"""Benchmark metadata and ``info()`` display.""" from __future__ import annotations import json from typing import Any from ._compat import config BENCHMARK_NAME = "MacroLens" BENCHMARK_VERSION = "1.0" _TASK_DESCRIPTIONS: dict[str, dict[str, str]] = { "TSF": { "name": "Time-Series Forecasting", "target": "Close price", "metrics": "MSE, RMSE, MAE, DA", "horizons": "5, 21, 63 (daily) | 4, 13, 26 (weekly)", }, "A": { "name": "Equity Valuation (Val-PT)", "target": "Market capitalization", "metrics": "MAPE, MedAPE, Spearman rho", }, "B": { "name": "Statement Generation (Stmt-Gen)", "target": "XBRL financial fields", "metrics": "Per-field MAPE, Balance-equation accuracy", }, "C": { "name": "Scenario-Conditioned Return (Scen-Ret)", "target": "Post-event return (%)", "metrics": "MAE (%), DA", }, "D": { "name": "Private Company Valuation (Priv-Val)", "target": "Market capitalization (from financials + sector only)", "metrics": "MAPE, MedAPE, Spearman rho", "note": "PE simulation: no price-derived inputs", }, "E": { "name": "Generator Evaluation (Gen-Eval)", "target": "Financial statement fields (Generator output vs XBRL actual)", "metrics": "Per-field MAPE, Balance-equation accuracy", }, "F": { "name": "Real Estate Valuation (RE-Val)", "target": "Property rent and price", "metrics": "Rent MAPE, Price MAPE", }, } def _load_metadata(granularity: str = "daily") -> dict[str, Any]: """Load benchmark metadata from disk.""" bench_dir = config.get_benchmark_dir(granularity) meta: dict[str, Any] = {"granularity": granularity} for name in ("metadata.json", "task_definition.json", "valuation_tasks.json"): p = bench_dir / name if p.exists(): meta[name.replace(".json", "")] = json.loads(p.read_text()) # Panel sizes for split in ("train", "test"): p = bench_dir / f"panel_{split}.parquet" if p.exists(): try: import pandas as pd meta[f"panel_{split}_rows"] = len(pd.read_parquet(p, columns=["date"])) except Exception: pass # Scenario count sc_path = bench_dir / "scenario_forecast_ground_truth.parquet" if sc_path.exists(): try: import pandas as pd sc = pd.read_parquet(sc_path, columns=["scenario_id"]) meta["n_scenarios"] = int(sc["scenario_id"].nunique()) meta["n_scenario_rows"] = len(sc) except Exception: pass return meta def info(granularity: str = "daily") -> dict[str, Any]: """Print and return a summary of the MacroLens benchmark. Parameters ---------- granularity : str ``"daily"`` (default), ``"weekly"``, or ``"monthly"``. Returns ------- dict Benchmark metadata. Example ------- >>> import macrolens >>> macrolens.info() MacroLens v1.0 — Multi-Task Financial Forecasting Benchmark ... """ meta = _load_metadata(granularity) horizons = config.get_horizons(granularity) lookbacks = config.get_lookback_windows(granularity) # ── Pretty-print ── print(f"\n{'='*60}") print(f" {BENCHMARK_NAME} v{BENCHMARK_VERSION}") print(f" Multi-Task Financial Forecasting Benchmark") print(f"{'='*60}") print(f" Granularity : {granularity}") print(f" Horizons : {horizons}") print(f" Lookbacks : {lookbacks}") train_rows = meta.get("panel_train_rows") test_rows = meta.get("panel_test_rows") if train_rows or test_rows: print(f" Panel : {train_rows:,} train / {test_rows:,} test rows") n_sc = meta.get("n_scenarios") if n_sc: print(f" Scenarios : {n_sc} unique events, {meta.get('n_scenario_rows', 0):,} GT rows") print(f"\n Tasks:") for task_id, desc in _TASK_DESCRIPTIONS.items(): print(f" {task_id:>3} {desc['name']}") print(f" Target : {desc['target']}") print(f" Metrics: {desc['metrics']}") print(f"{'='*60}\n") return { "name": BENCHMARK_NAME, "version": BENCHMARK_VERSION, "granularity": granularity, "horizons": horizons, "lookbacks": lookbacks, "tasks": _TASK_DESCRIPTIONS, **meta, }