diff --git a/.gitignore b/.gitignore index 4095452..a7cce28 100644 --- a/.gitignore +++ b/.gitignore @@ -85,16 +85,30 @@ secrets/ static_site/ k8s/secret.yaml -# Tool artifacts -CLAUDE.md -**/CLAUDE.md - -# LaTeX build artifacts -*.aux -*.bbl -*.blg -*.fdb_latexmk -*.fls -*.out -*.toc +# Tool artifacts +CLAUDE.md +**/CLAUDE.md + +# Development/session notes (temporary artifacts) +CHECKLIST.md +PROGRESS.md +SESSION_NOTES.md +TODO.md +PROJECT_SUMMARY.txt +REVISION_NOTES.md + +# Archive/submission files +*.tar.gz +*.zip +!**/fixtures/*.zip +!**/test-data/*.zip + +# LaTeX build artifacts +*.aux +*.bbl +*.blg +*.fdb_latexmk +*.fls +*.out +*.toc *.synctex.gz diff --git a/ASRI_arxiv.tar.gz b/ASRI_arxiv.tar.gz deleted file mode 100644 index 457968e..0000000 Binary files a/ASRI_arxiv.tar.gz and /dev/null differ diff --git a/CHECKLIST.md b/CHECKLIST.md deleted file mode 100644 index 6fd07cf..0000000 --- a/CHECKLIST.md +++ /dev/null @@ -1,373 +0,0 @@ -# ASRI Development Checklist ✅ - -## Setup Complete ✅ - -- [x] Repository cloned to `/home/andrewroyce/asri` -- [x] Python virtual environment created -- [x] All dependencies installed (64 packages) -- [x] `.env` file created -- [x] Docker Compose file for PostgreSQL -- [x] Documentation created - ---- - -## Your First Hour (Start Here!) - -### ☐ 1. Activate Environment (30 seconds) -```bash -cd /home/andrewroyce/asri -source .venv/bin/activate -``` - -### ☐ 2. Test Current System (2 minutes) -```bash -# Run tests -pytest - -# Start API server (Ctrl+C to stop) -uvicorn asri.api.main:app --reload -``` -**Expected:** Server starts, visit http://localhost:8000/docs - -### ☐ 3. Start PostgreSQL (2 minutes) -```bash -# Make sure Docker is running, then: -docker-compose up -d -``` -**Expected:** PostgreSQL running on port 5432 - -### ☐ 4. Get FRED API Key (5 minutes) -1. Visit: https://fred.stlouisfed.org/docs/api/api_key.html -2. Create free account -3. Copy your API key -4. Edit `.env` and paste: `FRED_API_KEY=your_key_here` - ---- - -## Your First Day (Core Setup) - -### ☐ 5. Create Database Models (30 minutes) - -Create `src/asri/models/base.py`: -```python -from sqlalchemy.ext.asyncio import AsyncSession, create_async_engine -from sqlalchemy.orm import declarative_base, sessionmaker -from pydantic_settings import BaseSettings - -Base = declarative_base() - -class Settings(BaseSettings): - database_url: str - - class Config: - env_file = ".env" - -settings = Settings() -engine = create_async_engine(settings.database_url, echo=True) -async_session = sessionmaker(engine, class_=AsyncSession, expire_on_commit=False) -``` - -Create `src/asri/models/asri.py`: -```python -from datetime import datetime -from sqlalchemy import Column, Integer, Float, DateTime, String -from .base import Base - -class ASRIDaily(Base): - __tablename__ = "asri_daily" - - id = Column(Integer, primary_key=True) - date = Column(DateTime, unique=True, nullable=False, index=True) - asri = Column(Float, nullable=False) - asri_normalized = Column(Float, nullable=False) - alert_level = Column(String(20), nullable=False) - - stablecoin_risk = Column(Float, nullable=False) - defi_liquidity_risk = Column(Float, nullable=False) - contagion_risk = Column(Float, nullable=False) - arbitrage_opacity = Column(Float, nullable=False) - - created_at = Column(DateTime, default=datetime.utcnow) -``` - -### ☐ 6. Set Up Database Migrations (10 minutes) -```bash -# Install Alembic -pip install alembic - -# Initialize -alembic init alembic - -# Edit alembic.ini - set sqlalchemy.url to your DATABASE_URL -# Or better, edit alembic/env.py to read from .env - -# Create first migration -alembic revision --autogenerate -m "Initial schema" - -# Apply migration -alembic upgrade head -``` - -### ☐ 7. Test Database Connection (5 minutes) -Create `scripts/test_db.py`: -```python -import asyncio -from src.asri.models.base import engine -from src.asri.models.asri import ASRIDaily, Base - -async def test_connection(): - async with engine.begin() as conn: - await conn.run_sync(Base.metadata.create_all) - print("✅ Database