Metadata-Version: 2.2
Name: wqb
Version: 0.2.4
Summary: A better machine lib.
Author-email: Rocky Haotian Du <qq2712479005@gmail.com>
License: MIT License
        
        Copyright (c) 2025 Rocky Haotian Du
        
        Permission is hereby granted, free of charge, to any person obtaining a copy
        of this software and associated documentation files (the "Software"), to deal
        in the Software without restriction, including without limitation the rights
        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
        copies of the Software, and to permit persons to whom the Software is
        furnished to do so, subject to the following conditions:
        
        The above copyright notice and this permission notice shall be included in all
        copies or substantial portions of the Software.
        
        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
        SOFTWARE.
        
Project-URL: repository, https://github.com/rocky-d/wqb
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Requires-Python: >=3.11
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: requests

# wqb

A better machine lib.

**FEATURES:**

- [WorldQuant BRAIN](https://platform.worldquantbrain.com/)
- [PyPI (Python Package Index)](https://pypi.org/)
- [Configurable Logging](#create-a-logginglogger-object-optional-but-recommended)
  - File & Console (Terminal)
  - INFO & WARNING
- [Permanent Session](#create-a-wqbwqbsession-object)
  - Extending [requests](https://requests.readthedocs.io/).Session
  - Automatic Authentication (Anti-Expiration / Expiration-Proof)
- [Various Requests](#usage)
  - [Search Operators](#operators)
  - [Locate / Search Datasets](#datasets)
  - [Locate / Search Fields](#fields)
  - [Locate / Filter Alphas](#alphas)
  - [Patch Properties](#alphas)
  - [(Asynchronous & Concurrent) Simulate](#simulate)
  - [(Asynchronous & Concurrent) Check Submission](#check)
  - [(Asynchronous & Concurrent) Submit](#submit)

## Prerequisites

Please first make sure you have a proper [Python](https://www.python.org/) (>=3.11) enviroment ([virtualenv](https://virtualenv.pypa.io/), [conda](https://anaconda.org/), etc.).

- Python >= 3.11
- Connecting to the Internet

### Create a new conda environment *(Optional)*

```sh
conda create -y -n wqb-py311 python=3.11
conda activate wqb-py311
```

### Install

```sh
python -m pip install wqb
```

### Update

```sh
python -m pip install wqb --upgrade --extra-index-url https://pypi.org/simple
```

## Usage

**PLEASE ALWAYS REMEMBER:**

- Manual authentication requests *(including the initial one)* are **never needed**. Just imagine using a permanent session that never expires.
- All **positional arguments** are **required**, and vice versa.
- All **keyword arguments** are **optional**, and vice versa.
  - Always use the default values of these arguments when you don't know what they mean.
- `Generator[requests.Response, None, None]` can be considered as `Iterable[requests.Response]`.
- All requesting methods return `requests.Response` or `Iterable[requests.Response]`.
- Common (optional) keyword arguments:
  - `log: str | None`
    - `None` disables log.
    - `''` enables log.
    - `'<content>'` will be appended to the log entry, and also enables log.
  - `retry_log: str | None`
    - A method has `retry_log` **if and only if** it is a coroutine function (defined by `async def`) except `wqb.WQBSession.retry` itself, and vice versa.
    - `None` disables log.
    - `''` enables log.
    - `'<content>'` will be appended to the log entry, and also enables log.
  - `log_gap: int`
    - A method has `log_gap` **if and only if** it returns `Iterable[requests.Response]`, and vice versa.
    - A sub-log will be logged `if 0 != log_gap and 0 == idx % log_gap` (`idx` starts from `1`).
    - `0` disables sub-log.

