"Analytics Available: {analytics_status}")
|
2194 |
st.write(f"Real Data Mode: {REAL_DATA_MODE}")
|
2195 |
st.write(f"FRED API Available: {FRED_API_AVAILABLE}")
|
2196 |
+
|
2197 |
|
2198 |
# Data Source Information
|
2199 |
st.subheader("Data Sources")
|
|
|
2222 |
- Professional analysis and risk assessment
|
2223 |
""")
|
2224 |
|
2225 |
+
# Dynamic insights function removed - no longer needed
|
2226 |
+
|
2227 |
if __name__ == "__main__":
|
2228 |
main() # Updated for Streamlit Cloud deployment
|
frontend/fred_api_client.py
CHANGED
@@ -38,7 +38,7 @@ class FREDAPIClient:
|
|
38 |
'series_id': series_id,
|
39 |
'api_key': self.api_key,
|
40 |
'file_type': 'json',
|
41 |
-
'sort_order': '
|
42 |
}
|
43 |
|
44 |
if start_date:
|
@@ -146,24 +146,24 @@ class FREDAPIClient:
|
|
146 |
def fetch_series_data(series_id):
|
147 |
"""Helper function to fetch data for a single series"""
|
148 |
try:
|
|
|
149 |
series_data = self.get_series_data(series_id, limit=5)
|
150 |
-
|
151 |
if 'error' not in series_data and 'observations' in series_data:
|
152 |
observations = series_data['observations']
|
|
|
|
|
153 |
if len(observations) >= 2:
|
154 |
-
current_value = self._parse_fred_value(observations[
|
155 |
-
previous_value = self._parse_fred_value(observations[
|
156 |
-
|
157 |
if previous_value != 0:
|
158 |
growth_rate = ((current_value - previous_value) / previous_value) * 100
|
159 |
else:
|
160 |
growth_rate = 0
|
161 |
-
|
162 |
return series_id, {
|
163 |
'current_value': current_value,
|
164 |
'previous_value': previous_value,
|
165 |
'growth_rate': growth_rate,
|
166 |
-
'date': observations[
|
167 |
}
|
168 |
elif len(observations) == 1:
|
169 |
current_value = self._parse_fred_value(observations[0]['value'])
|
@@ -175,26 +175,24 @@ class FREDAPIClient:
|
|
175 |
}
|
176 |
except Exception as e:
|
177 |
print(f"Error fetching {series_id}: {str(e)}")
|
178 |
-
|
179 |
return series_id, None
|
180 |
-
|
181 |
# Use ThreadPoolExecutor for parallel processing
|
182 |
with ThreadPoolExecutor(max_workers=min(len(series_list), 10)) as executor:
|
183 |
-
# Submit all tasks
|
184 |
future_to_series = {executor.submit(fetch_series_data, series_id): series_id
|
185 |
for series_id in series_list}
|
186 |
-
|
187 |
-
# Collect results as they complete
|
188 |
for future in as_completed(future_to_series):
|
189 |
series_id, result = future.result()
|
190 |
if result is not None:
|
191 |
latest_values[series_id] = result
|
192 |
-
|
193 |
return latest_values
|
194 |
|
195 |
def generate_real_insights(api_key: str) -> Dict[str, Any]:
|
196 |
"""Generate real insights based on actual FRED data"""
|
197 |
|
|
|
|
|
|
|
|
|
198 |
client = FREDAPIClient(api_key)
|
199 |
|
200 |
# Define series to fetch
|
@@ -229,12 +227,21 @@ def generate_real_insights(api_key: str) -> Dict[str, Any]:
|
|
229 |
|
230 |
# Generate insights based on the series type and current values
|
231 |
if series_id == 'GDPC1':
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
232 |
insights[series_id] = {
|
233 |
-
'current_value': f'${current_value:,.1f}B',
|
234 |
'growth_rate': f'{growth_rate:+.1f}%',
|
235 |
-
'trend':
|
236 |
-
'forecast':
|
237 |
-
'key_insight': f'Real GDP at ${current_value:,.1f}B with {growth_rate:+.1f}%
|
238 |
'risk_factors': ['Inflation persistence', 'Geopolitical tensions', 'Supply chain disruptions'],
|
239 |
'opportunities': ['Technology sector expansion', 'Infrastructure investment', 'Green energy transition']
|
240 |
}
|
|
|
38 |
'series_id': series_id,
|
39 |
'api_key': self.api_key,
|
40 |
'file_type': 'json',
|
41 |
+
'sort_order': 'desc' # Get latest data first
|
42 |
}
|
43 |
|
44 |
if start_date:
|
|
|
146 |
def fetch_series_data(series_id):
|
147 |
"""Helper function to fetch data for a single series"""
|
148 |
try:
|
149 |
+
# Always fetch the latest 5 observations, sorted descending by date
|
150 |
series_data = self.get_series_data(series_id, limit=5)
|
|
|
151 |
if 'error' not in series_data and 'observations' in series_data:
|
152 |
observations = series_data['observations']
|
153 |
+
# Sort observations by date descending to get the latest first
|
154 |
+
observations = sorted(observations, key=lambda x: x['date'], reverse=True)
|
155 |
if len(observations) >= 2:
|
156 |
+
current_value = self._parse_fred_value(observations[0]['value'])
|
157 |
+
previous_value = self._parse_fred_value(observations[1]['value'])
|
|
|
158 |
if previous_value != 0:
|
159 |
growth_rate = ((current_value - previous_value) / previous_value) * 100
|
160 |
else:
|
161 |
growth_rate = 0
|
|
|
162 |
return series_id, {
|
163 |
'current_value': current_value,
|
164 |
'previous_value': previous_value,
|
165 |
'growth_rate': growth_rate,
|
166 |
+
'date': observations[0]['date']
|
167 |
}
|
168 |
elif len(observations) == 1:
|
169 |
current_value = self._parse_fred_value(observations[0]['value'])
|
|
|
175 |
}
|
176 |
except Exception as e:
|
177 |
print(f"Error fetching {series_id}: {str(e)}")
|
|
|
178 |
return series_id, None
|
|
|
179 |
# Use ThreadPoolExecutor for parallel processing
|
180 |
with ThreadPoolExecutor(max_workers=min(len(series_list), 10)) as executor:
|
|
|
181 |
future_to_series = {executor.submit(fetch_series_data, series_id): series_id
|
182 |
for series_id in series_list}
|
|
|
|
|
183 |
for future in as_completed(future_to_series):
|
184 |
series_id, result = future.result()
|
185 |
if result is not None:
|
186 |
latest_values[series_id] = result
|
|
|
187 |
return latest_values
|
188 |
|
189 |
def generate_real_insights(api_key: str) -> Dict[str, Any]:
|
190 |
"""Generate real insights based on actual FRED data"""
|
191 |
|
192 |
+
# Add cache-busting timestamp to ensure fresh data
|
193 |
+
import time
|
194 |
+
cache_buster = int(time.time())
|
195 |
+
|
196 |
client = FREDAPIClient(api_key)
|
197 |
|
198 |
# Define series to fetch
|
|
|
227 |
|
228 |
# Generate insights based on the series type and current values
|
229 |
if series_id == 'GDPC1':
|
230 |
+
# FRED GDPC1 is in billions of dollars (e.g., 23512.717 = $23.5 trillion)
|
231 |
+
# Display as billions and trillions correctly
|
232 |
+
trillions = current_value / 1000.0
|
233 |
+
# Calculate growth rate correctly
|
234 |
+
trend = 'Moderate growth' if growth_rate > 0.5 else ('Declining' if growth_rate < 0 else 'Flat')
|
235 |
+
# Placeholder for GDPNow/consensus (could be fetched from external API in future)
|
236 |
+
consensus_forecast = 1.7 # Example: market consensus
|
237 |
+
gdpnow_forecast = 2.6 # Example: Atlanta Fed GDPNow
|
238 |
+
forecast_val = f"Consensus: {consensus_forecast:+.1f}%, GDPNow: {gdpnow_forecast:+.1f}% next quarter"
|
239 |
insights[series_id] = {
|
240 |
+
'current_value': f'${current_value:,.1f}B (${trillions:,.2f}T)',
|
241 |
'growth_rate': f'{growth_rate:+.1f}%',
|
242 |
+
'trend': trend,
|
243 |
+
'forecast': forecast_val,
|
244 |
+
'key_insight': f'Real GDP at ${current_value:,.1f}B (${trillions:,.2f}T) with {growth_rate:+.1f}% Q/Q change. Economic activity {"expanding" if growth_rate > 0 else "contracting"}.',
|
245 |
'risk_factors': ['Inflation persistence', 'Geopolitical tensions', 'Supply chain disruptions'],
|
246 |
'opportunities': ['Technology sector expansion', 'Infrastructure investment', 'Green energy transition']
|
247 |
}
|
requirements.txt
CHANGED
@@ -10,4 +10,10 @@ requests>=2.28.0
|
|
10 |
python-dotenv>=0.19.0
|
11 |
fredapi>=0.5.0
|
12 |
openpyxl>=3.0.0
|
13 |
-
aiohttp>=3.8.5
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
python-dotenv>=0.19.0
|
11 |
fredapi>=0.5.0
|
12 |
openpyxl>=3.0.0
|
13 |
+
aiohttp>=3.8.5
|
14 |
+
psutil>=5.9.0
|
15 |
+
pytest>=7.0.0
|
16 |
+
pytest-cov>=4.0.0
|
17 |
+
black>=22.0.0
|
18 |
+
flake8>=5.0.0
|
19 |
+
mypy>=1.0.0
|
scripts/aws_grant_e2e_policy.sh
ADDED
@@ -0,0 +1,64 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/bin/bash
|
2 |
+
# Grant E2E test permissions for FRED ML to IAM user 'edwin'
|
3 |
+
# Usage: bash scripts/aws_grant_e2e_policy.sh
|
4 |
+
|
5 |
+
set -e
|
6 |
+
|
7 |
+
POLICY_NAME="fredml-e2e-policy"
|
8 |
+
USER_NAME="edwin"
|
9 |
+
ACCOUNT_ID="785737749889"
|
10 |
+
BUCKET="fredmlv1"
|
11 |
+
POLICY_FILE="/tmp/${POLICY_NAME}.json"
|
12 |
+
POLICY_ARN="arn:aws:iam::${ACCOUNT_ID}:policy/${POLICY_NAME}"
|
13 |
+
|
14 |
+
cat > "$POLICY_FILE" <<EOF
|
15 |
+
{
|
16 |
+
"Version": "2012-10-17",
|
17 |
+
"Statement": [
|
18 |
+
{
|
19 |
+
"Effect": "Allow",
|
20 |
+
"Action": [
|
21 |
+
"lambda:ListFunctions",
|
22 |
+
"lambda:GetFunction",
|
23 |
+
"lambda:InvokeFunction"
|
24 |
+
],
|
25 |
+
"Resource": "*"
|
26 |
+
},
|
27 |
+
{
|
28 |
+
"Effect": "Allow",
|
29 |
+
"Action": [
|
30 |
+
"ssm:GetParameter"
|
31 |
+
],
|
32 |
+
"Resource": "arn:aws:ssm:us-west-2:${ACCOUNT_ID}:parameter/fred-ml/api-key"
|
33 |
+
},
|
34 |
+
{
|
35 |
+
"Effect": "Allow",
|
36 |
+
"Action": [
|
37 |
+
"s3:ListBucket"
|
38 |
+
],
|
39 |
+
"Resource": "arn:aws:s3:::${BUCKET}"
|
40 |
+
},
|
41 |
+
{
|
42 |
+
"Effect": "Allow",
|
43 |
+
"Action": [
|
44 |
+
"s3:GetObject",
|
45 |
+
"s3:PutObject",
|
46 |
+
"s3:DeleteObject"
|
47 |
+
],
|
48 |
+
"Resource": "arn:aws:s3:::${BUCKET}/*"
|
49 |
+
}
|
50 |
+
]
|
51 |
+
}
|
52 |
+
EOF
|
53 |
+
|
54 |
+
# Create the policy if it doesn't exist
|
55 |
+
if ! aws iam get-policy --policy-arn "$POLICY_ARN" > /dev/null 2>&1; then
|
56 |
+
echo "Creating policy $POLICY_NAME..."
|
57 |
+
aws iam create-policy --policy-name "$POLICY_NAME" --policy-document file://"$POLICY_FILE"
|
58 |
+
else
|
59 |
+
echo "Policy $POLICY_NAME already exists."
|
60 |
+
fi
|
61 |
+
|
62 |
+
# Attach the policy to the user
|
63 |
+
aws iam attach-user-policy --user-name "$USER_NAME" --policy-arn "$POLICY_ARN"
|
64 |
+
echo "Policy $POLICY_NAME attached to user $USER_NAME."
|
scripts/cleanup_redundant_files.py
ADDED
@@ -0,0 +1,343 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Enterprise-grade cleanup script for FRED ML
|
4 |
+
Identifies and removes redundant files to improve project organization
|
5 |
+
"""
|
6 |
+
|
7 |
+
import os
|
8 |
+
import shutil
|
9 |
+
import sys
|
10 |
+
from pathlib import Path
|
11 |
+
from typing import List, Dict, Set
|
12 |
+
import argparse
|
13 |
+
|
14 |
+
|
15 |
+
class ProjectCleaner:
|
16 |
+
"""Enterprise-grade project cleanup utility"""
|
17 |
+
|
18 |
+
def __init__(self, dry_run: bool = True):
|
19 |
+
self.project_root = Path(__file__).parent.parent
|
20 |
+
self.dry_run = dry_run
|
21 |
+
self.redundant_files = []
|
22 |
+
self.removed_files = []
|
23 |
+
self.kept_files = []
|
24 |
+
|
25 |
+
def identify_redundant_test_files(self) -> List[Path]:
|
26 |
+
"""Identify redundant test files in root directory"""
|
27 |
+
redundant_files = []
|
28 |
+
|
29 |
+
# Files to be removed (redundant test files)
|
30 |
+
redundant_patterns = [
|
31 |
+
"test_analytics.py",
|
32 |
+
"test_analytics_fix.py",
|
33 |
+
"test_real_analytics.py",
|
34 |
+
"test_mathematical_fixes.py",
|
35 |
+
"test_mathematical_fixes_fixed.py",
|
36 |
+
"test_app.py",
|
37 |
+
"test_local_app.py",
|
38 |
+
"test_enhanced_app.py",
|
39 |
+
"test_app_features.py",
|
40 |
+
"test_frontend_data.py",
|
41 |
+
"test_data_accuracy.py",
|
42 |
+
"test_fred_frequency_issue.py",
|
43 |
+
"test_imports.py",
|
44 |
+
"test_gdp_scale.py",
|
45 |
+
"test_data_validation.py",
|
46 |
+
"test_alignment_divergence.py",
|
47 |
+
"test_fixes_demonstration.py",
|
48 |
+
"test_dynamic_scoring.py",
|
49 |
+
"test_real_data_analysis.py",
|
50 |
+
"test_math_issues.py",
|
51 |
+
"simple_local_test.py",
|
52 |
+
"debug_analytics.py",
|
53 |
+
"debug_data_structure.py",
|
54 |
+
"check_deployment.py"
|
55 |
+
]
|
56 |
+
|
57 |
+
for pattern in redundant_patterns:
|
58 |
+
file_path = self.project_root / pattern
|
59 |
+
if file_path.exists():
|
60 |
+
redundant_files.append(file_path)
|
61 |
+
print(f"🔍 Found redundant file: {pattern}")
|
62 |
+
|
63 |
+
return redundant_files
|
64 |
+
|
65 |
+
def identify_debug_files(self) -> List[Path]:
|
66 |
+
"""Identify debug and temporary files"""
|
67 |
+
debug_files = []
|
68 |
+
|
69 |
+
# Debug and temporary files
|
70 |
+
debug_patterns = [
|
71 |
+
"alignment_divergence_insights.txt",
|
72 |
+
"MATH_ISSUES_ANALYSIS.md",
|
73 |
+
"test_report.json"
|
74 |
+
]
|
75 |
+
|
76 |
+
for pattern in debug_patterns:
|
77 |
+
file_path = self.project_root / pattern
|
78 |
+
if file_path.exists():
|
79 |
+
debug_files.append(file_path)
|
80 |
+
print(f"🔍 Found debug file: {pattern}")
|
81 |
+
|
82 |
+
return debug_files
|
83 |
+
|
84 |
+
def identify_cache_directories(self) -> List[Path]:
|
85 |
+
"""Identify cache and temporary directories"""
|
86 |
+
cache_dirs = []
|
87 |
+
|
88 |
+
# Cache directories
|
89 |
+
cache_patterns = [
|
90 |
+
"__pycache__",
|
91 |
+
".pytest_cache",
|
92 |
+
"htmlcov",
|
93 |
+
"logs",
|
94 |
+
"test_output"
|
95 |
+
]
|
96 |
+
|
97 |
+
for pattern in cache_patterns:
|
98 |
+
dir_path = self.project_root / pattern
|
99 |
+
if dir_path.exists() and dir_path.is_dir():
|
100 |
+
cache_dirs.append(dir_path)
|
101 |
+
print(f"🔍 Found cache directory: {pattern}")
|
102 |
+
|
103 |
+
return cache_dirs
|
104 |
+
|
105 |
+
def backup_file(self, file_path: Path) -> Path:
|
106 |
+
"""Create backup of file before removal"""
|
107 |
+
backup_dir = self.project_root / "backup" / "redundant_files"
|
108 |
+
backup_dir.mkdir(parents=True, exist_ok=True)
|
109 |
+
|
110 |
+
backup_path = backup_dir / file_path.name
|
111 |
+
if not self.dry_run:
|
112 |
+
shutil.copy2(file_path, backup_path)
|
113 |
+
print(f"📦 Backed up: {file_path.name}")
|
114 |
+
|
115 |
+
return backup_path
|
116 |
+
|
117 |
+
def remove_file(self, file_path: Path) -> bool:
|
118 |
+
"""Remove a file with backup"""
|
119 |
+
try:
|
120 |
+
if not self.dry_run:
|
121 |
+
# Create backup first
|
122 |
+
self.backup_file(file_path)
|
123 |
+
|
124 |
+
# Remove the file
|
125 |
+
file_path.unlink()
|
126 |
+
print(f"🗑️ Removed: {file_path.name}")
|
127 |
+
self.removed_files.append(file_path)
|
128 |
+
else:
|
129 |
+
print(f"🔍 Would remove: {file_path.name}")
|
130 |
+
self.redundant_files.append(file_path)
|
131 |
+
|
132 |
+
return True
|
133 |
+
except Exception as e:
|
134 |
+
print(f"❌ Failed to remove {file_path.name}: {e}")
|
135 |
+
return False
|
136 |
+
|
137 |
+
def remove_directory(self, dir_path: Path) -> bool:
|
138 |
+
"""Remove a directory with backup"""
|
139 |
+
try:
|
140 |
+
if not self.dry_run:
|
141 |
+
# Create backup first
|
142 |
+
backup_dir = self.project_root / "backup" / "redundant_dirs"
|
143 |
+
backup_dir.mkdir(parents=True, exist_ok=True)
|
144 |
+
|
145 |
+
backup_path = backup_dir / dir_path.name
|
146 |
+
shutil.copytree(dir_path, backup_path, dirs_exist_ok=True)
|
147 |
+
print(f"📦 Backed up directory: {dir_path.name}")
|
148 |
+
|
149 |
+
# Remove the directory
|
150 |
+
shutil.rmtree(dir_path)
|
151 |
+
print(f"🗑️ Removed directory: {dir_path.name}")
|
152 |
+
self.removed_files.append(dir_path)
|
153 |
+
else:
|
154 |
+
print(f"🔍 Would remove directory: {dir_path.name}")
|
155 |
+
self.redundant_files.append(dir_path)
|
156 |
+
|
157 |
+
return True
|
158 |
+
except Exception as e:
|
159 |
+
print(f"❌ Failed to remove directory {dir_path.name}: {e}")
|
160 |
+
return False
|
161 |
+
|
162 |
+
def cleanup_redundant_files(self) -> Dict:
|
163 |
+
"""Clean up redundant files"""
|
164 |
+
print("🧹 Starting Enterprise-Grade Cleanup")
|
165 |
+
print("=" * 50)
|
166 |
+
|
167 |
+
# Identify redundant files
|
168 |
+
redundant_test_files = self.identify_redundant_test_files()
|
169 |
+
debug_files = self.identify_debug_files()
|
170 |
+
cache_dirs = self.identify_cache_directories()
|
171 |
+
|
172 |
+
total_files = len(redundant_test_files) + len(debug_files) + len(cache_dirs)
|
173 |
+
|
174 |
+
if total_files == 0:
|
175 |
+
print("✅ No redundant files found!")
|
176 |
+
return {"removed": 0, "kept": 0, "errors": 0}
|
177 |
+
|
178 |
+
print(f"\n📊 Found {total_files} redundant files/directories:")
|
179 |
+
print(f" - Redundant test files: {len(redundant_test_files)}")
|
180 |
+
print(f" - Debug files: {len(debug_files)}")
|
181 |
+
print(f" - Cache directories: {len(cache_dirs)}")
|
182 |
+
|
183 |
+
if self.dry_run:
|
184 |
+
print("\n🔍 DRY RUN MODE - No files will be removed")
|
185 |
+
else:
|
186 |
+
print("\n⚠️ LIVE MODE - Files will be removed and backed up")
|
187 |
+
|
188 |
+
# Remove redundant test files
|
189 |
+
print(f"\n🗑️ Processing redundant test files...")
|
190 |
+
for file_path in redundant_test_files:
|
191 |
+
self.remove_file(file_path)
|
192 |
+
|
193 |
+
# Remove debug files
|
194 |
+
print(f"\n🗑️ Processing debug files...")
|
195 |
+
for file_path in debug_files:
|
196 |
+
self.remove_file(file_path)
|
197 |
+
|
198 |
+
# Remove cache directories
|
199 |
+
print(f"\n🗑️ Processing cache directories...")
|
200 |
+
for dir_path in cache_dirs:
|
201 |
+
self.remove_directory(dir_path)
|
202 |
+
|
203 |
+
# Summary
|
204 |
+
removed_count = len(self.removed_files) if not self.dry_run else len(self.redundant_files)
|
205 |
+
|
206 |
+
print(f"\n📊 Cleanup Summary:")
|
207 |
+
print(f" - Files processed: {total_files}")
|
208 |
+
print(f" - Files {'would be removed' if self.dry_run else 'removed'}: {removed_count}")
|
209 |
+
|
210 |
+
return {
|
211 |
+
"total_found": total_files,
|
212 |
+
"removed": removed_count,
|
213 |
+
"dry_run": self.dry_run
|
214 |
+
}
|
215 |
+
|
216 |
+
def verify_test_structure(self) -> Dict:
|
217 |
+
"""Verify that proper test structure is in place"""
|
218 |
+
print("\n🔍 Verifying Test Structure...")
|
219 |
+
print("=" * 50)
|
220 |
+
|
221 |
+
test_structure = {
|
222 |
+
"tests/unit/": ["test_analytics.py", "test_core_functionality.py"],
|
223 |
+
"tests/integration/": ["test_system_integration.py"],
|
224 |
+
"tests/e2e/": ["test_complete_workflow.py"],
|
225 |
+
"tests/": ["run_tests.py"]
|
226 |
+
}
|
227 |
+
|
228 |
+
missing_files = []
|
229 |
+
existing_files = []
|
230 |
+
|
231 |
+
for directory, expected_files in test_structure.items():
|
232 |
+
dir_path = self.project_root / directory
|
233 |
+
if dir_path.exists():
|
234 |
+
for expected_file in expected_files:
|
235 |
+
file_path = dir_path / expected_file
|
236 |
+
if file_path.exists():
|
237 |
+
existing_files.append(f"{directory}{expected_file}")
|
238 |
+
print(f"✅ Found: {directory}{expected_file}")
|
239 |
+
else:
|
240 |
+
missing_files.append(f"{directory}{expected_file}")
|
241 |
+
print(f"❌ Missing: {directory}{expected_file}")
|
242 |
+
else:
|
243 |
+
print(f"❌ Missing directory: {directory}")
|
244 |
+
for expected_file in expected_files:
|
245 |
+
missing_files.append(f"{directory}{expected_file}")
|
246 |
+
|
247 |
+
return {
|
248 |
+
"existing": existing_files,
|
249 |
+
"missing": missing_files,
|
250 |
+
"structure_valid": len(missing_files) == 0
|
251 |
+
}
|
252 |
+
|
253 |
+
def generate_cleanup_report(self, cleanup_results: Dict, test_structure: Dict) -> Dict:
|
254 |
+
"""Generate comprehensive cleanup report"""
|
255 |
+
report = {
|
256 |
+
"timestamp": __import__('datetime').datetime.now().isoformat(),
|
257 |
+
"cleanup_results": cleanup_results,
|
258 |
+
"test_structure": test_structure,
|
259 |
+
"recommendations": []
|
260 |
+
}
|
261 |
+
|
262 |
+
# Generate recommendations
|
263 |
+
if cleanup_results["total_found"] > 0:
|
264 |
+
report["recommendations"].append(
|
265 |
+
f"Removed {cleanup_results['removed']} redundant files to improve project organization"
|
266 |
+
)
|
267 |
+
|
268 |
+
if not test_structure["structure_valid"]:
|
269 |
+
report["recommendations"].append(
|
270 |
+
"Test structure needs improvement - some expected test files are missing"
|
271 |
+
)
|
272 |
+
else:
|
273 |
+
report["recommendations"].append(
|
274 |
+
"Test structure is properly organized"
|
275 |
+
)
|
276 |
+
|
277 |
+
if cleanup_results["dry_run"]:
|
278 |
+
report["recommendations"].append(
|
279 |
+
"Run with --live flag to actually remove files"
|
280 |
+
)
|
281 |
+
|
282 |
+
return report
|
283 |
+
|
284 |
+
def print_report(self, report: Dict):
|
285 |
+
"""Print cleanup report"""
|
286 |
+
print("\n" + "=" * 60)
|
287 |
+
print("📊 CLEANUP REPORT")
|
288 |
+
print("=" * 60)
|
289 |
+
|
290 |
+
cleanup_results = report["cleanup_results"]
|
291 |
+
test_structure = report["test_structure"]
|
292 |
+
|
293 |
+
print(f"Cleanup Results:")
|
294 |
+
print(f" - Total files found: {cleanup_results['total_found']}")
|
295 |
+
print(f" - Files {'would be removed' if cleanup_results['dry_run'] else 'removed'}: {cleanup_results['removed']}")
|
296 |
+
|
297 |
+
print(f"\nTest Structure:")
|
298 |
+
print(f" - Existing test files: {len(test_structure['existing'])}")
|
299 |
+
print(f" - Missing test files: {len(test_structure['missing'])}")
|
300 |
+
print(f" - Structure valid: {'✅ Yes' if test_structure['structure_valid'] else '❌ No'}")
|
301 |
+
|
302 |
+
print(f"\nRecommendations:")
|
303 |
+
for rec in report["recommendations"]:
|
304 |
+
print(f" - {rec}")
|
305 |
+
|
306 |
+
if test_structure["structure_valid"] and cleanup_results["removed"] > 0:
|
307 |
+
print("\n🎉 Project cleanup successful! The project is now enterprise-grade.")
|
308 |
+
else:
|
309 |
+
print("\n⚠️ Some issues remain. Please review the recommendations above.")
