Datasets:
Tasks:
Tabular Classification
Formats:
parquet
Languages:
English
Size:
< 1K
Tags:
economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
License:
| """Read-only Streamlit dashboard for a completed microstructure run bundle.""" | |
| from __future__ import annotations | |
| import argparse | |
| import json | |
| import os | |
| import sys | |
| from collections.abc import Mapping, Sequence | |
| from pathlib import Path | |
| from typing import Any | |
| import streamlit as st | |
| from microstructure.provenance import sha256_file | |
| from microstructure.reporting import RunBundle, RunBundleError, load_run_bundle | |
| PROJECT_ROOT = Path(__file__).resolve().parents[1] | |
| DEFAULT_RUN_DIR = PROJECT_ROOT / "artifacts" / "runs" / "sample-smoke" | |
| def _argument_run_dir(arguments: Sequence[str]) -> Path: | |
| parser = argparse.ArgumentParser(add_help=False) | |
| parser.add_argument("--run-dir") | |
| parsed, _ = parser.parse_known_args(arguments) | |
| configured = parsed.run_dir or os.environ.get("MICROSTRUCTURE_RUN_DIR") | |
| return Path(configured).expanduser() if configured else DEFAULT_RUN_DIR | |
| def _integrity_key(run_dir: Path) -> str: | |
| checksum_path = run_dir / "checksums.sha256" | |
| return sha256_file(checksum_path) if checksum_path.is_file() else "missing" | |
| def _cached_bundle(run_dir: str, integrity_key: str) -> RunBundle: | |
| del integrity_key # It is part of Streamlit's cache key. | |
| return load_run_bundle(run_dir) | |
| def _rows(rows: Sequence[Mapping[str, Any]]) -> list[dict[str, Any]]: | |
| return [dict(row) for row in rows] | |
| def _show_rows(rows: Sequence[Mapping[str, Any]], empty_message: str) -> None: | |
| if rows: | |
| st.dataframe(_rows(rows), hide_index=True) | |
| else: | |
| st.info(empty_message) | |
| def _show_overview(bundle: RunBundle) -> None: | |
| st.subheader("Evidence and lineage") | |
| columns = st.columns(4) | |
| columns[0].metric("Run", bundle.run_id) | |
| columns[1].metric("Evidence", bundle.evidence_tier) | |
| columns[2].metric("Symbols", len(bundle.symbols)) | |
| columns[3].metric( | |
| "Git state", | |
| "dirty" if bool(cast_mapping(bundle.provenance.get("git")).get("dirty")) else "clean", | |
| ) | |
| st.markdown( | |
| f"**Observed UTC period:** `{bundle.observed_start_utc}` → `{bundle.observed_end_utc}`" | |
| ) | |
| st.markdown(f"**Instruments:** {', '.join(bundle.symbols)}") | |
| st.caption( | |
| "The dashboard reads serialized artifacts only. It does not download data, " | |
| "train models, or simulate orders." | |
| ) | |
| def cast_mapping(value: Any) -> Mapping[str, Any]: | |
| return value if isinstance(value, Mapping) else {} | |
| def _show_quality(bundle: RunBundle) -> None: | |
| st.subheader("Non-mutating validation findings") | |
| if bundle.quality: | |
| st.json(dict(bundle.quality), expanded=True) | |
| else: | |
| st.info("No quality summary was serialized in this completed run bundle.") | |
| st.caption("Findings are displayed as recorded; this app does not repair observations.") | |
| def _show_market_state(bundle: RunBundle) -> None: | |
| st.subheader("Market-state aggregates") | |
| _show_rows( | |
| bundle.market_state, | |
| "No dashboard-safe market-state aggregate was serialized for this run.", | |
| ) | |
| st.caption( | |
| "Only bounded aggregates are loaded here; the dashboard never scans external raw data." | |
| ) | |
| def _show_predictions(bundle: RunBundle) -> None: | |
| st.subheader("Serialized predictive diagnostics") | |
| _show_rows( | |
| bundle.predictive_metrics, | |
| "No predictive metric rows were serialized for this run.", | |
| ) | |
| st.caption( | |
| "Predictive metrics do not establish fillability or performance after execution costs." | |
| ) | |
| def _show_execution(bundle: RunBundle) -> None: | |
| st.subheader("Serialized simulated performance") | |
| _show_rows( | |
| bundle.execution_metrics, | |
| "No execution or simulated-performance rows were serialized for this run.", | |
| ) | |
| st.markdown("#### Execution sensitivity grid") | |
| _show_rows( | |
| bundle.execution_sensitivity, | |
| "No execution-sensitivity rows were serialized for this run.", | |
| ) | |
| assumptions = bundle.manifest.get("execution_assumptions") | |
| if isinstance(assumptions, Mapping) and assumptions: | |
| st.markdown("#### Recorded execution assumptions") | |
| st.json(dict(assumptions), expanded=False) | |
| st.caption( | |
| "Fees, latency, fills, adverse selection, inventory, and liquidation are model " | |
| "assumptions—not realized trading outcomes." | |
| ) | |
| def _show_reproducibility(bundle: RunBundle) -> None: | |
| st.subheader("Frozen provenance") | |
| st.markdown(f"**Run directory:** `{bundle.root}`") | |
| st.markdown(f"**Configuration SHA-256:** `{bundle.provenance.get('config_sha256', 'N/A')}`") | |
| st.markdown("#### Run manifest") | |
| st.code(json.dumps(bundle.manifest, indent=2, sort_keys=True), language="json") | |
| st.markdown("#### Provenance") | |
| st.code(json.dumps(bundle.provenance, indent=2, sort_keys=True), language="json") | |
| st.caption( | |
| "The completion marker and checksum manifest were verified before these values loaded." | |
| ) | |
| def render_dashboard(bundle: RunBundle) -> None: | |
| """Render a verified bundle without changing it.""" | |
| st.title("Order Flow to Price Impact") | |
| if bundle.evidence_tier in {"SYNTHETIC_SMOKE", "PUBLIC_SAMPLE_PARTIAL"}: | |
| st.warning(bundle.watermark) | |
| else: | |
| st.info(bundle.watermark) | |
| labels = ( | |
| "Overview", | |
| "Data Quality", | |
| "Market State", | |
| "Predictions", | |
| "Simulated Performance", | |
| "Reproducibility & Limitations", | |
| ) | |
| tabs = st.tabs(labels) | |
| with tabs[0]: | |
| _show_overview(bundle) | |
| with tabs[1]: | |
| _show_quality(bundle) | |
| with tabs[2]: | |
| _show_market_state(bundle) | |
| with tabs[3]: | |
| _show_predictions(bundle) | |
| with tabs[4]: | |
| _show_execution(bundle) | |
| with tabs[5]: | |
| _show_reproducibility(bundle) | |
| def main(arguments: Sequence[str] | None = None) -> None: | |
| st.set_page_config(page_title="Microstructure Research", layout="wide") | |
| run_dir = _argument_run_dir(sys.argv[1:] if arguments is None else arguments).resolve() | |
| try: | |
| bundle = _cached_bundle(str(run_dir), _integrity_key(run_dir)) | |
| except RunBundleError as error: | |
| st.title("Order Flow to Price Impact") | |
| st.error(f"Run bundle is incomplete or invalid: {error}") | |
| st.caption( | |
| "Select a directory containing run_manifest.json, provenance.json, " | |
| "checksums.sha256, and the final _SUCCESS marker." | |
| ) | |
| st.stop() | |
| render_dashboard(bundle) | |
| if __name__ == "__main__": | |
| main() | |