### Create a `logging.Logger` object *(Optional but Recommended)*

```python
import wqb

# Create `logger`
logger = wqb.wqb_logger()
# Use the following line instead to customize `logger.name` and set the log filename as '<name>.log' as a result.
# logger = wqb.wqb_logger(name='<name>')
print(f"{logger.name = }", flush=True)

# Manual logging
# logger.info('This is an info for testing.')
# logger.warning('This is a warning for testing.')
```

### Create a `wqb.WQBSession` object

```python
from wqb import WQBSession, print

# Create `wqbs`
wqbs = WQBSession(('<xxx@mail.com>', '<password>'), logger=logger)
# If `logger` was not created, use the following line instead.
# wqbs = WQBSession(('<xxx@mail.com>', '<password>'))

# Test connectivity (Optional)
resp = wqbs.auth_request()
print(resp.status_code)           # 201
print(resp.ok)                    # True
print(resp.json()['user']['id'])  # <Your BRAIN User ID>
```

### Operators

#### `wqb.WQBSession.search_operators(...)`

```python
resp = wqbs.search_operators()
# print(resp.json())

operators = [item['name'] for item in resp.json()]
# print(operators)

operators_by_category = {}
for item in resp.json():
    name = item['name']
    category = item['category']
    if category not in operators_by_category:
        operators_by_category = []
    operators_by_category[category].append(name)
# print(operators_by_category)
```

### Datasets

#### `wqb.WQBSession.locate_dataset(...)`

```python
dataset_id = '<dataset_id>'  # 'pv1'
resp = wqbs.locate_dataset(dataset_id)
# print(resp.json())
```

#### `wqb.WQBSession.search_datasets_limited(...)`

```python
from wqb import FilterRange

region = '<region>'  # 'USA'
delay = 1  # 1, 0
universe = '<universe>'  # 'TOP3000'
resp = wqbs.search_datasets_limited(
    region,
    delay,
    universe,
    # search='<search>',  # 'price'
    # category='<category>',  # 'pv', 'model', 'analyst'
    # theme=False,  # True, False
    # coverage=FilterRange.from_str('[80, inf)'),
    # value_score=FilterRange.from_str('(-inf, 5]'),
    # alpha_count=FilterRange.from_str('[100, 200)'),
    # user_count=FilterRange.from_str('[1, 99]'),
    # order='<order>',  # 'coverage', '-coverage', 'valueScore', '-valueScore'
    # limit=50,
    # offset=0,
    # others=[],  # ['other_param_0=xxx', 'other_param_1=yyy']
)
# print(resp.json())
```

#### `wqb.WQBSession.search_datasets(...)`

```python
from wqb import FilterRange

region = '<region>'  # 'USA'
delay = 1  # 1, 0
universe = '<universe>'  # 'TOP3000'
resps = wqbs.search_datasets(
    region,
    delay,
    universe,
    # search='<search>',  # 'price'
    # category='<category>',  # 'pv', 'model', 'analyst'
    # theme=False,  # True, False
    # coverage=FilterRange.from_str('[80, inf)'),
    # value_score=FilterRange.from_str('(-inf, 5]'),
    # alpha_count=FilterRange.from_str('[100, 200)'),
    # user_count=FilterRange.from_str('[1, 99]'),
    # order='<order>',  # 'coverage', '-coverage', 'valueScore', '-valueScore'
    # limit=50,
    # offset=0,
    # others=[],  # ['other_param_0=xxx', 'other_param_1=yyy']
)
for idx, resp in enumerate(resps, start=1):
    print(idx)
    # print(resp.json())
```

### Fields

#### `wqb.WQBSession.locate_field(...)`

```python
field_id = '<field_id>'  # 'open'
resp = wqbs.locate_field(field_id)
# print(resp.json())
```

#### `wqb.WQBSession.search_fields_limited(...)`

```python
from wqb import FilterRange

region = '<region>'  # 'USA'
delay = 1  # 1, 0
universe = '<universe>'  # 'TOP3000'
resp = wqbs.search_fields_limited(
    region,
    delay,
    universe,
    # dataset_id='<dataset_id>',  # 'pv1'
    # search='<search>',  # 'open'
    # category='<category>',  # 'pv', 'model', 'analyst'
    # theme=False,  # True, False
    # coverage=FilterRange.from_str('[80, inf)'),
    # type='<type>',  # 'MATRIX', 'VECTOR', 'GROUP', 'UNIVERSE'
    # alpha_count=FilterRange.from_str('[100, 200)'),
    # user_count=FilterRange.from_str('[1, 99]'),
    # order='<order>',  # 'coverage', '-coverage', 'alphaCount', '-alphaCount'
    # limit=50,
    # offset=0,
    # others=[],  # ['other_param_0=xxx', 'other_param_1=yyy']
)
# print(resp.json())
```