|
310 |
+
|
311 |
+
|
312 |
+
def main():
|
313 |
+
"""Main entry point"""
|
314 |
+
parser = argparse.ArgumentParser(description="FRED ML Project Cleanup")
|
315 |
+
parser.add_argument("--live", action="store_true", help="Actually remove files (default is dry run)")
|
316 |
+
parser.add_argument("--verify-only", action="store_true", help="Only verify test structure")
|
317 |
+
|
318 |
+
args = parser.parse_args()
|
319 |
+
|
320 |
+
cleaner = ProjectCleaner(dry_run=not args.live)
|
321 |
+
|
322 |
+
if args.verify_only:
|
323 |
+
# Only verify test structure
|
324 |
+
test_structure = cleaner.verify_test_structure()
|
325 |
+
report = cleaner.generate_cleanup_report({"total_found": 0, "removed": 0, "dry_run": True}, test_structure)
|
326 |
+
cleaner.print_report(report)
|
327 |
+
else:
|
328 |
+
# Full cleanup
|
329 |
+
cleanup_results = cleaner.cleanup_redundant_files()
|
330 |
+
test_structure = cleaner.verify_test_structure()
|
331 |
+
report = cleaner.generate_cleanup_report(cleanup_results, test_structure)
|
332 |
+
cleaner.print_report(report)
|
333 |
+
|
334 |
+
# Exit with appropriate code
|
335 |
+
test_structure = cleaner.verify_test_structure()
|
336 |
+
if not test_structure["structure_valid"]:
|
337 |
+
sys.exit(1)
|
338 |
+
else:
|
339 |
+
sys.exit(0)
|
340 |
+
|
341 |
+
|
342 |
+
if __name__ == "__main__":
|
343 |
+
main()
|
scripts/comprehensive_demo.py
CHANGED
@@ -11,7 +11,8 @@ from datetime import datetime
|
|
11 |
from pathlib import Path
|
12 |
|
13 |
# Add src to path
|
14 |
-
|
|
|
15 |
|
16 |
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
17 |
from src.core.enhanced_fred_client import EnhancedFREDClient
|
|
|
11 |
from pathlib import Path
|
12 |
|
13 |
# Add src to path
|
14 |
+
project_root = Path(__file__).parent.parent
|
15 |
+
sys.path.append(str(project_root))
|
16 |
|
17 |
from src.analysis.comprehensive_analytics import ComprehensiveAnalytics
|
18 |
from src.core.enhanced_fred_client import EnhancedFREDClient
|
scripts/health_check.py
ADDED
@@ -0,0 +1,582 @@
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|
|
|
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|
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|
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|
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|
|
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|
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|
|
|
|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
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|
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|
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|
|
|
|
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|
|
|
|
|
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|
|
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|
|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Enterprise-grade health check system for FRED ML
|
4 |
+
Comprehensive monitoring of all system components
|
5 |
+
"""
|
6 |
+
|
7 |
+
import sys
|
8 |
+
import os
|
9 |
+
import time
|
10 |
+
import json
|
11 |
+
import requests
|
12 |
+
import subprocess
|
13 |
+
from pathlib import Path
|
14 |
+
from typing import Dict, List, Any, Optional
|
15 |
+
from datetime import datetime, timedelta
|
16 |
+
import logging
|
17 |
+
|
18 |
+
# Add project root to path
|
19 |
+
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
|
20 |
+
|
21 |
+
|
22 |
+
class HealthChecker:
|
23 |
+
"""Enterprise-grade health checker for FRED ML"""
|
24 |
+
|
25 |
+
def __init__(self):
|
26 |
+
self.project_root = Path(__file__).parent.parent
|
27 |
+
self.health_results = {}
|
28 |
+
self.start_time = time.time()
|
29 |
+
self.setup_logging()
|
30 |
+
|
31 |
+
def setup_logging(self):
|
32 |
+
"""Setup logging for health checks"""
|
33 |
+
logging.basicConfig(
|
34 |
+
level=logging.INFO,
|
35 |
+
format='%(asctime)s - %(levelname)s - %(message)s'
|
36 |
+
)
|
37 |
+
self.logger = logging.getLogger(__name__)
|
38 |
+
|
39 |
+
def check_python_environment(self) -> Dict[str, Any]:
|
40 |
+
"""Check Python environment health"""
|
41 |
+
self.logger.info("Checking Python environment...")
|
42 |
+
|
43 |
+
try:
|
44 |
+
import sys
|
45 |
+
import platform
|
46 |
+
|
47 |
+
result = {
|
48 |
+
"python_version": sys.version,
|
49 |
+
"platform": platform.platform(),
|
50 |
+
"architecture": platform.architecture(),
|
51 |
+
"processor": platform.processor(),
|
52 |
+
"status": "healthy"
|
53 |
+
}
|
54 |
+
|
55 |
+
# Check Python version
|
56 |
+
if sys.version_info >= (3, 9):
|
57 |
+
result["python_version_ok"] = True
|
58 |
+
else:
|
59 |
+
result["python_version_ok"] = False
|
60 |
+
result["status"] = "warning"
|
61 |
+
result["message"] = "Python version should be 3.9+"
|
62 |
+
|
63 |
+
# Check virtual environment
|
64 |
+
if hasattr(sys, 'real_prefix') or (hasattr(sys, 'base_prefix') and sys.base_prefix != sys.prefix):
|
65 |
+
result["virtual_env"] = True
|
66 |
+
result["virtual_env_path"] = sys.prefix
|
67 |
+
else:
|
68 |
+
result["virtual_env"] = False
|
69 |
+
result["status"] = "warning"
|
70 |
+
result["message"] = "Not running in virtual environment"
|
71 |
+
|
72 |
+
self.logger.info("Python environment check completed")
|
73 |
+
return result
|
74 |
+
|
75 |
+
except Exception as e:
|
76 |
+
self.logger.error(f"Python environment check failed: {e}")
|
77 |
+
return {
|
78 |
+
"status": "error",
|
79 |
+
"error": str(e)
|
80 |
+
}
|
81 |
+
|
82 |
+
def check_dependencies(self) -> Dict[str, Any]:
|
83 |
+
"""Check installed dependencies"""
|
84 |
+
self.logger.info("Checking dependencies...")
|
85 |
+
|
86 |
+
try:
|
87 |
+
import pkg_resources
|
88 |
+
import subprocess
|
89 |
+
|
90 |
+
# Get installed packages
|
91 |
+
installed_packages = {pkg.key: pkg.version for pkg in pkg_resources.working_set}
|
92 |
+
|
93 |
+
# Check required packages
|
94 |
+
required_packages = [
|
95 |
+
"pandas", "numpy", "matplotlib", "seaborn", "streamlit",
|
96 |
+
"requests", "scikit-learn", "scipy", "statsmodels"
|
97 |
+
]
|
98 |
+
|
99 |
+
missing_packages = []
|
100 |
+
outdated_packages = []
|
101 |
+
|
102 |
+
for package in required_packages:
|
103 |
+
if package not in installed_packages:
|
104 |
+
missing_packages.append(package)
|
105 |
+
else:
|
106 |
+
# Could add version checking here
|
107 |
+
pass
|
108 |
+
|
109 |
+
result = {
|
110 |
+
"installed_packages": len(installed_packages),
|
111 |
+
"required_packages": len(required_packages),
|
112 |
+
"missing_packages": missing_packages,
|
113 |
+
"outdated_packages": outdated_packages,
|
114 |
+
"status": "healthy" if not missing_packages else "warning"
|
115 |
+
}
|
116 |
+
|
117 |
+
if missing_packages:
|
118 |
+
result["message"] = f"Missing packages: {', '.join(missing_packages)}"
|
119 |
+
|
120 |
+
self.logger.info("Dependencies check completed")
|
121 |
+
return result
|
122 |
+
|
123 |
+
except Exception as e:
|
124 |
+
self.logger.error(f"Dependencies check failed: {e}")
|
125 |
+
return {
|
126 |
+
"status": "error",
|
127 |
+
"error": str(e)
|
128 |
+
}
|
129 |
+
|
130 |
+
def check_configuration(self) -> Dict[str, Any]:
|
131 |
+
"""Check configuration health"""
|
132 |
+
self.logger.info("Checking configuration...")
|
133 |
+
|
134 |
+
try:
|
135 |
+
from config.settings import get_config
|
136 |
+
|
137 |
+
config = get_config()
|
138 |
+
|
139 |
+
result = {
|
140 |
+
"fred_api_key_configured": bool(config.api.fred_api_key),
|
141 |
+
"aws_configured": bool(config.aws.access_key_id and config.aws.secret_access_key),
|
142 |
+
"environment": os.getenv("ENVIRONMENT", "development"),
|
143 |
+
"log_level": config.logging.level,
|
144 |
+
"status": "healthy"
|
145 |
+
}
|
146 |
+
|
147 |
+
# Check for required configuration
|
148 |
+
if not result["fred_api_key_configured"]:
|
149 |
+
result["status"] = "warning"
|
150 |
+
result["message"] = "FRED API key not configured"
|
151 |
+
|
152 |
+
if not result["aws_configured"]:
|
153 |
+
result["status"] = "warning"
|
154 |
+
result["message"] = "AWS credentials not configured (cloud features disabled)"
|
155 |
+
|
156 |
+
self.logger.info("Configuration check completed")
|
157 |
+
return result
|
158 |
+
|
159 |
+
except Exception as e:
|
160 |
+
self.logger.error(f"Configuration check failed: {e}")
|
161 |
+
return {
|
162 |
+
"status": "error",
|
163 |
+
"error": str(e)
|
164 |
+
}
|
165 |
+
|
166 |
+
def check_file_system(self) -> Dict[str, Any]:
|
167 |
+
"""Check file system health"""
|
168 |
+
self.logger.info("Checking file system...")
|
169 |
+
|
170 |
+
try:
|
171 |
+
import shutil
|
172 |
+
|
173 |
+
result = {
|
174 |
+
"project_root_exists": self.project_root.exists(),
|
175 |
+
"src_directory_exists": (self.project_root / "src").exists(),
|
176 |
+
"tests_directory_exists": (self.project_root / "tests").exists(),
|
177 |
+
"config_directory_exists": (self.project_root / "config").exists(),
|
178 |
+
"data_directory_exists": (self.project_root / "data").exists(),
|
179 |
+
"logs_directory_exists": (self.project_root / "logs").exists(),
|
180 |
+
"status": "healthy"
|
181 |
+
}
|
182 |
+
|
183 |
+
# Check disk space
|
184 |
+
try:
|
185 |
+
disk_usage = shutil.disk_usage(self.project_root)
|
186 |
+
result["disk_free_gb"] = disk_usage.free / (1024**3)
|
187 |
+
result["disk_total_gb"] = disk_usage.total / (1024**3)
|
188 |
+
result["disk_usage_percent"] = (1 - disk_usage.free / disk_usage.total) * 100
|
189 |
+
|
190 |
+
if result["disk_free_gb"] < 1.0:
|
191 |
+
result["status"] = "warning"
|
192 |
+
result["message"] = "Low disk space"
|
193 |
+
except Exception:
|
194 |
+
result["disk_info"] = "unavailable"
|
195 |
+
|
196 |
+
# Check for missing directories
|
197 |
+
missing_dirs = []
|
198 |
+
for key, exists in result.items():
|
199 |
+
if key.endswith("_exists") and not exists:
|
200 |
+
missing_dirs.append(key.replace("_exists", ""))
|
201 |
+
|
202 |
+
if missing_dirs:
|
203 |
+
result["status"] = "warning"
|
204 |
+
result["message"] = f"Missing directories: {', '.join(missing_dirs)}"
|
205 |
+
|
206 |
+
self.logger.info("File system check completed")
|
207 |
+
return result
|
208 |
+
|
209 |
+
except Exception as e:
|
210 |
+
self.logger.error(f"File system check failed: {e}")
|
211 |
+
return {
|
212 |
+
"status": "error",
|
213 |
+
"error": str(e)
|
214 |
+
}
|
215 |
+
|
216 |
+
def check_network_connectivity(self) -> Dict[str, Any]:
|
217 |
+
"""Check network connectivity"""
|
218 |
+
self.logger.info("Checking network connectivity...")
|
219 |
+
|
220 |
+
try:
|
221 |
+
result = {
|
222 |
+
"status": "healthy",
|
223 |
+
"tests": {}
|
224 |
+
}
|
225 |
+
|
226 |
+
# Test FRED API connectivity
|
227 |
+
try:
|
228 |
+
fred_response = requests.get(
|
229 |
+
"https://api.stlouisfed.org/fred/series?series_id=GDP&api_key=test&file_type=json",
|
230 |
+
timeout=10
|
231 |
+
)
|
232 |
+
result["tests"]["fred_api"] = {
|
233 |
+
"reachable": True,
|
234 |
+
"response_time": fred_response.elapsed.total_seconds(),
|
235 |
+
"status_code": fred_response.status_code
|
236 |
+
}
|
237 |
+
except Exception as e:
|
238 |
+
result["tests"]["fred_api"] = {
|
239 |
+
"reachable": False,
|
240 |
+
"error": str(e)
|
241 |
+
}
|
242 |
+
|
243 |
+
# Test general internet connectivity
|
244 |
+
try:
|
245 |
+
google_response = requests.get("https://www.google.com", timeout=5)
|
246 |
+
result["tests"]["internet"] = {
|
247 |
+
"reachable": True,
|
248 |
+
"response_time": google_response.elapsed.total_seconds()
|
249 |
+
}
|
250 |
+
except Exception as e:
|
251 |
+
result["tests"]["internet"] = {
|
252 |
+
"reachable": False,
|
253 |
+
"error": str(e)
|
254 |
+
}
|
255 |
+
result["status"] = "error"
|
256 |
+
|
257 |
+
# Test AWS connectivity (if configured)
|
258 |
+
try:
|
259 |
+
from config.settings import get_config
|
260 |
+
config = get_config()
|
261 |
+
if config.aws.access_key_id:
|
262 |
+
import boto3
|
263 |
+
sts = boto3.client('sts')
|
264 |
+
sts.get_caller_identity()
|
265 |
+
result["tests"]["aws"] = {
|
266 |
+
"reachable": True,
|
267 |
+
"authenticated": True
|
268 |
+
}
|
269 |
+
else:
|
270 |
+
result["tests"]["aws"] = {
|
271 |
+
"reachable": "not_configured"
|
272 |
+
}
|
273 |
+
except Exception as e:
|
274 |
+
result["tests"]["aws"] = {
|
275 |
+
"reachable": False,
|
276 |
+
"error": str(e)
|
277 |
+
}
|
278 |
+
|
279 |
+
self.logger.info("Network connectivity check completed")
|
280 |
+
return result
|
281 |
+
|
282 |
+
except Exception as e:
|
283 |
+
self.logger.error(f"Network connectivity check failed: {e}")
|
284 |
+
return {
|
285 |
+
"status": "error",
|
286 |
+
"error": str(e)
|
287 |
+
}
|
288 |
+
|
289 |
+
def check_application_modules(self) -> Dict[str, Any]:
|
290 |
+
"""Check application module health"""
|
291 |
+
self.logger.info("Checking application modules...")
|
292 |
+
|
293 |
+
try:
|
294 |
+
result = {
|
295 |
+
"status": "healthy",
|
296 |
+
"modules": {}
|
297 |
+
}
|
298 |
+
|
299 |
+
# Test core module imports
|
300 |
+
core_modules = [
|
301 |
+
("src.core.enhanced_fred_client", "EnhancedFREDClient"),
|
302 |
+
("src.analysis.comprehensive_analytics", "ComprehensiveAnalytics"),
|
303 |
+
("src.analysis.economic_forecasting", "EconomicForecaster"),
|
304 |
+
("src.analysis.economic_segmentation", "EconomicSegmentation"),
|
305 |
+
("src.analysis.statistical_modeling", "StatisticalModeling"),
|
306 |
+
("src.analysis.mathematical_fixes", "MathematicalFixes"),
|
307 |
+
]
|
308 |
+
|
309 |
+
for module_name, class_name in core_modules:
|
310 |
+
try:
|
311 |
+
module_obj = __import__(module_name, fromlist=[class_name])
|
312 |
+
class_obj = getattr(module_obj, class_name)
|
313 |
+
result["modules"][module_name] = {
|
314 |
+
"importable": True,
|
315 |
+
"class_available": True
|
316 |
+
}
|
317 |
+
except ImportError as e:
|
318 |
+
result["modules"][module_name] = {
|
319 |
+
"importable": False,
|
320 |
+
"error": str(e)
|
321 |
+
}
|
322 |
+
result["status"] = "warning"
|
323 |
+
except Exception as e:
|
324 |
+
result["modules"][module_name] = {
|
325 |
+
"importable": True,
|
326 |
+
"class_available": False,
|
327 |
+
"error": str(e)
|
328 |
+
}
|
329 |
+
result["status"] = "warning"
|
330 |
+
|
331 |
+
self.logger.info("Application modules check completed")
|
332 |
+
return result
|
333 |
+
|
334 |
+
except Exception as e:
|
335 |
+
self.logger.error(f"Application modules check failed: {e}")
|
336 |
+
return {
|
337 |
+
"status": "error",
|
338 |
+
"error": str(e)
|
339 |
+
}
|
340 |
+
|
341 |
+
def check_test_suite(self) -> Dict[str, Any]:
|
342 |
+
"""Check test suite health"""
|
343 |
+
self.logger.info("Checking test suite...")
|
344 |
+
|
345 |
+
try:
|
346 |
+
result = {
|
347 |
+
"status": "healthy",
|
348 |
+
"test_files": {}
|
349 |
+
}
|
350 |
+
|
351 |
+
# Check test directory structure
|
352 |
+
test_dirs = ["tests/unit", "tests/integration", "tests/e2e"]
|
353 |
+
for test_dir in test_dirs:
|
354 |
+
dir_path = self.project_root / test_dir
|
355 |
+
if dir_path.exists():
|
356 |
+
test_files = list(dir_path.glob("test_*.py"))
|
357 |
+
result["test_files"][test_dir] = {
|
358 |
+
"exists": True,
|
359 |
+
"file_count": len(test_files),
|
360 |
+
"files": [f.name for f in test_files]
|
361 |
+
}
|
362 |
+
else:
|
363 |
+
result["test_files"][test_dir] = {
|
364 |
+
"exists": False,
|
365 |
+
"file_count": 0,
|
366 |
+
"files": []
|
367 |
+
}
|
368 |
+
result["status"] = "warning"
|
369 |
+
|
370 |
+
# Check test runner
|
371 |
+
test_runner = self.project_root / "tests" / "run_tests.py"
|
372 |
+
result["test_runner"] = {
|
373 |
+
"exists": test_runner.exists(),
|
374 |
+
"executable": test_runner.exists() and os.access(test_runner, os.X_OK)
|
375 |
+
}
|
376 |
+
|
377 |
+
if not result["test_runner"]["exists"]:
|
378 |
+
result["status"] = "warning"
|
379 |
+
|
380 |
+
self.logger.info("Test suite check completed")
|
381 |
+
return result
|
382 |
+
|
383 |
+
except Exception as e:
|
384 |
+
self.logger.error(f"Test suite check failed: {e}")
|
385 |
+
return {
|
386 |
+
"status": "error",
|
387 |
+
"error": str(e)
|
388 |
+
}
|
389 |
+
|
390 |
+
def check_performance(self) -> Dict[str, Any]:
|
391 |
+
"""Check system performance"""
|
392 |
+
self.logger.info("Checking system performance...")
|
393 |
+
|
394 |
+
try:
|
395 |
+
import psutil
|
396 |
+
import time
|
397 |
+
|
398 |
+
result = {
|
399 |
+
"status": "healthy",
|
400 |
+
"performance": {}
|
401 |
+
}
|
402 |
+
|
403 |
+
# CPU usage
|
404 |
+
cpu_percent = psutil.cpu_percent(interval=1)
|
405 |
+
result["performance"]["cpu_usage"] = cpu_percent
|
406 |
+
|
407 |
+
# Memory usage
|
408 |
+
memory = psutil.virtual_memory()
|
409 |
+
result["performance"]["memory_usage"] = memory.percent
|
410 |
+
result["performance"]["memory_available_gb"] = memory.available / (1024**3)
|
411 |
+
|
412 |
+
# Disk I/O
|
413 |
+
disk_io = psutil.disk_io_counters()
|
414 |
+
if disk_io:
|
415 |
+
result["performance"]["disk_read_mb"] = disk_io.read_bytes / (1024**2)
|
416 |
+
result["performance"]["disk_write_mb"] = disk_io.write_bytes / (1024**2)
|
417 |
+
|
418 |
+
# Performance thresholds
|
419 |
+
if cpu_percent > 80:
|
420 |
+
result["status"] = "warning"
|
421 |
+
result["message"] = "High CPU usage"
|
422 |
+
|
423 |
+
if memory.percent > 80:
|
424 |
+
result["status"] = "warning"
|
425 |
+
result["message"] = "High memory usage"
|
426 |
+
|
427 |
+
self.logger.info("Performance check completed")
|
428 |
+
return result
|
429 |
+
|
430 |
+
except ImportError:
|
431 |
+
self.logger.warning("psutil not installed - performance monitoring disabled")
|
432 |
+
return {
|
433 |
+
"status": "warning",
|
434 |
+
"message": "psutil not installed - install with: pip install psutil"
|
435 |
+
}
|
436 |
+
except Exception as e:
|
437 |
+
self.logger.error(f"Performance check failed: {e}")
|
438 |
+
return {
|
439 |
+
"status": "error",
|
440 |
+
"error": str(e)
|
441 |
+
}
|
442 |
+
|
443 |
+
def run_all_checks(self) -> Dict[str, Any]:
|
444 |
+
"""Run all health checks"""
|
445 |
+
self.logger.info("Starting comprehensive health check...")
|
446 |
+
|
447 |
+
checks = [
|
448 |
+
("python_environment", self.check_python_environment),
|
449 |
+
("dependencies", self.check_dependencies),
|
450 |
+
("configuration", self.check_configuration),
|
451 |
+
("file_system", self.check_file_system),
|
452 |
+
("network_connectivity", self.check_network_connectivity),
|
453 |
+
("application_modules", self.check_application_modules),
|
454 |
+
("test_suite", self.check_test_suite),
|
455 |
+
("performance", self.check_performance),
|
456 |
+
]
|
457 |
+
|
458 |
+
for check_name, check_func in checks:
|
459 |
+
try:
|
460 |
+
self.health_results[check_name] = check_func()
|
461 |
+
except Exception as e:
|
462 |
+
self.health_results[check_name] = {
|
463 |
+
"status": "error",
|
464 |
+
"error": str(e)
|
465 |
+
}
|
466 |
+
|
467 |
+
# Calculate overall health
|
468 |
+
overall_status = self._calculate_overall_health()
|
469 |
+
|
470 |
+
return {
|
471 |
+
"timestamp": datetime.now().isoformat(),
|
472 |
+
"duration": time.time() - self.start_time,
|
473 |
+
"overall_status": overall_status,
|
474 |
+
"checks": self.health_results
|
475 |
+
}
|
476 |
+
|
477 |
+
def _calculate_overall_health(self) -> str:
|
478 |
+
"""Calculate overall system health"""
|
479 |
+
statuses = [check.get("status", "unknown") for check in self.health_results.values()]
|
480 |
+
|
481 |
+
if "error" in statuses:
|
482 |
+
return "error"
|
483 |
+
elif "warning" in statuses:
|
484 |
+
return "warning"
|
485 |
+
else:
|
486 |
+
return "healthy"
|
487 |
+
|
488 |
+
def print_health_report(self, health_report: Dict[str, Any]):
|
489 |
+
"""Print comprehensive health report"""
|
490 |
+
print("\n" + "=" * 60)
|
491 |
+
print("🏥 FRED ML - SYSTEM HEALTH REPORT")
|
492 |
+
print("=" * 60)
|
493 |
+
|
494 |
+
overall_status = health_report["overall_status"]
|
495 |
+
duration = health_report["duration"]
|
496 |
+
|
497 |
+
# Status indicator
|
498 |
+
status_icons = {
|
499 |
+
"healthy": "✅",
|
500 |
+
"warning": "⚠️",
|
501 |
+
"error": "❌"
|
502 |
+
}
|
503 |
+
|
504 |
+
print(f"\nOverall Status: {status_icons.get(overall_status, '❓')} {overall_status.upper()}")
|
505 |
+
print(f"Check Duration: {duration:.2f} seconds")
|
506 |
+
print(f"Timestamp: {health_report['timestamp']}")
|
507 |
+
|
508 |
+
print(f"\n📊 Detailed Results:")
|
509 |
+
for check_name, check_result in health_report["checks"].items():
|
510 |
+
status = check_result.get("status", "unknown")
|
511 |
+
icon = status_icons.get(status, "❓")
|
512 |
+
print(f" {icon} {check_name.replace('_', ' ').title()}: {status}")
|
513 |
+
|
514 |
+
if "message" in check_result:
|
515 |
+
print(f" └─ {check_result['message']}")
|
516 |
+
|
517 |
+
# Summary
|
518 |
+
print(f"\n📈 Summary:")
|
519 |
+
status_counts = {}
|
520 |
+
for check_result in health_report["checks"].values():
|
521 |
+
status = check_result.get("status", "unknown")
|
522 |
+
status_counts[status] = status_counts.get(status, 0) + 1
|
523 |
+
|
524 |
+
for status, count in status_counts.items():
|
525 |
+
icon = status_icons.get(status, "❓")
|
526 |
+
print(f" {icon} {status.title()}: {count} checks")
|
527 |
+
|
528 |
+
# Recommendations
|
529 |
+
print(f"\n💡 Recommendations:")
|
530 |
+
if overall_status == "healthy":
|
531 |
+
print(" ✅ System is healthy and ready for production use")
|
532 |
+
elif overall_status == "warning":
|
533 |
+
print(" ⚠️ System has some issues that should be addressed")
|
534 |
+
for check_name, check_result in health_report["checks"].items():
|
535 |
+
if check_result.get("status") == "warning":
|
536 |
+
print(f" - Review {check_name.replace('_', ' ')} configuration")
|
537 |
+
else:
|
538 |
+
print(" ❌ System has critical issues that must be resolved")
|
539 |
+
for check_name, check_result in health_report["checks"].items():
|
540 |
+
if check_result.get("status") == "error":
|
541 |
+
print(f" - Fix {check_name.replace('_', ' ')} issues")
|
542 |
+
|
543 |
+
def save_health_report(self, health_report: Dict[str, Any], filename: str = "health_report.json"):
|
544 |
+
"""Save health report to file"""
|
545 |
+
report_path = self.project_root / filename
|
546 |
+
try:
|
547 |
+
with open(report_path, 'w') as f:
|
548 |
+
json.dump(health_report, f, indent=2, default=str)
|
549 |
+
self.logger.info(f"Health report saved to: {report_path}")
|
550 |
+
except Exception as e:
|
551 |
+
self.logger.error(f"Failed to save health report: {e}")
|
552 |
+
|
553 |
+
|
554 |
+
def main():
|
555 |
+
"""Main entry point"""
|
556 |
+
import argparse
|
557 |
+
|
558 |
+
parser = argparse.ArgumentParser(description="FRED ML Health Checker")
|
559 |
+
parser.add_argument("--save-report", action="store_true", help="Save health report to file")
|
560 |
+
parser.add_argument("--output-file", default="health_report.json", help="Output file for health report")
|
561 |
+
|
562 |
+
args = parser.parse_args()
|
563 |
+
|
564 |
+
checker = HealthChecker()
|
565 |
+
health_report = checker.run_all_checks()
|
566 |
+
|
567 |
+
checker.print_health_report(health_report)
|
568 |
+
|
569 |
+
if args.save_report:
|
570 |
+
checker.save_health_report(health_report, args.output_file)
|
571 |
+
|
572 |
+
# Exit with appropriate code
|
573 |
+
if health_report["overall_status"] == "error":
|
574 |
+
sys.exit(1)
|
575 |
+
elif health_report["overall_status"] == "warning":
|
576 |
+
sys.exit(2)
|
577 |
+
else:
|
578 |
+
sys.exit(0)
|
579 |
+
|
580 |
+
|
581 |
+
if __name__ == "__main__":
|
582 |
+
main()
|
scripts/setup_venv.py
ADDED
@@ -0,0 +1,102 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python3
|
2 |
+
"""
|
3 |
+
Virtual Environment Setup Script for FRED ML
|
4 |
+
Creates and configures a virtual environment for development
|
5 |
+
"""
|
6 |
+
|
7 |
+
import os
|
8 |
+
import sys
|
9 |
+
import subprocess
|
10 |
+
import venv
|
11 |
+
from pathlib import Path
|
12 |
+
|
13 |
+
|
14 |
+
def create_venv(venv_path: str = ".venv") -> bool:
|
15 |
+
"""Create a virtual environment"""
|
16 |
+
try:
|
17 |
+
print(f"Creating virtual environment at {venv_path}...")
|
18 |
+
venv.create(venv_path, with_pip=True)
|
19 |
+
print("✅ Virtual environment created successfully")
|
20 |
+
return True
|
21 |
+
except Exception as e:
|
22 |
+
print(f"❌ Failed to create virtual environment: {e}")
|
23 |
+
return False
|
24 |
+
|
25 |
+
|
26 |
+
def install_requirements(venv_path: str = ".venv") -> bool:
|
27 |
+
"""Install requirements in the virtual environment"""
|
28 |
+
try:
|
29 |
+
# Determine the pip path
|
30 |
+
if os.name == 'nt': # Windows
|
31 |
+
pip_path = os.path.join(venv_path, "Scripts", "pip")
|
32 |
+
else: # Unix/Linux/macOS
|
33 |
+
pip_path = os.path.join(venv_path, "bin", "pip")
|
34 |
+
|
35 |
+
print("Installing requirements...")
|
36 |
+
subprocess.run([pip_path, "install", "-r", "requirements.txt"], check=True)
|
37 |
+
print("✅ Requirements installed successfully")
|
38 |
+
return True
|
39 |
+
except subprocess.CalledProcessError as e:
|
40 |
+
print(f"❌ Failed to install requirements: {e}")
|
41 |
+
return False
|
42 |
+
except Exception as e:
|
43 |
+
print(f"❌ Unexpected error installing requirements: {e}")
|
44 |
+
return False
|
45 |
+
|
46 |
+
|
47 |
+
def activate_venv_instructions(venv_path: str = ".venv"):
|
48 |
+
"""Print activation instructions"""
|
49 |
+
print("\n📋 Virtual Environment Setup Complete!")
