mirror of
https://github.com/manifoldbt/manifoldbt.git
synced 2026-08-24 22:48:05 +00:00
release: v0.12.3
This commit is contained in:
@@ -1,4 +1,4 @@
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"""Min/max time-series decimation for plotting — pure numpy.
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"""Min/max time-series decimation for plotting - pure numpy.
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A chart is ~1000-2500 px wide, so plotting 10^5-10^6 samples draws hundreds of
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sub-pixel points per column and bloats saved HTML. Per pixel column we keep the
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@@ -1,16 +1,16 @@
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"""Clean dark theme — modern, readable, quant-oriented (plotly template)."""
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"""Clean dark theme - modern, readable, quant-oriented (plotly template)."""
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from __future__ import annotations
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from contextlib import contextmanager
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# ---------------------------------------------------------------------------
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# Color palette — neutral dark, no decorative colors
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# Color palette - neutral dark, no decorative colors
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# ---------------------------------------------------------------------------
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WHITE = "#e8e6e3"
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GRAY = "#8a8a8a"
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DARK_GRAY = "#555555"
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ACCENT = "#60a5fa" # Neutral blue — primary data line
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ACCENT_ALT = "#a78bfa" # Subtle purple — secondary series
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ACCENT = "#60a5fa" # Neutral blue - primary data line
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ACCENT_ALT = "#a78bfa" # Subtle purple - secondary series
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GREEN = "#22c55e" # Positive only
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RED = "#ef4444" # Negative only
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ORANGE = "#f59e0b" # OOS / warning
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@@ -27,7 +27,7 @@ FONT_FAMILY = "Inter, system-ui, Segoe UI, Arial, sans-serif"
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MONO_FAMILY = "SF Mono, Fira Code, Cascadia Code, Consolas, monospace"
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# ---------------------------------------------------------------------------
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# Colorscales (plotly format) — same stops as the old matplotlib colormaps
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# Colorscales (plotly format) - same stops as the old matplotlib colormaps
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# ---------------------------------------------------------------------------
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CS_DIVERGING = [[0.0, "#b91c1c"], [0.5, "#262626"], [1.0, "#15803d"]]
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CS_SEQUENTIAL = [[0.0, "#b91c1c"], [0.5, "#d97706"], [1.0, "#15803d"]]
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@@ -67,7 +67,7 @@ def finalize(
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raise RuntimeError(
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f"Static image export to {ext} is optional and needs kaleido. "
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"Install it with: pip install manifoldbt[png] "
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"(the default is the interactive chart — save to .html)"
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"(the default is the interactive chart - save to .html)"
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) from exc
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else:
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write_responsive_html(fig, path)
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@@ -124,7 +124,7 @@ def show() -> None:
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_pending.clear()
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try:
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import webview # noqa: F401 — only to detect the backend
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import webview # noqa: F401 - only to detect the backend
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except ImportError:
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for div, title, _ in pending:
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_open_browser(div, title)
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@@ -1,4 +1,4 @@
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"""Charts for research analysis results (sweep, walk-forward, stability) — plotly."""
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"""Charts for research analysis results (sweep, walk-forward, stability) - plotly."""
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from __future__ import annotations
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from pathlib import Path
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@@ -47,17 +47,46 @@ def _grid_window_size(nx: int, ny: int, plot: int = 720, cbar: int = 160,
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return (int(pw + cbar), int(ph + top))
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def _plateau_best(grid: np.ndarray):
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"""Plateau-optimal cell: Gaussian blur finds the center of the best stable
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region, not a lucky spike (overfit-resistant). sigma = ~5% of each axis."""
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from scipy.ndimage import gaussian_filter
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def _moving_average_1d(a: np.ndarray, radius: int, axis: int) -> np.ndarray:
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"""Edge-replicated moving average of window 2*radius+1 along axis (numpy)."""
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if radius < 1:
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return a
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pad = [(radius, radius) if ax == axis else (0, 0) for ax in range(a.ndim)]
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padded = np.pad(a, pad, mode="edge")
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cumsum = np.cumsum(padded, axis=axis)
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zero = np.zeros_like(np.take(cumsum, [0], axis=axis))
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cumsum = np.concatenate([zero, cumsum], axis=axis)
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n = a.shape[axis]
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width = 2 * radius + 1
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upper = np.take(cumsum, np.arange(width, width + n), axis=axis)
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lower = np.take(cumsum, np.arange(0, n), axis=axis)
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return (upper - lower) / width
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def _box_blur_2d(a: np.ndarray, sigma_y: float, sigma_x: float, passes: int = 3) -> np.ndarray:
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"""Separable box blur that approximates a Gaussian (central-limit theorem),
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pure numpy. A scipy-free fallback for _plateau_best."""
