File size: 15,801 Bytes
c49b21b
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
"""
Unified report generator for merged features - generates all 3 reports with automatic column discovery.
Supports merged, crypto, and stocks feature files with dynamic schema detection.

Usage:
    # Generate all 3 reports
    python unified_report_generator.py --generate-all
    
    # Generate specific reports
    python unified_report_generator.py --merged-input data/merged/features/merged_features.parquet
    python unified_report_generator.py --crypto-input data/merged/features/crypto_features.parquet
    python unified_report_generator.py --stocks-input data/merged/features/stocks_features.parquet
    
    # Custom paths
    python unified_report_generator.py \
      --merged-input path/to/merged.parquet \
      --crypto-input path/to/crypto.parquet \
      --stocks-input path/to/stocks.parquet \
      --output-dir reports/ \
      --baseline-schema schemas/baseline.json
"""

import argparse
import pandas as pd
import json
import os
from datetime import datetime
from typing import Dict, List, Set, Optional
from pathlib import Path

def categorize_column_by_name(col_name: str) -> str:
    """Automatically categorize columns based on naming patterns."""
    col_lower = col_name.lower()
    
    # Exchange-related
    if col_name.startswith(('symbols.', 'exchangePrices.')):
        return "Exchange Data"
    
    # Performance metrics
    if col_name.startswith(('performance.', 'rankDiffs.')):
        return "Performance Metrics"
    
    # Technical indicators
    if col_lower in ['rsi', 'macd', 'macd_signal', 'macd_histogram', 'atr', 'bb_width', 
                     'bb_position', 'stoch_k', 'stoch_d', 'cci', 'mfi'] or col_name.startswith('roc_'):
        return "Technical Indicators"
    
    # Price-related
    if any(word in col_lower for word in ['price', 'open', 'volume', 'marketcap', 'volatility']):
        return "Price & Volume"
    
    # On-chain/blockchain
    if any(word in col_lower for word in ['transaction', 'gas', 'fees', 'tx_', 'blockchain']):
        return "On-chain Features"
    
    # Sentiment
    if any(word in col_lower for word in ['sentiment', 'social', 'confidence']):
        return "Sentiment Features"
    
    # Temporal
    if any(word in col_lower for word in ['timestamp', 'hour', 'day', 'weekend', 'trading_hours']):
        return "Temporal Features"
    
    # Completeness metrics
    if 'completeness' in col_lower or 'data_quality' in col_lower:
        return "Data Quality Metrics"
    
    # Market/Exchange info
    if col_lower in ['dominance', 'rank', 'stable', 'cg_id']:
        return "Market Metrics"
    
    # Flags
    if col_name.startswith('is_') or col_lower in ['stable']:
        return "Asset Flags"
    
    # Metadata
    if col_name.startswith('_') or col_lower in ['backup_id', 'stock_market', 'blockchain_network']:
        return "Metadata"
    
    # Links
    if col_name.startswith('links.'):
        return "External Links"
    
    # Interaction features
    if any(word in col_lower for word in ['correlation', 'convergence', 'alignment', 'trend']):
        return "Interaction Features"
    
    # Default for unknown
    return "Other Features"

def load_baseline_schema(baseline_path: str) -> Set[str]:
    """Load baseline schema if it exists."""
    if os.path.exists(baseline_path):
        try:
            with open(baseline_path, 'r') as f:
                baseline = json.load(f)
                return set(baseline.get('columns', []))
        except (json.JSONDecodeError, KeyError):
            print(f"Warning: Could not load baseline schema from {baseline_path}")
    return set()

def save_baseline_schema(columns: List[str], baseline_path: str):
    """Save current columns as baseline schema."""
    os.makedirs(os.path.dirname(baseline_path), exist_ok=True)
    schema = {
        "generated_at": datetime.utcnow().isoformat() + "Z",
        "total_columns": len(columns),
        "columns": sorted(columns)
    }
    with open(baseline_path, 'w') as f:
        json.dump(schema, f, indent=2)

def detect_asset_type(df: pd.DataFrame, all_columns: List[str]) -> str:
    """Detect asset type based on column patterns."""
    if any(col.startswith('symbols.') for col in all_columns):
        return "crypto"
    elif "stock_market" in all_columns:
        return "stocks"
    elif "is_crypto" in all_columns and "is_stock" in all_columns:
        return "mixed"
    else:
        return "unknown"

def get_asset_specific_stats(df: pd.DataFrame, asset_type: str, all_columns: List[str]) -> Dict:
    """Get asset-specific statistics."""
    stats = {"asset_type": asset_type}
    
    if asset_type == "crypto":
        # Crypto-specific stats
        if "stable" in df.columns:
            stats["stable_coins_count"] = int(df["stable"].sum())
        
        if "cg_id" in df.columns or "symbol" in df.columns:
            symbol_col = "symbol" if "symbol" in df.columns else "cg_id"
            stats["unique_crypto_assets"] = df[symbol_col].nunique()
        
