streamlit_app.py

import streamlit as st
import numpy as np
import pandas as pd
import yfinance as yf
from scipy.signal import hilbert
from datetime import datetime
import matplotlib.pyplot as plt
import seaborn as sns
import warnings
warnings.filterwarnings('ignore')

st.set_page_config(page_title="Motor TFE", page_icon="🌊", layout="wide")

# ============================================================
# MOTOR TFE
# ============================================================
class FrCalculator:
    def __init__(self, W_macro=63, W_micro=21):
        self.W_macro = W_macro
        self.W_micro = W_micro

    def compute_inertia_series(self, macro_returns):
        rho = macro_returns.rolling(window=self.W_macro).apply(
            lambda x: pd.Series(x).autocorr(lag=1) if len(x) > 1 else np.nan, raw=False)
        rho_clipped = np.clip(rho, -0.99, 0.98)
        tau_memory = 1.0 / (1.0 - rho_clipped)
        var_movil = macro_returns.rolling(window=self.W_macro).var()
        var_norm = var_movil / var_movil.expanding().mean()
        return tau_memory * np.clip(var_norm, 1.0, 5.0)

    def compute_coherence_series(self, micro_returns):
        q_series = np.full(len(micro_returns), np.nan)
        matriz = micro_returns.values
        for i in range(self.W_micro, len(matriz)):
            win = matriz[i - self.W_micro:i]
            if np.min(np.std(win, axis=0)) > 1e-10:
                corr = np.corrcoef(win, rowvar=False)
                eigenvalues = np.linalg.eigvalsh(corr)
                q_series[i] = eigenvalues[-1] / np.sum(eigenvalues)
        return pd.Series(q_series, index=micro_returns.index)

    def compute_fr_series(self, macro_returns, micro_returns):
        tau = self.compute_inertia_series(macro_returns)
        q = self.compute_coherence_series(micro_returns)
        df = pd.DataFrame({'tau': tau, 'q': q}).dropna()
        df['fr'] = df['tau'] * df['q']
        exp_mean = df['fr'].expanding(min_periods=252).mean()
        exp_std = df['fr'].expanding(min_periods=252).std()
        df['fr_normalized'] = (df['fr'] - exp_mean) / exp_std
        return df.dropna()

class EMDDecomposer:
    def __init__(self):
        self.scales = {'short': (5, 21), 'medium': (21, 63), 'long': (63, 252)}

    def decompose(self, signal_series):
        signal = signal_series.fillna(method='ffill').fillna(0).values
        N = len(signal)
        if N < 100:
            return None
        fft_signal = np.fft.fft(signal)
        freqs = np.fft.fftfreq(N, d=1.0)
        components = {}
        for name, (period_min, period_max) in self.scales.items():
            f_max = 1.0 / period_min
            f_min = 1.0 / period_max
            mask = ((np.abs(freqs) >= f_min) & (np.abs(freqs) <= f_max))
            fft_filtered = fft_signal * mask
            component = np.real(np.fft.ifft(fft_filtered))
            components[name] = pd.Series(component, index=signal_series.index)
        return components

class PhaseAnalyzer:
    @staticmethod
    def analyze(signal_component):
        s = signal_component.fillna(method='ffill').fillna(0).values
        if len(s) < 50:
            return None
        s_centered = s - np.mean(s)
        analytic = hilbert(s_centered)
        return {
            'phase': pd.Series(np.unwrap(np.angle(analytic)), index=signal_component.index),
            'amplitude': pd.Series(np.abs(analytic), index=signal_component.index),
        }

class SyncAnalyzer:
    @staticmethod
    def kuramoto(phases_dict, amplitudes_dict=None):
        df_phases = pd.DataFrame(phases_dict).dropna()
        if df_phases.empty:
            return pd.Series(dtype=float)
        if amplitudes_dict is not None:
            df_amp = pd.DataFrame(amplitudes_dict).reindex(df_phases.index).fillna(method='ffill')
            complex_sum = (df_amp * np.exp(1j * df_phases)).sum(axis=1)
            R = np.abs(complex_sum) / df_amp.sum(axis=1).replace(0, np.nan)
        else:
            R = np.abs(np.exp(1j * df_phases).mean(axis=1))
        return R.fillna(0)