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out = a.astype(float)
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ry, rx = max(1, int(round(sigma_y))), max(1, int(round(sigma_x)))
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for _ in range(passes):
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out = _moving_average_1d(out, ry, axis=0)
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out = _moving_average_1d(out, rx, axis=1)
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return out
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def _plateau_best(grid: np.ndarray):
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"""Plateau-optimal cell: a blur finds the center of the best stable region,
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not a lucky spike (overfit-resistant). sigma = ~5% of each axis. Uses
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scipy's Gaussian filter when installed, else a pure-numpy box blur so the
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plotting extra needs no scipy."""
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filled = np.nan_to_num(grid, nan=np.nanmin(grid))
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sigma_y = max(1.0, grid.shape[0] * 0.05)
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sigma_x = max(1.0, grid.shape[1] * 0.05)
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smoothed = gaussian_filter(
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np.nan_to_num(grid, nan=np.nanmin(grid)),
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sigma=(sigma_y, sigma_x),
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)
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try:
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from scipy.ndimage import gaussian_filter
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smoothed = gaussian_filter(filled, sigma=(sigma_y, sigma_x))
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except ImportError:
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smoothed = _box_blur_2d(filled, sigma_y, sigma_x)
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return np.unravel_index(np.argmax(smoothed), smoothed.shape)
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@@ -137,7 +166,7 @@ def heatmap_2d(
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best_label = f"best: {best_val:{fmt}} ({x_param}={best_x:.0f}, {y_param}={best_y:.0f})"
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combos = nx * ny
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main_title = title or f"{metric} — Parameter Sweep ({combos:,} combos)"
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main_title = title or f"{metric} · Parameter Sweep ({combos:,} combos)"
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if best_label:
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main_title = f"{main_title}<br><span style='font-size:11px;color:{GRAY}'>{best_label}</span>"
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fig.update_layout(title_text=main_title, hovermode="closest")
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@@ -224,7 +253,7 @@ def surface_3d(
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)
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combos = len(x_vals) * len(y_vals)
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main_title = title or f"{metric} — Surface ({combos:,} combos)"
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main_title = title or f"{metric} · Surface ({combos:,} combos)"
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if best_label:
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main_title = f"{main_title}<br><span style='font-size:11px;color:{GRAY}'>{best_label}</span>"
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@@ -1,4 +1,4 @@
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"""Composite tearsheet — HTML strategy report with interactive plotly charts."""
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"""Composite tearsheet - HTML strategy report with interactive plotly charts."""
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from __future__ import annotations
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import tempfile
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@@ -144,7 +144,7 @@ def tearsheet(
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dpi: int = 150,
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plotlyjs: str = "cdn",
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) -> str:
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"""Strategy report — self-contained HTML page with interactive charts.
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"""Strategy report - self-contained HTML page with interactive charts.
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Returns the HTML string. Opens in browser when ``show=True``,
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writes to disk when ``save`` is given.
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@@ -225,7 +225,7 @@ def tearsheet(
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>{escape(strategy_name)} — Tearsheet</title>
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<title>{escape(strategy_name)} · Tearsheet</title>
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<style>{_CSS}</style>
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{plotly_js_tag}
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</head>
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@@ -296,7 +296,7 @@ def research_report(
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save: Optional[Union[str, Path]] = None,
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dpi: int = 150,
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) -> List[Any]:
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"""Research report — one figure per analysis (plotly Figures)."""
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"""Research report - one figure per analysis (plotly Figures)."""
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from manifoldbt.plot.research import (
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heatmap_2d,
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stability,
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@@ -340,7 +340,7 @@ def research_report(
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def _fmt_hold_time(seconds):
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"""Format holding time in human-readable units."""
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if seconds <= 0:
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return "—"
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return "-"
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days = seconds / 86400
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if days >= 365:
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return f"{days / 365:.1f}y"
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