        # Exchange coverage
        exchange_columns = [col for col in all_columns if col.startswith(("symbols.", "exchangePrices."))]
        if exchange_columns:
            exchange_coverage = {}
            for col in exchange_columns[:10]:  # Limit to avoid huge reports
                coverage = (df[col].notna().sum() / len(df)) * 100
                exchange_coverage[col] = round(coverage, 2)
            stats["exchange_coverage"] = exchange_coverage
    
    elif asset_type == "stocks":
        # Stock-specific stats
        if "symbol" in df.columns:
            stats["unique_stock_symbols"] = df["symbol"].nunique()
        
        if "stock_market" in df.columns:
            stats["stock_market_distribution"] = df["stock_market"].value_counts().to_dict()
        
        if "is_trading_hours" in df.columns:
            trading_hours_pct = (df["is_trading_hours"].sum() / len(df)) * 100
            stats["trading_hours_coverage_pct"] = round(trading_hours_pct, 2)
    
    elif asset_type == "mixed":
        # Mixed dataset stats
        if "is_crypto" in df.columns:
            stats["crypto_records"] = int(df["is_crypto"].sum())
        if "is_stock" in df.columns:
            stats["stock_records"] = int(df["is_stock"].sum())
        if "symbol" in df.columns:
            stats["total_unique_symbols"] = df["symbol"].nunique()
    
    return stats

def generate_report(input_path: str, output_path: str, baseline_schema_path: Optional[str] = None, report_type: str = "auto") -> bool:
    """Generate a feature report for any dataset type."""
    
    # Check if input file exists
    if not os.path.exists(input_path):
        print(f"Warning: Input file not found: {input_path}")
        return False
    
    try:
        # Load the dataset
        df = pd.read_parquet(input_path)
        all_columns = list(df.columns)
        
        print(f"Processing {input_path}...")
        print(f"  - Shape: {df.shape}")
        print(f"  - Columns: {len(all_columns)}")
        
        # Load baseline schema for comparison
        baseline_columns = set()
        if baseline_schema_path:
            baseline_columns = load_baseline_schema(baseline_schema_path)
        
        # Identify new columns
        current_columns = set(all_columns)
        new_columns = current_columns - baseline_columns if baseline_columns else set()
        
        # Auto-categorize all columns
        categories = {}
        new_features_by_category = {}
        
        for col in all_columns:
            category = categorize_column_by_name(col)
            
            if category not in categories:
                categories[category] = {"count": 0, "features": []}
                new_features_by_category[category] = []
            
            categories[category]["features"].append(col)
            categories[category]["count"] += 1
            
            # Track if it's a new feature
            if col in new_columns:
                new_features_by_category[category].append(col)
        
        # Clean up empty new feature lists
        new_features_by_category = {k: v for k, v in new_features_by_category.items() if v}
        
        # Basic dataset stats
        ts_col = df["interval_timestamp"] if "interval_timestamp" in df.columns else df.iloc[:, 0]
        if pd.api.types.is_datetime64_any_dtype(ts_col):
            start_ts = int(ts_col.min().timestamp() * 1000)
            end_ts = int(ts_col.max().timestamp() * 1000)
        else:
            start_ts = int(ts_col.min())
            end_ts = int(ts_col.max())
        
        memory_mb = df.memory_usage(deep=True).sum() / 1024**2
        
        # Data quality
        missing = df.isna().sum().to_dict()
        total_cells = df.size
        non_missing = int(df.notna().sum().sum())
        completeness_pct = (non_missing / total_cells) * 100
        avg_dq_score = df.get("data_quality_score", pd.Series(dtype=float)).mean()
        
        # Detect asset type and get specific stats
        asset_type = detect_asset_type(df, all_columns)
        asset_stats = get_asset_specific_stats(df, asset_type, all_columns)
        
        # Build the report
        report = {
            "generated_at_utc": datetime.utcnow().isoformat() + "Z",
            "report_type": report_type,
            "schema_version": "unified_v1.0",
            "source_file": os.path.basename(input_path),
            "dataset_info": {
                "shape": list(df.shape),
                "memory_usage_mb": round(memory_mb, 2),
                "time_range": {"start": start_ts, "end": end_ts},
                "total_columns": len(all_columns),
                "total_categories": len(categories),
                "new_columns_count": len(new_columns),
                **asset_stats
            },
            "feature_categories": categories,
            "data_quality": {
                "overall_completeness_pct": round(completeness_pct, 2),
                "missing_values_by_column": missing,
                "average_data_quality_score": None if pd.isna(avg_dq_score) else round(avg_dq_score, 4)
            }
        }
        