|
50 |
+
print("=" * 50)
|
51 |
+
|
52 |
+
if os.name == 'nt': # Windows
|
53 |
+
activate_script = os.path.join(venv_path, "Scripts", "activate")
|
54 |
+
print(f"To activate the virtual environment, run:")
|
55 |
+
print(f" {activate_script}")
|
56 |
+
else: # Unix/Linux/macOS
|
57 |
+
activate_script = os.path.join(venv_path, "bin", "activate")
|
58 |
+
print(f"To activate the virtual environment, run:")
|
59 |
+
print(f" source {activate_script}")
|
60 |
+
|
61 |
+
print("\nOr use the provided Makefile target:")
|
62 |
+
print(" make venv-activate")
|
63 |
+
|
64 |
+
print("\nTo deactivate, simply run:")
|
65 |
+
print(" deactivate")
|
66 |
+
|
67 |
+
|
68 |
+
def main():
|
69 |
+
"""Main setup function"""
|
70 |
+
print("🏗️ FRED ML - Virtual Environment Setup")
|
71 |
+
print("=" * 40)
|
72 |
+
|
73 |
+
venv_path = ".venv"
|
74 |
+
|
75 |
+
# Check if virtual environment already exists
|
76 |
+
if os.path.exists(venv_path):
|
77 |
+
print(f"⚠️ Virtual environment already exists at {venv_path}")
|
78 |
+
response = input("Do you want to recreate it? (y/N): ").lower().strip()
|
79 |
+
if response == 'y':
|
80 |
+
import shutil
|
81 |
+
shutil.rmtree(venv_path)
|
82 |
+
print("Removed existing virtual environment")
|
83 |
+
else:
|
84 |
+
print("Using existing virtual environment")
|
85 |
+
activate_venv_instructions(venv_path)
|
86 |
+
return
|
87 |
+
|
88 |
+
# Create virtual environment
|
89 |
+
if not create_venv(venv_path):
|
90 |
+
sys.exit(1)
|
91 |
+
|
92 |
+
# Install requirements
|
93 |
+
if not install_requirements(venv_path):
|
94 |
+
print("⚠️ Failed to install requirements, but virtual environment was created")
|
95 |
+
print("You can manually install requirements after activation")
|
96 |
+
|
97 |
+
# Print activation instructions
|
98 |
+
activate_venv_instructions(venv_path)
|
99 |
+
|
100 |
+
|
101 |
+
if __name__ == "__main__":
|
102 |
+
main()
|
src/analysis/comprehensive_analytics.py
CHANGED
@@ -14,10 +14,48 @@ import pandas as pd
|
|
14 |
import seaborn as sns
|
15 |
from pathlib import Path
|
16 |
|
17 |
-
|
18 |
-
|
19 |
-
from src.analysis.
|
20 |
-
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|
21 |
|
22 |
logger = logging.getLogger(__name__)
|
23 |
|
@@ -35,6 +73,9 @@ class ComprehensiveAnalytics:
|
|
35 |
api_key: FRED API key
|
36 |
output_dir: Output directory for results
|
37 |
"""
|
|
|
|
|
|
|
38 |
self.client = EnhancedFREDClient(api_key)
|
39 |
self.output_dir = Path(output_dir)
|
40 |
self.output_dir.mkdir(parents=True, exist_ok=True)
|
@@ -44,8 +85,15 @@ class ComprehensiveAnalytics:
|
|
44 |
self.segmentation = None
|
45 |
self.statistical_modeling = None
|
46 |
|
|
|
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|
|
|
|
|
|
|
|
|
47 |
# Results storage
|
48 |
self.data = None
|
|
|
49 |
self.results = {}
|
50 |
self.reports = {}
|
51 |
|
@@ -65,158 +113,287 @@ class ComprehensiveAnalytics:
|
|
65 |
include_visualizations: Whether to generate visualizations
|
66 |
|
67 |
Returns:
|
68 |
-
Dictionary
|
69 |
"""
|
70 |
-
|
71 |
-
|
72 |
-
|
73 |
-
|
74 |
-
|
75 |
-
|
76 |
-
|
77 |
-
|
78 |
-
|
79 |
-
|
80 |
-
|
81 |
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|
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-
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-
|
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-
|
85 |
-
|
86 |
-
|
87 |
-
|
88 |
-
|
89 |
-
|
90 |
-
|
91 |
-
|
92 |
-
|
93 |
-
|
94 |
-
|
95 |
-
|
96 |
-
|
97 |
-
|
98 |
-
|
99 |
-
|
100 |
-
|
101 |
-
|
102 |
-
|
103 |
-
|
104 |
-
|
105 |
-
|
106 |
-
|
107 |
-
|
108 |
-
|
109 |
-
|
110 |
-
|
111 |
-
|
112 |
-
|
113 |
-
|
114 |
-
|
115 |
-
|
116 |
-
|
117 |
-
|
118 |
-
|
119 |
-
|
120 |
-
|
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|
|
121 |
|
122 |
def _run_statistical_analysis(self) -> Dict:
|
123 |
-
"""Run
|
124 |
-
results = {}
|
125 |
-
|
126 |
-
# Correlation analysis
|
127 |
-
logger.info(" - Performing correlation analysis")
|
128 |
-
correlation_results = self.statistical_modeling.analyze_correlations()
|
129 |
-
results['correlation'] = correlation_results
|
130 |
|
131 |
-
|
132 |
-
|
133 |
-
regression_results = {}
|
134 |
|
135 |
-
|
136 |
-
|
137 |
-
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
138 |
try:
|
139 |
-
|
140 |
-
|
141 |
-
|
142 |
-
|
143 |
-
|
144 |
-
|
|
|
|
|
|
|
145 |
except Exception as e:
|
146 |
-
logger.warning(f"Regression failed for {target}: {e}")
|
147 |
regression_results[target] = {'error': str(e)}
|
148 |
-
|
149 |
-
|
150 |
-
|
151 |
-
|
152 |
-
|
153 |
-
|
154 |
-
|
155 |
-
|
156 |
-
|
157 |
-
|
158 |
-
|
159 |
-
|
160 |
-
|
161 |
-
|
162 |
-
|
163 |
-
|
164 |
-
|
165 |
-
|
166 |
-
|
167 |
-
|
168 |
-
|
169 |
-
|
170 |
-
|
171 |
-
|
172 |
-
|
|
|
|
|
|
|
|
|
173 |
|
174 |
def _run_forecasting_analysis(self, forecast_periods: int) -> Dict:
|
175 |
-
"""Run
|
176 |
-
logger.info(" - Forecasting economic indicators")
|
177 |
-
|
178 |
-
# Focus on key indicators for forecasting
|
179 |
-
key_indicators = ['GDPC1', 'INDPRO', 'RSAFS']
|
180 |
-
available_indicators = [ind for ind in key_indicators if ind in self.data.columns]
|
181 |
|
182 |
-
if
|
183 |
-
|
184 |
-
return {'error': 'No suitable indicators for forecasting'}
|
185 |
|
186 |
-
|
187 |
-
|
188 |
-
|
189 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
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|
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|
|
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|
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|
|
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|
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|
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|
|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
190 |
|
191 |
def _run_segmentation_analysis(self) -> Dict:
|
192 |
-
"""Run
|
193 |
-
|
194 |
|
195 |
-
|
196 |
-
|
197 |
-
try:
|
198 |
-
time_period_clusters = self.segmentation.cluster_time_periods(
|
199 |
-
indicators=['GDPC1', 'INDPRO', 'RSAFS'],
|
200 |
-
method='kmeans'
|
201 |
-
)
|
202 |
-
results['time_period_clusters'] = time_period_clusters
|
203 |
-
except Exception as e:
|
204 |
-
logger.warning(f"Time period clustering failed: {e}")
|
205 |
-
results['time_period_clusters'] = {'error': str(e)}
|
206 |
|
207 |
-
# Series clustering
|
208 |
-
logger.info(" - Clustering economic series")
|
209 |
try:
|
210 |
-
|
211 |
-
|
212 |
-
|
213 |
-
|
214 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
215 |
except Exception as e:
|
216 |
-
logger.
|
217 |
-
|
218 |
-
|
219 |
-
return results
|
220 |
|
221 |
def _extract_insights(self) -> Dict:
|
222 |
"""Extract key insights from all analyses"""
|
@@ -228,102 +405,126 @@ class ComprehensiveAnalytics:
|
|
228 |
'statistical_insights': []
|
229 |
}
|
230 |
|
231 |
-
|
232 |
-
|
233 |
-
|
234 |
-
|
235 |
-
if
|
236 |
-
|
237 |
-
|
238 |
-
|
239 |
-
|
240 |
-
|
241 |
-
|
242 |
-
|
243 |
-
|
244 |
-
|
245 |
-
|
246 |
-
|
247 |
-
|
248 |
-
|
249 |
-
|
250 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
251 |
)
|
252 |
|
253 |
-
#
|
254 |
-
|
255 |
-
|
256 |
-
if
|
257 |
-
|
258 |
-
|
259 |
-
|
260 |
-
else:
|
261 |
-
insights['forecasting_insights'].append(
|
262 |
-
f"{indicator} series is non-stationary, may require differencing"
|
263 |
-
)
|
264 |
-
|
265 |
-
# Extract insights from segmentation
|
266 |
-
if 'segmentation' in self.results:
|
267 |
-
segmentation_results = self.results['segmentation']
|
268 |
-
|
269 |
-
# Time period clustering insights
|
270 |
-
if 'time_period_clusters' in segmentation_results:
|
271 |
-
time_clusters = segmentation_results['time_period_clusters']
|
272 |
-
if 'error' not in time_clusters:
|
273 |
-
n_clusters = time_clusters.get('n_clusters', 0)
|
274 |
-
insights['segmentation_insights'].append(
|
275 |
-
f"Time periods clustered into {n_clusters} distinct economic regimes"
|
276 |
-
)
|
277 |
-
|
278 |
-
# Series clustering insights
|
279 |
-
if 'series_clusters' in segmentation_results:
|
280 |
-
series_clusters = segmentation_results['series_clusters']
|
281 |
-
if 'error' not in series_clusters:
|
282 |
-
n_clusters = series_clusters.get('n_clusters', 0)
|
283 |
-
insights['segmentation_insights'].append(
|
284 |
-
f"Economic series clustered into {n_clusters} groups based on behavior patterns"
|
285 |
-
)
|
286 |
-
|
287 |
-
# Extract insights from statistical modeling
|
288 |
-
if 'statistical_modeling' in self.results:
|
289 |
-
stat_results = self.results['statistical_modeling']
|
290 |
-
|
291 |
-
# Correlation insights
|
292 |
-
if 'correlation' in stat_results:
|
293 |
-
corr_results = stat_results['correlation']
|
294 |
-
significant_correlations = corr_results.get('significant_correlations', [])
|
295 |
-
|
296 |
-
if significant_correlations:
|
297 |
-
strongest_corr = significant_correlations[0]
|
298 |
-
insights['statistical_insights'].append(
|
299 |
-
f"Strongest correlation: {strongest_corr['variable1']} ↔ {strongest_corr['variable2']} "
|
300 |
-
f"(r={strongest_corr['correlation']:.3f})"
|
301 |
-
)
|
302 |
-
|
303 |
-
# Regression insights
|
304 |
-
if 'regression' in stat_results:
|
305 |
-
reg_results = stat_results['regression']
|
306 |
-
for target, result in reg_results.items():
|
307 |
-
if 'error' not in result:
|
308 |
-
performance = result.get('performance', {})
|
309 |
-
r2 = performance.get('r2', 0)
|
310 |
-
if r2 > 0.7:
|
311 |
-
insights['statistical_insights'].append(
|
312 |
-
f"{target} regression model shows strong explanatory power (R² = {r2:.3f})"
|
313 |
)
|
314 |
-
|
315 |
-
|
316 |
-
|
317 |
-
|
318 |
-
|
319 |
-
|
320 |
-
|
321 |
-
|
322 |
-
|
323 |
-
|
324 |
-
|
325 |
-
|
326 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
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|
|
|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
327 |
|
328 |
return insights
|
329 |
|
@@ -331,303 +532,319 @@ class ComprehensiveAnalytics:
|
|
331 |
"""Generate comprehensive visualizations"""
|
332 |
logger.info("Generating visualizations")
|
333 |
|
334 |
-
|
335 |
-
|
336 |
-
|
337 |
-
|
338 |
-
|
339 |
-
|
340 |
-
|
341 |
-
|
342 |
-
|
343 |
-
|
344 |
-
|
345 |
-
|
346 |
-
|
347 |
-
|
348 |
-
|
349 |
-
|
350 |
-
|
351 |
-
|
352 |
-
|
353 |
-
|
|
|
|
|
|
|
|
|
354 |
|
355 |
def _plot_time_series(self):
|
356 |
"""Plot time series of economic indicators"""
|
357 |
-
|
358 |
-
|
359 |
-
|
360 |
-
|
361 |
-
|
362 |
-
|
363 |
-
|
364 |
-
|
365 |
-
|
366 |
-
|
367 |
-
|
368 |
-
|
369 |
-
|
370 |
-
|
371 |
-
|
372 |
-
|
373 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
374 |
|
375 |
def _plot_correlation_heatmap(self):
|
376 |
"""Plot correlation heatmap"""
|
377 |
-
|
378 |
-
|
379 |
-
|
380 |
-
|
381 |
-
|
382 |
-
|
383 |
-
|
384 |
-
|
385 |
-
|
386 |
-
|
387 |
-
|
388 |
-
|
389 |
-
|
|
|
|
|
|
|
|
|
390 |
|
391 |
def _plot_forecasting_results(self):
|
392 |
"""Plot forecasting results"""
|
393 |
-
|
394 |
-
|
395 |
-
|
396 |
-
n_indicators = len([k for k, v in forecasting_results.items() if 'error' not in v])
|
397 |
-
if n_indicators > 0:
|
398 |
-
fig, axes = plt.subplots(n_indicators, 1, figsize=(15, 5*n_indicators))
|
399 |
-
if n_indicators == 1:
|
400 |
-
axes = [axes]
|
401 |
|
402 |
-
|
403 |
-
|
404 |
-
|
405 |
-
|
406 |
-
|
407 |
-
|
408 |
-
|
409 |
-
|
410 |
-
|
411 |
-
|
412 |
-
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|
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|
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|
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def
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"""Plot
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# Plot regression diagnostics
|
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|
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|
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|
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plt.suptitle(f'Regression Diagnostics - {target}')
|
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|
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plt.savefig(self.output_dir /
|
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dpi=300, bbox_inches='tight')
|
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plt.close()
|
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|
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def _generate_comprehensive_report(self):
|
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"""Generate comprehensive analysis report"""
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|
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|
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def _generate_comprehensive_summary(self) -> str:
|
546 |
-
"""Generate comprehensive summary
|
547 |
-
|
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|
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|
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|
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|
569 |
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|
570 |
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|
571 |
-
if 'forecasting' in self.results:
|
572 |
-
summary += "Forecasting Results:\n"
|
573 |
-
forecasting_results = self.results['forecasting']
|
574 |
-
for indicator, result in forecasting_results.items():
|
575 |
-
if 'error' not in result:
|
576 |
-
backtest = result.get('backtest', {})
|
577 |
-
if 'error' not in backtest:
|
578 |
-
mape = backtest.get('mape', 0)
|
579 |
-
summary += f" • {indicator}: MAPE = {mape:.2f}%\n"
|
580 |
-
summary += "\n"
|
581 |
-
|
582 |
-
# Segmentation Summary
|
583 |
-
if 'segmentation' in self.results:
|
584 |
-
summary += "Segmentation Results:\n"
|
585 |
-
segmentation_results = self.results['segmentation']
|
586 |
-
|
587 |
-
if 'time_period_clusters' in segmentation_results:
|
588 |
-
time_clusters = segmentation_results['time_period_clusters']
|
589 |
-
if 'error' not in time_clusters:
|
590 |
-
n_clusters = time_clusters.get('n_clusters', 0)
|
591 |
-
summary += f" • Time periods clustered into {n_clusters} economic regimes\n"
|
592 |
-
|
593 |
-
if 'series_clusters' in segmentation_results:
|
594 |
-
series_clusters = segmentation_results['series_clusters']
|
595 |
-
if 'error' not in series_clusters:
|
596 |
-
n_clusters = series_clusters.get('n_clusters', 0)
|
597 |
-
summary += f" • Economic series clustered into {n_clusters} groups\n"
|
598 |
-
summary += "\n"
|
599 |
-
|
600 |
-
# Statistical Summary
|
601 |
-
if 'statistical_modeling' in self.results:
|
602 |
-
summary += "Statistical Analysis Results:\n"
|
603 |
-
stat_results = self.results['statistical_modeling']
|
604 |
-
|
605 |
-
if 'correlation' in stat_results:
|
606 |
-
corr_results = stat_results['correlation']
|
607 |
-
significant_correlations = corr_results.get('significant_correlations', [])
|
608 |
-
summary += f" • {len(significant_correlations)} significant correlations identified\n"
|
609 |
-
|
610 |
-
if 'regression' in stat_results:
|
611 |
-
reg_results = stat_results['regression']
|
612 |
-
successful_models = [k for k, v in reg_results.items() if 'error' not in v]
|
613 |
-
summary += f" • {len(successful_models)} regression models successfully fitted\n"
|
614 |
-
summary += "\n"
|
615 |
-
|
616 |
-
# Key Insights
|
617 |
-
if 'insights' in self.results:
|
618 |
-
insights = self.results['insights']
|
619 |
-
summary += "KEY INSIGHTS\n"
|
620 |
-
summary += "-" * 30 + "\n"
|
621 |
-
|
622 |
-
for insight_type, insight_list in insights.items():
|
623 |
-
if insight_type != 'key_findings' and insight_list:
|
624 |
-
summary += f"{insight_type.replace('_', ' ').title()}:\n"
|
625 |
-
for insight in insight_list[:3]: # Top 3 insights
|
626 |
-
summary += f" • {insight}\n"
|
627 |
-
summary += "\n"
|
628 |
-
|
629 |
-
summary += "=" * 60 + "\n"
|
630 |
-
summary += f"Report generated on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n"
|
631 |
-
summary += f"Analysis period: {self.data.index.min().strftime('%Y-%m')} to {self.data.index.max().strftime('%Y-%m')}\n"
|
632 |
-
|
633 |
-
return summary
|
|
|
14 |
import seaborn as sns
|
15 |
from pathlib import Path
|
16 |
|
17 |
+
# Optional imports with error handling
|
18 |
+
try:
|
19 |
+
from src.analysis.economic_forecasting import EconomicForecaster
|
20 |
+
FORECASTING_AVAILABLE = True
|
21 |
+
except ImportError as e:
|
22 |
+
logging.warning(f"Economic forecasting module not available: {e}")
|
23 |
+
FORECASTING_AVAILABLE = False
|
24 |
+
|
25 |
+
try:
|
26 |
+
from src.analysis.economic_segmentation import EconomicSegmentation
|
27 |
+
SEGMENTATION_AVAILABLE = True
|
28 |
+
except ImportError as e:
|
29 |
+
logging.warning(f"Economic segmentation module not available: {e}")
|
30 |
+
SEGMENTATION_AVAILABLE = False
|
31 |
+
|
32 |
+
try:
|
33 |
+
from src.analysis.statistical_modeling import StatisticalModeling
|
34 |
+
STATISTICAL_MODELING_AVAILABLE = True
|
35 |
+
except ImportError as e:
|
36 |
+
logging.warning(f"Statistical modeling module not available: {e}")
|
37 |
+
STATISTICAL_MODELING_AVAILABLE = False
|
38 |
+
|
39 |
+
try:
|
40 |
+
from src.core.enhanced_fred_client import EnhancedFREDClient
|
41 |
+
ENHANCED_FRED_AVAILABLE = True
|
42 |
+
except ImportError as e:
|
43 |
+
logging.warning(f"Enhanced FRED client not available: {e}")
|
44 |
+
ENHANCED_FRED_AVAILABLE = False
|
45 |
+
|
46 |
+
try:
|
47 |
+
from src.analysis.mathematical_fixes import MathematicalFixes
|
48 |
+
MATHEMATICAL_FIXES_AVAILABLE = True
|
49 |
+
except ImportError as e:
|
50 |
+
logging.warning(f"Mathematical fixes module not available: {e}")
|
51 |
+
MATHEMATICAL_FIXES_AVAILABLE = False
|
52 |
+
|
53 |
+
try:
|
54 |
+
from src.analysis.alignment_divergence_analyzer import AlignmentDivergenceAnalyzer
|
55 |
+
ALIGNMENT_ANALYZER_AVAILABLE = True
|
56 |
+
except ImportError as e:
|
57 |
+
logging.warning(f"Alignment divergence analyzer not available: {e}")
|
58 |
+
ALIGNMENT_ANALYZER_AVAILABLE = False
|
59 |
|
60 |
logger = logging.getLogger(__name__)
|
61 |
|
|
|
73 |
api_key: FRED API key
|
74 |
output_dir: Output directory for results
|
75 |
"""
|
76 |
+
if not ENHANCED_FRED_AVAILABLE:
|
77 |
+
raise ImportError("Enhanced FRED client is required but not available")
|
78 |
+
|
79 |
self.client = EnhancedFREDClient(api_key)
|
80 |
self.output_dir = Path(output_dir)
|
81 |
self.output_dir.mkdir(parents=True, exist_ok=True)
|
|
|
85 |
self.segmentation = None
|
86 |
self.statistical_modeling = None
|
87 |
|
88 |
+
if MATHEMATICAL_FIXES_AVAILABLE:
|
89 |
+
self.mathematical_fixes = MathematicalFixes()
|
90 |
+
else:
|
91 |
+
self.mathematical_fixes = None
|
92 |
+
logger.warning("Mathematical fixes not available - some features may be limited")
|
93 |
+
|
94 |
# Results storage
|
95 |
self.data = None
|
96 |
+
self.raw_data = None
|
97 |
self.results = {}
|
98 |
self.reports = {}
|
99 |
|
|
|
113 |
include_visualizations: Whether to generate visualizations
|
114 |
|
115 |
Returns:
|
116 |
+
Dictionary containing all analysis results
|
117 |
"""
|
118 |
+
try:
|
119 |
+
# Step 1: Data Collection
|
120 |
+
self.raw_data = self.client.fetch_economic_data(
|
121 |
+
indicators=indicators,
|
122 |
+
start_date=start_date,
|
123 |
+
end_date=end_date,
|
124 |
+
frequency='auto'
|
125 |
+
)
|
126 |
+
|
127 |
+
# Step 2: Apply Mathematical Fixes
|
128 |
+
if self.mathematical_fixes is not None:
|
129 |
+
self.data, fix_info = self.mathematical_fixes.apply_comprehensive_fixes(
|
130 |
+
self.raw_data,
|
131 |
+
target_freq='Q',
|
132 |
+
growth_method='pct_change',
|
133 |
+
normalize_units=True,
|
134 |
+
preserve_absolute_values=True # Preserve absolute values for display
|
135 |
+
)
|
136 |
+
self.results['mathematical_fixes'] = fix_info
|
137 |
+
else:
|
138 |
+
logger.warning("Skipping mathematical fixes - module not available")
|
139 |
+
self.data = self.raw_data
|
140 |
+
|
141 |
+
# Step 2.5: Alignment & Divergence Analysis (Spearman, Z-score)
|
142 |
+
if ALIGNMENT_ANALYZER_AVAILABLE:
|
143 |
+
self.alignment_analyzer = AlignmentDivergenceAnalyzer(self.data)
|
144 |
+
alignment_results = self.alignment_analyzer.analyze_long_term_alignment()
|
145 |
+
zscore_results = self.alignment_analyzer.detect_sudden_deviations()
|
146 |
+
self.results['alignment_divergence'] = {
|
147 |
+
'alignment': alignment_results,
|
148 |
+
'zscore_anomalies': zscore_results
|
149 |
+
}
|
150 |
+
else:
|
151 |
+
logger.warning("Skipping alignment analysis - module not available")
|
152 |
+
self.results['alignment_divergence'] = {'error': 'Module not available'}
|
153 |
+
|
154 |
+
# Step 3: Data Quality Assessment
|
155 |
+
quality_report = self.client.validate_data_quality(self.data)
|
156 |
+
self.results['data_quality'] = quality_report
|
157 |
+
|
158 |
+
# Step 4: Initialize Analytics Modules
|
159 |
+
|
160 |
+
if STATISTICAL_MODELING_AVAILABLE:
|
161 |
+
self.statistical_modeling = StatisticalModeling(self.data)
|
162 |
+
else:
|
163 |
+
self.statistical_modeling = None
|
164 |
+
logger.warning("Statistical modeling not available")
|
165 |
+
|
166 |
+
if FORECASTING_AVAILABLE:
|
167 |
+
self.forecaster = EconomicForecaster(self.data)
|
168 |
+
else:
|
169 |
+
self.forecaster = None
|
170 |
+
logger.warning("Economic forecasting not available")
|
171 |
+
|
172 |
+
if SEGMENTATION_AVAILABLE:
|
173 |
+
self.segmentation = EconomicSegmentation(self.data)
|
174 |
+
else:
|
175 |
+
self.segmentation = None
|
176 |
+
logger.warning("Economic segmentation not available")
|
177 |
+
|
178 |
+
# Step 5: Statistical Modeling
|
179 |
+
if self.statistical_modeling is not None:
|
180 |
+
statistical_results = self._run_statistical_analysis()
|
181 |
+
self.results['statistical_modeling'] = statistical_results
|
182 |
+
else:
|
183 |
+
logger.warning("Skipping statistical modeling - module not available")
|
184 |
+
self.results['statistical_modeling'] = {'error': 'Module not available'}
|
185 |
+
|
186 |
+
# Step 6: Economic Forecasting
|
187 |
+
if self.forecaster is not None:
|
188 |
+
forecasting_results = self._run_forecasting_analysis(forecast_periods)
|
189 |
+
self.results['forecasting'] = forecasting_results
|
190 |
+
else:
|
191 |
+
logger.warning("Skipping economic forecasting - module not available")
|
192 |
+
self.results['forecasting'] = {'error': 'Module not available'}
|
193 |
+
|
194 |
+
# Step 7: Economic Segmentation
|
195 |
+
if self.segmentation is not None:
|
196 |
+
segmentation_results = self._run_segmentation_analysis()
|
197 |
+
self.results['segmentation'] = segmentation_results
|
198 |
+
else:
|
199 |
+
logger.warning("Skipping economic segmentation - module not available")
|
200 |
+
self.results['segmentation'] = {'error': 'Module not available'}
|
201 |
+
|
202 |
+
# Step 8: Insights Extraction
|
203 |
+
insights = self._extract_insights()
|
204 |
+
self.results['insights'] = insights
|
205 |
+
|
206 |
+
# Step 9: Generate Reports and Visualizations
|
207 |
+
if include_visualizations:
|
208 |
+
self._generate_visualizations()
|
209 |
+
|
210 |
+
self._generate_comprehensive_report()
|
211 |
+
|
212 |
+
|
213 |
+
return self.results
|
214 |
+
|
215 |
+
except Exception as e:
|
216 |
+
logger.error(f"Comprehensive analytics pipeline failed: {e}")
|
217 |
+
return {'error': f'Comprehensive analytics failed: {str(e)}'}
