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Running on Zero
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The whole UI is a pure function of the dict `default_state()` returns. Actions
fold that dict forward; the renderer turns it into markup. Nothing in the view
layer reaches for a model, a store or a clock, which is what lets the entire
interface be tested without a browser or a network.
Numbers that do not exist render as an em dash, never as `0.00`. A model with
no resolved forecasts has no coverage -- saying `0%` would claim it was wrong
every time, which is the opposite of the truth.
"""
from __future__ import annotations
import numpy as np
import pandas as pd
from . import config
from .store import now_utc
from .trackrecord import grade_for
DASH = "—"
MAX_MATCHUP = 3
LOG_LIMIT = 8
THUMBS = 10
def default_state() -> dict:
return {
"mode": "playground",
"selected": [], # filled at boot from the registry
"asset": "BTC-USD",
"tf": "1h",
"horizon": config.DEFAULT_HORIZON["1h"],
"ghosts": True,
"gear": False,
"cls": "All",
"seed": 42,
"n_samples": config.DEFAULT_N_SAMPLES,
"hfid": "",
"family": "kronos",
"enroll_note": "",
"enroll_ok": None,
"log": [],
"error": None,
"session_forecasts": 0,
"signed_in": False,
"user": "",
"backfill_requested": False,
"backfill_note": "",
"nonce": "",
}
# --------------------------------------------------------------------------
# Formatting
# --------------------------------------------------------------------------
def pct(value, digits: int = 0) -> str:
if value is None or (isinstance(value, float) and not np.isfinite(value)):
return DASH
return f"{value * 100:.{digits}f}%"
def num(value, digits: int = 2) -> str:
if value is None or (isinstance(value, float) and not np.isfinite(value)):
return DASH
return f"{value:,.{digits}f}"
def count(value) -> str:
if value is None:
return DASH
return f"{int(value):,}"
def age_label(when, now=None) -> str:
"""How long ago something happened, in the coarsest unit that is honest.
A forecast pulled from the archive has to say how old it is. "12:00 UTC"
alone reads as current; "issued 3h ago" is the same fact and cannot be
misread as fresh.
"""
if when is None:
return DASH
when = pd.Timestamp(when)
when = when.tz_localize("UTC") if when.tzinfo is None else when.tz_convert("UTC")
now = pd.Timestamp(now) if now is not None else pd.Timestamp.utcnow()
now = now.tz_localize("UTC") if now.tzinfo is None else now.tz_convert("UTC")
seconds = (now - when).total_seconds()
if seconds < 0:
return "just now"
if seconds < 90:
return "just now"
minutes = seconds / 60
if minutes < 90:
return f"{int(round(minutes))}m ago"
hours = minutes / 60
if hours < 36:
return f"{int(round(hours))}h ago"
return f"{int(round(hours / 24))}d ago"
def live_scorecard(run) -> dict | None:
"""How an archived forecast is doing against what actually printed.
This is the Arena's whole claim in one line, applied to the forecast on
screen: of the bars that have printed so far, how many landed inside the
80% band, and how far the median is off. Returns None when nothing has
printed yet, because "0 of 0" is not a result.
Deliberately scored only on bars that exist. A horizon still running is
partial evidence, and the label says how partial.