    @staticmethod
    def plv(phase_i, phase_j, window=63):
        df = pd.DataFrame({'i': phase_i, 'j': phase_j}).dropna()
        if len(df) < window:
            return pd.Series(dtype=float)
        diff = df['i'] - df['j']
        plv = pd.Series(index=df.index, dtype=float)
        for k in range(window, len(df)):
            wd = diff.iloc[k - window:k].values
            plv.iloc[k] = np.abs(np.mean(np.exp(1j * wd)))
        return plv

TOPOLOGIA = {
    'CAPITAL_GLOBAL': {'macro': 'SPY', 'micro': ['XLK','XLF','XLE','XLV','XLI','XLY'],
                       'W_macro': 63, 'W_micro': 21, 'desc': 'Mercado accionario EE.UU.'},
    'GRAVEDAD_SISTEMICA': {'macro': '^TNX', 'micro': ['^IRX','^FVX','^TYX'],
                           'W_macro': 63, 'W_micro': 63, 'desc': 'Curva de tasas Tesoro'},
    'MATERIA_FISICA': {'macro': 'CL=F', 'micro': ['GC=F','ZS=F','HG=F'],
                       'W_macro': 63, 'W_micro': 63, 'desc': 'Commodities'},
    'DIGITAL_OCCIDENTE': {'macro': 'BTC-USD', 'micro': ['ETH-USD','SOL-USD','LINK-USD'],
                          'W_macro': 30, 'W_micro': 21, 'desc': 'Cripto'},
    'SOBERANO_ARGENTINA': {'macro': 'ARGT', 'micro': ['YPF','GGAL','PAM','CEPU'],
                           'W_macro': 63, 'W_micro': 21, 'desc': 'Argentina'},
}

@st.cache_data(ttl=3600)
def cargar_datos(macro_ticker, micro_tickers, period="20y"):
    tickers = [macro_ticker] + list(micro_tickers)
    data = yf.download(tickers, period=period, progress=False, auto_adjust=True)['Close']
    if isinstance(data, pd.Series):
        data = data.to_frame()
    data = data.ffill().bfill().dropna()
    if len(data) < 252:
        return None, None
    returns = np.log(data / data.shift(1)).dropna()
    if macro_ticker in returns.columns:
        return returns[macro_ticker], returns[list(micro_tickers)]
    return None, None

@st.cache_data(ttl=3600)
def procesar_subsistema(nombre):
    config = TOPOLOGIA[nombre]
    period = "max" if 'BTC' in config['macro'] else "20y"
    macro, micro = cargar_datos(config['macro'], config['micro'], period)
    if macro is None or len(macro) < 252:
        return None
    fr_calc = FrCalculator(W_macro=config['W_macro'], W_micro=config['W_micro'])
    df_fr = fr_calc.compute_fr_series(macro, micro)
    if df_fr is None or len(df_fr) < 252:
        return None
    emd = EMDDecomposer()
    components = emd.decompose(df_fr['fr_normalized'])
    if components is None:
        return None
    analyses = {}
    for cn, cs in components.items():
        r = PhaseAnalyzer.analyze(cs)
        if r is not None:
            analyses[cn] = r
    return {'fr_series': df_fr, 'wave_analyses': analyses,
            'first_date': df_fr.index[0], 'last_date': df_fr.index[-1],
            'desc': config['desc']}

def calcular_sync(processed, scale='medium'):
    phases, amps = {}, {}
    for n, d in processed.items():
        if d is None or scale not in d['wave_analyses']:
            continue
        w = d['wave_analyses'][scale]
        phases[n] = w['phase']
        amps[n] = w['amplitude']
    if len(phases) < 2:
        return None, None
    R = SyncAnalyzer.kuramoto(phases, amps)
    names = list(phases.keys())
    plv = pd.DataFrame(index=names, columns=names, dtype=float)
    for i, n1 in enumerate(names):
        for j, n2 in enumerate(names):
            if i == j:
                plv.loc[n1, n2] = 1.0
            elif i < j:
                ps = SyncAnalyzer.plv(phases[n1], phases[n2], 63)
                lp = float(ps.iloc[-1]) if len(ps) > 0 else np.nan
                plv.loc[n1, n2] = lp
                plv.loc[n2, n1] = lp
    return R, plv

# ============================================================
# INTERFAZ
# ============================================================
st.title("🌊 Motor TFE — Sincronización Sistémica")
st.caption("Teoría de Fragilidad Espectral · Detección de coherencia entre subsistemas vía Kuramoto + Hilbert")

st.sidebar.header("Control")
if st.sidebar.button("🔄 Actualizar datos"):
    st.cache_data.clear()
    st.rerun()

st.sidebar.markdown("---")
st.sidebar.markdown("**Subsistemas activos:**")
for k, v in TOPOLOGIA.items():
    st.sidebar.text(f"• {k}")
st.sidebar.markdown("---")
st.sidebar.caption(f"Última carga: {datetime.now().strftime('%Y-%m-%d %H:%M')}")

with st.spinner("Procesando subsistemas (puede tardar 1-2 minutos la primera vez)..."):
    processed = {}
    progress = st.progress(0)
    for i, nombre in enumerate(TOPOLOGIA):
        processed[nombre] = procesar_subsistema(nombre)
        progress.progress((i + 1) / len(TOPOLOGIA))
    progress.empty()

# Estado por subsistema
st.subheader("📊 Estado actual por subsistema")
cols = st.columns(len(TOPOLOGIA))
for col, (nombre, data) in zip(cols, processed.items()):
    with col:
        if data is None:
            st.metric(nombre, "—", "sin datos")
            continue
        last = data['fr_series'].iloc[-1]
        delta_color = "inverse" if last['fr_normalized'] > 1 else "normal"
        st.metric(label=nombre, value=f"Q={last['q']:.3f}",
                  delta=f"τ={last['tau']:.2f} | Fr={last['fr_normalized']:+.2f}σ",
                  delta_color=delta_color)
        st.caption(data['desc'])

# Sincronización por escala
st.subheader("🔬 Sincronización Kuramoto multi-escala")
st.caption("R(t) = parámetro de orden. R→1 = ondas en fase (resonancia). R→0 = sistema disipado.")

cols = st.columns(3)
for col, scale in zip(cols, ['short', 'medium', 'long']):
    with col:
        R, _ = calcular_sync(processed, scale)
        if R is None or len(R) == 0:
            st.warning(f"{scale}: sin datos")
            continue
        recent = R.iloc[-21:]
        R_now = recent.iloc[-1]
        R_max = recent.max()
        slope = np.polyfit(np.arange(len(recent)), recent.values, 1)[0]
        label = {'short': '⚡ Corto (5-21d)', 'medium': '🌊 Medio (21-63d)',
                 'long': '🏔️ Largo (63-252d)'}[scale]
        st.metric(label, f"R = {R_now:.3f}",
                  delta=f"max 21d: {R_max:.3f} | dR/dt: {slope:+.4f}")

# Gráfico de R(t)
st.subheader("📈 Evolución histórica de R(t)")
fig, axes = plt.subplots(3, 1, figsize=(14, 9), sharex=True)
labels = {'short': 'CORTO (5-21d) - Shocks',
          'medium': 'MEDIO (21-63d) - Incubaciones',
          'long': 'LARGO (63-252d) - Régimen'}
for ax, scale in zip(axes, ['short', 'medium', 'long']):
    R, _ = calcular_sync(processed, scale)
    if R is None or len(R) == 0:
        continue
    ax.plot(R.index, R.values, color='steelblue', lw=0.8)
    ax.axhline(0.70, color='orange', ls='--', alpha=0.7, label='Aviso (0.70)')
    ax.axhline(0.85, color='red', ls='--', alpha=0.7, label='Crítico (0.85)')
    ax.fill_between(R.index, 0, R.values, alpha=0.15, color='steelblue')
    ax.set_ylabel(f'R - {scale}')
    ax.set_title(labels[scale])
    ax.set_ylim(0, 1.05)
    ax.legend(loc='upper left', fontsize=8)
    ax.grid(alpha=0.3)
plt.tight_layout()
st.pyplot(fig)

# PLV
st.subheader("🔗 Phase Locking Value entre subsistemas (escala media)")
_, plv = calcular_sync(processed, 'medium')
if plv is not None:
    fig2, ax2 = plt.subplots(figsize=(9, 7))
    sns.heatmap(plv.astype(float), annot=True, fmt='.2f',
                cmap='RdYlBu_r', center=0.5, vmin=0, vmax=1,
                cbar_kws={'label': 'PLV'}, ax=ax2)
    ax2.set_title('PLV > 0.80 = par fuertemente acoplado')
    plt.tight_layout()
    st.pyplot(fig2)

st.markdown("---")
st.caption("Motor TFE v2.2 · Datos: Yahoo Finance · Cache: 1 hora · "
           "Fundamento: Kuramoto (1984), Scheffer (2009), Vicente (2012)")