connection successful!") - -if __name__ == "__main__": - asyncio.run(test_connection()) -``` - -Run: `python scripts/test_db.py` - ---- - -## Your First Week (Core Features) - -### ☐ 8. Build FRED Connector (2 hours) - -Create `src/asri/ingestion/fred.py`: -```python -import httpx -from typing import Dict, Any -from datetime import datetime - -class FREDConnector: - BASE_URL = "https://api.stlouisfed.org/fred/series/observations" - - def __init__(self, api_key: str): - self.api_key = api_key - self.client = httpx.AsyncClient() - - async def fetch_series(self, series_id: str, start_date: str) -> Dict[str, Any]: - params = { - "series_id": series_id, - "api_key": self.api_key, - "file_type": "json", - "observation_start": start_date, - } - response = await self.client.get(self.BASE_URL, params=params) - response.raise_for_status() - return response.json() - - async def get_treasury_rates(self, start_date: str): - # DGS10 = 10-Year Treasury Rate - return await self.fetch_series("DGS10", start_date) - - async def get_vix(self, start_date: str): - # VIXCLS = CBOE VIX - return await self.fetch_series("VIXCLS", start_date) -``` - -Test it: -```python -import asyncio -from src.asri.ingestion.fred import FREDConnector -from dotenv import load_dotenv -import os - -load_dotenv() - -async def test(): - fred = FREDConnector(os.getenv("FRED_API_KEY")) - data = await fred.get_treasury_rates("2024-01-01") - print(data) - -asyncio.run(test()) -``` - -### ☐ 9. Create Data Pipeline (3 hours) - -Create `src/asri/pipeline/orchestrator.py`: -```python -from datetime import datetime -from src.asri.ingestion.fred import FREDConnector -from src.asri.ingestion.defillama import DefiLlamaConnector -from src.asri.signals.calculator import compute_asri -from src.asri.models.asri import ASRIDaily -from src.asri.models.base import async_session - -async def run_daily_calculation(): - """Run the complete ASRI calculation pipeline.""" - - # 1. Fetch data from sources - fred = FREDConnector(api_key=...) - defillama = DefiLlamaConnector() - - treasury_data = await fred.get_treasury_rates(...) - defi_data = await defillama.get_protocol_tvls(...) - - # 2. Transform raw data (implement this) - # transformed = transform_data(treasury_data, defi_data) - - # 3. Calculate ASRI - # result = compute_asri(...) - - # 4. Store in database - async with async_session() as session: - daily_record = ASRIDaily( - date=datetime.utcnow(), - asri=result.asri, - asri_normalized=result.asri_normalized, - alert_level=result.alert_level, - stablecoin_risk=result.sub_indices.stablecoin_risk, - # ... other fields - ) - session.add(daily_record) - await session.commit() -``` - -### ☐ 10. Wire Up Scheduler (1 hour) - -Create `src/asri/scheduler/jobs.py`: -```python -from apscheduler.schedulers.asyncio import AsyncIOScheduler -from src.asri.pipeline.orchestrator import run_daily_calculation - -scheduler = AsyncIOScheduler() - -def start_scheduler(): - # Run daily at 1 AM UTC - scheduler.add_job( - run_daily_calculation, - 'cron', - hour=1, - minute=0, - id='daily_asri_calculation' - ) - scheduler.start() - -def stop_scheduler(): - scheduler.shutdown() -``` - -Update `src/asri/api/main.py` lifespan: -```python -from src.asri.scheduler.jobs import start_scheduler, stop_scheduler - -@asynccontextmanager -async def lifespan(app: FastAPI): - print(f"Starting ASRI API v{__version__}") - start_scheduler() # Add this - yield - print("Shutting down ASRI API") - stop_scheduler() # Add this -``` - -### ☐ 11. Connect API to Database (2 hours) - -Update `src/asri/api/main.py`: -```python -from src.asri.models.base import async_session -from src.asri.models.asri import ASRIDaily -from sqlalchemy import select, desc - -@app.get("/asri/current", response_model=ASRIResponse) -async def get_current_asri(): - async with async_session() as session: - stmt = select(ASRIDaily).order_by(desc(ASRIDaily.date)).limit(1) - result = await session.execute(stmt) - record = result.scalar_one_or_none() - - if not record: - raise HTTPException(status_code=404, detail="No ASRI data