"""
realized = getattr(run, "realized", None)
if realized is None or not len(realized):
return None
steps = {pd.Timestamp(t): i for i, t in enumerate(run.target_ts)}
lo, hi = run.result.band()
med = run.result.median()
inside = 0
errors = []
matched = 0
for ts, close in zip(pd.to_datetime(realized["ts"], utc=True),
realized["close"].to_numpy(dtype="float64")):
step = steps.get(pd.Timestamp(ts))
if step is None or step >= len(med):
continue
matched += 1
if lo[step] <= close <= hi[step]:
inside += 1
errors.append(abs(close - med[step]) / abs(close) * 100 if close else np.nan)
if not matched:
return None
share = inside / matched
complete = matched >= run.horizon
if share >= 0.8:
colour = "var(--accent-moss-strong)"
elif share >= 0.6:
colour = "var(--accent-amber-strong)"
else:
colour = "var(--mute-orange)"
return {
"inside": inside,
"matched": matched,
"share": share,
"median_err": float(np.nanmedian(errors)) if errors else None,
"complete": complete,
"colour": colour,
"label": f"{inside}/{matched} IN BAND",
"note": ("horizon complete" if complete
else f"{matched} of {run.horizon} bars in so far"),
}
def grade_color(grade: str) -> str:
head = (grade or "")[:1]
if head == "A":
return "var(--accent-moss-strong)"
if head == "B":
return "var(--accent-amber-strong)"
if head in ("C", "D"):
return "var(--mute-orange)"
return "var(--text-tertiary)"
def verdict_for(coverage, resolved: int) -> tuple[str, str, str]:
"""(chip, short, colour) describing a model's calibration in words.
The wording is deliberately unflattering where the data is unflattering: a
model whose bands are too narrow is called overconfident on the page, not
in a footnote.
"""
if resolved < config.MIN_RESOLVED_FOR_GRADE or coverage is None:
return ("NOT YET GRADED", "too few resolved", "var(--text-tertiary)")
gap = coverage - config.NOMINAL_COVERAGE
if abs(gap) <= 0.05:
return ("WELL CALIBRATED", "bands match reality", "var(--accent-moss-strong)")
if gap < -0.15:
return ("OVERCONFIDENT · BANDS TOO NARROW",
f"runs {abs(gap) * 100:.0f}pts under", "var(--mute-orange)")
if gap < 0:
return ("SLIGHTLY OVERCONFIDENT",
f"runs {abs(gap) * 100:.0f}pts under", "var(--accent-amber-strong)")
if gap > 0.15:
return ("UNDERCONFIDENT · BANDS TOO WIDE",
f"runs {gap * 100:.0f}pts over", "var(--mute-orange)")
return ("SLIGHTLY UNDERCONFIDENT",
f"runs {gap * 100:.0f}pts over", "var(--accent-amber-strong)")
# --------------------------------------------------------------------------
# Summaries
# --------------------------------------------------------------------------
class Summary:
"""Per-(model, asset, timeframe) track record, from the precomputed panels.
The Space never reads the raw track record. It is megabytes across dozens
of files and grows with every resolved forecast; the resolver collapses it
to `arena/panels.json` and that is what boots here. A missing panel is a
model with no resolved history, which renders the designed empty state --
not an error.
"""
def __init__(self, standings: pd.DataFrame, panels: dict | None = None):
self.standings = standings if standings is not None else pd.DataFrame()
panels = panels or {}
self._panels = panels.get("panels", {})
self.totals = panels.get("totals", {})
def class_of(self, asset: str) -> str:
spec = config.ASSETS.get(asset)
return spec.asset_class if spec else "other"
def standing(self, model_slug: str, asset: str) -> dict:
"""The standings row for this model in this asset's class."""
if not len(self.standings):
return {}
rows = self.standings[
(self.standings["model_slug"] == model_slug)
& (self.standings["asset_class"] == self.class_of(asset))]
return rows.iloc[0].to_dict() if len(rows) else {}
def raw_panel(self, model_slug: str, asset: str, timeframe: str) -> dict:
return self._panels.get(f"{model_slug}|{asset}|{timeframe}", {})
def panel(self, model_slug: str, asset: str, timeframe: str,
horizon: int = 0) -> dict:
"""Everything the Track Record panel needs for one model."""