|
218 |
|
219 |
def _run_statistical_analysis(self) -> Dict:
|
220 |
+
"""Run statistical modeling analysis"""
|
|
|
|
|
|
|
|
|
|
|
|
|
221 |
|
222 |
+
if self.statistical_modeling is None:
|
223 |
+
return {'error': 'Statistical modeling module not available'}
|
|
|
224 |
|
225 |
+
try:
|
226 |
+
# Get available indicators for analysis
|
227 |
+
available_indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
228 |
+
|
229 |
+
# Ensure we have enough data for analysis
|
230 |
+
if len(available_indicators) < 2:
|
231 |
+
logger.warning("Insufficient data for statistical analysis")
|
232 |
+
return {'error': 'Insufficient data for statistical analysis'}
|
233 |
+
|
234 |
+
# Select key indicators for regression analysis
|
235 |
+
key_indicators = ['GDPC1', 'INDPRO', 'CPIAUCSL', 'FEDFUNDS', 'UNRATE']
|
236 |
+
regression_targets = [ind for ind in key_indicators if ind in available_indicators]
|
237 |
+
|
238 |
+
# If we don't have the key indicators, use the first few available
|
239 |
+
if not regression_targets and len(available_indicators) >= 2:
|
240 |
+
regression_targets = available_indicators[:2]
|
241 |
+
|
242 |
+
# Run regression analysis for each target
|
243 |
+
regression_results = {}
|
244 |
+
for target in regression_targets:
|
245 |
try:
|
246 |
+
# Get predictors (all other numeric columns)
|
247 |
+
predictors = [ind for ind in available_indicators if ind != target]
|
248 |
+
|
249 |
+
if len(predictors) > 0:
|
250 |
+
result = self.statistical_modeling.fit_regression_model(target, predictors)
|
251 |
+
regression_results[target] = result
|
252 |
+
else:
|
253 |
+
logger.warning(f"No predictors available for {target}")
|
254 |
+
regression_results[target] = {'error': 'No predictors available'}
|
255 |
except Exception as e:
|
256 |
+
logger.warning(f"Regression analysis failed for {target}: {e}")
|
257 |
regression_results[target] = {'error': str(e)}
|
258 |
+
|
259 |
+
# Run correlation analysis
|
260 |
+
try:
|
261 |
+
correlation_results = self.statistical_modeling.analyze_correlations(available_indicators)
|
262 |
+
except Exception as e:
|
263 |
+
logger.warning(f"Correlation analysis failed: {e}")
|
264 |
+
correlation_results = {'error': str(e)}
|
265 |
+
|
266 |
+
# Run Granger causality tests
|
267 |
+
causality_results = {}
|
268 |
+
if len(regression_targets) >= 2:
|
269 |
+
try:
|
270 |
+
# Test causality between first two indicators
|
271 |
+
target1, target2 = regression_targets[:2]
|
272 |
+
causality_result = self.statistical_modeling.perform_granger_causality(target1, target2)
|
273 |
+
causality_results[f"{target1}_vs_{target2}"] = causality_result
|
274 |
+
except Exception as e:
|
275 |
+
logger.warning(f"Granger causality test failed: {e}")
|
276 |
+
causality_results['error'] = str(e)
|
277 |
+
|
278 |
+
return {
|
279 |
+
'correlation': correlation_results,
|
280 |
+
'regression': regression_results,
|
281 |
+
'causality': causality_results
|
282 |
+
}
|
283 |
+
|
284 |
+
except Exception as e:
|
285 |
+
logger.error(f"Statistical analysis failed: {e}")
|
286 |
+
return {'error': str(e)}
|
287 |
|
288 |
def _run_forecasting_analysis(self, forecast_periods: int) -> Dict:
|
289 |
+
"""Run economic forecasting analysis"""
|
|
|
|
|
|
|
|
|
|
|
290 |
|
291 |
+
if self.forecaster is None:
|
292 |
+
return {'error': 'Economic forecasting module not available'}
|
|
|
293 |
|
294 |
+
try:
|
295 |
+
# Get available indicators for forecasting
|
296 |
+
available_indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
297 |
+
|
298 |
+
# Select key indicators for forecasting
|
299 |
+
key_indicators = ['GDPC1', 'INDPRO', 'RSAFS', 'CPIAUCSL', 'FEDFUNDS', 'DGS10']
|
300 |
+
forecast_targets = [ind for ind in key_indicators if ind in available_indicators]
|
301 |
+
|
302 |
+
# If we don't have the key indicators, use available ones
|
303 |
+
if not forecast_targets and len(available_indicators) > 0:
|
304 |
+
forecast_targets = available_indicators[:3] # Use first 3 available
|
305 |
+
|
306 |
+
forecasting_results = {}
|
307 |
+
|
308 |
+
for target in forecast_targets:
|
309 |
+
try:
|
310 |
+
# Get the time series data for this indicator
|
311 |
+
series_data = self.data[target].dropna()
|
312 |
+
|
313 |
+
if len(series_data) >= 12: # Need at least 12 observations
|
314 |
+
result = self.forecaster.forecast_series(
|
315 |
+
series=series_data,
|
316 |
+
model_type='auto',
|
317 |
+
forecast_periods=forecast_periods
|
318 |
+
)
|
319 |
+
# Patch: Robustly handle confidence intervals
|
320 |
+
forecast = result.get('forecast')
|
321 |
+
ci = result.get('confidence_intervals')
|
322 |
+
if ci is not None:
|
323 |
+
try:
|
324 |
+
# Try to access the first row to ensure it's a DataFrame
|
325 |
+
if hasattr(ci, 'iloc'):
|
326 |
+
_ = ci.iloc[0]
|
327 |
+
elif isinstance(ci, (list, np.ndarray)):
|
328 |
+
_ = ci[0]
|
329 |
+
except Exception as ci_e:
|
330 |
+
logger.warning(f"[PATCH] Confidence interval access error for {target}: {ci_e}")
|
331 |
+
|
332 |
+
forecasting_results[target] = result
|
333 |
+
else:
|
334 |
+
logger.warning(f"Insufficient data for forecasting {target}: {len(series_data)} observations")
|
335 |
+
forecasting_results[target] = {'error': f'Insufficient data: {len(series_data)} observations'}
|
336 |
+
except Exception as e:
|
337 |
+
logger.error(f"[PATCH] Forecasting analysis failed for {target}: {e}")
|
338 |
+
forecasting_results[target] = {'error': str(e)}
|
339 |
+
|
340 |
+
return forecasting_results
|
341 |
+
|
342 |
+
except Exception as e:
|
343 |
+
logger.error(f"Forecasting analysis failed: {e}")
|
344 |
+
return {'error': str(e)}
|
345 |
|
346 |
def _run_segmentation_analysis(self) -> Dict:
|
347 |
+
"""Run segmentation analysis"""
|
348 |
+
logger.info("Running segmentation analysis")
|
349 |
|
350 |
+
if self.segmentation is None:
|
351 |
+
return {'error': 'Economic segmentation module not available'}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
352 |
|
|
|
|
|
353 |
try:
|
354 |
+
# Get available indicators for segmentation
|
355 |
+
available_indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
356 |
+
|
357 |
+
# Ensure we have enough data for segmentation
|
358 |
+
if len(available_indicators) < 2:
|
359 |
+
logger.warning("Insufficient data for segmentation analysis")
|
360 |
+
return {'error': 'Insufficient data for segmentation analysis'}
|
361 |
+
|
362 |
+
# Run time period clustering
|
363 |
+
time_period_clusters = {}
|
364 |
+
try:
|
365 |
+
# Adjust cluster count based on available data
|
366 |
+
n_clusters = min(3, len(available_indicators))
|
367 |
+
time_period_clusters = self.segmentation.cluster_time_periods(n_clusters=n_clusters)
|
368 |
+
except Exception as e:
|
369 |
+
logger.warning(f"Time period clustering failed: {e}")
|
370 |
+
time_period_clusters = {'error': str(e)}
|
371 |
+
|
372 |
+
# Run series clustering
|
373 |
+
series_clusters = {}
|
374 |
+
try:
|
375 |
+
# Check if we have enough samples for clustering
|
376 |
+
available_indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
377 |
+
if len(available_indicators) >= 4:
|
378 |
+
series_clusters = self.segmentation.cluster_economic_series(n_clusters=4)
|
379 |
+
elif len(available_indicators) >= 2:
|
380 |
+
# Use fewer clusters if we have fewer samples
|
381 |
+
n_clusters = min(3, len(available_indicators))
|
382 |
+
series_clusters = self.segmentation.cluster_economic_series(n_clusters=n_clusters)
|
383 |
+
else:
|
384 |
+
series_clusters = {'error': 'Insufficient data for series clustering'}
|
385 |
+
except Exception as e:
|
386 |
+
logger.warning(f"Series clustering failed: {e}")
|
387 |
+
series_clusters = {'error': str(e)}
|
388 |
+
|
389 |
+
return {
|
390 |
+
'time_period_clusters': time_period_clusters,
|
391 |
+
'series_clusters': series_clusters
|
392 |
+
}
|
393 |
+
|
394 |
except Exception as e:
|
395 |
+
logger.error(f"Segmentation analysis failed: {e}")
|
396 |
+
return {'error': str(e)}
|
|
|
|
|
397 |
|
398 |
def _extract_insights(self) -> Dict:
|
399 |
"""Extract key insights from all analyses"""
|
|
|
405 |
'statistical_insights': []
|
406 |
}
|
407 |
|
408 |
+
try:
|
409 |
+
# Extract insights from forecasting
|
410 |
+
if 'forecasting' in self.results:
|
411 |
+
forecasting_results = self.results['forecasting']
|
412 |
+
if isinstance(forecasting_results, dict):
|
413 |
+
for indicator, result in forecasting_results.items():
|
414 |
+
if isinstance(result, dict) and 'error' not in result:
|
415 |
+
# Model performance insights
|
416 |
+
backtest = result.get('backtest', {})
|
417 |
+
if isinstance(backtest, dict) and 'error' not in backtest:
|
418 |
+
mape = backtest.get('mape', 0)
|
419 |
+
if mape < 5:
|
420 |
+
insights['forecasting_insights'].append(
|
421 |
+
f"{indicator} forecasting completed"
|
422 |
+
)
|
423 |
+
|
424 |
+
# Stationarity insights
|
425 |
+
stationarity = result.get('stationarity', {})
|
426 |
+
if isinstance(stationarity, dict) and 'is_stationary' in stationarity:
|
427 |
+
if stationarity['is_stationary']:
|
428 |
+
insights['forecasting_insights'].append(
|
429 |
+
f"{indicator} series is stationary, suitable for time series modeling"
|
430 |
+
)
|
431 |
+
else:
|
432 |
+
insights['forecasting_insights'].append(
|
433 |
+
f"{indicator} series is non-stationary, may require differencing"
|
434 |
+
)
|
435 |
+
|
436 |
+
# Extract insights from segmentation
|
437 |
+
if 'segmentation' in self.results:
|
438 |
+
segmentation_results = self.results['segmentation']
|
439 |
+
if isinstance(segmentation_results, dict):
|
440 |
+
# Time period clustering insights
|
441 |
+
if 'time_period_clusters' in segmentation_results:
|
442 |
+
time_clusters = segmentation_results['time_period_clusters']
|
443 |
+
if isinstance(time_clusters, dict) and 'error' not in time_clusters:
|
444 |
+
n_clusters = time_clusters.get('n_clusters', 0)
|
445 |
+
insights['segmentation_insights'].append(
|
446 |
+
f"Time periods clustered into {n_clusters} distinct economic regimes"
|
447 |
)
|
448 |
|
449 |
+
# Series clustering insights
|
450 |
+
if 'series_clusters' in segmentation_results:
|
451 |
+
series_clusters = segmentation_results['series_clusters']
|
452 |
+
if isinstance(series_clusters, dict) and 'error' not in series_clusters:
|
453 |
+
n_clusters = series_clusters.get('n_clusters', 0)
|
454 |
+
insights['segmentation_insights'].append(
|
455 |
+
f"Economic series clustered into {n_clusters} groups based on behavior patterns"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
456 |
)
|
457 |
+
|
458 |
+
# Extract insights from statistical modeling
|
459 |
+
if 'statistical_modeling' in self.results:
|
460 |
+
stat_results = self.results['statistical_modeling']
|
461 |
+
if isinstance(stat_results, dict):
|
462 |
+
# Correlation insights
|
463 |
+
if 'correlation' in stat_results:
|
464 |
+
corr_results = stat_results['correlation']
|
465 |
+
if isinstance(corr_results, dict):
|
466 |
+
significant_correlations = corr_results.get('significant_correlations', [])
|
467 |
+
|
468 |
+
if isinstance(significant_correlations, list) and significant_correlations:
|
469 |
+
try:
|
470 |
+
strongest_corr = significant_correlations[0]
|
471 |
+
if isinstance(strongest_corr, dict):
|
472 |
+
insights['statistical_insights'].append(
|
473 |
+
f"Strongest correlation: {strongest_corr.get('variable1', 'Unknown')} ↔ {strongest_corr.get('variable2', 'Unknown')} "
|
474 |
+
f"(r={strongest_corr.get('correlation', 0):.3f})"
|
475 |
+
)
|
476 |
+
except Exception as e:
|
477 |
+
logger.warning(f"Error processing correlation insights: {e}")
|
478 |
+
insights['statistical_insights'].append("Correlation analysis completed")
|
479 |
+
|
480 |
+
# Regression insights
|
481 |
+
if 'regression' in stat_results:
|
482 |
+
reg_results = stat_results['regression']
|
483 |
+
if isinstance(reg_results, dict):
|
484 |
+
for target, result in reg_results.items():
|
485 |
+
if isinstance(result, dict) and 'error' not in result:
|
486 |
+
try:
|
487 |
+
# Handle different possible structures for R²
|
488 |
+
r2 = 0
|
489 |
+
if 'performance' in result and isinstance(result['performance'], dict):
|
490 |
+
performance = result['performance']
|
491 |
+
r2 = performance.get('r2', 0)
|
492 |
+
elif 'r2' in result:
|
493 |
+
r2 = result['r2']
|
494 |
+
elif 'model_performance' in result and isinstance(result['model_performance'], dict):
|
495 |
+
model_perf = result['model_performance']
|
496 |
+
r2 = model_perf.get('r2', 0)
|
497 |
+
|
498 |
+
if r2 > 0.7:
|
499 |
+
insights['statistical_insights'].append(
|
500 |
+
f"{target} regression model shows strong explanatory power (R² = {r2:.3f})"
|
501 |
+
)
|
502 |
+
elif r2 > 0.5:
|
503 |
+
insights['statistical_insights'].append(
|
504 |
+
f"{target} regression model shows moderate explanatory power (R² = {r2:.3f})"
|
505 |
+
)
|
506 |
+
else:
|
507 |
+
insights['statistical_insights'].append(
|
508 |
+
f"{target} regression analysis completed"
|
509 |
+
)
|
510 |
+
except Exception as e:
|
511 |
+
logger.warning(f"Error processing regression insights for {target}: {e}")
|
512 |
+
insights['statistical_insights'].append(
|
513 |
+
f"{target} regression analysis completed"
|
514 |
+
)
|
515 |
+
|
516 |
+
# Generate key findings
|
517 |
+
insights['key_findings'] = [
|
518 |
+
f"Analysis covers {len(self.data.columns)} economic indicators from {self.data.index.min().strftime('%Y-%m')} to {self.data.index.max().strftime('%Y-%m')}",
|
519 |
+
f"Dataset contains {len(self.data)} observations with {self.data.shape[0] * self.data.shape[1]} total data points",
|
520 |
+
f"Generated {len(insights['forecasting_insights'])} forecasting insights",
|
521 |
+
f"Generated {len(insights['segmentation_insights'])} segmentation insights",
|
522 |
+
f"Generated {len(insights['statistical_insights'])} statistical insights"
|
523 |
+
]
|
524 |
+
|
525 |
+
except Exception as e:
|
526 |
+
logger.error(f"Error extracting insights: {e}")
|
527 |
+
insights['key_findings'] = ["Analysis completed with some errors in insight extraction"]
|
528 |
|
529 |
return insights
|
530 |
|
|
|
532 |
"""Generate comprehensive visualizations"""
|
533 |
logger.info("Generating visualizations")
|
534 |
|
535 |
+
try:
|
536 |
+
# Set style
|
537 |
+
plt.style.use('default') # Use default style instead of seaborn-v0_8
|
538 |
+
sns.set_palette("husl")
|
539 |
+
|
540 |
+
# 1. Time Series Plot
|
541 |
+
self._plot_time_series()
|
542 |
+
|
543 |
+
# 2. Correlation Heatmap
|
544 |
+
self._plot_correlation_heatmap()
|
545 |
+
|
546 |
+
# 3. Forecasting Results
|
547 |
+
self._plot_forecasting_results()
|
548 |
+
|
549 |
+
# 4. Segmentation Results
|
550 |
+
self._plot_segmentation_results()
|
551 |
+
|
552 |
+
# 5. Statistical Diagnostics
|
553 |
+
self._plot_statistical_diagnostics()
|
554 |
+
|
555 |
+
logger.info("Visualizations generated successfully")
|
556 |
+
|
557 |
+
except Exception as e:
|
558 |
+
logger.error(f"Error generating visualizations: {e}")
|
559 |
|
560 |
def _plot_time_series(self):
|
561 |
"""Plot time series of economic indicators"""
|
562 |
+
try:
|
563 |
+
fig, axes = plt.subplots(3, 2, figsize=(15, 12))
|
564 |
+
axes = axes.flatten()
|
565 |
+
|
566 |
+
key_indicators = ['GDPC1', 'INDPRO', 'RSAFS', 'CPIAUCSL', 'FEDFUNDS', 'DGS10']
|
567 |
+
|
568 |
+
for i, indicator in enumerate(key_indicators):
|
569 |
+
if indicator in self.data.columns and i < len(axes):
|
570 |
+
series = self.data[indicator].dropna()
|
571 |
+
if not series.empty:
|
572 |
+
axes[i].plot(series.index, series.values, linewidth=1.5)
|
573 |
+
axes[i].set_title(f'{indicator} - {self.client.ECONOMIC_INDICATORS.get(indicator, indicator)}')
|
574 |
+
axes[i].set_xlabel('Date')
|
575 |
+
axes[i].set_ylabel('Value')
|
576 |
+
axes[i].grid(True, alpha=0.3)
|
577 |
+
else:
|
578 |
+
axes[i].text(0.5, 0.5, f'No data for {indicator}',
|
579 |
+
ha='center', va='center', transform=axes[i].transAxes)
|
580 |
+
else:
|
581 |
+
axes[i].text(0.5, 0.5, f'{indicator} not available',
|
582 |
+
ha='center', va='center', transform=axes[i].transAxes)
|
583 |
+
|
584 |
+
plt.tight_layout()
|
585 |
+
plt.savefig(self.output_dir / 'economic_indicators_time_series.png', dpi=300, bbox_inches='tight')
|
586 |
+
plt.close()
|
587 |
+
|
588 |
+
except Exception as e:
|
589 |
+
logger.error(f"Error creating time series chart: {e}")
|
590 |
|
591 |
def _plot_correlation_heatmap(self):
|
592 |
"""Plot correlation heatmap"""
|
593 |
+
try:
|
594 |
+
if 'statistical_modeling' in self.results:
|
595 |
+
corr_results = self.results['statistical_modeling'].get('correlation', {})
|
596 |
+
if 'correlation_matrix' in corr_results:
|
597 |
+
corr_matrix = corr_results['correlation_matrix']
|
598 |
+
|
599 |
+
plt.figure(figsize=(12, 10))
|
600 |
+
mask = np.triu(np.ones_like(corr_matrix, dtype=bool))
|
601 |
+
sns.heatmap(corr_matrix, mask=mask, annot=True, cmap='RdBu_r', center=0,
|
602 |
+
square=True, linewidths=0.5, cbar_kws={"shrink": .8})
|
603 |
+
plt.title('Economic Indicators Correlation Matrix')
|
604 |
+
plt.tight_layout()
|
605 |
+
plt.savefig(self.output_dir / 'correlation_heatmap.png', dpi=300, bbox_inches='tight')
|
606 |
+
plt.close()
|
607 |
+
|
608 |
+
except Exception as e:
|
609 |
+
logger.error(f"Error creating correlation heatmap: {e}")
|
610 |
|
611 |
def _plot_forecasting_results(self):
|
612 |
"""Plot forecasting results"""
|
613 |
+
try:
|
614 |
+
if 'forecasting' in self.results:
|
615 |
+
forecasting_results = self.results['forecasting']
|
|
|
|
|
|
|
|
|
|
|
616 |
|
617 |
+
n_indicators = len([k for k, v in forecasting_results.items() if 'error' not in v])
|
618 |
+
if n_indicators > 0:
|
619 |
+
fig, axes = plt.subplots(n_indicators, 1, figsize=(15, 5*n_indicators))
|
620 |
+
if n_indicators == 1:
|
621 |
+
axes = [axes]
|
622 |
+
|
623 |
+
i = 0
|
624 |
+
for indicator, result in forecasting_results.items():
|
625 |
+
if 'error' not in result and i < len(axes):
|
626 |
+
series = result.get('series', pd.Series())
|
627 |
+
forecast = result.get('forecast', {})
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
628 |
|
629 |
+
if not series.empty and 'forecast' in forecast:
|
630 |
+
# Plot historical data
|
631 |
+
axes[i].plot(series.index, series.values, label='Historical', linewidth=2)
|
632 |
+
|
633 |
+
# Plot forecast
|
634 |
+
try:
|
635 |
+
forecast_data = forecast['forecast']
|
636 |
+
if hasattr(forecast_data, 'index'):
|
637 |
+
forecast_values = forecast_data
|
638 |
+
elif isinstance(forecast_data, (list, np.ndarray)):
|
639 |
+
forecast_values = forecast_data
|
640 |
+
else:
|
641 |
+
forecast_values = None
|
642 |
+
|
643 |
+
if forecast_values is not None:
|
644 |
+
forecast_index = pd.date_range(
|
645 |
+
start=series.index[-1] + pd.DateOffset(months=3),
|
646 |
+
periods=len(forecast_values),
|
647 |
+
freq='Q'
|
648 |
+
)
|
649 |
+
axes[i].plot(forecast_index, forecast_values, 'r--',
|
650 |
+
label='Forecast', linewidth=2)
|
651 |
+
except Exception as e:
|
652 |
+
logger.warning(f"Error plotting forecast for {indicator}: {e}")
|
653 |
+
|
654 |
+
axes[i].set_title(f'{indicator} - Forecast')
|
655 |
+
axes[i].set_xlabel('Date')
|
656 |
+
axes[i].set_ylabel('Growth Rate')
|
657 |
+
axes[i].legend()
|
658 |
+
axes[i].grid(True, alpha=0.3)
|
659 |
+
i += 1
|
660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
661 |
plt.tight_layout()
|
662 |
+
plt.savefig(self.output_dir / 'forecasting_results.png', dpi=300, bbox_inches='tight')
|
663 |
plt.close()
|
664 |
+
|
665 |
+
except Exception as e:
|
666 |
+
logger.error(f"Error creating forecast chart: {e}")
|
667 |
|
668 |
+
def _plot_segmentation_results(self):
|
669 |
+
"""Plot segmentation results"""
|
670 |
+
try:
|
671 |
+
if 'segmentation' in self.results:
|
672 |
+
segmentation_results = self.results['segmentation']
|
|
|
|
|
|
|
673 |
|
674 |
+
# Plot time period clusters
|
675 |
+
if 'time_period_clusters' in segmentation_results:
|
676 |
+
time_clusters = segmentation_results['time_period_clusters']
|
677 |
+
if 'error' not in time_clusters and 'pca_data' in time_clusters:
|
678 |
+
pca_data = time_clusters['pca_data']
|
679 |
+
cluster_labels = time_clusters['cluster_labels']
|
680 |
|
681 |
+
plt.figure(figsize=(10, 8))
|
682 |
+
scatter = plt.scatter(pca_data[:, 0], pca_data[:, 1],
|
683 |
+
c=cluster_labels, cmap='viridis', alpha=0.7)
|
684 |
+
plt.colorbar(scatter)
|
685 |
+
plt.title('Time Period Clustering (PCA)')
|
686 |
+
plt.xlabel('Principal Component 1')
|
687 |
+
plt.ylabel('Principal Component 2')
|
688 |
+
plt.tight_layout()
|
689 |
+
plt.savefig(self.output_dir / 'time_period_clustering.png', dpi=300, bbox_inches='tight')
|
690 |
+
plt.close()
|
691 |
|
692 |
+
except Exception as e:
|
693 |
+
logger.error(f"Error creating clustering chart: {e}")
|
694 |
+
|
695 |
+
def _plot_statistical_diagnostics(self):
|
696 |
+
"""Plot statistical diagnostics"""
|
697 |
+
try:
|
698 |
+
if 'statistical_modeling' in self.results:
|
699 |
+
stat_results = self.results['statistical_modeling']
|
700 |
+
|
701 |
+
# Plot regression diagnostics
|
702 |
+
if 'regression' in stat_results:
|
703 |
+
reg_results = stat_results['regression']
|
704 |
+
|
705 |
+
# Create a summary plot of R² values
|
706 |
+
r2_values = {}
|
707 |
+
for target, result in reg_results.items():
|
708 |
+
if isinstance(result, dict) and 'error' not in result:
|
709 |
+
try:
|
710 |
+
r2 = 0
|
711 |
+
if 'performance' in result and isinstance(result['performance'], dict):
|
712 |
+
r2 = result['performance'].get('r2', 0)
|
713 |
+
elif 'r2' in result:
|
714 |
+
r2 = result['r2']
|
715 |
+
elif 'model_performance' in result and isinstance(result['model_performance'], dict):
|
716 |
+
r2 = result['model_performance'].get('r2', 0)
|
717 |
+
|
718 |
+
r2_values[target] = r2
|
719 |
+
except Exception as e:
|
720 |
+
logger.warning(f"Error extracting R² for {target}: {e}")
|
721 |
+
|
722 |
+
if r2_values:
|
723 |
+
plt.figure(figsize=(10, 6))
|
724 |
+
targets = list(r2_values.keys())
|
725 |
+
r2_scores = list(r2_values.values())
|
726 |
|
727 |
+
bars = plt.bar(targets, r2_scores, color='skyblue', alpha=0.7)
|
728 |
+
plt.title('Regression Model Performance (R²)')
|
729 |
+
plt.xlabel('Economic Indicators')
|
730 |
+
plt.ylabel('R² Score')
|
731 |
+
plt.ylim(0, 1)
|
732 |
|
733 |
+
# Add value labels on bars
|
734 |
+
for bar, score in zip(bars, r2_scores):
|
735 |
+
plt.text(bar.get_x() + bar.get_width()/2, bar.get_height() + 0.01,
|
736 |
+
f'{score:.3f}', ha='center', va='bottom')
|
|
|
|
|
737 |
|
|
|
738 |
plt.tight_layout()
|
739 |
+
plt.savefig(self.output_dir / 'regression_performance.png', dpi=300, bbox_inches='tight')
|
|
|
740 |
plt.close()
|
741 |
+
|
742 |
+
except Exception as e:
|
743 |
+
logger.error(f"Error creating distribution charts: {e}")
|
744 |
|
745 |
def _generate_comprehensive_report(self):
|
746 |
"""Generate comprehensive analysis report"""
|
747 |
+
try:
|
748 |
+
report_path = self.output_dir / 'comprehensive_analysis_report.txt'
|
749 |
+
|
750 |
+
with open(report_path, 'w') as f:
|
751 |
+
f.write("=" * 80 + "\n")
|
752 |
+
f.write("FRED ML - COMPREHENSIVE ECONOMIC ANALYSIS REPORT\n")
|
753 |
+
f.write("=" * 80 + "\n\n")
|
754 |
+
|
755 |
+
f.write(f"Report Generated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n")
|
756 |
+
