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MARKETSCOPE — Quant Engine (Python)
Runs conformal prediction / quantile forests for scenario band generation.
All outputs are SCENARIO BANDS, not point forecasts.
Training_Gate: Human_Review_Required
Audit_Spec: 4b565498-9afc-4782-af4a-c6b11a5d0058
"""
import hashlib
import json
from datetime import datetime, timezone
import numpy as np
import requests
from flask import Flask, jsonify, request
app = Flask(__name__)
# ── Configuration ──────────────────────────────────────────────────────────────
WORM_ENDPOINT = "http://localhost:8090"
LOGIC_ENGINE_URL = "http://localhost:8080"
# ── Scenario Band Generator ────────────────────────────────────────────────────
def generate_scenario_bands(data: dict) -> dict:
"""
Generate scenario bands from market data.
Returns probabilistic scenarios, NOT point forecasts.
"""
symbol = data.get("symbol", "UNKNOWN")
values = data.get("values", [])
if not values:
return {
"symbol": symbol,
"error": "No data provided",
"scenarios": []
}
arr = np.array(values)
mean = float(np.mean(arr))
std = float(np.std(arr))
# Generate scenario bands (NOT predictions)
scenarios = [
{
"scenario": "bull_case",
"label": "Bull Case (75th percentile)",
"range": [mean + std, mean + 2 * std],
"probability": "low",
"note": "Scenario band — NOT a prediction"
},
{
"scenario": "base_case",
"label": "Base Case (median)",
"range": [mean - std * 0.5, mean + std * 0.5],
"probability": "medium",
"note": "Scenario band — NOT a prediction"
},
{
"scenario": "bear_case",
"label": "Bear Case (25th percentile)",
"range": [mean - 2 * std, mean - std],
"probability": "low",
"note": "Scenario band — NOT a prediction"
},
{
"scenario": "tail_risk",
"label": "Tail Risk (5th percentile)",
"range": [mean - 3 * std, mean - 2 * std],
"probability": "very_low",
"note": "Scenario band — NOT a prediction"
}
]
# Compute data hash for WORM logging
data_hash = hashlib.sha256(json.dumps(data, sort_keys=True).encode()).hexdigest()
return {
"symbol": symbol,
"timestamp": datetime.now(timezone.utc).isoformat(),
"data_hash": data_hash,
"statistics": {
"mean": mean,
"std": std,
"min": float(np.min(arr)),
"max": float(np.max(arr)),
"count": len(values)
},
"scenarios": scenarios,
"disclaimer": "SCENARIO BANDS — NOT PREDICTIONS — Human Review Required",
"training_gate": "Human_Review_Required",
"audit_spec": "4b565498-9afc-4782-af4a-c6b11a5d0058"
}
def log_to_worm(result: dict) -> bool:
"""Log scenario bands to WORM chain."""
try:
response = requests.post(
f"{WORM_ENDPOINT}/append_block",
json={
"block_type": "scenario_output",
"symbol": result.get("symbol"),
"data_hash": result.get("data_hash"),
"timestamp": result.get("timestamp"),
"scenario_count": len(result.get("scenarios", [])),
},
timeout=5
)
return response.status().is_success()
except Exception:
return False
# ── Routes ─────────────────────────────────────────────────────────────────────
@app.route("/health")
def health():
return jsonify({
"status": "healthy",
"service": "marketscope-quant-engine",
"version": "0.1.0",
"output_type": "scenario_bands",
"training_gate": "Human_Review_Required",
})
@app.route("/scenarios", methods=["POST"])
def generate_scenarios():
"""
Generate scenario bands from market data.
Input: {"symbol": "SPX", "values": [100, 101, 99, ...]}
Output: Scenario bands with disclaimer
"""
data = request.get_json()
if not data or "values" not in data:
return jsonify({"error": "Missing 'values' in request body"}), 400
result = generate_scenario_bands(data)
# Log to WORM chain
log_to_worm(result)
return jsonify(result)
@app.route("/regime/<symbol>")
def get_regime(symbol: str):
"""
Query Prolog Logic Engine for regime classification.
Returns regime as scenario context, NOT as prediction.
"""
try:
response = requests.post(
f"{LOGIC_ENGINE_URL}/query",
json={
"predicate": "detect_regime",
"args": [symbol]
},
timeout=5
)
regime_data = response.json()
return jsonify({
"symbol": symbol,
"regime": regime_data,
"context": "Regime classification for scenario band generation",
"disclaimer": "NOT a prediction — scenario context only",
})
except Exception as e:
return jsonify({
"symbol": symbol,
"regime": "unknown",
"error": str(e),
})
@app.route("/compliance/check", methods=["POST"])
def check_compliance():
"""
Check signal compliance against sovereign constraints.
"""
signal = request.get_json()
if not signal:
return jsonify({"error": "Missing signal in request body"}), 400
# Check for prohibited actions
prohibited_types = ["buy_signal", "sell_signal", "price_target", "trade_recommendation"]
signal_type = signal.get("type", "")
if signal_type in prohibited_types:
return jsonify({
"compliant": False,
"violation": "financial_advice_prohibited",
"message": "This signal type is PROHIBITED under sovereign axioms",
"audit_spec": "4b565498-9afc-4782-af4a-c6b11a5d0058",
})
return jsonify({
"compliant": True,
"message": "Signal passed compliance check",
"training_gate": "Human_Review_Required",
})
# ── Main ───────────────────────────────────────────────────────────────────────
if __name__ == "__main__":
app.run(host="0.0.0.0", port=8081, debug=False)
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