code/macrolens/_meta.py

"""Benchmark metadata and ``info()`` display."""

from __future__ import annotations

import json
from typing import Any

from ._compat import config

BENCHMARK_NAME = "MacroLens"
BENCHMARK_VERSION = "1.0"

_TASK_DESCRIPTIONS: dict[str, dict[str, str]] = {
    "TSF": {
        "name": "Time-Series Forecasting",
        "target": "Close price",
        "metrics": "MSE, RMSE, MAE, DA",
        "horizons": "5, 21, 63 (daily) | 4, 13, 26 (weekly)",
    },
    "A": {
        "name": "Equity Valuation (Val-PT)",
        "target": "Market capitalization",
        "metrics": "MAPE, MedAPE, Spearman rho",
    },
    "B": {
        "name": "Statement Generation (Stmt-Gen)",
        "target": "XBRL financial fields",
        "metrics": "Per-field MAPE, Balance-equation accuracy",
    },
    "C": {
        "name": "Scenario-Conditioned Return (Scen-Ret)",
        "target": "Post-event return (%)",
        "metrics": "MAE (%), DA",
    },
    "D": {
        "name": "Private Company Valuation (Priv-Val)",
        "target": "Market capitalization (from financials + sector only)",
        "metrics": "MAPE, MedAPE, Spearman rho",
        "note": "PE simulation: no price-derived inputs",
    },
    "E": {
        "name": "Generator Evaluation (Gen-Eval)",
        "target": "Financial statement fields (Generator output vs XBRL actual)",
        "metrics": "Per-field MAPE, Balance-equation accuracy",
    },
    "F": {
        "name": "Real Estate Valuation (RE-Val)",
        "target": "Property rent and price",
        "metrics": "Rent MAPE, Price MAPE",
    },
}


def _load_metadata(granularity: str = "daily") -> dict[str, Any]:
    """Load benchmark metadata from disk."""
    bench_dir = config.get_benchmark_dir(granularity)
    meta: dict[str, Any] = {"granularity": granularity}

    for name in ("metadata.json", "task_definition.json", "valuation_tasks.json"):
        p = bench_dir / name
        if p.exists():
            meta[name.replace(".json", "")] = json.loads(p.read_text())

    # Panel sizes
    for split in ("train", "test"):
        p = bench_dir / f"panel_{split}.parquet"
        if p.exists():
            try:
                import pandas as pd

                meta[f"panel_{split}_rows"] = len(pd.read_parquet(p, columns=["date"]))
            except Exception:
                pass

    # Scenario count
    sc_path = bench_dir / "scenario_forecast_ground_truth.parquet"
    if sc_path.exists():
        try:
            import pandas as pd

            sc = pd.read_parquet(sc_path, columns=["scenario_id"])
            meta["n_scenarios"] = int(sc["scenario_id"].nunique())
            meta["n_scenario_rows"] = len(sc)
        except Exception:
            pass

    return meta


def info(granularity: str = "daily") -> dict[str, Any]:
    """Print and return a summary of the MacroLens benchmark.

    Parameters
    ----------
    granularity : str
        ``"daily"`` (default), ``"weekly"``, or ``"monthly"``.

    Returns
    -------
    dict
        Benchmark metadata.

    Example
    -------
    >>> import macrolens
    >>> macrolens.info()
    MacroLens v1.0 — Multi-Task Financial Forecasting Benchmark
    ...
    """
    meta = _load_metadata(granularity)
    horizons = config.get_horizons(granularity)
    lookbacks = config.get_lookback_windows(granularity)

    # ── Pretty-print ──
    print(f"\n{'='*60}")
    print(f"  {BENCHMARK_NAME} v{BENCHMARK_VERSION}")
    print(f"  Multi-Task Financial Forecasting Benchmark")
    print(f"{'='*60}")
    print(f"  Granularity : {granularity}")
    print(f"  Horizons    : {horizons}")
    print(f"  Lookbacks   : {lookbacks}")

    train_rows = meta.get("panel_train_rows")
    test_rows = meta.get("panel_test_rows")
    if train_rows or test_rows:
        print(f"  Panel       : {train_rows:,} train / {test_rows:,} test rows")

    n_sc = meta.get("n_scenarios")
    if n_sc:
        print(f"  Scenarios   : {n_sc} unique events, {meta.get('n_scenario_rows', 0):,} GT rows")

    print(f"\n  Tasks:")
    for task_id, desc in _TASK_DESCRIPTIONS.items():
        print(f"    {task_id:>3}  {desc['name']}")
        print(f"         Target : {desc['target']}")
        print(f"         Metrics: {desc['metrics']}")

    print(f"{'='*60}\n")

    return {
        "name": BENCHMARK_NAME,
        "version": BENCHMARK_VERSION,
        "granularity": granularity,
        "horizons": horizons,
        "lookbacks": lookbacks,
        "tasks": _TASK_DESCRIPTIONS,
        **meta,
    }