#### `wqb.WQBSession.search_fields(...)`

```python
from wqb import FilterRange

region = '<region>'  # 'USA'
delay = 1  # 1, 0
universe = '<universe>'  # 'TOP3000'
resps = wqbs.search_fields(
    region,
    delay,
    universe,
    # dataset_id='<dataset_id>',  # 'pv1'
    # search='<search>',  # 'open'
    # category='<category>',  # 'pv', 'model', 'analyst'
    # theme=False,  # True, False
    # coverage=FilterRange.from_str('[80, inf)'),
    # type='<type>',  # 'MATRIX', 'VECTOR', 'GROUP', 'UNIVERSE'
    # alpha_count=FilterRange.from_str('[100, 200)'),
    # user_count=FilterRange.from_str('[1, 99]'),
    # order='<order>',  # 'coverage', '-coverage', 'alphaCount', '-alphaCount'
    # limit=50,
    # offset=0,
    # others=[],  # ['other_param_0=xxx', 'other_param_1=yyy']
)
for idx, resp in enumerate(resps, start=1):
    print(idx)
    # print(resp.json())
```

### Alphas

#### `wqb.WQBSession.locate_alpha(...)`

```python
alpha_id = '<alpha_id>'
resp = wqbs.locate_alpha(alpha_id)
# print(resp.json())
```

#### `wqb.WQBSession.filter_alphas_limited(...)`

```python
from datetime import datetime
from wqb import FilterRange

lo = datetime.fromisoformat('2025-01-28T00:00:00-05:00')
hi = datetime.fromisoformat('2025-01-29T00:00:00-05:00')
resp = wqbs.filter_alphas_limited(
    status='UNSUBMITTED',
    region='USA',
    delay=1,
    universe='TOP3000',
    sharpe=FilterRange.from_str('[1.58, inf)'),
    fitness=FilterRange.from_str('[1, inf)'),
    turnover=FilterRange.from_str('(-inf, 0.7]'),
    date_created=FilterRange.from_str(f"[{lo.isoformat()}, {hi.isoformat()})"),
    order='dateCreated',
)
alpha_ids = [item['id'] for item in resp.json()['results']]
# print(alpha_ids)
```

#### `wqb.WQBSession.filter_alphas(...)`

```python
from datetime import datetime
from wqb import FilterRange

lo = datetime.fromisoformat('2025-01-28T00:00:00-05:00')
hi = datetime.fromisoformat('2025-01-29T00:00:00-05:00')
resps = wqbs.filter_alphas(
    status='UNSUBMITTED',
    region='USA',
    delay=1,
    universe='TOP3000',
    sharpe=FilterRange.from_str('[1.58, inf)'),
    fitness=FilterRange.from_str('[1, inf)'),
    turnover=FilterRange.from_str('(-inf, 0.7]'),
    date_created=FilterRange.from_str(f"[{lo.isoformat()}, {hi.isoformat()})"),
    order='dateCreated',
)
alpha_ids = []
for resp in resps:
    alpha_ids.extend(item['id'] for item in resp.json()['results'])
# print(alpha_ids)
```

#### `wqb.WQBSession.patch_properties(...)`

```python
from wqb import NULL

# `None` means not to set the property
# `wqb.NULL` means to set the property as `null` (JSON)

alpha_id = '<alpha_id>'
resp = wqbs.patch_properties(
    alpha_id,
    # favorite=False,  # False, True
    # hidden=False,  # False, True
    # name=NULL,  # '<name>'
    # category=NULL,  # 'ANALYST', 'FUNDAMENTAL'
    # tags=NULL,  # '<tag>', ['tag_0', 'tag_1', 'tag_2']
    # color=NULL,  # 'RED', 'YELLOW', 'GREEN', 'BLUE', 'PURPLE'
    # regular_description=NULL,  # '<regular_description>'
)
# print(resp.json())
```