f.write(f"Analysis Period: {self.data.index.min().strftime('%Y-%m-%d')} to {self.data.index.max().strftime('%Y-%m-%d')}\n")
|
757 |
+
f.write(f"Economic Indicators: {', '.join(self.data.columns)}\n")
|
758 |
+
f.write(f"Total Observations: {len(self.data)}\n\n")
|
759 |
+
|
760 |
+
# Data Quality Summary
|
761 |
+
if 'data_quality' in self.results:
|
762 |
+
f.write("DATA QUALITY SUMMARY:\n")
|
763 |
+
f.write("-" * 40 + "\n")
|
764 |
+
quality = self.results['data_quality']
|
765 |
+
for indicator, metrics in quality.items():
|
766 |
+
if isinstance(metrics, dict):
|
767 |
+
f.write(f"{indicator}:\n")
|
768 |
+
for metric, value in metrics.items():
|
769 |
+
f.write(f" {metric}: {value}\n")
|
770 |
+
f.write("\n")
|
771 |
+
|
772 |
+
# Statistical Modeling Summary
|
773 |
+
if 'statistical_modeling' in self.results:
|
774 |
+
f.write("STATISTICAL MODELING SUMMARY:\n")
|
775 |
+
f.write("-" * 40 + "\n")
|
776 |
+
stat_results = self.results['statistical_modeling']
|
777 |
+
|
778 |
+
if 'regression' in stat_results:
|
779 |
+
f.write("Regression Analysis:\n")
|
780 |
+
for target, result in stat_results['regression'].items():
|
781 |
+
if isinstance(result, dict) and 'error' not in result:
|
782 |
+
f.write(f" {target}: ")
|
783 |
+
if 'performance' in result:
|
784 |
+
perf = result['performance']
|
785 |
+
f.write(f"R² = {perf.get('r2', 0):.3f}\n")
|
786 |
+
else:
|
787 |
+
f.write("Analysis completed\n")
|
788 |
+
f.write("\n")
|
789 |
+
|
790 |
+
# Forecasting Summary
|
791 |
+
if 'forecasting' in self.results:
|
792 |
+
f.write("FORECASTING SUMMARY:\n")
|
793 |
+
f.write("-" * 40 + "\n")
|
794 |
+
for indicator, result in self.results['forecasting'].items():
|
795 |
+
if isinstance(result, dict) and 'error' not in result:
|
796 |
+
f.write(f"{indicator}: ")
|
797 |
+
if 'backtest' in result:
|
798 |
+
backtest = result['backtest']
|
799 |
+
mape = backtest.get('mape', 0)
|
800 |
+
f.write(f"MAPE = {mape:.2f}%\n")
|
801 |
+
else:
|
802 |
+
f.write("Forecast generated\n")
|
803 |
+
f.write("\n")
|
804 |
+
|
805 |
+
# Insights Summary
|
806 |
+
if 'insights' in self.results:
|
807 |
+
f.write("KEY INSIGHTS:\n")
|
808 |
+
f.write("-" * 40 + "\n")
|
809 |
+
insights = self.results['insights']
|
810 |
+
|
811 |
+
if 'key_findings' in insights:
|
812 |
+
for finding in insights['key_findings']:
|
813 |
+
f.write(f"• {finding}\n")
|
814 |
+
f.write("\n")
|
815 |
+
|
816 |
+
f.write("=" * 80 + "\n")
|
817 |
+
f.write("END OF REPORT\n")
|
818 |
+
f.write("=" * 80 + "\n")
|
819 |
+
|
820 |
+
logger.info(f"Comprehensive report generated: {report_path}")
|
821 |
+
|
822 |
+
except Exception as e:
|
823 |
+
logger.error(f"Error generating comprehensive report: {e}")
|
824 |
|
825 |
def _generate_comprehensive_summary(self) -> str:
|
826 |
+
"""Generate a comprehensive summary of all analyses"""
|
827 |
+
try:
|
828 |
+
summary = []
|
829 |
+
summary.append("FRED ML - COMPREHENSIVE ANALYSIS SUMMARY")
|
830 |
+
summary.append("=" * 60)
|
831 |
+
summary.append(f"Analysis Date: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
|
832 |
+
summary.append(f"Data Period: {self.data.index.min().strftime('%Y-%m')} to {self.data.index.max().strftime('%Y-%m')}")
|
833 |
+
summary.append(f"Indicators Analyzed: {len(self.data.columns)}")
|
834 |
+
summary.append(f"Observations: {len(self.data)}")
|
835 |
+
summary.append("")
|
836 |
+
|
837 |
+
# Add key insights
|
838 |
+
if 'insights' in self.results:
|
839 |
+
insights = self.results['insights']
|
840 |
+
if 'key_findings' in insights:
|
841 |
+
summary.append("KEY FINDINGS:")
|
842 |
+
for finding in insights['key_findings'][:5]: # Limit to top 5
|
843 |
+
summary.append(f"• {finding}")
|
844 |
+
summary.append("")
|
845 |
+
|
846 |
+
return "\n".join(summary)
|
847 |
+
|
848 |
+
except Exception as e:
|
849 |
+
logger.error(f"Error generating summary: {e}")
|
850 |
+
return "Analysis completed with some errors"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
src/analysis/economic_forecasting.py
CHANGED
@@ -37,32 +37,30 @@ class EconomicForecaster:
|
|
37 |
self.backtest_results = {}
|
38 |
self.model_performance = {}
|
39 |
|
40 |
-
def prepare_data(self, target_series: str, frequency: str = 'Q') -> pd.Series:
|
41 |
"""
|
42 |
-
Prepare time series data for forecasting
|
43 |
-
|
44 |
Args:
|
45 |
target_series: Series name to forecast
|
46 |
frequency: Data frequency ('Q' for quarterly, 'M' for monthly)
|
47 |
-
|
48 |
Returns:
|
49 |
Prepared time series
|
50 |
"""
|
51 |
if target_series not in self.data.columns:
|
52 |
raise ValueError(f"Series {target_series} not found in data")
|
53 |
-
|
54 |
series = self.data[target_series].dropna()
|
55 |
-
|
|
|
|
|
56 |
# Resample to desired frequency
|
57 |
if frequency == 'Q':
|
58 |
series = series.resample('Q').mean()
|
59 |
elif frequency == 'M':
|
60 |
series = series.resample('M').mean()
|
61 |
-
|
62 |
-
|
63 |
-
if target_series in ['GDPC1', 'INDPRO', 'RSAFS']:
|
64 |
series = series.pct_change().dropna()
|
65 |
-
|
66 |
return series
|
67 |
|
68 |
def check_stationarity(self, series: pd.Series) -> Dict:
|
@@ -106,39 +104,103 @@ class EconomicForecaster:
|
|
106 |
|
107 |
def fit_arima_model(self, series: pd.Series, order: Tuple[int, int, int] = None) -> ARIMA:
|
108 |
"""
|
109 |
-
Fit ARIMA model to time series
|
110 |
|
111 |
Args:
|
112 |
-
series: Time series data
|
113 |
order: ARIMA order (p, d, q). If None, auto-detect
|
114 |
|
115 |
Returns:
|
116 |
Fitted ARIMA model
|
117 |
"""
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
118 |
if order is None:
|
119 |
-
# Auto-detect order using AIC minimization
|
120 |
best_aic = np.inf
|
121 |
best_order = (1, 1, 1)
|
122 |
|
123 |
-
|
124 |
-
|
125 |
-
|
126 |
-
|
127 |
-
|
128 |
-
|
129 |
-
|
130 |
-
|
131 |
-
|
132 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
133 |
continue
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
134 |
|
135 |
order = best_order
|
136 |
-
logger.info(f"Auto-detected ARIMA order: {order}")
|
137 |
-
|
138 |
-
|
139 |
-
|
|
|
|
|
140 |
|
141 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
142 |
|
143 |
def fit_ets_model(self, series: pd.Series, seasonal_periods: int = 4) -> ExponentialSmoothing:
|
144 |
"""
|
@@ -201,19 +263,54 @@ class EconomicForecaster:
|
|
201 |
else:
|
202 |
raise ValueError("model_type must be 'arima', 'ets', or 'auto'")
|
203 |
|
204 |
-
# Generate forecast
|
205 |
-
forecast = model.forecast(steps=forecast_periods)
|
206 |
-
|
207 |
-
# Calculate confidence intervals
|
208 |
if model_type == 'arima':
|
209 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
210 |
else:
|
211 |
-
# For ETS, use
|
212 |
-
|
213 |
-
|
214 |
-
|
215 |
-
|
216 |
-
|
|
|
|
|
217 |
|
218 |
return {
|
219 |
'model': model,
|
@@ -223,6 +320,65 @@ class EconomicForecaster:
|
|
223 |
'aic': model.aic if hasattr(model, 'aic') else None
|
224 |
}
|
225 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
226 |
def backtest_forecast(self, series: pd.Series, model_type: str = 'auto',
|
227 |
train_size: float = 0.8, test_periods: int = 8) -> Dict:
|
228 |
"""
|
@@ -271,7 +427,12 @@ class EconomicForecaster:
|
|
271 |
mae = mean_absolute_error(actual_values, predicted_values)
|
272 |
mse = mean_squared_error(actual_values, predicted_values)
|
273 |
rmse = np.sqrt(mse)
|
274 |
-
|
|
|
|
|
|
|
|
|
|
|
275 |
|
276 |
return {
|
277 |
'actual_values': actual_values,
|
@@ -301,19 +462,22 @@ class EconomicForecaster:
|
|
301 |
|
302 |
for indicator in indicators:
|
303 |
try:
|
304 |
-
# Prepare data
|
305 |
-
series = self.prepare_data(indicator)
|
|
|
|
|
|
|
306 |
|
307 |
-
# Check stationarity
|
308 |
-
stationarity = self.check_stationarity(
|
309 |
|
310 |
-
# Decompose
|
311 |
-
decomposition = self.decompose_series(
|
312 |
|
313 |
-
# Generate forecast
|
314 |
forecast_result = self.forecast_series(series)
|
315 |
|
316 |
-
# Perform backtest
|
317 |
backtest_result = self.backtest_forecast(series)
|
318 |
|
319 |
results[indicator] = {
|
@@ -321,7 +485,8 @@ class EconomicForecaster:
|
|
321 |
'decomposition': decomposition,
|
322 |
'forecast': forecast_result,
|
323 |
'backtest': backtest_result,
|
324 |
-
'
|
|
|
325 |
}
|
326 |
|
327 |
logger.info(f"Successfully forecasted {indicator}")
|
@@ -332,58 +497,27 @@ class EconomicForecaster:
|
|
332 |
|
333 |
return results
|
334 |
|
335 |
-
def generate_forecast_report(self,
|
336 |
"""
|
337 |
-
Generate
|
338 |
-
|
339 |
Args:
|
340 |
-
|
341 |
-
|
342 |
Returns:
|
343 |
-
|
344 |
"""
|
345 |
-
|
346 |
-
|
347 |
-
|
348 |
-
|
349 |
-
|
350 |
-
|
351 |
-
|
352 |
-
|
353 |
-
|
354 |
-
|
355 |
-
|
356 |
-
|
357 |
-
|
358 |
-
|
359 |
-
|
360 |
-
report += f" P-value: {stationarity['p_value']:.4f}\n"
|
361 |
-
report += f" Is Stationary: {stationarity['is_stationary']}\n\n"
|
362 |
-
|
363 |
-
# Model information
|
364 |
-
forecast = result['forecast']
|
365 |
-
report += f"Model: {forecast['model_type'].upper()}\n"
|
366 |
-
if forecast['aic']:
|
367 |
-
report += f"AIC: {forecast['aic']:.4f}\n"
|
368 |
-
report += f"Forecast Periods: {len(forecast['forecast'])}\n\n"
|
369 |
-
|
370 |
-
# Backtest results
|
371 |
-
backtest = result['backtest']
|
372 |
-
if 'error' not in backtest:
|
373 |
-
report += f"Backtest Performance:\n"
|
374 |
-
report += f" MAE: {backtest['mae']:.4f}\n"
|
375 |
-
report += f" RMSE: {backtest['rmse']:.4f}\n"
|
376 |
-
report += f" MAPE: {backtest['mape']:.2f}%\n"
|
377 |
-
report += f" Test Periods: {backtest['test_periods']}\n\n"
|
378 |
-
|
379 |
-
# Forecast values
|
380 |
-
report += f"Forecast Values:\n"
|
381 |
-
for i, value in enumerate(forecast['forecast']):
|
382 |
-
ci = forecast['confidence_intervals']
|
383 |
-
lower = ci.iloc[i]['lower'] if 'lower' in ci.columns else 'N/A'
|
384 |
-
upper = ci.iloc[i]['upper'] if 'upper' in ci.columns else 'N/A'
|
385 |
-
report += f" Period {i+1}: {value:.4f} [{lower:.4f}, {upper:.4f}]\n"
|
386 |
-
|
387 |
-
report += "\n" + "=" * 50 + "\n\n"
|
388 |
-
|
389 |
-
return report
|
|
|
37 |
self.backtest_results = {}
|
38 |
self.model_performance = {}
|
39 |
|
40 |
+
def prepare_data(self, target_series: str, frequency: str = 'Q', for_arima: bool = True) -> pd.Series:
|
41 |
"""
|
42 |
+
Prepare time series data for forecasting or analysis.
|
|
|
43 |
Args:
|
44 |
target_series: Series name to forecast
|
45 |
frequency: Data frequency ('Q' for quarterly, 'M' for monthly)
|
46 |
+
for_arima: If True, returns raw levels for ARIMA; if False, returns growth rate
|
47 |
Returns:
|
48 |
Prepared time series
|
49 |
"""
|
50 |
if target_series not in self.data.columns:
|
51 |
raise ValueError(f"Series {target_series} not found in data")
|
|
|
52 |
series = self.data[target_series].dropna()
|
53 |
+
# Ensure time-based index
|
54 |
+
if not isinstance(series.index, pd.DatetimeIndex):
|
55 |
+
raise ValueError("Index must be datetime type")
|
56 |
# Resample to desired frequency
|
57 |
if frequency == 'Q':
|
58 |
series = series.resample('Q').mean()
|
59 |
elif frequency == 'M':
|
60 |
series = series.resample('M').mean()
|
61 |
+
# Only use growth rates if for_arima is False
|
62 |
+
if not for_arima and target_series in ['GDPC1', 'INDPRO', 'RSAFS']:
|
|
|
63 |
series = series.pct_change().dropna()
|
|
|
64 |
return series
|
65 |
|
66 |
def check_stationarity(self, series: pd.Series) -> Dict:
|
|
|
104 |
|
105 |
def fit_arima_model(self, series: pd.Series, order: Tuple[int, int, int] = None) -> ARIMA:
|
106 |
"""
|
107 |
+
Fit ARIMA model to time series using raw levels (not growth rates)
|
108 |
|
109 |
Args:
|
110 |
+
series: Time series data (raw levels)
|
111 |
order: ARIMA order (p, d, q). If None, auto-detect
|
112 |
|
113 |
Returns:
|
114 |
Fitted ARIMA model
|
115 |
"""
|
116 |
+
# Ensure we're working with raw levels, not growth rates
|
117 |
+
if series.isna().any():
|
118 |
+
series = series.dropna()
|
119 |
+
|
120 |
+
# Ensure series has enough data points
|
121 |
+
if len(series) < 10:
|
122 |
+
raise ValueError("Series must have at least 10 data points for ARIMA fitting")
|
123 |
+
|
124 |
+
|
125 |
+
|
126 |
if order is None:
|
127 |
+
# Auto-detect order using AIC minimization with improved search
|
128 |
best_aic = np.inf
|
129 |
best_order = (1, 1, 1)
|
130 |
|
131 |
+
# Improved order search that avoids degenerate models
|
132 |
+
# Start with more reasonable orders to avoid ARIMA(0,0,0)
|
133 |
+
search_orders = [
|
134 |
+
(1, 1, 1), (2, 1, 1), (1, 1, 2), (2, 1, 2), # Common orders
|
135 |
+
(0, 1, 1), (1, 0, 1), (1, 1, 0), # Simple orders
|
136 |
+
(2, 0, 1), (1, 0, 2), (2, 1, 0), # Alternative orders
|
137 |
+
(3, 1, 1), (1, 1, 3), (2, 2, 1), (1, 2, 2), # Higher orders
|
138 |
+
]
|
139 |
+
|
140 |
+
for p, d, q in search_orders:
|
141 |
+
try:
|
142 |
+
model = ARIMA(series, order=(p, d, q))
|
143 |
+
fitted_model = model.fit()
|
144 |
+
|
145 |
+
# Check if model is degenerate (all parameters near zero)
|
146 |
+
params = fitted_model.params
|
147 |
+
if len(params) > 0:
|
148 |
+
# Skip models where all AR/MA parameters are very small
|
149 |
+
ar_params = params[1:p+1] if p > 0 else []
|
150 |
+
ma_params = params[p+1:p+1+q] if q > 0 else []
|
151 |
+
|
152 |
+
# Check if model is essentially a random walk or constant
|
153 |
+
if (p == 0 and d == 0 and q == 0) or \
|
154 |
+
(p == 0 and d == 1 and q == 0) or \
|
155 |
+
(len(ar_params) > 0 and all(abs(p) < 0.01 for p in ar_params)) or \
|
156 |
+
(len(ma_params) > 0 and all(abs(p) < 0.01 for p in ma_params)):
|
157 |
+
logger.debug(f"Skipping degenerate ARIMA({p},{d},{q})")
|
158 |
continue
|
159 |
+
|
160 |
+
if fitted_model.aic < best_aic:
|
161 |
+
best_aic = fitted_model.aic
|
162 |
+
best_order = (p, d, q)
|
163 |
+
logger.debug(f"New best ARIMA({p},{d},{q}) with AIC: {best_aic}")
|
164 |
+
|
165 |
+
except Exception as e:
|
166 |
+
logger.debug(f"ARIMA({p},{d},{q}) failed: {e}")
|
167 |
+
continue
|
168 |
|
169 |
order = best_order
|
170 |
+
logger.info(f"Auto-detected ARIMA order: {order} with AIC: {best_aic}")
|
171 |
+
|
172 |
+
# If we still have a degenerate model, force a reasonable order
|
173 |
+
if order == (0, 0, 0) or order == (0, 1, 0):
|
174 |
+
logger.warning("Detected degenerate ARIMA order, forcing to ARIMA(1,1,1)")
|
175 |
+
order = (1, 1, 1)
|
176 |
|
177 |
+
try:
|
178 |
+
model = ARIMA(series, order=order)
|
179 |
+
fitted_model = model.fit()
|
180 |
+
|
181 |
+
# Debug: Log model parameters
|
182 |
+
logger.info(f"ARIMA model fitted successfully with AIC: {fitted_model.aic}")
|
183 |
+
logger.info(f"ARIMA order: {order}")
|
184 |
+
logger.info(f"Model parameters: {fitted_model.params}")
|
185 |
+
|
186 |
+
return fitted_model
|
187 |
+
except Exception as e:
|
188 |
+
logger.warning(f"ARIMA fitting failed with order {order}: {e}")
|
189 |
+
# Try fallback orders
|
190 |
+
fallback_orders = [(1, 1, 1), (0, 1, 1), (1, 0, 1), (1, 1, 0)]
|
191 |
+
for fallback_order in fallback_orders:
|
192 |
+
try:
|
193 |
+
model = ARIMA(series, order=fallback_order)
|
194 |
+
fitted_model = model.fit()
|
195 |
+
logger.info(f"ARIMA fallback model fitted with order {fallback_order}")
|
196 |
+
return fitted_model
|
197 |
+
except Exception as fallback_e:
|
198 |
+
logger.debug(f"Fallback ARIMA{fallback_order} failed: {fallback_e}")
|
199 |
+
continue
|
200 |
+
|
201 |
+
# Last resort: simple moving average
|
202 |
+
logger.warning("All ARIMA models failed, using simple moving average")
|
203 |
+
raise ValueError("Unable to fit any ARIMA model to the data")
|
204 |
|
205 |
def fit_ets_model(self, series: pd.Series, seasonal_periods: int = 4) -> ExponentialSmoothing:
|
206 |
"""
|
|
|
263 |
else:
|
264 |
raise ValueError("model_type must be 'arima', 'ets', or 'auto'")
|
265 |
|
266 |
+
# Generate forecast using proper method for each model type
|
|
|
|
|
|
|
267 |
if model_type == 'arima':
|
268 |
+
# Use get_forecast() for ARIMA to get proper confidence intervals
|
269 |
+
forecast_result = model.get_forecast(steps=forecast_periods)
|
270 |
+
forecast = forecast_result.predicted_mean
|
271 |
+
|
272 |
+
|
273 |
+
|
274 |
+
try:
|
275 |
+
forecast_ci = forecast_result.conf_int()
|
276 |
+
# Check if confidence intervals are valid (not all NaN)
|
277 |
+
if forecast_ci.isna().all().all() or forecast_ci.empty:
|
278 |
+
# Improved fallback confidence intervals
|
279 |
+
forecast_ci = self._calculate_improved_confidence_intervals(forecast, series, model)
|
280 |
+
else:
|
281 |
+
# Ensure confidence intervals have proper column names
|
282 |
+
if len(forecast_ci.columns) >= 2:
|
283 |
+
forecast_ci.columns = ['lower', 'upper']
|
284 |
+
else:
|
285 |
+
# Improved fallback if column structure is unexpected
|
286 |
+
forecast_ci = self._calculate_improved_confidence_intervals(forecast, series, model)
|
287 |
+
|
288 |
+
# Debug: Log confidence intervals
|
289 |
+
logger.info(f"ARIMA confidence intervals: {forecast_ci.to_dict()}")
|
290 |
+
|
291 |
+
# Check if confidence intervals are too wide and provide warning
|
292 |
+
ci_widths = forecast_ci['upper'] - forecast_ci['lower']
|
293 |
+
mean_width = ci_widths.mean()
|
294 |
+
forecast_mean = forecast.mean()
|
295 |
+
relative_width = mean_width / abs(forecast_mean) if abs(forecast_mean) > 0 else 0
|
296 |
+
|
297 |
+
if relative_width > 0.5: # If confidence interval is more than 50% of forecast value
|
298 |
+
logger.warning(f"Confidence intervals are very wide (relative width: {relative_width:.2%})")
|
299 |
+
logger.info("This may indicate high uncertainty or model instability")
|
300 |
+
|
301 |
+
except Exception as e:
|
302 |
+
logger.warning(f"ARIMA confidence interval calculation failed: {e}")
|
303 |
+
# Improved fallback confidence intervals
|
304 |
+
forecast_ci = self._calculate_improved_confidence_intervals(forecast, series, model)
|
305 |
else:
|
306 |
+
# For ETS, use forecast() method
|
307 |
+
forecast = model.forecast(steps=forecast_periods)
|
308 |
+
# Use improved confidence intervals for ETS
|
309 |
+
forecast_ci = self._calculate_improved_confidence_intervals(forecast, series, model)
|
310 |
+
|
311 |
+
# Debug: Log final results
|
312 |
+
logger.info(f"Final forecast is flat: {len(set(forecast)) == 1}")
|
313 |
+
logger.info(f"Forecast type: {type(forecast)}")
|
314 |
|
315 |
return {
|
316 |
'model': model,
|
|
|
320 |
'aic': model.aic if hasattr(model, 'aic') else None
|
321 |
}
|
322 |
|
323 |
+
def _calculate_improved_confidence_intervals(self, forecast: pd.Series, series: pd.Series, model) -> pd.DataFrame:
|
324 |
+
"""
|
325 |
+
Calculate improved confidence intervals with better uncertainty quantification
|
326 |
+
|
327 |
+
Args:
|
328 |
+
forecast: Forecast values
|
329 |
+
series: Original time series
|
330 |
+
model: Fitted model
|
331 |
+
|
332 |
+
Returns:
|
333 |
+
DataFrame with improved confidence intervals
|
334 |
+
"""
|
335 |
+
try:
|
336 |
+
# Calculate forecast errors from model residuals if available
|
337 |
+
if hasattr(model, 'resid') and len(model.resid) > 0:
|
338 |
+
# Use model residuals for more accurate uncertainty
|
339 |
+
residuals = model.resid.dropna()
|
340 |
+
forecast_std = residuals.std()
|
341 |
+
|
342 |
+
# Adjust for forecast horizon (uncertainty increases with horizon)
|
343 |
+
horizon_factors = np.sqrt(np.arange(1, len(forecast) + 1))
|
344 |
+
confidence_intervals = []
|
345 |
+
|
346 |
+
for i, (fcast, factor) in enumerate(zip(forecast, horizon_factors)):
|
347 |
+
# Use 95% confidence interval (1.96 * std)
|
348 |
+
margin = 1.96 * forecast_std * factor
|
349 |
+
lower = fcast - margin
|
350 |
+
upper = fcast + margin
|
351 |
+
confidence_intervals.append({'lower': lower, 'upper': upper})
|
352 |
+
|
353 |
+
return pd.DataFrame(confidence_intervals, index=forecast.index)
|
354 |
+
|
355 |
+
else:
|
356 |
+
# Fallback to series-based uncertainty
|
357 |
+
series_std = series.std()
|
358 |
+
# Use a more conservative approach for economic data
|
359 |
+
# Economic forecasts typically have higher uncertainty
|
360 |
+
uncertainty_factor = 1.5 # Adjust based on data characteristics
|
361 |
+
|
362 |
+
confidence_intervals = []
|
363 |
+
for i, fcast in enumerate(forecast):
|
364 |
+
# Increase uncertainty with forecast horizon
|
365 |
+
horizon_factor = 1 + (i * 0.1) # 10% increase per period
|
366 |
+
margin = 1.96 * series_std * uncertainty_factor * horizon_factor
|
367 |
+
lower = fcast - margin
|
368 |
+
upper = fcast + margin
|
369 |
+
confidence_intervals.append({'lower': lower, 'upper': upper})
|
370 |
+
|
371 |
+
return pd.DataFrame(confidence_intervals, index=forecast.index)
|
372 |
+
|
373 |
+
except Exception as e:
|
374 |
+
logger.warning(f"Improved confidence interval calculation failed: {e}")
|
375 |
+
# Ultimate fallback
|
376 |
+
series_std = series.std()
|
377 |
+
return pd.DataFrame({
|
378 |
+
'lower': forecast - 1.96 * series_std,
|
379 |
+
'upper': forecast + 1.96 * series_std
|
380 |
+
}, index=forecast.index)
|
381 |
+
|
382 |
def backtest_forecast(self, series: pd.Series, model_type: str = 'auto',
|
383 |
train_size: float = 0.8, test_periods: int = 8) -> Dict:
|
384 |
"""
|
|
|
427 |
mae = mean_absolute_error(actual_values, predicted_values)
|
428 |
mse = mean_squared_error(actual_values, predicted_values)
|
429 |
rmse = np.sqrt(mse)
|
430 |
+
|
431 |
+
# Use safe MAPE calculation to avoid division by zero
|
432 |
+
actual_array = np.array(actual_values)
|
433 |
+
predicted_array = np.array(predicted_values)
|
434 |
+
denominator = np.maximum(np.abs(actual_array), 1e-8)
|
435 |
+
mape = np.mean(np.abs((actual_array - predicted_array) / denominator)) * 100
|
436 |
|
437 |
return {
|
438 |
'actual_values': actual_values,
|
|
|
462 |
|
463 |
for indicator in indicators:
|
464 |
try:
|
465 |
+
# Prepare raw data for forecasting (use raw levels, not growth rates)
|
466 |
+
series = self.prepare_data(indicator, for_arima=True)
|
467 |
+
|
468 |
+
# Prepare growth rates for analysis
|
469 |
+
growth_series = self.prepare_data(indicator, for_arima=False)
|
470 |
|
471 |
+
# Check stationarity on growth rates
|
472 |
+
stationarity = self.check_stationarity(growth_series)
|
473 |
|
474 |
+
# Decompose growth rates
|
475 |
+
decomposition = self.decompose_series(growth_series)
|
476 |
|
477 |
+
# Generate forecast using raw levels
|
478 |
forecast_result = self.forecast_series(series)
|
479 |
|
480 |
+
# Perform backtest on raw levels
|
481 |
backtest_result = self.backtest_forecast(series)
|
482 |
|
483 |
results[indicator] = {
|
|
|
485 |
'decomposition': decomposition,
|
486 |
'forecast': forecast_result,
|
487 |
'backtest': backtest_result,
|
488 |
+
'raw_series': series,
|
489 |
+
'growth_series': growth_series
|
490 |
}
|
491 |
|
492 |
logger.info(f"Successfully forecasted {indicator}")
|
|
|
497 |
|
498 |
return results
|
499 |
|
500 |
+
def generate_forecast_report(self, forecast_result, periods=None):
|
501 |
"""
|
502 |
+
Generate a markdown table for forecast results.
|
|
|
503 |
Args:
|
504 |
+
forecast_result: dict with keys 'forecast', 'confidence_intervals'
|
505 |
+
periods: list of period labels (optional)
|
506 |
Returns:
|
507 |
+
Markdown string
|
508 |
"""
|
509 |
+
forecast = forecast_result.get('forecast')
|
510 |
+
ci = forecast_result.get('confidence_intervals')
|
511 |
+
if forecast is None or ci is None:
|
512 |
+
return 'No forecast results available.'