raw = self.raw_panel(model_slug, asset, timeframe)
resolved = int(raw.get("resolved") or 0)
coverage = raw.get("coverage_80")
median_err = raw.get("median_pct_error")
width = raw.get("mean_width")
backfilled = raw.get("backfilled_share")
chip, short, color = verdict_for(coverage, resolved)
grade = raw.get("grade") or "-"
return {
"empty": resolved == 0,
"resolved": resolved,
"coverage": coverage,
"median_err": median_err,
"width": width,
"backfilled_share": backfilled,
"grade": grade,
"grade_color": grade_color(grade),
"verdict": chip,
"verdict_short": short,
"verdict_color": color,
"thumbs": [_thumb_view(t) for t in raw.get("thumbs", [])],
"total": int(raw.get("forecasts") or 0),
}
def _thumb_view(t: dict) -> dict:
"""A stored thumbnail, in the shape the renderer wants."""
hit = bool(t.get("hit"))
err = t.get("err")
return {
"id": "",
"date": t.get("date", DASH),
"hit": "\u2713" if hit else "\u2715",
"hit_color": "var(--fin-up)" if hit else "var(--fin-down)",
"miss": not hit,
"err": (f"{err:.2f}% ERR" if isinstance(err, (int, float)) else DASH),
"backfilled": bool(t.get("backfilled")),
"spark": t.get("spark") or {"band": "", "mid": "", "real": ""},
}
# --------------------------------------------------------------------------
# Volatility
# --------------------------------------------------------------------------
def volatility(run, history: pd.DataFrame, timeframe: str) -> dict:
"""Forecast dispersion against trailing realised volatility.
For a path model the forecast figure is the standard deviation across
sampled paths; for a quantile-only model it is the band half-width. Those
are not the same statistic, and the label says which one is on screen
rather than quietly presenting them as comparable.
"""
bars_per_day = 24 if timeframe == "1h" else 1
horizon_days = max(1.0, (run.horizon / bars_per_day)) if run else 1.0
# Before any forecast has been issued there is no history to read. An
# empty frame has no columns at all, so this guards on the column rather
# than on the length.
if history is None or "close" not in getattr(history, "columns", []):
return {"rows": [], "verdict": DASH, "note": "", "kind": ""}
close = history["close"].to_numpy(dtype="float64")
if len(close) < 10:
return {"rows": [], "verdict": DASH, "note": "", "kind": ""}
log_returns = np.diff(np.log(close))
# `a or b` on an array is a truthiness test, not a fallback. Slice widths
# are clamped explicitly instead.
recent_n = max(2, min(len(log_returns), int(bars_per_day)))
week_n = max(2, min(len(log_returns), int(bars_per_day * 7)))
realized_recent = float(np.std(log_returns[-recent_n:]))
realized_week = float(np.std(log_returns[-week_n:]))
scale = np.sqrt(bars_per_day)
realized_recent_d = realized_recent * scale
realized_week_d = realized_week * scale
if run is None:
forecast = None
kind = ""
else:
# Terminal dispersion, expressed per-day so it is comparable with the
# realised figures next to it.
forecast = float(run.result.dispersion()[-1]) / np.sqrt(horizon_days)
kind = ("SAMPLED-PATH DISPERSION"
if run.capabilities.get("output") == "ohlcv_paths"
else "BAND HALF-WIDTH")
peak = max(v for v in (forecast or 0, realized_recent_d, realized_week_d, 1e-9))
rows = [
{"label": f"Forecast-implied vol", "value": pct(forecast, 2) + " / 24H",
"pct": f"{min(100, (forecast or 0) / peak * 100):.0f}%",
"fg": "var(--accent-amber-strong)"},
{"label": "Realized vol · recent", "value": pct(realized_recent_d, 2) + " / 24H",
"pct": f"{min(100, realized_recent_d / peak * 100):.0f}%",
"fg": "var(--text-secondary)"},
{"label": "Realized vol · 7d avg", "value": pct(realized_week_d, 2) + " / 24H",
"pct": f"{min(100, realized_week_d / peak * 100):.0f}%",
"fg": "var(--text-tertiary)"},
]
if forecast is None:
verdict, note = DASH, "Run a forecast to compare its dispersion with realised volatility."
