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signal-platform/scripts/research_rankings.py
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Python

'''Shared production-style historical ranking helpers for research runners.'''
from __future__ import annotations
from datetime import date
def _period_percentiles(
observations: list[dict], value_key: str
) -> dict[tuple[str, str], float]:
'''Rank one deterministic ticker observation per historical period.'''
by_period: dict[tuple, list[dict]] = {}
seen: set[tuple[str, str]] = set()
for row in observations:
identity = (str(row['symbol']), str(row['date']))
if identity in seen:
raise ValueError(f'Duplicate universe rank observation: {identity}')
seen.add(identity)
if row.get(value_key) is None:
continue
period = tuple(row['ranking_period'])
by_period.setdefault(period, []).append(row)
result: dict[tuple[str, str], float] = {}
for group in by_period.values():
ordered = sorted(
group,
key=lambda row: (float(row[value_key]), str(row['symbol'])),
)
denominator = len(ordered) - 1
for rank, row in enumerate(ordered):
result[(str(row['symbol']), str(row['date']))] = round(
rank / denominator * 100.0 if denominator > 0 else 100.0,
2,
)
return result
def _live_universe_rank_map(
observations: list[dict],
benchmark_closes: dict[date, float],
momentum_weight: float,
) -> dict[tuple[str, str], dict[str, float | None]]:
'''Historical equivalent of production compute_activation_ranks.
Every ticker contributes at most once per session. Residual momentum starts
only once 252 benchmark closes were point-in-time available; earlier dates
use the same raw-momentum fallback as production.
'''
identities = [(str(row['symbol']), str(row['date'])) for row in observations]
if len(identities) != len(set(identities)):
raise ValueError('Universe ranking requires one observation per ticker/date')
raw_pct = _period_percentiles(observations, 'momentum')
residual_pct = _period_percentiles(observations, 'residual_momentum')
vol_pct = _period_percentiles(observations, 'vol_6m')
benchmark_ords = sorted(value.toordinal() for value in benchmark_closes)
residual_start_ord = benchmark_ords[251] if len(benchmark_ords) >= 252 else None
ranks: dict[tuple[str, str], dict[str, float | None]] = {}
for row in observations:
identity = (str(row['symbol']), str(row['date']))
asof_ord = date.fromisoformat(identity[1]).toordinal()
momentum_pct = (
residual_pct.get(identity)
if residual_start_ord is not None and asof_ord >= residual_start_ord
else raw_pct.get(identity)
)
volatility_pct = vol_pct.get(identity)
strategy_rank = (
round(
momentum_pct * momentum_weight
+ volatility_pct * (1.0 - momentum_weight),
2,
)
if momentum_pct is not None and volatility_pct is not None
else momentum_pct
)
ranks[identity] = {
'momentum_percentile': momentum_pct,
'volatility_percentile': volatility_pct,
'strategy_rank': strategy_rank,
}
return ranks