available") - - return ASRIResponse( - timestamp=record.date, - asri=record.asri, - asri_30d_avg=record.asri, # TODO: Calculate actual 30-day avg - trend="rising", # TODO: Calculate trend - sub_indices=SubIndices( - stablecoin_risk=record.stablecoin_risk, - defi_liquidity_risk=record.defi_liquidity_risk, - contagion_risk=record.contagion_risk, - arbitrage_opacity=record.arbitrage_opacity, - ), - alert_level=record.alert_level, - last_update=record.created_at, - ) -``` - ---- - -## Testing Checklist - -### ☐ Unit Tests -- [ ] Test FRED connector with mock responses -- [ ] Test ASRI calculator with known inputs -- [ ] Test database models CRUD operations -- [ ] Test data transformations - -### ☐ Integration Tests -- [ ] Test full pipeline with real API calls -- [ ] Test API endpoints with database -- [ ] Test scheduler job execution - -### ☐ Code Quality -- [ ] Run `ruff check src/` - no errors -- [ ] Run `mypy src/` - no type errors -- [ ] Run `pytest --cov=src/asri` - >80% coverage -- [ ] All docstrings added - ---- - -## Launch Checklist - -### ☐ Pre-Production -- [ ] All API keys secured in environment -- [ ] Database backups configured -- [ ] Logging configured (structlog) -- [ ] Error monitoring (Sentry) -- [ ] Rate limiting implemented -- [ ] CORS properly configured - -### ☐ Deployment -- [ ] Dockerfile created -- [ ] Docker image built and tested -- [ ] Production database provisioned -- [ ] SSL certificate configured -- [ ] Domain name configured -- [ ] CI/CD pipeline set up - -### ☐ Documentation -- [ ] API documentation complete -- [ ] User guide written -- [ ] Developer guide written -- [ ] README updated - ---- - -## Progress Tracker - -**Foundation:** ✅✅✅✅✅ 100% (Setup complete!) - -**Week 1:** ⬜⬜⬜⬜⬜ 0% (Database models, migrations) - -**Week 2:** ⬜⬜⬜⬜⬜ 0% (Data connectors) - -**Week 3:** ⬜⬜⬜⬜⬜ 0% (Pipeline & calculator) - -**Week 4:** ⬜⬜⬜⬜⬜ 0% (Scheduler & automation) - -**Week 5:** ⬜⬜⬜⬜⬜ 0% (API integration) - -**Week 6:** ⬜⬜⬜⬜⬜ 0% (Testing & polish) - -**Overall:** ████⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜ 15% - ---- - -## Need Help? - -📖 Read `SETUP_GUIDE.md` - comprehensive documentation -⚡ Read `QUICK_START.md` - quick reference -📋 Read `TODO.md` - detailed task breakdown -📁 Read `docs/ASRI-PROPOSAL.md` - full methodology - -🚀 **You've got everything you need. Time to build!** diff --git a/PROGRESS.md b/PROGRESS.md deleted file mode 100644 index 9ee2cc3..0000000 --- a/PROGRESS.md +++ /dev/null @@ -1,249 +0,0 @@ -# ASRI Development Progress - -**Last Updated:** 2025-12-12 - -## 🎉 What We Just Built - -### ✅ Phase 1: Database Foundation (COMPLETE!) - -1. **Configuration System** ✅ - - Created `src/asri/config.py` with Pydantic settings - - Environment variable management via `.env` - - Database URL configuration - -2. **Database Models** ✅ - - `src/asri/models/base.py` - SQLAlchemy async setup - - `src/asri/models/asri.py` - ASRIDaily table with all sub-indices - - `src/asri/models/raw_data.py` - RawDataSource for API responses - -3. **Database Migrations** ✅ - - Alembic initialized and configured - - Initial migration created and applied - - Tables created in PostgreSQL - -4. **Database Testing** ✅ - - Connection test script successful - - Sample data inserted and retrieved - - Async operations working perfectly - -### ✅ Phase 2: Data Ingestion (Started!) - -1. **Base Connector** ✅ - - `src/asri/ingestion/base.py` - Abstract base with retry logic - - Rate limiting support - - Error handling - -2. **FRED Connector** ✅ - - `src/asri/ingestion/fred.py` - Federal Reserve data - - Treasury rates, VIX, yield curve spread - - Ready for API key - -### ✅ Phase 3: API Integration (COMPLETE!) - -1. **API Updates** ✅ - - Connected to real database - - `/asri/current` returns live data from PostgreSQL - - Dependency injection for database sessions - - Proper error handling - -2. **API Testing** ✅ - - Server starts successfully - - Health check working - - Current ASRI endpoint returning real data - - Swagger docs at http://localhost:8000/docs - -### ✅ Phase 4: Calculation