        # Add new features section if any exist
        if new_columns:
            report["new_features"] = {
                "total_new_features": len(new_columns),
                "new_features_by_category": new_features_by_category,
                "all_new_features": sorted(list(new_columns))
            }
        
        # Add baseline comparison if available
        if baseline_columns:
            removed_columns = baseline_columns - current_columns
            if removed_columns:
                report["removed_features"] = sorted(list(removed_columns))
        
        # Ensure output directory exists
        os.makedirs(os.path.dirname(output_path), exist_ok=True)
        
        # Write report
        with open(output_path, "w") as f:
            json.dump(report, f, indent=2)
        
        print(f"  Report generated: {output_path}")
        print(f"    - {len(categories)} categories")
        if new_columns:
            print(f"    - {len(new_columns)} new features detected")
        
        return True
        
    except Exception as e:
        print(f"  Error processing {input_path}: {str(e)}")
        return False

def main():
    parser = argparse.ArgumentParser(description=__doc__)
    
    # Input files
    parser.add_argument("--merged-input", default="data/merged/features/merged_features.parquet", help="Path to merged_features.parquet")
    parser.add_argument("--crypto-input", default="data/merged/features/crypto_features.parquet", help="Path to crypto_features.parquet")
    parser.add_argument("--stocks-input", default="data/merged/features/stocks_features.parquet", help="Path to stocks_features.parquet")

    # Output settings
    parser.add_argument("--output-dir", default="data/merged/features/", help="Output directory for reports")
    parser.add_argument("--baseline-schema", default="schemas/baseline.json", help="Path to baseline schema JSON")
    
    # Convenience flags
    parser.add_argument("--generate-all", action="store_true", help="Generate all reports using default paths")
    
    args = parser.parse_args()
    
    # Default paths for --generate-all
    if args.generate_all:
        default_paths = {
            "merged": "data/merged/features/merged_features.parquet",
            "crypto": "data/merged/features/crypto_features.parquet",
            "stocks": "data/merged/features/stocks_features.parquet"
        }

        print("Generating all feature reports...")
        success_count = 0

        for report_type, input_path in default_paths.items():
            output_dir = args.output_dir if args.output_dir else "data/merged/features/"
            output_path = os.path.join(output_dir, f"{report_type}_report.json")
            baseline_path = args.baseline_schema if args.baseline_schema else f"schemas/{report_type}_baseline.json"

            if generate_report(input_path, output_path, baseline_path, report_type):
                success_count += 1

        print(f"\nGenerated {success_count}/3 reports successfully!")

        # Update baseline schema with merged features if it exists
        if args.baseline_schema and os.path.exists(default_paths["merged"]):
            df = pd.read_parquet(default_paths["merged"])
            save_baseline_schema(list(df.columns), args.baseline_schema)
            print(f"Updated baseline schema: {args.baseline_schema}")

        return
    
    # Individual file processing
    reports_generated = 0
    
    if args.merged_input:
        output_dir = args.output_dir if args.output_dir else "data/merged/features/"
        output_path = os.path.join(output_dir, "merged_report.json")
        if generate_report(args.merged_input, output_path, args.baseline_schema, "merged"):
            reports_generated += 1
    
    if args.crypto_input:
        output_dir = args.output_dir if args.output_dir else "data/merged/features/"
        output_path = os.path.join(output_dir, "crypto_report.json") 
        if generate_report(args.crypto_input, output_path, args.baseline_schema, "crypto"):
            reports_generated += 1
            # Print crypto count and data quality
            try:
                with open(output_path, "r") as f:
                    report = json.load(f)
                count = report.get("dataset_info", {}).get("shape", [None])[0]
                dq = report.get("data_quality", {}).get("overall_completeness_pct", None)
                print(f"[CRYPTO] Count: {count}, Data Quality: {dq}%")
            except Exception as e:
                print(f"[CRYPTO] Error reading report for stats: {e}")
    
    if args.stocks_input:
        output_dir = args.output_dir if args.output_dir else "data/merged/features/"
        output_path = os.path.join(output_dir, "stocks_report.json")
        if generate_report(args.stocks_input, output_path, args.baseline_schema, "stocks"):
            reports_generated += 1
            # Print stocks count and data quality
            try:
                with open(output_path, "r") as f:
                    report = json.load(f)
                count = report.get("dataset_info", {}).get("shape", [None])[0]
                dq = report.get("data_quality", {}).get("overall_completeness_pct", None)
                print(f"[STOCKS] Count: {count}, Data Quality: {dq}%")
            except Exception as e:
                print(f"[STOCKS] Error reading report for stats: {e}")
    
    if reports_generated == 0:
        print("No input files specified. Use --generate-all or specify input files.")
        parser.print_help()
    else:
        print(f"\nGenerated {reports_generated} report(s) successfully!")

if __name__ == "__main__":
    main()