### Simulate

#### `wqb.WQBSession.simulate(...)`

```python
import asyncio

alpha = {
    'type': 'REGULAR',
    'settings': {
        'instrumentType': 'EQUITY',
        'region': 'USA',
        'universe': 'TOP3000',
        'delay': 1,
        'decay': 13,
        'neutralization': 'INDUSTRY',
        'truncation': 0.13,
        'pasteurization': 'ON',
        'unitHandling': 'VERIFY',
        'nanHandling': 'OFF',
        'language': 'FASTEXPR',
        'visualization': False
    },
    'regular': 'liabilities/assets',
}
# multi_alpha = [<alpha_0>, <alpha_1>, <alpha_2>]
resp = asyncio.run(
    wqbs.simulate(
        alpha,  # `alpha` or `multi_alpha`
        # on_nolocation=lambda vars: print(vars['target'], vars['resp'], sep='\n'),
        # on_start=lambda vars: print(vars['url']),
        # on_finish=lambda vars: print(vars['resp']),
        # on_success=lambda vars: print(vars['resp']),
        # on_failure=lambda vars: print(vars['resp']),
    )
)
# print(resp.status_code)
# print(resp.text)
```

#### `wqb.WQBSession.concurrent_simulate(...)`

```python
import asyncio
import wqb

alphas = [{...}, {...}, {...}]  # [<alpha_0>, <alpha_1>, <alpha_2>]
multi_alphas = wqb.to_multi_alphas(alphas, 10)
concurrency = 8  # 1 <= concurrency <= 10
resps = asyncio.run(
    wqbs.concurrent_simulate(
        multi_alphas,  # `alphas` or `multi_alphas`
        concurrency,
        # return_exceptions=True,
        # on_nolocation=lambda vars: print(vars['target'], vars['resp'], sep='\n'),
        # on_start=lambda vars: print(vars['url']),
        # on_finish=lambda vars: print(vars['resp']),
        # on_success=lambda vars: print(vars['resp']),
        # on_failure=lambda vars: print(vars['resp']),
    )
)
for idx, resp in enumerate(resps, start=1):
    print(idx)
    # print(resp.status_code)
    # print(resp.text)
```

### Check

#### `wqb.WQBSession.check(...)`

```python
import asyncio

alpha_id = '<alpha_id>'
resp = asyncio.run(
    wqbs.check(
        alpha_id,
        # on_start=lambda vars: print(vars['url']),
        # on_finish=lambda vars: print(vars['resp']),
        # on_success=lambda vars: print(vars['resp']),
        # on_failure=lambda vars: print(vars['resp']),
    ),
)
# print(resp.status_code)
# print(resp.text)
```

#### `wqb.WQBSession.concurrent_check(...)`

```python
import asyncio

alpha_ids = ['<alpha_id_0>', '<alpha_id_1>', '<alpha_id_2>']
concurrency = 2
resps = asyncio.run(
    wqbs.concurrent_check(
        alpha_ids,
        concurrency,
        # return_exceptions=True,
        # on_start=lambda vars: print(vars['url']),
        # on_finish=lambda vars: print(vars['resp']),
        # on_success=lambda vars: print(vars['resp']),
        # on_failure=lambda vars: print(vars['resp']),
    ),
)
for idx, resp in enumerate(resps, start=1):
    print(idx)
    # print(resp.status_code)
    # print(resp.text)
```

### Submit

#### `wqb.WQBSession.submit(...)`

Not fully implemented yet.
May not work well.

```python
import asyncio

alpha_id = '<alpha_id>'
resp = asyncio.run(
    wqbs.submit(
        alpha_id,
        # on_start=lambda vars: print(vars['url']),
        # on_finish=lambda vars: print(vars['resp']),
        # on_success=lambda vars: print(vars['resp']),
        # on_failure=lambda vars: print(vars['resp']),
    ),
)
# print(resp.status_code)
# print(resp.text)
```