|
513 |
+
if periods is None:
|
514 |
+
periods = [f"Period {i+1}" for i in range(len(forecast))]
|
515 |
+
lines = ["| Period | Forecast | 95% CI Lower | 95% CI Upper |", "| ------- | ------------- | ------------ | ------------ |"]
|
516 |
+
for i, (f, p) in enumerate(zip(forecast, periods)):
|
517 |
+
try:
|
518 |
+
lower = ci.iloc[i, 0] if hasattr(ci, 'iloc') else ci[i][0]
|
519 |
+
upper = ci.iloc[i, 1] if hasattr(ci, 'iloc') else ci[i][1]
|
520 |
+
except Exception:
|
521 |
+
lower = upper = 'N/A'
|
522 |
+
lines.append(f"| {p} | **{f:,.2f}** | {lower if isinstance(lower, str) else f'{lower:,.2f}'} | {upper if isinstance(upper, str) else f'{upper:,.2f}'} |")
|
523 |
+
return '\n'.join(lines)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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src/analysis/mathematical_fixes.py
ADDED
@@ -0,0 +1,468 @@
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|
1 |
+
"""
|
2 |
+
Mathematical Fixes Module
|
3 |
+
Addresses key mathematical issues in economic data analysis:
|
4 |
+
1. Unit normalization and scaling
|
5 |
+
2. Frequency alignment and resampling
|
6 |
+
3. Correct growth rate calculation
|
7 |
+
4. Stationarity enforcement
|
8 |
+
5. Forecast period scaling
|
9 |
+
6. Safe error metrics
|
10 |
+
"""
|
11 |
+
|
12 |
+
import numpy as np
|
13 |
+
import pandas as pd
|
14 |
+
from typing import Dict, List, Tuple, Optional
|
15 |
+
import logging
|
16 |
+
|
17 |
+
logger = logging.getLogger(__name__)
|
18 |
+
|
19 |
+
class MathematicalFixes:
|
20 |
+
"""
|
21 |
+
Comprehensive mathematical fixes for economic data analysis
|
22 |
+
"""
|
23 |
+
|
24 |
+
def __init__(self):
|
25 |
+
"""Initialize mathematical fixes"""
|
26 |
+
self.frequency_map = {
|
27 |
+
'D': 30, # Daily -> 30 periods per quarter
|
28 |
+
'M': 3, # Monthly -> 3 periods per quarter
|
29 |
+
'Q': 1 # Quarterly -> 1 period per quarter
|
30 |
+
}
|
31 |
+
|
32 |
+
# Unit normalization factors - CORRECTED based on actual FRED data
|
33 |
+
self.unit_factors = {
|
34 |
+
'GDPC1': 1, # FRED GDPC1 is already in correct units (billions)
|
35 |
+
'INDPRO': 1, # Index, no change
|
36 |
+
'RSAFS': 1e3, # FRED RSAFS is in millions, convert to billions
|
37 |
+
'CPIAUCSL': 1, # Index, no change (should be ~316, not 21.9)
|
38 |
+
'FEDFUNDS': 1, # Percent, no change
|
39 |
+
'DGS10': 1, # Percent, no change
|
40 |
+
'UNRATE': 1, # Percent, no change
|
41 |
+
'PAYEMS': 1e3, # Convert to thousands
|
42 |
+
'PCE': 1e9, # Convert to billions
|
43 |
+
'M2SL': 1e9, # Convert to billions
|
44 |
+
'TCU': 1, # Percent, no change
|
45 |
+
'DEXUSEU': 1 # Exchange rate, no change
|
46 |
+
}
|
47 |
+
|
48 |
+
def normalize_units(self, data: pd.DataFrame) -> pd.DataFrame:
|
49 |
+
"""
|
50 |
+
Normalize units across all economic indicators
|
51 |
+
|
52 |
+
Args:
|
53 |
+
data: DataFrame with economic indicators
|
54 |
+
|
55 |
+
Returns:
|
56 |
+
DataFrame with normalized units
|
57 |
+
"""
|
58 |
+
logger.info("Normalizing units across economic indicators")
|
59 |
+
|
60 |
+
normalized_data = data.copy()
|
61 |
+
|
62 |
+
for column in data.columns:
|
63 |
+
if column in self.unit_factors:
|
64 |
+
factor = self.unit_factors[column]
|
65 |
+
if factor != 1: # Only convert if factor is not 1
|
66 |
+
normalized_data[column] = data[column] * factor
|
67 |
+
logger.debug(f"Normalized {column} by factor {factor}")
|
68 |
+
else:
|
69 |
+
# Keep original values for factors of 1
|
70 |
+
normalized_data[column] = data[column]
|
71 |
+
logger.debug(f"Kept {column} as original value")
|
72 |
+
|
73 |
+
return normalized_data
|
74 |
+
|
75 |
+
def align_frequencies(self, data: pd.DataFrame, target_freq: str = 'Q') -> pd.DataFrame:
|
76 |
+
"""
|
77 |
+
Align all series to a common frequency
|
78 |
+
|
79 |
+
Args:
|
80 |
+
data: DataFrame with economic indicators
|
81 |
+
target_freq: Target frequency ('D', 'M', 'Q')
|
82 |
+
|
83 |
+
Returns:
|
84 |
+
DataFrame with aligned frequencies
|
85 |
+
"""
|
86 |
+
logger.info(f"Aligning frequencies to {target_freq}")
|
87 |
+
|
88 |
+
aligned_data = pd.DataFrame()
|
89 |
+
|
90 |
+
for column in data.columns:
|
91 |
+
series = data[column].dropna()
|
92 |
+
|
93 |
+
if not series.empty:
|
94 |
+
# Resample to target frequency
|
95 |
+
if target_freq == 'Q':
|
96 |
+
# For quarterly, use mean for most series, last value for rates
|
97 |
+
if column in ['FEDFUNDS', 'DGS10', 'UNRATE', 'TCU']:
|
98 |
+
resampled = series.resample('QE').last()
|
99 |
+
else:
|
100 |
+
resampled = series.resample('QE').mean()
|
101 |
+
elif target_freq == 'M':
|
102 |
+
# For monthly, use mean for most series, last value for rates
|
103 |
+
if column in ['FEDFUNDS', 'DGS10', 'UNRATE', 'TCU']:
|
104 |
+
resampled = series.resample('ME').last()
|
105 |
+
else:
|
106 |
+
resampled = series.resample('ME').mean()
|
107 |
+
else:
|
108 |
+
# For daily, forward fill
|
109 |
+
resampled = series.resample('D').ffill()
|
110 |
+
|
111 |
+
aligned_data[column] = resampled
|
112 |
+
|
113 |
+
return aligned_data
|
114 |
+
|
115 |
+
def calculate_growth_rates(self, data: pd.DataFrame, method: str = 'pct_change') -> pd.DataFrame:
|
116 |
+
"""
|
117 |
+
Calculate growth rates with proper handling
|
118 |
+
|
119 |
+
Args:
|
120 |
+
data: DataFrame with economic indicators
|
121 |
+
method: Method for growth calculation ('pct_change', 'log_diff')
|
122 |
+
|
123 |
+
Returns:
|
124 |
+
DataFrame with growth rates
|
125 |
+
"""
|
126 |
+
logger.info(f"Calculating growth rates using {method} method")
|
127 |
+
|
128 |
+
growth_data = pd.DataFrame()
|
129 |
+
|
130 |
+
for column in data.columns:
|
131 |
+
series = data[column].dropna()
|
132 |
+
|
133 |
+
if len(series) > 1:
|
134 |
+
if method == 'pct_change':
|
135 |
+
# Calculate percent change
|
136 |
+
growth = series.pct_change() * 100
|
137 |
+
elif method == 'log_diff':
|
138 |
+
# Calculate log difference
|
139 |
+
growth = np.log(series / series.shift(1)) * 100
|
140 |
+
else:
|
141 |
+
# Default to percent change
|
142 |
+
growth = series.pct_change() * 100
|
143 |
+
|
144 |
+
growth_data[column] = growth
|
145 |
+
|
146 |
+
return growth_data
|
147 |
+
|
148 |
+
def enforce_stationarity(self, data: pd.DataFrame, max_diffs: int = 2) -> Tuple[pd.DataFrame, Dict]:
|
149 |
+
"""
|
150 |
+
Enforce stationarity through differencing
|
151 |
+
|
152 |
+
Args:
|
153 |
+
data: DataFrame with economic indicators
|
154 |
+
max_diffs: Maximum number of differences to apply
|
155 |
+
|
156 |
+
Returns:
|
157 |
+
Tuple of (stationary_data, differencing_info)
|
158 |
+
"""
|
159 |
+
logger.info("Enforcing stationarity through differencing")
|
160 |
+
|
161 |
+
stationary_data = pd.DataFrame()
|
162 |
+
differencing_info = {}
|
163 |
+
|
164 |
+
for column in data.columns:
|
165 |
+
series = data[column].dropna()
|
166 |
+
|
167 |
+
if len(series) > 1:
|
168 |
+
# Apply differencing until stationary
|
169 |
+
diff_count = 0
|
170 |
+
current_series = series
|
171 |
+
|
172 |
+
while diff_count < max_diffs:
|
173 |
+
# Simple stationarity check (can be enhanced with ADF test)
|
174 |
+
if self._is_stationary(current_series):
|
175 |
+
break
|
176 |
+
|
177 |
+
current_series = current_series.diff().dropna()
|
178 |
+
diff_count += 1
|
179 |
+
|
180 |
+
stationary_data[column] = current_series
|
181 |
+
differencing_info[column] = {
|
182 |
+
'diffs_applied': diff_count,
|
183 |
+
'is_stationary': self._is_stationary(current_series)
|
184 |
+
}
|
185 |
+
|
186 |
+
return stationary_data, differencing_info
|
187 |
+
|
188 |
+
def _is_stationary(self, series: pd.Series, threshold: float = 0.05) -> bool:
|
189 |
+
"""
|
190 |
+
Simple stationarity check based on variance
|
191 |
+
|
192 |
+
Args:
|
193 |
+
series: Time series to check
|
194 |
+
threshold: Variance threshold for stationarity
|
195 |
+
|
196 |
+
Returns:
|
197 |
+
True if series appears stationary
|
198 |
+
"""
|
199 |
+
if len(series) < 10:
|
200 |
+
return True
|
201 |
+
|
202 |
+
# Split series into halves and compare variance
|
203 |
+
mid = len(series) // 2
|
204 |
+
first_half = series[:mid]
|
205 |
+
second_half = series[mid:]
|
206 |
+
|
207 |
+
var_ratio = second_half.var() / first_half.var()
|
208 |
+
|
209 |
+
# If variance ratio is close to 1, series is likely stationary
|
210 |
+
return 0.5 <= var_ratio <= 2.0
|
211 |
+
|
212 |
+
def scale_forecast_periods(self, forecast_periods: int, indicator: str, data: pd.DataFrame) -> int:
|
213 |
+
"""
|
214 |
+
Scale forecast periods based on indicator frequency
|
215 |
+
|
216 |
+
Args:
|
217 |
+
forecast_periods: Base forecast periods
|
218 |
+
indicator: Economic indicator name
|
219 |
+
data: DataFrame with economic data
|
220 |
+
|
221 |
+
Returns:
|
222 |
+
Scaled forecast periods
|
223 |
+
"""
|
224 |
+
if indicator not in data.columns:
|
225 |
+
return forecast_periods
|
226 |
+
|
227 |
+
series = data[indicator].dropna()
|
228 |
+
if len(series) < 2:
|
229 |
+
return forecast_periods
|
230 |
+
|
231 |
+
# Determine frequency from data
|
232 |
+
freq = self._infer_frequency(series)
|
233 |
+
|
234 |
+
# Scale forecast periods
|
235 |
+
if freq == 'D':
|
236 |
+
return forecast_periods * 30 # 30 days per quarter
|
237 |
+
elif freq == 'M':
|
238 |
+
return forecast_periods * 3 # 3 months per quarter
|
239 |
+
else:
|
240 |
+
return forecast_periods # Already quarterly
|
241 |
+
|
242 |
+
def _infer_frequency(self, series: pd.Series) -> str:
|
243 |
+
"""
|
244 |
+
Infer frequency from time series
|
245 |
+
|
246 |
+
Args:
|
247 |
+
series: Time series
|
248 |
+
|
249 |
+
Returns:
|
250 |
+
Frequency string ('D', 'M', 'Q')
|
251 |
+
"""
|
252 |
+
if len(series) < 2:
|
253 |
+
return 'Q'
|
254 |
+
|
255 |
+
# Calculate average time difference
|
256 |
+
time_diff = series.index.to_series().diff().dropna()
|
257 |
+
avg_diff = time_diff.mean()
|
258 |
+
|
259 |
+
if avg_diff.days <= 1:
|
260 |
+
return 'D'
|
261 |
+
elif avg_diff.days <= 35:
|
262 |
+
return 'M'
|
263 |
+
else:
|
264 |
+
return 'Q'
|
265 |
+
|
266 |
+
def safe_mape(self, actual: np.ndarray, forecast: np.ndarray) -> float:
|
267 |
+
"""
|
268 |
+
Calculate safe MAPE with protection against division by zero
|
269 |
+
|
270 |
+
Args:
|
271 |
+
actual: Actual values
|
272 |
+
forecast: Forecasted values
|
273 |
+
|
274 |
+
Returns:
|
275 |
+
MAPE value
|
276 |
+
"""
|
277 |
+
actual = np.array(actual)
|
278 |
+
forecast = np.array(forecast)
|
279 |
+
|
280 |
+
# Avoid division by zero
|
281 |
+
denominator = np.maximum(np.abs(actual), 1e-8)
|
282 |
+
mape = np.mean(np.abs((actual - forecast) / denominator)) * 100
|
283 |
+
|
284 |
+
return mape
|
285 |
+
|
286 |
+
def safe_mae(self, actual: np.ndarray, forecast: np.ndarray) -> float:
|
287 |
+
"""
|
288 |
+
Calculate MAE (Mean Absolute Error)
|
289 |
+
|
290 |
+
Args:
|
291 |
+
actual: Actual values
|
292 |
+
forecast: Forecasted values
|
293 |
+
|
294 |
+
Returns:
|
295 |
+
MAE value
|
296 |
+
"""
|
297 |
+
actual = np.array(actual)
|
298 |
+
forecast = np.array(forecast)
|
299 |
+
|
300 |
+
return np.mean(np.abs(actual - forecast))
|
301 |
+
|
302 |
+
def safe_rmse(self, actual: np.ndarray, forecast: np.ndarray) -> float:
|
303 |
+
"""Calculate RMSE safely handling edge cases"""
|
304 |
+
if len(actual) == 0 or len(forecast) == 0:
|
305 |
+
return np.inf
|
306 |
+
|
307 |
+
# Ensure same length
|
308 |
+
min_len = min(len(actual), len(forecast))
|
309 |
+
if min_len == 0:
|
310 |
+
return np.inf
|
311 |
+
|
312 |
+
actual_trimmed = actual[:min_len]
|
313 |
+
forecast_trimmed = forecast[:min_len]
|
314 |
+
|
315 |
+
# Remove any infinite or NaN values
|
316 |
+
mask = np.isfinite(actual_trimmed) & np.isfinite(forecast_trimmed)
|
317 |
+
if not np.any(mask):
|
318 |
+
return np.inf
|
319 |
+
|
320 |
+
actual_clean = actual_trimmed[mask]
|
321 |
+
forecast_clean = forecast_trimmed[mask]
|
322 |
+
|
323 |
+
if len(actual_clean) == 0:
|
324 |
+
return np.inf
|
325 |
+
|
326 |
+
return np.sqrt(np.mean((actual_clean - forecast_clean) ** 2))
|
327 |
+
|
328 |
+
def validate_scaling(self, series: pd.Series,
|
329 |
+
unit_hint: str,
|
330 |
+
expected_min: float,
|
331 |
+
expected_max: float):
|
332 |
+
"""
|
333 |
+
Checks if values fall within expected magnitude range.
|
334 |
+
Args:
|
335 |
+
series: pandas Series of numeric data.
|
336 |
+
unit_hint: description, e.g., "Real GDP".
|
337 |
+
expected_min / expected_max: plausible lower/upper bounds (same units).
|
338 |
+
Raises:
|
339 |
+
ValueError if data outside range for >5% of values.
|
340 |
+
"""
|
341 |
+
vals = series.dropna()
|
342 |
+
mask = (vals < expected_min) | (vals > expected_max)
|
343 |
+
if mask.mean() > 0.05:
|
344 |
+
raise ValueError(f"{unit_hint}: {mask.mean():.1%} of data "
|
345 |
+
f"outside [{expected_min}, {expected_max}]. "
|
346 |
+
"Check for scaling/unit issues.")
|
347 |
+
print(f"{unit_hint}: data within expected range.")
|
348 |
+
|
349 |
+
def apply_comprehensive_fixes(self, data: pd.DataFrame,
|
350 |
+
target_freq: str = 'Q',
|
351 |
+
growth_method: str = 'pct_change',
|
352 |
+
normalize_units: bool = True,
|
353 |
+
preserve_absolute_values: bool = False) -> Tuple[pd.DataFrame, Dict]:
|
354 |
+
"""
|
355 |
+
Apply comprehensive mathematical fixes to economic data
|
356 |
+
|
357 |
+
Args:
|
358 |
+
data: DataFrame with economic indicators
|
359 |
+
target_freq: Target frequency ('D', 'M', 'Q')
|
360 |
+
growth_method: Method for growth calculation ('pct_change', 'log_diff')
|
361 |
+
normalize_units: Whether to normalize units
|
362 |
+
preserve_absolute_values: Whether to preserve absolute values for display
|
363 |
+
|
364 |
+
Returns:
|
365 |
+
Tuple of (processed_data, fix_info)
|
366 |
+
"""
|
367 |
+
logger.info("Applying comprehensive mathematical fixes")
|
368 |
+
|
369 |
+
fix_info = {
|
370 |
+
'original_shape': data.shape,
|
371 |
+
'frequency_alignment': {},
|
372 |
+
'unit_normalization': {},
|
373 |
+
'growth_calculation': {},
|
374 |
+
'stationarity_enforcement': {},
|
375 |
+
'validation_results': {}
|
376 |
+
}
|
377 |
+
|
378 |
+
processed_data = data.copy()
|
379 |
+
|
380 |
+
# Step 1: Align frequencies
|
381 |
+
if target_freq != 'auto':
|
382 |
+
processed_data = self.align_frequencies(processed_data, target_freq)
|
383 |
+
fix_info['frequency_alignment'] = {
|
384 |
+
'target_frequency': target_freq,
|
385 |
+
'final_shape': processed_data.shape
|
386 |
+
}
|
387 |
+
|
388 |
+
# Step 2: Normalize units
|
389 |
+
if normalize_units:
|
390 |
+
processed_data = self.normalize_units(processed_data)
|
391 |
+
fix_info['unit_normalization'] = {
|
392 |
+
'normalized_indicators': list(processed_data.columns)
|
393 |
+
}
|
394 |
+
|
395 |
+
# Step 3: Calculate growth rates if requested
|
396 |
+
if growth_method in ['pct_change', 'log_diff']:
|
397 |
+
growth_data = self.calculate_growth_rates(processed_data, growth_method)
|
398 |
+
fix_info['growth_calculation'] = {
|
399 |
+
'method': growth_method,
|
400 |
+
'growth_indicators': list(growth_data.columns)
|
401 |
+
}
|
402 |
+
# For now, keep both absolute and growth data
|
403 |
+
if not preserve_absolute_values:
|
404 |
+
processed_data = growth_data
|
405 |
+
|
406 |
+
# Step 4: Enforce stationarity
|
407 |
+
stationary_data, differencing_info = self.enforce_stationarity(processed_data)
|
408 |
+
fix_info['stationarity_enforcement'] = differencing_info
|
409 |
+
|
410 |
+
# Step 5: Validate processed data
|
411 |
+
validation_results = self._validate_processed_data(processed_data)
|
412 |
+
fix_info['validation_results'] = validation_results
|
413 |
+
|
414 |
+
logger.info(f"Comprehensive fixes applied. Final shape: {processed_data.shape}")
|
415 |
+
return processed_data, fix_info
|
416 |
+
|
417 |
+
def _validate_processed_data(self, data: pd.DataFrame) -> Dict:
|
418 |
+
"""
|
419 |
+
Validate processed data for scaling and quality issues
|
420 |
+
|
421 |
+
Args:
|
422 |
+
data: Processed DataFrame
|
423 |
+
|
424 |
+
Returns:
|
425 |
+
Dictionary with validation results
|
426 |
+
"""
|
427 |
+
validation_results = {
|
428 |
+
'scaling_issues': [],
|
429 |
+
'quality_warnings': [],
|
430 |
+
'validation_score': 100.0
|
431 |
+
}
|
432 |
+
|
433 |
+
for column in data.columns:
|
434 |
+
series = data[column].dropna()
|
435 |
+
|
436 |
+
if len(series) == 0:
|
437 |
+
validation_results['quality_warnings'].append(f"{column}: No data available")
|
438 |
+
continue
|
439 |
+
|
440 |
+
# Check for extreme values that might indicate scaling issues
|
441 |
+
mean_val = series.mean()
|
442 |
+
std_val = series.std()
|
443 |
+
|
444 |
+
# Check for values that are too large or too small
|
445 |
+
if abs(mean_val) > 1e6:
|
446 |
+
validation_results['scaling_issues'].append(
|
447 |
+
f"{column}: Mean value {mean_val:.2e} is extremely large - possible scaling issue"
|
448 |
+
)
|
449 |
+
|
450 |
+
if std_val > 1e5:
|
451 |
+
validation_results['scaling_issues'].append(
|
452 |
+
f"{column}: Standard deviation {std_val:.2e} is extremely large - possible scaling issue"
|
453 |
+
)
|
454 |
+
|
455 |
+
# Check for values that are too close to zero (might indicate unit conversion issues)
|
456 |
+
if abs(mean_val) < 1e-6 and std_val < 1e-6:
|
457 |
+
validation_results['scaling_issues'].append(
|
458 |
+
f"{column}: Values are extremely small - possible unit conversion issue"
|
459 |
+
)
|
460 |
+
|
461 |
+
# Calculate validation score
|
462 |
+
total_checks = len(data.columns)
|
463 |
+
failed_checks = len(validation_results['scaling_issues']) + len(validation_results['quality_warnings'])
|
464 |
+
|
465 |
+
if total_checks > 0:
|
466 |
+
validation_results['validation_score'] = max(0, 100 - (failed_checks / total_checks) * 100)
|
467 |
+
|
468 |
+
return validation_results
|
src/analysis/statistical_modeling.py
CHANGED
@@ -98,67 +98,70 @@ class StatisticalModeling:
|
|
98 |
Returns:
|
99 |
Dictionary with model results and diagnostics
|
100 |
"""
|
101 |
-
|
102 |
-
|
103 |
-
|
104 |
-
if include_interactions:
|
105 |
-
# Add interaction terms
|
106 |
-
interaction_features = []
|
107 |
-
feature_cols = features_df.columns.tolist()
|
108 |
|
109 |
-
|
110 |
-
|
111 |
-
|
112 |
-
|
113 |
-
|
114 |
-
|
115 |
-
|
116 |
-
|
117 |
-
|
118 |
-
|
119 |
-
|
120 |
-
|
121 |
-
|
122 |
-
|
123 |
-
|
124 |
-
|
125 |
-
|
126 |
-
|
127 |
-
|
128 |
-
|
129 |
-
|
130 |
-
|
131 |
-
|
132 |
-
|
133 |
-
|
134 |
-
|
135 |
-
|
136 |
-
|
137 |
-
|
138 |
-
|
139 |
-
|
140 |
-
|
141 |
-
|
142 |
-
|
143 |
-
|
144 |
-
|
145 |
-
|
146 |
-
|
147 |
-
|
148 |
-
|
149 |
-
|
150 |
-
|
151 |
-
|
152 |
-
|
153 |
-
|
154 |
-
|
155 |
-
'
|
156 |
-
'
|
157 |
-
'
|
158 |
-
'
|
159 |
-
|
160 |
-
|
161 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
162 |
|
163 |
def perform_regression_diagnostics(self, features: pd.DataFrame, target: pd.Series,
|
164 |
predictions: np.ndarray, residuals: pd.Series) -> Dict:
|
@@ -178,88 +181,93 @@ class StatisticalModeling:
|
|
178 |
|
179 |
# 1. Normality test (Shapiro-Wilk)
|
180 |
try:
|
181 |
-
|
182 |
diagnostics['normality'] = {
|
183 |
-
'
|
184 |
-
'
|
185 |
-
'
|
|
|
186 |
}
|
187 |
-
except:
|
188 |
-
diagnostics['normality'] = {'error':
|
189 |
|
190 |
# 2. Homoscedasticity test (Breusch-Pagan)
|
191 |
try:
|
192 |
bp_stat, bp_p, bp_f, bp_f_p = het_breuschpagan(residuals, features)
|
193 |
diagnostics['homoscedasticity'] = {
|
|
|
194 |
'statistic': bp_stat,
|
195 |
'p_value': bp_p,
|
196 |
-
'
|
197 |
-
'f_p_value': bp_f_p,
|
198 |
-
'is_homoscedastic': bp_p > 0.05
|
199 |
}
|
200 |
-
except:
|
201 |
-
diagnostics['homoscedasticity'] = {'error':
|
202 |
|
203 |
# 3. Autocorrelation test (Durbin-Watson)
|
204 |
try:
|
205 |
dw_stat = durbin_watson(residuals)
|
206 |
diagnostics['autocorrelation'] = {
|
|
|
207 |
'statistic': dw_stat,
|
208 |
'interpretation': self._interpret_durbin_watson(dw_stat)
|
209 |
}
|
210 |
-
except:
|
211 |
-
diagnostics['autocorrelation'] = {'error':
|
212 |
|
213 |
-
# 4. Multicollinearity
|
214 |
try:
|
215 |
-
|
216 |
-
for i
|
217 |
vif = variance_inflation_factor(features.values, i)
|
218 |
-
|
219 |
-
|
|
|
|
|
220 |
diagnostics['multicollinearity'] = {
|
221 |
-
'
|
222 |
-
'
|
223 |
-
'
|
224 |
-
}
|
225 |
-
except:
|
226 |
-
diagnostics['multicollinearity'] = {'error': 'Test failed'}
|
227 |
-
|
228 |
-
# 5. Stationarity tests
|
229 |
-
try:
|
230 |
-
# ADF test
|
231 |
-
adf_result = adfuller(target)
|
232 |
-
diagnostics['stationarity_adf'] = {
|
233 |
-
'statistic': adf_result[0],
|
234 |
-
'p_value': adf_result[1],
|
235 |
-
'is_stationary': adf_result[1] < 0.05
|
236 |
-
}
|
237 |
-
|
238 |
-
# KPSS test
|
239 |
-
kpss_result = kpss(target, regression='c')
|
240 |
-
diagnostics['stationarity_kpss'] = {
|
241 |
-
'statistic': kpss_result[0],
|
242 |
-
'p_value': kpss_result[1],
|
243 |
-
'is_stationary': kpss_result[1] > 0.05
|
244 |
}
|
245 |
-
except:
|
246 |
-
diagnostics['
|
247 |
|
248 |
return diagnostics
|
249 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
250 |
def _interpret_durbin_watson(self, dw_stat: float) -> str:
|
251 |
-
"""Interpret Durbin-Watson
|
252 |
if dw_stat < 1.5:
|
253 |
-
return "Positive autocorrelation"
|
254 |
elif dw_stat > 2.5:
|
255 |
-
return "Negative autocorrelation"
|
256 |
else:
|
257 |
return "No significant autocorrelation"
|
258 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
259 |
def analyze_correlations(self, indicators: List[str] = None,
|
260 |
method: str = 'pearson') -> Dict:
|
261 |
"""
|
262 |
-
|
263 |
|
264 |
Args:
|
265 |
indicators: List of indicators to analyze. If None, use all numeric columns
|
@@ -271,93 +279,107 @@ class StatisticalModeling:
|
|
271 |
if indicators is None:
|
272 |
indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
273 |
|
274 |
-
# Calculate
|
275 |
-
|
276 |
-
|
277 |
-
# Correlation matrix
|
278 |
-
corr_matrix = growth_data.corr(method=method)
|
279 |
|
280 |
-
#
|
281 |
-
|
282 |
-
for i in range(len(
|
283 |
-
for j in range(i+1, len(
|
284 |
-
var1 = corr_matrix.columns[i]
|
285 |
-
var2 = corr_matrix.columns[j]
|
286 |
corr_value = corr_matrix.iloc[i, j]
|
287 |
-
|
288 |
-
|
289 |
-
|
290 |
-
|
291 |
-
|
292 |
-
|
293 |
-
|
294 |
-
|
295 |
-
|
296 |
-
'variable2': var2,
|
297 |
-
'correlation': corr_value,
|
298 |
-
'p_value': p_value,
|
299 |
-
'strength': self._interpret_correlation_strength(abs(corr_value))
|
300 |
-
})
|
301 |
-
|
302 |
-
# Sort by absolute correlation
|
303 |
-
significant_correlations.sort(key=lambda x: abs(x['correlation']), reverse=True)
|
304 |
-
|
305 |
-
# Principal Component Analysis
|
306 |
-
try:
|
307 |
-
pca = self._perform_pca_analysis(growth_data)
|
308 |
-
except Exception as e:
|
309 |
-
logger.warning(f"PCA analysis failed: {e}")
|
310 |
-
pca = {'error': str(e)}
|
311 |
|
312 |
return {
|
313 |
'correlation_matrix': corr_matrix,
|
314 |
-
'
|
315 |
'method': method,
|
316 |
-
'
|
317 |
}
|
318 |
|
319 |
def _interpret_correlation_strength(self, corr_value: float) -> str:
|
320 |
"""Interpret correlation strength"""
|
321 |
-
|
322 |
-
|
323 |
-
|
|
|
324 |
return "Strong"
|
325 |
-
elif
|
326 |
return "Moderate"
|
327 |
-
elif
|
328 |
return "Weak"
|
329 |
else:
|
330 |
-
return "Very
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
331 |
|
332 |
def _perform_pca_analysis(self, data: pd.DataFrame) -> Dict:
|
333 |
-
"""
|
334 |
-
|
335 |
|
336 |
-
|
337 |
-
|
338 |
-
|
|
|
|
|
|
|
|
|
339 |
|
340 |
-
# Perform PCA
|
341 |
pca = PCA()
|
342 |
-
|
343 |
|
344 |
# Explained variance
|
345 |
explained_variance = pca.explained_variance_ratio_
|
346 |
cumulative_variance = np.cumsum(explained_variance)
|
347 |
|
348 |
-
# Component loadings
|
349 |
-
loadings = pd.DataFrame(
|
350 |
-
pca.components_.T,
|
351 |
-
columns=[f'PC{i+1}' for i in range(pca.n_components_)],
|
352 |
-
index=data.columns
|
353 |
-
)
|
354 |
-
|
355 |
return {
|
|
|
356 |
'explained_variance': explained_variance,
|
357 |
'cumulative_variance': cumulative_variance,
|
358 |
-
'
|
359 |
-
'n_components': pca.n_components_,
|
360 |
-
'components_to_explain_80_percent': np.argmax(cumulative_variance >= 0.8) + 1
|
361 |
}
|
362 |
|
363 |
def perform_granger_causality(self, target: str, predictor: str,
|
@@ -366,8 +388,8 @@ class StatisticalModeling:
|
|
366 |
Perform Granger causality test
|
367 |
|
368 |
Args:
|
369 |
-
target: Target variable
|
370 |
-
predictor: Predictor variable
|
371 |
max_lags: Maximum number of lags to test
|
372 |
|
373 |
Returns:
|
@@ -377,37 +399,33 @@ class StatisticalModeling:
|
|
377 |
from statsmodels.tsa.stattools import grangercausalitytests
|
378 |
|
379 |
# Prepare data
|
380 |
-
|
381 |
|
382 |
-
|
383 |
-
|
384 |
-
|
|
|
|
|
385 |
|
386 |
# Extract results
|
387 |
results = {}
|
388 |
for lag in range(1, max_lags + 1):
|
389 |
if lag in gc_result:
|
390 |
-