Pipeline (COMPLETE!) - -1. **Pipeline Module** ✅ - - `src/asri/pipeline/calculate.py` created - - `calculate_and_store_asri()` function working - - `run_daily_calculation()` pipeline ready - - Integration with calculator module - -2. **End-to-End Test** ✅ - - Calculated ASRI from sub-indices - - Stored in database - - Retrieved via API - - Full data flow working! - ---- - -## 🎯 What Works Right Now - -```bash -cd /home/andrewroyce/asri -source .venv/bin/activate - -# Start PostgreSQL -docker-compose up -d - -# Calculate ASRI -python -m asri.pipeline.calculate - -# Start API -uvicorn asri.api.main:app --reload - -# Test endpoints -curl http://localhost:8000/health -curl http://localhost:8000/asri/current -``` - -**API Response Example:** -```json -{ - "timestamp": "2025-12-12T20:36:43.218842", - "asri": 61.6, - "asri_30d_avg": 61.6, - "trend": "stable", - "sub_indices": { - "stablecoin_risk": 65.0, - "defi_liquidity_risk": 58.0, - "contagion_risk": 72.0, - "arbitrage_opacity": 48.0 - }, - "alert_level": "moderate" -} -``` - ---- - -## 📊 Progress Tracker - -- **Phase 1**: ████████████████████ 100% (Database - COMPLETE!) -- **Phase 2**: ████⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜ 25% (Data Ingestion - Base + FRED) -- **Phase 3**: ████████████████████ 100% (Pipeline - COMPLETE!) -- **Phase 4**: ⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜ 0% (Scheduler) -- **Phase 5**: ████████████████████ 100% (API Integration - COMPLETE!) -- **Phase 6**: ⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜⬜ 0% (Testing) - -**Overall Progress: 55% Complete** 🚀 - ---- - -## 🎯 Next Steps - -### Immediate (Next Session): - -1. **Get FRED API Key** (2 minutes) - - Visit: https://fred.stlouisfed.org/docs/api/api_key.html - - Add to `.env`: `FRED_API_KEY=your_key` - -2. **Test FRED Connector** (10 minutes) - ```python - from asri.ingestion.fred import FREDConnector - import asyncio - - async def test(): - fred = FREDConnector("YOUR_KEY") - data = await fred.get_treasury_rates("2024-01-01") - print(data) - - asyncio.run(test()) - ``` - -3. **Build Data Transformation** (30 minutes) - - Create `src/asri/pipeline/transform.py` - - Transform FRED data → sub-index inputs - - Transform DeFi Llama data → sub-index inputs - -4. **Expand DeFi Llama Connector** (1 hour) - - Complete `src/asri/ingestion/defillama.py` - - Add TVL fetching - - Add stablecoin data - -### Short Term (This Week): - -5. **Add Scheduler** (2 hours) - - Create `src/asri/scheduler/jobs.py` - - Use APScheduler for daily runs - - Integrate with API lifespan - -6. **Add Time Series Endpoint** (1 hour) - - Implement `/asri/timeseries` with date ranges - - Add pagination - - Test with multiple records - -7. **Calculate 30-Day Average** (30 minutes) - - Query last 30 days from database - - Calculate rolling average - - Update ASRI records - -### Medium Term (Next Week): - -8. **Add More Data Sources** - - Token Terminal connector - - Messari connector - - Chainalysis (manual/crawler) - -9. **Sub-Index Calculation Logic** - - Implement actual sub-index formulas - - Use real data inputs - - Validate against methodology - -10. **Testing Suite** - - Unit tests for all connectors - - Integration tests for pipeline - - API endpoint tests - ---- - -## 🔥 What's Impressive - -In one session, we built: -- **Full database layer** with async PostgreSQL -- **Database migrations** with Alembic -- **Working API** connected to real data -- **Calculation pipeline** that stores results -- **End-to-end data flow** from calculation → storage → API - -The foundation is **rock solid**. Now we just need to: -1. Connect real data sources -2. Implement sub-index logic -3. Add automation (scheduler) -4. Polish and test - ---- - -## 📁 Files Created/Modified - -### Created: -- `src/asri/config.py` -- `src/asri/models/base.py` -- `src/asri/models/asri.py` -- `src/asri/models/raw_data.py` -- `src/asri/ingestion/base.py` -- `src/asri/ingestion/fred.py` -- `src/asri/pipeline/__init__.py` -- `src/asri/pipeline/calculate.py` -- `scripts/test_db_connection.py` -- `alembic/` (directory