else:
ratio = forecast / (realized_week_d or 1e-9)
if ratio > 1.15:
verdict = "FORECAST > REALIZED"
note = (f"{kind.capitalize()} is running {(ratio - 1) * 100:.0f}% above "
f"trailing realised vol — this model is pricing a wider range "
f"than the last week delivered.")
elif ratio < 0.85:
verdict = "FORECAST < REALIZED"
note = (f"{kind.capitalize()} is {(1 - ratio) * 100:.0f}% below trailing "
f"realised vol — the bands are tighter than recent moves justify.")
else:
verdict = "FORECAST ≈ REALIZED"
note = (f"{kind.capitalize()} is close to trailing realised vol.")
return {"rows": rows, "verdict": verdict, "note": note, "kind": kind}
# --------------------------------------------------------------------------
# Headline stats
# --------------------------------------------------------------------------
def headline_stats(registry: dict, standings: pd.DataFrame,
archived: int | None, resolved: int | None) -> list[dict]:
models = registry.get("models", {})
families = {m.get("family") for m in models.values() if m.get("family")}
best_label, best_note, best_color = DASH, "no graded models yet", "var(--text-primary)"
if standings is not None and len(standings):
graded = standings[standings["grade"] != "-"]
if len(graded):
best = graded.assign(_gap=graded["calibration_gap"].abs()) \
.sort_values("_gap").iloc[0]
best_label = str(best["grade"])
best_note = (f"{best['model_slug']} · "
f"{pct(float(best['coverage_80']))} coverage")
best_color = grade_color(best_label)
awaiting = None
if archived is not None and resolved is not None:
awaiting = max(0, archived - resolved)
return [
{"label": "Models enrolled", "value": count(len(models)),
"note": f"{len(families)} adapter families",
"mark": "var(--accent-amber)", "color": "var(--text-primary)"},
{"label": "Forecasts archived", "value": count(archived),
"note": "frozen at issue, never revised",
"mark": "var(--border-strong)", "color": "var(--text-primary)"},
{"label": "Resolved", "value": count(resolved),
"note": (f"{count(awaiting)} awaiting horizon" if awaiting is not None
else "awaiting the first resolver run"),
"mark": "var(--border-strong)", "color": "var(--text-primary)"},
{"label": "Best calibrated", "value": best_label, "note": best_note,
"mark": "var(--accent-moss)", "color": best_color},
]
def standings_rows(standings: pd.DataFrame, registry: dict, cls: str,
selected: list[str]) -> list[dict]:
"""The rail's leaderboard, filtered by asset class."""
if standings is None or not len(standings):
return []
df = standings
if cls and cls != "All":
wanted = {"Crypto": "crypto", "Equities": "equity"}.get(cls, cls.lower())
df = df[df["asset_class"] == wanted]
if not len(df):
return []
# Rank by calibration first, then by how much evidence there is. A model
# with a perfect gap over 20 forecasts should not outrank one with a nearly
# perfect gap over two thousand.
df = df.assign(_gap=df["calibration_gap"].abs(),
_graded=(df["grade"] != "-").astype(int))
df = df.sort_values(["_graded", "_gap", "resolved_count"],
ascending=[False, True, False])
models = registry.get("models", {})
out = []
for i, (_, row) in enumerate(df.iterrows()):
slug = str(row["model_slug"])
entry = models.get(slug, {})
out.append({
"rank": f"{i + 1:02d}",
"slug": slug,
"name": entry.get("display", slug),
"grade": str(row["grade"]),
"grade_color": grade_color(str(row["grade"])),
"meta": (f"{count(row['resolved_count'])} RESOLVED · "
f"{pct(float(row['coverage_80']))} COV · "
f"{str(row['asset_class']).upper()}"),
"selected": slug in selected,
})
return out
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