|
391 |
-
results[lag] = {
|
392 |
-
'f_statistic':
|
393 |
-
'p_value':
|
394 |
-
'
|
395 |
}
|
396 |
|
397 |
-
# Overall result (use minimum p-value)
|
398 |
-
min_p_value = min([result['p_value'] for result in results.values()])
|
399 |
-
overall_significant = min_p_value < 0.05
|
400 |
-
|
401 |
return {
|
402 |
-
'
|
403 |
-
'
|
404 |
-
'
|
405 |
-
'
|
406 |
}
|
407 |
-
|
408 |
except Exception as e:
|
409 |
-
|
410 |
-
return {'error': str(e)}
|
411 |
|
412 |
def generate_statistical_report(self, regression_results: Dict = None,
|
413 |
correlation_results: Dict = None,
|
@@ -423,84 +441,43 @@ class StatisticalModeling:
|
|
423 |
Returns:
|
424 |
Formatted report string
|
425 |
"""
|
426 |
-
report =
|
427 |
-
report
|
428 |
-
|
429 |
-
|
430 |
-
|
431 |
-
report
|
432 |
-
|
433 |
-
|
434 |
-
|
435 |
-
report
|
436 |
-
report += f" R²: {performance['r2']:.4f}\n"
|
437 |
-
report += f" RMSE: {performance['rmse']:.4f}\n"
|
438 |
-
report += f" MAE: {performance['mae']:.4f}\n\n"
|
439 |
|
440 |
# Top coefficients
|
441 |
-
|
442 |
-
report
|
443 |
-
for
|
444 |
-
report
|
445 |
-
report
|
446 |
-
|
447 |
-
# Diagnostics
|
448 |
-
diagnostics = regression_results['diagnostics']
|
449 |
-
report += f"Model Diagnostics:\n"
|
450 |
-
|
451 |
-
if 'normality' in diagnostics and 'error' not in diagnostics['normality']:
|
452 |
-
norm = diagnostics['normality']
|
453 |
-
report += f" Normality (Shapiro-Wilk): p={norm['p_value']:.4f} "
|
454 |
-
report += f"({'Normal' if norm['is_normal'] else 'Not Normal'})\n"
|
455 |
-
|
456 |
-
if 'homoscedasticity' in diagnostics and 'error' not in diagnostics['homoscedasticity']:
|
457 |
-
hom = diagnostics['homoscedasticity']
|
458 |
-
report += f" Homoscedasticity (Breusch-Pagan): p={hom['p_value']:.4f} "
|
459 |
-
report += f"({'Homoscedastic' if hom['is_homoscedastic'] else 'Heteroscedastic'})\n"
|
460 |
-
|
461 |
-
if 'autocorrelation' in diagnostics and 'error' not in diagnostics['autocorrelation']:
|
462 |
-
autocorr = diagnostics['autocorrelation']
|
463 |
-
report += f" Autocorrelation (Durbin-Watson): {autocorr['statistic']:.4f} "
|
464 |
-
report += f"({autocorr['interpretation']})\n"
|
465 |
-
|
466 |
-
if 'multicollinearity' in diagnostics and 'error' not in diagnostics['multicollinearity']:
|
467 |
-
mult = diagnostics['multicollinearity']
|
468 |
-
report += f" Multicollinearity (VIF): Mean VIF = {mult['mean_vif']:.2f}\n"
|
469 |
-
if mult['high_vif_variables']:
|
470 |
-
report += f" High VIF variables: {', '.join(mult['high_vif_variables'])}\n"
|
471 |
-
|
472 |
-
report += "\n"
|
473 |
|
|
|
474 |
if correlation_results:
|
475 |
-
report
|
476 |
-
|
477 |
-
|
478 |
-
|
479 |
-
|
480 |
-
|
481 |
-
|
482 |
-
|
483 |
-
|
484 |
-
|
485 |
-
|
486 |
-
|
487 |
-
|
488 |
-
|
489 |
-
report
|
490 |
-
|
491 |
-
report
|
492 |
-
|
493 |
-
|
494 |
-
|
495 |
-
if causality_results:
|
496 |
-
report += "GRANGER CAUSALITY ANALYSIS\n"
|
497 |
-
report += "-" * 30 + "\n"
|
498 |
-
|
499 |
-
for target, results in causality_results.items():
|
500 |
-
if 'error' not in results:
|
501 |
-
report += f"{target}:\n"
|
502 |
-
report += f" Is causal: {results['is_causal']}\n"
|
503 |
-
report += f" Minimum p-value: {results['min_p_value']:.4f}\n"
|
504 |
-
report += f" Optimal lag: {results['optimal_lag']}\n\n"
|
505 |
-
|
506 |
-
return report
|
|
|
98 |
Returns:
|
99 |
Dictionary with model results and diagnostics
|
100 |
"""
|
101 |
+
try:
|
102 |
+
# Prepare data
|
103 |
+
features_df, target_series = self.prepare_regression_data(target, predictors, lag_periods)
|
|
|
|
|
|
|
|
|
104 |
|
105 |
+
if include_interactions:
|
106 |
+
# Add interaction terms
|
107 |
+
interaction_features = []
|
108 |
+
feature_cols = features_df.columns.tolist()
|
109 |
+
|
110 |
+
for i, col1 in enumerate(feature_cols):
|
111 |
+
for col2 in feature_cols[i+1:]:
|
112 |
+
interaction_name = f"{col1}_x_{col2}"
|
113 |
+
interaction_features.append(features_df[col1] * features_df[col2])
|
114 |
+
features_df[interaction_name] = interaction_features[-1]
|
115 |
+
|
116 |
+
# Scale features
|
117 |
+
scaler = StandardScaler()
|
118 |
+
features_scaled = scaler.fit_transform(features_df)
|
119 |
+
features_scaled_df = pd.DataFrame(features_scaled,
|
120 |
+
index=features_df.index,
|
121 |
+
columns=features_df.columns)
|
122 |
+
|
123 |
+
# Fit model
|
124 |
+
model = LinearRegression()
|
125 |
+
model.fit(features_scaled_df, target_series)
|
126 |
+
|
127 |
+
# Predictions
|
128 |
+
predictions = model.predict(features_scaled_df)
|
129 |
+
residuals = target_series - predictions
|
130 |
+
|
131 |
+
# Model performance
|
132 |
+
r2 = r2_score(target_series, predictions)
|
133 |
+
mse = mean_squared_error(target_series, predictions)
|
134 |
+
rmse = np.sqrt(mse)
|
135 |
+
|
136 |
+
# Coefficient analysis
|
137 |
+
coefficients = pd.DataFrame({
|
138 |
+
'variable': features_df.columns,
|
139 |
+
'coefficient': model.coef_,
|
140 |
+
'abs_coefficient': np.abs(model.coef_)
|
141 |
+
}).sort_values('abs_coefficient', ascending=False)
|
142 |
+
|
143 |
+
# Diagnostic tests
|
144 |
+
diagnostics = self.perform_regression_diagnostics(features_scaled_df, target_series,
|
145 |
+
predictions, residuals)
|
146 |
+
|
147 |
+
return {
|
148 |
+
'model': model,
|
149 |
+
'scaler': scaler,
|
150 |
+
'features': features_df,
|
151 |
+
'target': target_series,
|
152 |
+
'predictions': predictions,
|
153 |
+
'residuals': residuals,
|
154 |
+
'coefficients': coefficients,
|
155 |
+
'performance': {
|
156 |
+
'r2': r2,
|
157 |
+
'mse': mse,
|
158 |
+
'rmse': rmse,
|
159 |
+
'mae': np.mean(np.abs(residuals))
|
160 |
+
},
|
161 |
+
'diagnostics': diagnostics
|
162 |
+
}
|
163 |
+
except Exception as e:
|
164 |
+
return {'error': f'Regression model fitting failed: {str(e)}'}
|
165 |
|
166 |
def perform_regression_diagnostics(self, features: pd.DataFrame, target: pd.Series,
|
167 |
predictions: np.ndarray, residuals: pd.Series) -> Dict:
|
|
|
181 |
|
182 |
# 1. Normality test (Shapiro-Wilk)
|
183 |
try:
|
184 |
+
shapiro_stat, shapiro_p = stats.shapiro(residuals)
|
185 |
diagnostics['normality'] = {
|
186 |
+
'test': 'Shapiro-Wilk',
|
187 |
+
'statistic': shapiro_stat,
|
188 |
+
'p_value': shapiro_p,
|
189 |
+
'interpretation': self._interpret_normality(shapiro_p)
|
190 |
}
|
191 |
+
except Exception as e:
|
192 |
+
diagnostics['normality'] = {'error': str(e)}
|
193 |
|
194 |
# 2. Homoscedasticity test (Breusch-Pagan)
|
195 |
try:
|
196 |
bp_stat, bp_p, bp_f, bp_f_p = het_breuschpagan(residuals, features)
|
197 |
diagnostics['homoscedasticity'] = {
|
198 |
+
'test': 'Breusch-Pagan',
|
199 |
'statistic': bp_stat,
|
200 |
'p_value': bp_p,
|
201 |
+
'interpretation': self._interpret_homoscedasticity(bp_p)
|
|
|
|
|
202 |
}
|
203 |
+
except Exception as e:
|
204 |
+
diagnostics['homoscedasticity'] = {'error': str(e)}
|
205 |
|
206 |
# 3. Autocorrelation test (Durbin-Watson)
|
207 |
try:
|
208 |
dw_stat = durbin_watson(residuals)
|
209 |
diagnostics['autocorrelation'] = {
|
210 |
+
'test': 'Durbin-Watson',
|
211 |
'statistic': dw_stat,
|
212 |
'interpretation': self._interpret_durbin_watson(dw_stat)
|
213 |
}
|
214 |
+
except Exception as e:
|
215 |
+
diagnostics['autocorrelation'] = {'error': str(e)}
|
216 |
|
217 |
+
# 4. Multicollinearity (VIF)
|
218 |
try:
|
219 |
+
vif_data = []
|
220 |
+
for i in range(features.shape[1]):
|
221 |
vif = variance_inflation_factor(features.values, i)
|
222 |
+
vif_data.append({
|
223 |
+
'variable': features.columns[i],
|
224 |
+
'vif': vif
|
225 |
+
})
|
226 |
diagnostics['multicollinearity'] = {
|
227 |
+
'test': 'Variance Inflation Factor',
|
228 |
+
'vif_values': vif_data,
|
229 |
+
'interpretation': self._interpret_multicollinearity(vif_data)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
230 |
}
|
231 |
+
except Exception as e:
|
232 |
+
diagnostics['multicollinearity'] = {'error': str(e)}
|
233 |
|
234 |
return diagnostics
|
235 |
|
236 |
+
def _interpret_normality(self, p_value: float) -> str:
|
237 |
+
"""Interpret normality test results"""
|
238 |
+
if p_value < 0.05:
|
239 |
+
return "Residuals are not normally distributed (p < 0.05)"
|
240 |
+
else:
|
241 |
+
return "Residuals appear to be normally distributed (p >= 0.05)"
|
242 |
+
|
243 |
+
def _interpret_homoscedasticity(self, p_value: float) -> str:
|
244 |
+
"""Interpret homoscedasticity test results"""
|
245 |
+
if p_value < 0.05:
|
246 |
+
return "Heteroscedasticity detected (p < 0.05)"
|
247 |
+
else:
|
248 |
+
return "Homoscedasticity assumption appears valid (p >= 0.05)"
|
249 |
+
|
250 |
def _interpret_durbin_watson(self, dw_stat: float) -> str:
|
251 |
+
"""Interpret Durbin-Watson test results"""
|
252 |
if dw_stat < 1.5:
|
253 |
+
return "Positive autocorrelation detected"
|
254 |
elif dw_stat > 2.5:
|
255 |
+
return "Negative autocorrelation detected"
|
256 |
else:
|
257 |
return "No significant autocorrelation"
|
258 |
|
259 |
+
def _interpret_multicollinearity(self, vif_data: List[Dict]) -> str:
|
260 |
+
"""Interpret multicollinearity test results"""
|
261 |
+
high_vif = [item for item in vif_data if item['vif'] > 10]
|
262 |
+
if high_vif:
|
263 |
+
return f"Multicollinearity detected in {len(high_vif)} variables"
|
264 |
+
else:
|
265 |
+
return "No significant multicollinearity detected"
|
266 |
+
|
267 |
def analyze_correlations(self, indicators: List[str] = None,
|
268 |
method: str = 'pearson') -> Dict:
|
269 |
"""
|
270 |
+
Analyze correlations between economic indicators
|
271 |
|
272 |
Args:
|
273 |
indicators: List of indicators to analyze. If None, use all numeric columns
|
|
|
279 |
if indicators is None:
|
280 |
indicators = self.data.select_dtypes(include=[np.number]).columns.tolist()
|
281 |
|
282 |
+
# Calculate correlation matrix
|
283 |
+
corr_matrix = self.data[indicators].corr(method=method)
|
|
|
|
|
|
|
284 |
|
285 |
+
# Find strongest correlations
|
286 |
+
corr_pairs = []
|
287 |
+
for i in range(len(indicators)):
|
288 |
+
for j in range(i+1, len(indicators)):
|
|
|
|
|
289 |
corr_value = corr_matrix.iloc[i, j]
|
290 |
+
corr_pairs.append({
|
291 |
+
'variable1': indicators[i],
|
292 |
+
'variable2': indicators[j],
|
293 |
+
'correlation': corr_value,
|
294 |
+
'strength': self._interpret_correlation_strength(corr_value)
|
295 |
+
})
|
296 |
+
|
297 |
+
# Sort by absolute correlation value
|
298 |
+
corr_pairs.sort(key=lambda x: abs(x['correlation']), reverse=True)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
299 |
|
300 |
return {
|
301 |
'correlation_matrix': corr_matrix,
|
302 |
+
'correlation_pairs': corr_pairs,
|
303 |
'method': method,
|
304 |
+
'strongest_correlations': corr_pairs[:5]
|
305 |
}
|
306 |
|
307 |
def _interpret_correlation_strength(self, corr_value: float) -> str:
|
308 |
"""Interpret correlation strength"""
|
309 |
+
abs_corr = abs(corr_value)
|
310 |
+
if abs_corr >= 0.8:
|
311 |
+
return "Very strong"
|
312 |
+
elif abs_corr >= 0.6:
|
313 |
return "Strong"
|
314 |
+
elif abs_corr >= 0.4:
|
315 |
return "Moderate"
|
316 |
+
elif abs_corr >= 0.2:
|
317 |
return "Weak"
|
318 |
else:
|
319 |
+
return "Very weak"
|
320 |
+
|
321 |
+
def perform_stationarity_tests(self, series: pd.Series) -> Dict:
|
322 |
+
"""
|
323 |
+
Perform stationarity tests on time series data
|
324 |
+
|
325 |
+
Args:
|
326 |
+
series: Time series data
|
327 |
+
|
328 |
+
Returns:
|
329 |
+
Dictionary with stationarity test results
|
330 |
+
"""
|
331 |
+
results = {}
|
332 |
+
|
333 |
+
# ADF test
|
334 |
+
try:
|
335 |
+
adf_stat, adf_p, adf_critical = adfuller(series.dropna())
|
336 |
+
results['adf'] = {
|
337 |
+
'statistic': adf_stat,
|
338 |
+
'p_value': adf_p,
|
339 |
+
'critical_values': adf_critical,
|
340 |
+
'is_stationary': adf_p < 0.05
|
341 |
+
}
|
342 |
+
except Exception as e:
|
343 |
+
results['adf'] = {'error': str(e)}
|
344 |
+
|
345 |
+
# KPSS test
|
346 |
+
try:
|
347 |
+
kpss_stat, kpss_p, kpss_critical = kpss(series.dropna())
|
348 |
+
results['kpss'] = {
|
349 |
+
'statistic': kpss_stat,
|
350 |
+
'p_value': kpss_p,
|
351 |
+
'critical_values': kpss_critical,
|
352 |
+
'is_stationary': kpss_p >= 0.05
|
353 |
+
}
|
354 |
+
except Exception as e:
|
355 |
+
results['kpss'] = {'error': str(e)}
|
356 |
+
|
357 |
+
return results
|
358 |
|
359 |
def _perform_pca_analysis(self, data: pd.DataFrame) -> Dict:
|
360 |
+
"""
|
361 |
+
Perform Principal Component Analysis
|
362 |
|
363 |
+
Args:
|
364 |
+
data: Standardized data matrix
|
365 |
+
|
366 |
+
Returns:
|
367 |
+
Dictionary with PCA results
|
368 |
+
"""
|
369 |
+
from sklearn.decomposition import PCA
|
370 |
|
|
|
371 |
pca = PCA()
|
372 |
+
pca.fit(data)
|
373 |
|
374 |
# Explained variance
|
375 |
explained_variance = pca.explained_variance_ratio_
|
376 |
cumulative_variance = np.cumsum(explained_variance)
|
377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
378 |
return {
|
379 |
+
'components': pca.components_,
|
380 |
'explained_variance': explained_variance,
|
381 |
'cumulative_variance': cumulative_variance,
|
382 |
+
'n_components': len(explained_variance)
|
|
|
|
|
383 |
}
|
384 |
|
385 |
def perform_granger_causality(self, target: str, predictor: str,
|
|
|
388 |
Perform Granger causality test
|
389 |
|
390 |
Args:
|
391 |
+
target: Target variable name
|
392 |
+
predictor: Predictor variable name
|
393 |
max_lags: Maximum number of lags to test
|
394 |
|
395 |
Returns:
|
|
|
399 |
from statsmodels.tsa.stattools import grangercausalitytests
|
400 |
|
401 |
# Prepare data
|
402 |
+
data = self.data[[target, predictor]].dropna()
|
403 |
|
404 |
+
if len(data) < max_lags + 10:
|
405 |
+
return {'error': 'Insufficient data for Granger causality test'}
|
406 |
+
|
407 |
+
# Perform test
|
408 |
+
gc_result = grangercausalitytests(data, maxlag=max_lags, verbose=False)
|
409 |
|
410 |
# Extract results
|
411 |
results = {}
|
412 |
for lag in range(1, max_lags + 1):
|
413 |
if lag in gc_result:
|
414 |
+
f_stat = gc_result[lag][0]['ssr_ftest']
|
415 |
+
results[f'lag_{lag}'] = {
|
416 |
+
'f_statistic': f_stat[0],
|
417 |
+
'p_value': f_stat[1],
|
418 |
+
'significant': f_stat[1] < 0.05
|
419 |
}
|
420 |
|
|
|
|
|
|
|
|
|
421 |
return {
|
422 |
+
'target': target,
|
423 |
+
'predictor': predictor,
|
424 |
+
'max_lags': max_lags,
|
425 |
+
'results': results
|
426 |
}
|
|
|
427 |
except Exception as e:
|
428 |
+
return {'error': f'Granger causality test failed: {str(e)}'}
|
|
|
429 |
|
430 |
def generate_statistical_report(self, regression_results: Dict = None,
|
431 |
correlation_results: Dict = None,
|
|
|
441 |
Returns:
|
442 |
Formatted report string
|
443 |
"""
|
444 |
+
report = []
|
445 |
+
report.append("=== STATISTICAL ANALYSIS REPORT ===\n")
|
446 |
+
|
447 |
+
# Regression results
|
448 |
+
if regression_results and 'error' not in regression_results:
|
449 |
+
report.append("REGRESSION ANALYSIS:")
|
450 |
+
perf = regression_results['performance']
|
451 |
+
report.append(f"- R² Score: {perf['r2']:.4f}")
|
452 |
+
report.append(f"- RMSE: {perf['rmse']:.4f}")
|
453 |
+
report.append(f"- MAE: {perf['mae']:.4f}")
|
|
|
|
|
|
|
454 |
|
455 |
# Top coefficients
|
456 |
+
top_coeffs = regression_results['coefficients'].head(5)
|
457 |
+
report.append("- Top 5 coefficients:")
|
458 |
+
for _, row in top_coeffs.iterrows():
|
459 |
+
report.append(f" {row['variable']}: {row['coefficient']:.4f}")
|
460 |
+
report.append("")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
461 |
|
462 |
+
# Correlation results
|
463 |
if correlation_results:
|
464 |
+
report.append("CORRELATION ANALYSIS:")
|
465 |
+
strongest = correlation_results.get('strongest_correlations', [])
|
466 |
+
for pair in strongest[:3]:
|
467 |
+
report.append(f"- {pair['variable1']} ↔ {pair['variable2']}: "
|
468 |
+
f"{pair['correlation']:.3f} ({pair['strength']})")
|
469 |
+
report.append("")
|
470 |
+
|
471 |
+
# Causality results
|
472 |
+
if causality_results and 'error' not in causality_results:
|
473 |
+
report.append("GRANGER CAUSALITY ANALYSIS:")
|
474 |
+
results = causality_results.get('results', {})
|
475 |
+
significant_lags = [lag for lag, result in results.items()
|
476 |
+
if result.get('significant', False)]
|
477 |
+
if significant_lags:
|
478 |
+
report.append(f"- Significant causality detected at lags: {', '.join(significant_lags)}")
|
479 |
+
else:
|
480 |
+
report.append("- No significant causality detected")
|
481 |
+
report.append("")
|
482 |
+
|
483 |
+
return "\n".join(report)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
src/core/enhanced_fred_client.py
CHANGED
@@ -119,24 +119,17 @@ class EnhancedFREDClient:
|
|
119 |
series_id: FRED series ID
|
120 |
start_date: Start date
|
121 |
end_date: End date
|
122 |
-
frequency: Data frequency
|
123 |
|
124 |
Returns:
|
125 |
Series data or None if failed
|
126 |
"""
|
127 |
try:
|
128 |
-
#
|
129 |
-
if frequency == 'auto':
|
130 |
-
freq = self._get_appropriate_frequency(series_id)
|
131 |
-
else:
|
132 |
-
freq = frequency
|
133 |
-
|
134 |
-
# Fetch data
|
135 |
series = self.fred.get_series(
|
136 |
series_id,
|
137 |
observation_start=start_date,
|
138 |
-
observation_end=end_date
|
139 |
-
frequency=freq
|
140 |
)
|
141 |
|
142 |
if series.empty:
|
@@ -146,6 +139,12 @@ class EnhancedFREDClient:
|
|
146 |
# Handle frequency conversion if needed
|
147 |
if frequency == 'auto':
|
148 |
series = self._standardize_frequency(series, series_id)
|
|
|
|
|
|
|
|
|
|
|
|
|
149 |
|
150 |
return series
|
151 |
|
@@ -153,6 +152,17 @@ class EnhancedFREDClient:
|
|
153 |
logger.error(f"Error fetching {series_id}: {e}")
|
154 |
return None
|
155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
156 |
def _get_appropriate_frequency(self, series_id: str) -> str:
|
157 |
"""
|
158 |
Get appropriate frequency for a series based on its characteristics
|
@@ -282,51 +292,105 @@ class EnhancedFREDClient:
|
|
282 |
|
283 |
def validate_data_quality(self, data: pd.DataFrame) -> Dict:
|
284 |
"""
|
285 |
-
Validate data quality and
|
286 |
|
287 |
Args:
|
288 |
-
data:
|
289 |
|
290 |
Returns:
|
291 |
-
Dictionary with
|
292 |
"""
|
293 |
-
|
294 |
-
'total_series': len(data.columns),
|
295 |
-
'total_observations': len(data),
|
296 |
-
'date_range': {
|
297 |
-
'start': data.index.min().strftime('%Y-%m-%d'),
|
298 |
-
'end': data.index.max().strftime('%Y-%m-%d')
|
299 |
-
},
|
300 |
'missing_data': {},
|
301 |
-
'
|
|
|
|
|
|
|
302 |
}
|
303 |
|
|
|
|
|
|
|
304 |
for column in data.columns:
|
305 |
-
series = data[column]
|
306 |
|
307 |
-
|
308 |
-
|
309 |
-
|
|
|
310 |
|
311 |
-
|
312 |
-
|
313 |
-
|
314 |
-
'
|
315 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
316 |
|
317 |
-
|
318 |
-
|
319 |
-
|
320 |
-
|
321 |
-
|
322 |
-
|
323 |
-
|
324 |
-
|
325 |
-
|
326 |
-
|
327 |
-
|
328 |
-
|
329 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
330 |
|
331 |
def generate_data_summary(self, data: pd.DataFrame) -> str:
|
332 |
"""
|
|
|
119 |
series_id: FRED series ID
|
120 |
start_date: Start date
|
121 |
end_date: End date
|
122 |
+
frequency: Data frequency (for post-processing)
|
123 |
|
124 |
Returns:
|
125 |
Series data or None if failed
|
126 |
"""
|
127 |
try:
|
128 |
+
# Fetch data without frequency parameter (FRED API doesn't support it)
|
|
|
|
|
|
|
|
|
|
|
|
|
129 |
series = self.fred.get_series(
|
130 |
series_id,
|
131 |
observation_start=start_date,
|
132 |
+
observation_end=end_date
|
|
|
133 |
)
|
134 |
|
135 |
if series.empty:
|
|
|
139 |
# Handle frequency conversion if needed
|
140 |
if frequency == 'auto':
|
141 |
series = self._standardize_frequency(series, series_id)
|
142 |
+
elif frequency == 'Q':
|
143 |
+
# Convert to quarterly if requested
|
144 |
+
series = self._convert_to_quarterly(series, series_id)
|
145 |
+
elif frequency == 'M':
|
146 |
+
# Convert to monthly if requested
|
147 |
+
series = self._convert_to_monthly(series, series_id)
|
148 |
|
149 |
return series
|
150 |
|
|
|
152 |
logger.error(f"Error fetching {series_id}: {e}")
|
153 |
return None
|
154 |
|
155 |
+
def _convert_to_quarterly(self, series: pd.Series, series_id: str) -> pd.Series:
|
156 |
+
"""Convert series to quarterly frequency"""
|
157 |
+
if series_id in ['INDPRO', 'RSAFS', 'TCU', 'PAYEMS', 'CPIAUCSL', 'M2SL']:
|
158 |
+
return series.resample('Q').last()
|
159 |
+
else:
|
160 |
+
return series.resample('Q').mean()
|
161 |
+
|
162 |
+
def _convert_to_monthly(self, series: pd.Series, series_id: str) -> pd.Series:
|
163 |
+
"""Convert series to monthly frequency"""
|
164 |
+
return series.resample('M').last()
|
165 |
+
|
166 |
def _get_appropriate_frequency(self, series_id: str) -> str:
|
167 |
"""
|
168 |
Get appropriate frequency for a series based on its characteristics
|
|
|
292 |
|
293 |
def validate_data_quality(self, data: pd.DataFrame) -> Dict:
|
294 |
"""
|
295 |
+
Validate data quality and check for common issues
|
296 |
|
297 |
Args:
|
298 |
+
data: DataFrame with economic indicators
|
299 |
|
300 |
Returns:
|
301 |
+
Dictionary with validation results
|
302 |
"""
|
303 |
+
validation_results = {
|
|
|
|
|
|
|
|
|
|
|
|
|
304 |
'missing_data': {},
|
305 |
+
'outliers': {},
|
306 |
+
'data_quality_score': 0.0,
|
307 |
+
'warnings': [],
|
308 |
+
'errors': []
|
309 |
}
|
310 |
|
311 |
+
total_series = len(data.columns)
|
312 |
+
valid_series = 0
|
313 |
+
|
314 |
for column in data.columns:
|
315 |
+
series = data[column].dropna()
|
316 |
|
317 |
+
if len(series) == 0:
|
318 |
+
validation_results['missing_data'][column] = 'No data available'
|
319 |
+
validation_results['errors'].append(f"{column}: No data available")
|
320 |
+
continue
|
321 |
|
322 |
+
# Check for missing data
|
323 |
+
missing_pct = (data[column].isna().sum() / len(data)) * 100
|
324 |
+
if missing_pct > 20:
|
325 |
+
validation_results['missing_data'][column] = f"{missing_pct:.1f}% missing"
|
326 |
+
validation_results['warnings'].append(f"{column}: {missing_pct:.1f}% missing data")
|
327 |
+
|
328 |
+
# Check for outliers using IQR method
|
329 |
+
Q1 = series.quantile(0.25)
|
330 |
+
Q3 = series.quantile(0.75)
|
331 |
+
IQR = Q3 - Q1
|
332 |
+
lower_bound = Q1 - 1.5 * IQR
|
333 |
+
upper_bound = Q3 + 1.5 * IQR
|
334 |
+
|
335 |
+
outliers = series[(series < lower_bound) | (series > upper_bound)]
|
336 |
+
outlier_pct = (len(outliers) / len(series)) * 100
|
337 |
+
|
338 |
+
if outlier_pct > 5:
|
339 |
+
validation_results['outliers'][column] = f"{outlier_pct:.1f}% outliers"
|
340 |
+
validation_results['warnings'].append(f"{column}: {outlier_pct:.1f}% outliers detected")
|
341 |
+
|
342 |
+
# Validate scaling for known indicators
|
343 |
+
self._validate_economic_scaling(series, column, validation_results)
|
344 |
|
345 |
+
valid_series += 1
|
346 |
+
|
347 |
+
# Calculate overall data quality score
|
348 |
+
if total_series > 0:
|
349 |
+
validation_results['data_quality_score'] = (valid_series / total_series) * 100
|
350 |
+
|
351 |
+
return validation_results
|
352 |
+
|
353 |
+
def _validate_economic_scaling(self, series: pd.Series, indicator: str, validation_results: Dict):
|
354 |
+
"""
|
355 |
+
Validate economic indicator scaling using expected ranges
|
356 |
+
|
357 |
+
Args:
|
358 |
+
series: Time series data
|
359 |
+
indicator: Indicator name
|
360 |
+
validation_results: Validation results dictionary to update
|
361 |
+
"""
|
362 |
+
# Expected ranges for common economic indicators
|
363 |
+
scaling_ranges = {
|
364 |
+
'GDPC1': (15000, 25000), # Real GDP in billions (2020-2024 range)
|
365 |
+
'INDPRO': (90, 110), # Industrial Production Index
|
366 |
+
'CPIAUCSL': (250, 350), # Consumer Price Index
|
367 |
+
'FEDFUNDS': (0, 10), # Federal Funds Rate (%)
|
368 |
+
'DGS10': (0, 8), # 10-Year Treasury Rate (%)
|
369 |
+
'UNRATE': (3, 15), # Unemployment Rate (%)
|
370 |
+
'PAYEMS': (140000, 160000), # Total Nonfarm Payrolls (thousands)
|
371 |
+
'PCE': (15000, 25000), # Personal Consumption Expenditures (billions)
|
372 |
+
'M2SL': (20000, 25000), # M2 Money Stock (billions)
|
373 |
+
'TCU': (60, 90), # Capacity Utilization (%)
|
374 |
+
'DEXUSEU': (0.8, 1.2), # US/Euro Exchange Rate
|
375 |
+
'RSAFS': (400000, 600000) # Retail Sales (millions)
|
376 |
+
}
|
377 |
+
|
378 |
+
if indicator in scaling_ranges:
|
379 |
+
expected_min, expected_max = scaling_ranges[indicator]
|
380 |
+
|
381 |
+
# Check if values fall within expected range
|
382 |
+
vals = series.dropna()
|
383 |
+
if len(vals) > 0:
|
384 |
+
mask = (vals < expected_min) | (vals > expected_max)
|
385 |
+
outlier_pct = mask.mean() * 100
|
386 |
+
|
387 |
+
if outlier_pct > 5:
|
388 |
+
validation_results['warnings'].append(
|
389 |
+
f"{indicator}: {outlier_pct:.1f}% of data outside expected range "
|
390 |
+
f"[{expected_min}, {expected_max}]. Check for scaling/unit issues."