with migrations) - -### Modified: -- `.env` (updated database URLs) -- `alembic.ini` (configured for project) -- `alembic/env.py` (added model imports) -- `src/asri/api/main.py` (connected to database) - ---- - -## 💡 Key Learnings - -1. **Async SQLAlchemy** works great with FastAPI -2. **Alembic** makes database changes easy -3. **Structured logging** helps track pipeline execution -4. **Dependency injection** keeps API code clean -5. **End-to-end testing** validates the full stack - ---- - -## 🚀 You Can Now: - -✅ Start the API server -✅ Query real ASRI data from PostgreSQL -✅ Calculate and store new ASRI values -✅ View results in JSON format -✅ Access interactive API docs - -**The system is ALIVE!** 🎉 - -Next: Add real data sources and automate calculations. diff --git a/PROJECT_SUMMARY.txt b/PROJECT_SUMMARY.txt deleted file mode 100644 index 062ba3b..0000000 --- a/PROJECT_SUMMARY.txt +++ /dev/null @@ -1,219 +0,0 @@ -================================================================================ -ASRI PROJECT - READY TO BUILD -================================================================================ - -Location: /home/andrewroyce/asri -Status: ✅ FULLY SET UP AND READY FOR DEVELOPMENT - -================================================================================ -WHAT'S DONE -================================================================================ - -✅ Repository cloned from GitHub -✅ Python 3.13 virtual environment created (.venv) -✅ All dependencies installed: - - FastAPI (web framework) - - PostgreSQL drivers (asyncpg, psycopg) - - Data processing (Pandas, Polars, NumPy) - - Testing (Pytest, coverage) - - Code quality (Ruff, MyPy) - - Scheduling (APScheduler) - -✅ Working components: - - FastAPI API server (with placeholder data) - - ASRI calculation engine (4 sub-indices) - - DeFi Llama connector (skeleton) - - Test suite - - Swagger documentation at /docs - -✅ Configuration files: - - .env (from template, needs API keys) - - docker-compose.yml (PostgreSQL + pgAdmin) - - pyproject.toml (dependencies) - -✅ Documentation created: - - SETUP_GUIDE.md (comprehensive setup instructions) - - QUICK_START.md (get started in 5 minutes) - - TODO.md (detailed task breakdown) - - PROJECT_SUMMARY.txt (this file) - -================================================================================ -TEST IT NOW -================================================================================ - -cd /home/andrewroyce/asri -source .venv/bin/activate -uvicorn asri.api.main:app --reload - -Then open: http://localhost:8000/docs - -================================================================================ -WHAT YOU NEED -================================================================================ - -1. POSTGRESQL DATABASE - - Option A: docker-compose up -d (easiest!) - - Option B: sudo apt install postgresql - -2. API KEYS (to get data) - - FRED API: https://fred.stlouisfed.org/docs/api/api_key.html (FREE!) - - Token Terminal: https://tokenterminal.com/ (paid) - - Messari: https://messari.io/api (paid) - - DeFi Llama: No key needed (free but rate limited) - -3. YOUR TIME TO BUILD - - Database models (30 min) - - Data connectors (1-2 hours each) - - ETL pipeline (3-4 hours) - - Wire everything together (2-3 hours) - -================================================================================ -IMMEDIATE NEXT STEPS -================================================================================ - -1. Start PostgreSQL: - cd /home/andrewroyce/asri - docker-compose up -d - -2. Get free FRED API key (2 minutes) - -3. Create database models: - - src/asri/models/base.py - - src/asri/models/asri.py - - src/asri/models/sub_indices.py - -4. Build FRED connector: - - src/asri/ingestion/fred.py - -5. Test end-to-end pipeline - -================================================================================ -PROJECT STRUCTURE -================================================================================ - -asri/ -├── .env ✅ Config (add your API keys) -├── .venv/ ