import os import json import numpy as np import pandas as pd from typing import Dict, List, Any, Tuple from datetime import datetime import joblib from .pnl_tracker import PnLTracker class BasePredictor: """ Base class for all vertical-specific ML predictors. Handles model loading, prediction orchestration, and confidence calibration. """ def __init__(self, vertical_name: str, pnl_tracker: PnLTracker): self.vertical = vertical_name self.pnl_tracker = pnl_tracker self.models = {} self.model_metadata = {} self.feature_importance = {} # Load models if they exist self._load_models() def _load_models(self): """ Load trained models from disk. Expected structure: ml_engine/models/{vertical}/{target}.pkl """ model_dir = f"ml_engine/models/{self.vertical}" if not os.path.exists(model_dir): print(f"No models found for {self.vertical}, initializing empty.") return # This is a placeholder for actual model loading logic # In a real scenario, we would iterate through .pkl files pass def predict(self, company_data: Dict[str, Any]) -> Dict[str, Any]: """ Main entry point. Returns predictions, confidence, and explanation. """ # 1. Preprocess Data features = self._preprocess(company_data) # 2. Generate Predictions predictions = self._run_inference(features) # 3. Calculate Confidence confidence = self._calculate_confidence(features, predictions) # 4. Explain Prediction (Feature Importance) explanation = self._explain_prediction(features) # 5. Log to P&L Tracker (Simulated) self._log_pnl_impact(predictions, confidence) return { 'company': company_data.get('name', 'Unknown'), 'predictions': predictions, 'confidence': confidence, 'explanation': explanation, 'timestamp': datetime.now().isoformat() } def _preprocess(self, data: Dict) -> pd.DataFrame: """ Convert raw dictionary data into model-ready feature vector. Must be implemented by subclasses. """ raise NotImplementedError("Subclasses must implement _preprocess") def _run_inference(self, features: pd.DataFrame) -> Dict[str, Any]: """ Run the actual ML models. Must be implemented by subclasses. """ raise NotImplementedError("Subclasses must implement _run_inference") def _calculate_confidence(self, features: pd.DataFrame, predictions: Dict) -> Dict[str, float]: """ Calculate confidence score (0.0 - 1.0) for the prediction. Default implementation uses a heuristic based on data completeness. """ # Placeholder: Confidence based on how many features are non-null completeness = features.notnull().mean().mean() base_confidence = 0.7 + (completeness * 0.2) # 0.7 to 0.9 range # Add some random variance for "realism" in the demo if no real model return {k: min(0.98, max(0.4, base_confidence)) for k in predictions.keys()} def _explain_prediction(self, features: pd.DataFrame) -> Dict[str, float]: """ Return feature importance weights for the prediction. """ # Placeholder: Return random weights for demo purposes if no SHAP # Subclasses should override this with real SHAP values return {col: np.random.uniform(0.1, 0.9) for col in features.columns[:5]} def _log_pnl_impact(self, predictions: Dict, confidence: Dict): """ Log this prediction to the P&L tracker to simulate a trade. """ # We pick the primary prediction target to track primary_target = list(predictions.keys())[0] pred_value = predictions[primary_target] conf_score = confidence.get(primary_target, 0.5) # Log it self.pnl_tracker.record_prediction( prediction_id=f"{self.vertical}_{datetime.now().timestamp()}", vertical=self.vertical, target=primary_target, predicted_value=pred_value, confidence=conf_score, expected_timeline_days=30 # Default )