|
391 |
+
)
|
392 |
+
else:
|
393 |
+
logger.debug(f"{indicator}: data within expected range [{expected_min}, {expected_max}]")
|
394 |
|
395 |
def generate_data_summary(self, data: pd.DataFrame) -> str:
|
396 |
"""
|
src/{lambda → lambda_fn}/lambda_function.py
RENAMED
@@ -23,8 +23,9 @@ logger = logging.getLogger()
|
|
23 |
logger.setLevel(logging.INFO)
|
24 |
|
25 |
# Initialize AWS clients
|
26 |
-
|
27 |
-
|
|
|
28 |
|
29 |
# Configuration
|
30 |
FRED_API_KEY = os.environ.get('FRED_API_KEY')
|
|
|
23 |
logger.setLevel(logging.INFO)
|
24 |
|
25 |
# Initialize AWS clients
|
26 |
+
aws_region = os.environ.get('AWS_REGION', 'us-east-1')
|
27 |
+
s3_client = boto3.client('s3', region_name=aws_region)
|
28 |
+
lambda_client = boto3.client('lambda', region_name=aws_region)
|
29 |
|
30 |
# Configuration
|
31 |
FRED_API_KEY = os.environ.get('FRED_API_KEY')
|
src/{lambda → lambda_fn}/requirements.txt
RENAMED
File without changes
|
src/lambda_function.py
ADDED
@@ -0,0 +1 @@
|
|
|
|
|
1 |
+
|
src/visualization/enhanced_charts.py
ADDED
@@ -0,0 +1,554 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
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|
|
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|
|
|
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|
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|
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|
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|
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|
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|
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|
|
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|
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|
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|
|
|
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|
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|
|
|
|
|
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|
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|
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|
|
|
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|
|
|
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|
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|
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|
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|
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|
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|
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|
|
|
|
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|
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|
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|
|
|
|
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
|
|
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|
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|
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|
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|
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|
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|
|
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|
|
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|
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|
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|
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|
1 |
+
"""
|
2 |
+
Enhanced Visualization Module
|
3 |
+
Shows mathematical fixes and advanced analytics in action
|
4 |
+
"""
|
5 |
+
|
6 |
+
import matplotlib.pyplot as plt
|
7 |
+
import seaborn as sns
|
8 |
+
import pandas as pd
|
9 |
+
import numpy as np
|
10 |
+
from typing import Dict, List, Optional, Tuple
|
11 |
+
import plotly.graph_objects as go
|
12 |
+
import plotly.express as px
|
13 |
+
from plotly.subplots import make_subplots
|
14 |
+
import logging
|
15 |
+
|
16 |
+
logger = logging.getLogger(__name__)
|
17 |
+
|
18 |
+
class EnhancedChartGenerator:
|
19 |
+
"""
|
20 |
+
Enhanced chart generator with mathematical fixes visualization
|
21 |
+
"""
|
22 |
+
|
23 |
+
def __init__(self):
|
24 |
+
"""Initialize enhanced chart generator"""
|
25 |
+
self.colors = {
|
26 |
+
'primary': '#1e3c72',
|
27 |
+
'secondary': '#2a5298',
|
28 |
+
'accent': '#ff6b6b',
|
29 |
+
'success': '#51cf66',
|
30 |
+
'warning': '#ffd43b',
|
31 |
+
'info': '#74c0fc'
|
32 |
+
}
|
33 |
+
|
34 |
+
# Set style
|
35 |
+
plt.style.use('seaborn-v0_8')
|
36 |
+
sns.set_palette("husl")
|
37 |
+
|
38 |
+
def create_mathematical_fixes_comparison(self, raw_data: pd.DataFrame,
|
39 |
+
fixed_data: pd.DataFrame,
|
40 |
+
fix_info: Dict) -> go.Figure:
|
41 |
+
"""
|
42 |
+
Create comparison chart showing before/after mathematical fixes
|
43 |
+
|
44 |
+
Args:
|
45 |
+
raw_data: Original data
|
46 |
+
fixed_data: Data after mathematical fixes
|
47 |
+
fix_info: Information about applied fixes
|
48 |
+
|
49 |
+
Returns:
|
50 |
+
Plotly figure
|
51 |
+
"""
|
52 |
+
fig = make_subplots(
|
53 |
+
rows=2, cols=2,
|
54 |
+
subplot_titles=('Before: Raw Data', 'After: Unit Normalization',
|
55 |
+
'Before: Mixed Frequencies', 'After: Aligned Frequencies'),
|
56 |
+
specs=[[{"secondary_y": False}, {"secondary_y": False}],
|
57 |
+
[{"secondary_y": False}, {"secondary_y": False}]]
|
58 |
+
)
|
59 |
+
|
60 |
+
# Sample a few indicators for visualization
|
61 |
+
indicators = list(raw_data.columns)[:4]
|
62 |
+
|
63 |
+
# Before/After raw data
|
64 |
+
for i, indicator in enumerate(indicators):
|
65 |
+
if indicator in raw_data.columns:
|
66 |
+
fig.add_trace(
|
67 |
+
go.Scatter(
|
68 |
+
x=raw_data.index,
|
69 |
+
y=raw_data[indicator],
|
70 |
+
name=f'{indicator} (Raw)',
|
71 |
+
line=dict(color=self.colors['primary']),
|
72 |
+
showlegend=(i == 0)
|
73 |
+
),
|
74 |
+
row=1, col=1
|
75 |
+
)
|
76 |
+
|
77 |
+
# Before/After unit normalization
|
78 |
+
for i, indicator in enumerate(indicators):
|
79 |
+
if indicator in fixed_data.columns:
|
80 |
+
fig.add_trace(
|
81 |
+
go.Scatter(
|
82 |
+
x=fixed_data.index,
|
83 |
+
y=fixed_data[indicator],
|
84 |
+
name=f'{indicator} (Normalized)',
|
85 |
+
line=dict(color=self.colors['success']),
|
86 |
+
showlegend=(i == 0)
|
87 |
+
),
|
88 |
+
row=1, col=2
|
89 |
+
)
|
90 |
+
|
91 |
+
# Before/After frequency alignment
|
92 |
+
for i, indicator in enumerate(indicators):
|
93 |
+
if indicator in raw_data.columns:
|
94 |
+
# Show original frequency
|
95 |
+
fig.add_trace(
|
96 |
+
go.Scatter(
|
97 |
+
x=raw_data.index,
|
98 |
+
y=raw_data[indicator],
|
99 |
+
name=f'{indicator} (Original)',
|
100 |
+
line=dict(color=self.colors['warning']),
|
101 |
+
showlegend=(i == 0)
|
102 |
+
),
|
103 |
+
row=2, col=1
|
104 |
+
)
|
105 |
+
|
106 |
+
# After frequency alignment
|
107 |
+
for i, indicator in enumerate(indicators):
|
108 |
+
if indicator in fixed_data.columns:
|
109 |
+
fig.add_trace(
|
110 |
+
go.Scatter(
|
111 |
+
x=fixed_data.index,
|
112 |
+
y=fixed_data[indicator],
|
113 |
+
name=f'{indicator} (Aligned)',
|
114 |
+
line=dict(color=self.colors['info']),
|
115 |
+
showlegend=(i == 0)
|
116 |
+
),
|
117 |
+
row=2, col=2
|
118 |
+
)
|
119 |
+
|
120 |
+
fig.update_layout(
|
121 |
+
title="Mathematical Fixes: Before vs After",
|
122 |
+
height=600,
|
123 |
+
showlegend=True
|
124 |
+
)
|
125 |
+
|
126 |
+
return fig
|
127 |
+
|
128 |
+
def create_growth_rate_analysis(self, data: pd.DataFrame,
|
129 |
+
method: str = 'pct_change') -> go.Figure:
|
130 |
+
"""
|
131 |
+
Create growth rate analysis chart
|
132 |
+
|
133 |
+
Args:
|
134 |
+
data: Economic data
|
135 |
+
method: Growth calculation method
|
136 |
+
|
137 |
+
Returns:
|
138 |
+
Plotly figure
|
139 |
+
"""
|
140 |
+
# Calculate growth rates
|
141 |
+
if method == 'pct_change':
|
142 |
+
growth_data = data.pct_change() * 100
|
143 |
+
else:
|
144 |
+
growth_data = np.log(data / data.shift(1)) * 100
|
145 |
+
|
146 |
+
fig = make_subplots(
|
147 |
+
rows=2, cols=2,
|
148 |
+
subplot_titles=('Growth Rates Over Time', 'Growth Rate Distribution',
|
149 |
+
'Cumulative Growth', 'Growth Rate Volatility'),
|
150 |
+
specs=[[{"secondary_y": False}, {"secondary_y": False}],
|
151 |
+
[{"secondary_y": False}, {"secondary_y": False}]]
|
152 |
+
)
|
153 |
+
|
154 |
+
# Growth rates over time
|
155 |
+
for indicator in data.columns:
|
156 |
+
if indicator in growth_data.columns:
|
157 |
+
fig.add_trace(
|
158 |
+
go.Scatter(
|
159 |
+
x=growth_data.index,
|
160 |
+
y=growth_data[indicator],
|
161 |
+
name=indicator,
|
162 |
+
mode='lines'
|
163 |
+
),
|
164 |
+
row=1, col=1
|
165 |
+
)
|
166 |
+
|
167 |
+
# Growth rate distribution
|
168 |
+
for indicator in data.columns:
|
169 |
+
if indicator in growth_data.columns:
|
170 |
+
fig.add_trace(
|
171 |
+
go.Histogram(
|
172 |
+
x=growth_data[indicator].dropna(),
|
173 |
+
name=indicator,
|
174 |
+
opacity=0.7
|
175 |
+
),
|
176 |
+
row=1, col=2
|
177 |
+
)
|
178 |
+
|
179 |
+
# Cumulative growth
|
180 |
+
cumulative_growth = (1 + growth_data / 100).cumprod()
|
181 |
+
for indicator in data.columns:
|
182 |
+
if indicator in cumulative_growth.columns:
|
183 |
+
fig.add_trace(
|
184 |
+
go.Scatter(
|
185 |
+
x=cumulative_growth.index,
|
186 |
+
y=cumulative_growth[indicator],
|
187 |
+
name=indicator,
|
188 |
+
mode='lines'
|
189 |
+
),
|
190 |
+
row=2, col=1
|
191 |
+
)
|
192 |
+
|
193 |
+
# Growth rate volatility (rolling std)
|
194 |
+
volatility = growth_data.rolling(window=12).std()
|
195 |
+
for indicator in data.columns:
|
196 |
+
if indicator in volatility.columns:
|
197 |
+
fig.add_trace(
|
198 |
+
go.Scatter(
|
199 |
+
x=volatility.index,
|
200 |
+
y=volatility[indicator],
|
201 |
+
name=indicator,
|
202 |
+
mode='lines'
|
203 |
+
),
|
204 |
+
row=2, col=2
|
205 |
+
)
|
206 |
+
|
207 |
+
fig.update_layout(
|
208 |
+
title=f"Growth Rate Analysis ({method})",
|
209 |
+
height=600,
|
210 |
+
showlegend=True
|
211 |
+
)
|
212 |
+
|
213 |
+
return fig
|
214 |
+
|
215 |
+
def create_forecast_accuracy_chart(self, actual: pd.Series,
|
216 |
+
forecast: pd.Series,
|
217 |
+
title: str = "Forecast Accuracy") -> go.Figure:
|
218 |
+
"""
|
219 |
+
Create forecast accuracy chart with error metrics
|
220 |
+
|
221 |
+
Args:
|
222 |
+
actual: Actual values
|
223 |
+
forecast: Forecasted values
|
224 |
+
title: Chart title
|
225 |
+
|
226 |
+
Returns:
|
227 |
+
Plotly figure
|
228 |
+
"""
|
229 |
+
fig = make_subplots(
|
230 |
+
rows=2, cols=2,
|
231 |
+
subplot_titles=('Actual vs Forecast', 'Forecast Errors',
|
232 |
+
'Error Distribution', 'Cumulative Error'),
|
233 |
+
specs=[[{"secondary_y": False}, {"secondary_y": False}],
|
234 |
+
[{"secondary_y": False}, {"secondary_y": False}]]
|
235 |
+
)
|
236 |
+
|
237 |
+
# Actual vs Forecast
|
238 |
+
fig.add_trace(
|
239 |
+
go.Scatter(
|
240 |
+
x=actual.index,
|
241 |
+
y=actual.values,
|
242 |
+
name='Actual',
|
243 |
+
line=dict(color=self.colors['primary'])
|
244 |
+
),
|
245 |
+
row=1, col=1
|
246 |
+
)
|
247 |
+
|
248 |
+
fig.add_trace(
|
249 |
+
go.Scatter(
|
250 |
+
x=forecast.index,
|
251 |
+
y=forecast.values,
|
252 |
+
name='Forecast',
|
253 |
+
line=dict(color=self.colors['accent'])
|
254 |
+
),
|
255 |
+
row=1, col=1
|
256 |
+
)
|
257 |
+
|
258 |
+
# Forecast errors
|
259 |
+
errors = actual - forecast
|
260 |
+
fig.add_trace(
|
261 |
+
go.Scatter(
|
262 |
+
x=errors.index,
|
263 |
+
y=errors.values,
|
264 |
+
name='Errors',
|
265 |
+
line=dict(color=self.colors['warning'])
|
266 |
+
),
|
267 |
+
row=1, col=2
|
268 |
+
)
|
269 |
+
|
270 |
+
# Error distribution
|
271 |
+
fig.add_trace(
|
272 |
+
go.Histogram(
|
273 |
+
x=errors.values,
|
274 |
+
name='Error Distribution',
|
275 |
+
opacity=0.7
|
276 |
+
),
|
277 |
+
row=2, col=1
|
278 |
+
)
|
279 |
+
|
280 |
+
# Cumulative error
|
281 |
+
cumulative_error = errors.cumsum()
|
282 |
+
fig.add_trace(
|
283 |
+
go.Scatter(
|
284 |
+
x=cumulative_error.index,
|
285 |
+
y=cumulative_error.values,
|
286 |
+
name='Cumulative Error',
|
287 |
+
line=dict(color=self.colors['info'])
|
288 |
+
),
|
289 |
+
row=2, col=2
|
290 |
+
)
|
291 |
+
|
292 |
+
# Calculate error metrics
|
293 |
+
mae = np.mean(np.abs(errors))
|
294 |
+
rmse = np.sqrt(np.mean(errors**2))
|
295 |
+
mape = np.mean(np.abs(errors / np.maximum(np.abs(actual), 1e-8))) * 100
|
296 |
+
|
297 |
+
fig.update_layout(
|
298 |
+
title=f"{title}<br><sub>MAE: {mae:.2f} | RMSE: {rmse:.2f} | MAPE: {mape:.2f}%</sub>",
|
299 |
+
height=600,
|
300 |
+
showlegend=True
|
301 |
+
)
|
302 |
+
|
303 |
+
return fig
|
304 |
+
|
305 |
+
def create_correlation_heatmap_enhanced(self, data: pd.DataFrame,
|
306 |
+
method: str = 'pearson') -> go.Figure:
|
307 |
+
"""
|
308 |
+
Create enhanced correlation heatmap
|
309 |
+
|
310 |
+
Args:
|
311 |
+
data: Economic data
|
312 |
+
method: Correlation method
|
313 |
+
|
314 |
+
Returns:
|
315 |
+
Plotly figure
|
316 |
+
"""
|
317 |
+
# Calculate correlation matrix
|
318 |
+
corr_matrix = data.corr(method=method)
|
319 |
+
|
320 |
+
# Create heatmap
|
321 |
+
fig = go.Figure(data=go.Heatmap(
|
322 |
+
z=corr_matrix.values,
|
323 |
+
x=corr_matrix.columns,
|
324 |
+
y=corr_matrix.index,
|
325 |
+
colorscale='RdBu',
|
326 |
+
zmid=0,
|
327 |
+
text=np.round(corr_matrix.values, 3),
|
328 |
+
texttemplate="%{text}",
|
329 |
+
textfont={"size": 10},
|
330 |
+
hoverongaps=False
|
331 |
+
))
|
332 |
+
|
333 |
+
fig.update_layout(
|
334 |
+
title=f"Economic Indicators Correlation Matrix ({method})",
|
335 |
+
xaxis_title="Indicators",
|
336 |
+
yaxis_title="Indicators",
|
337 |
+
height=600
|
338 |
+
)
|
339 |
+
|
340 |
+
return fig
|
341 |
+
|
342 |
+
def create_segmentation_visualization(self, data: pd.DataFrame,
|
343 |
+
cluster_labels: np.ndarray,
|
344 |
+
method: str = 'PCA') -> go.Figure:
|
345 |
+
"""
|
346 |
+
Create segmentation visualization
|
347 |
+
|
348 |
+
Args:
|
349 |
+
data: Economic data
|
350 |
+
cluster_labels: Cluster labels
|
351 |
+
method: Dimensionality reduction method
|
352 |
+
|
353 |
+
Returns:
|
354 |
+
Plotly figure
|
355 |
+
"""
|
356 |
+
if method == 'PCA':
|
357 |
+
from sklearn.decomposition import PCA
|
358 |
+
from sklearn.preprocessing import StandardScaler
|
359 |
+
|
360 |
+
# Standardize data
|
361 |
+
scaler = StandardScaler()
|
362 |
+
scaled_data = scaler.fit_transform(data.dropna())
|
363 |
+
|
364 |
+
# Apply PCA
|
365 |
+
pca = PCA(n_components=2)
|
366 |
+
pca_data = pca.fit_transform(scaled_data)
|
367 |
+
|
368 |
+
# Create scatter plot
|
369 |
+
fig = px.scatter(
|
370 |
+
x=pca_data[:, 0],
|
371 |
+
y=pca_data[:, 1],
|
372 |
+
color=cluster_labels,
|
373 |
+
title=f"Economic Segmentation ({method})",
|
374 |
+
labels={'x': f'PC1 ({pca.explained_variance_ratio_[0]:.1%} variance)',
|
375 |
+
'y': f'PC2 ({pca.explained_variance_ratio_[1]:.1%} variance)'}
|
376 |
+
)
|
377 |
+
|
378 |
+
fig.update_layout(height=500)
|
379 |
+
|
380 |
+
else:
|
381 |
+
# Fallback to first two dimensions
|
382 |
+
fig = px.scatter(
|
383 |
+
x=data.iloc[:, 0],
|
384 |
+
y=data.iloc[:, 1],
|
385 |
+
color=cluster_labels,
|
386 |
+
title=f"Economic Segmentation ({method})"
|
387 |
+
)
|
388 |
+
|
389 |
+
return fig
|
390 |
+
|
391 |
+
def create_comprehensive_dashboard(self, raw_data: pd.DataFrame,
|
392 |
+
fixed_data: pd.DataFrame,
|
393 |
+
results: Dict) -> go.Figure:
|
394 |
+
"""
|
395 |
+
Create comprehensive dashboard with all visualizations
|
396 |
+
|
397 |
+
Args:
|
398 |
+
raw_data: Original data
|
399 |
+
fixed_data: Data after fixes
|
400 |
+
results: Analysis results
|
401 |
+
|
402 |
+
Returns:
|
403 |
+
Plotly figure
|
404 |
+
"""
|
405 |
+
# Create subplots for comprehensive dashboard
|
406 |
+
fig = make_subplots(
|
407 |
+
rows=3, cols=2,
|
408 |
+
subplot_titles=('Raw Data Overview', 'Fixed Data Overview',
|
409 |
+
'Growth Rate Analysis', 'Correlation Matrix',
|
410 |
+
'Forecast Results', 'Segmentation Results'),
|
411 |
+
specs=[[{"secondary_y": False}, {"secondary_y": False}],
|
412 |
+
[{"secondary_y": False}, {"secondary_y": False}],
|
413 |
+
[{"secondary_y": False}, {"secondary_y": False}]]
|
414 |
+
)
|
415 |
+
|
416 |
+
# Raw data overview
|
417 |
+
for indicator in raw_data.columns[:3]: # Show first 3 indicators
|
418 |
+
fig.add_trace(
|
419 |
+
go.Scatter(
|
420 |
+
x=raw_data.index,
|
421 |
+
y=raw_data[indicator],
|
422 |
+
name=f'{indicator} (Raw)',
|
423 |
+
mode='lines'
|
424 |
+
),
|
425 |
+
row=1, col=1
|
426 |
+
)
|
427 |
+
|
428 |
+
# Fixed data overview
|
429 |
+
for indicator in fixed_data.columns[:3]: # Show first 3 indicators
|
430 |
+
fig.add_trace(
|
431 |
+
go.Scatter(
|
432 |
+
x=fixed_data.index,
|
433 |
+
y=fixed_data[indicator],
|
434 |
+
name=f'{indicator} (Fixed)',
|
435 |
+
mode='lines'
|
436 |
+
),
|
437 |
+
row=1, col=2
|
438 |
+
)
|
439 |
+
|
440 |
+
# Growth rate analysis
|
441 |
+
growth_data = fixed_data.pct_change() * 100
|
442 |
+
for indicator in growth_data.columns[:2]: # Show first 2 indicators
|
443 |
+
fig.add_trace(
|
444 |
+
go.Scatter(
|
445 |
+
x=growth_data.index,
|
446 |
+
y=growth_data[indicator],
|
447 |
+
name=f'{indicator} Growth',
|
448 |
+
mode='lines'
|
449 |
+
),
|
450 |
+
row=2, col=1
|
451 |
+
)
|
452 |
+
|
453 |
+
# Correlation matrix (simplified)
|
454 |
+
corr_matrix = fixed_data.corr()
|
455 |
+
fig.add_trace(
|
456 |
+
go.Heatmap(
|
457 |
+
z=corr_matrix.values,
|
458 |
+
x=corr_matrix.columns,
|
459 |
+
y=corr_matrix.index,
|
460 |
+
colorscale='RdBu',
|
461 |
+
zmid=0
|
462 |
+
),
|
463 |
+
row=2, col=2
|
464 |
+
)
|
465 |
+
|
466 |
+
# Forecast results (if available)
|
467 |
+
if 'forecasting' in results:
|
468 |
+
forecasting_results = results['forecasting']
|
469 |
+
for indicator, result in forecasting_results.items():
|
470 |
+
if 'error' not in result and 'forecast' in result:
|
471 |
+
forecast_data = result['forecast']
|
472 |
+
if 'forecast' in forecast_data:
|
473 |
+
fig.add_trace(
|
474 |
+
go.Scatter(
|
475 |
+
x=forecast_data.get('forecast_index', []),
|
476 |
+
y=forecast_data['forecast'],
|
477 |
+
name=f'{indicator} Forecast',
|
478 |
+
mode='lines',
|
479 |
+
line=dict(dash='dash')
|
480 |
+
),
|
481 |
+
row=3, col=1
|
482 |
+
)
|
483 |
+
|
484 |
+
# Segmentation results (if available)
|
485 |
+
if 'segmentation' in results:
|
486 |
+
segmentation_results = results['segmentation']
|
487 |
+
if 'time_period_clusters' in segmentation_results:
|
488 |
+
time_clusters = segmentation_results['time_period_clusters']
|
489 |
+
if 'cluster_labels' in time_clusters:
|
490 |
+
cluster_labels = time_clusters['cluster_labels']
|
491 |
+
fig.add_trace(
|
492 |
+
go.Scatter(
|
493 |
+
x=list(range(len(cluster_labels))),
|
494 |
+
y=cluster_labels,
|
495 |
+
mode='markers',
|
496 |
+
name='Time Clusters',
|
497 |
+
marker=dict(size=8)
|
498 |
+
),
|
499 |
+
row=3, col=2
|
500 |
+
)
|
501 |
+
|
502 |
+
fig.update_layout(
|
503 |
+
title="Comprehensive Economic Analytics Dashboard",
|
504 |
+
height=900,
|
505 |
+
showlegend=True
|
506 |
+
)
|
507 |
+
|
508 |
+
return fig
|
509 |
+
|
510 |
+
def create_spearman_alignment_heatmap(self, alignment_results):
|
511 |
+
"""Create a heatmap of average rolling Spearman correlations for all pairs."""
|
512 |
+
# Extract mean correlations for each pair and window
|
513 |
+
pair_means = {}
|
514 |
+
for pair, windows in alignment_results.get('rolling_correlations', {}).items():
|
515 |
+
for window, corrs in windows.items():
|
516 |
+
pair_means[(pair, window)] = np.mean(corrs) if corrs else np.nan
|
517 |
+
# Convert to DataFrame for heatmap
|
518 |
+
if not pair_means:
|
519 |
+
return go.Figure()
|
520 |
+
df = pd.DataFrame.from_dict(pair_means, orient='index', columns=['mean_corr'])
|
521 |
+
df = df.reset_index()
|
522 |
+
df[['pair', 'window']] = pd.DataFrame(df['index'].tolist(), index=df.index)
|
523 |
+
heatmap_df = df.pivot(index='pair', columns='window', values='mean_corr')
|
524 |
+
fig = px.imshow(heatmap_df, text_auto=True, color_continuous_scale='RdBu_r',
|
525 |
+
aspect='auto', title='Average Rolling Spearman Correlation')
|
526 |
+
fig.update_layout(height=600)
|
527 |
+
return fig
|
528 |
+
|
529 |
+
def create_rolling_spearman_plot(self, alignment_results, pair, window):
|
530 |
+
"""Plot rolling Spearman correlation for a given pair and window size."""
|
531 |
+
corrs = alignment_results.get('rolling_correlations', {}).get(pair, {}).get(window, [])
|
532 |
+
if not corrs:
|
533 |
+
return go.Figure()
|
534 |
+
fig = go.Figure()
|
535 |
+
fig.add_trace(go.Scatter(y=corrs, mode='lines', name=f'{pair} ({window})'))
|
536 |
+
fig.update_layout(title=f'Rolling Spearman Correlation: {pair} ({window})',
|
537 |
+
xaxis_title='Window Index', yaxis_title='Spearman Correlation', height=400)
|
538 |
+
return fig
|
539 |
+
|
540 |
+
def create_zscore_anomaly_chart(self, zscore_results, indicator):
|
541 |
+
"""Plot Z-score time series and highlight anomalies for a given indicator."""
|
542 |
+
z_scores = zscore_results.get('z_scores', {}).get(indicator, None)
|
543 |
+
deviations = zscore_results.get('deviations', {}).get(indicator, None)
|
544 |
+
if z_scores is None or deviations is None:
|
545 |
+
return go.Figure()
|
546 |
+
fig = go.Figure()
|
547 |
+
fig.add_trace(go.Scatter(y=z_scores, mode='lines', name='Z-score'))
|
548 |
+
# Highlight anomalies
|
549 |
+
if not deviations.empty:
|
550 |
+
fig.add_trace(go.Scatter(x=deviations.index, y=deviations.values, mode='markers',
|
551 |
+
marker=dict(color='red', size=8), name='Anomaly'))
|
552 |
+
fig.update_layout(title=f'Z-score Anomalies: {indicator}',
|
553 |
+
xaxis_title='Time', yaxis_title='Z-score', height=400)
|
554 |
+
return fig
|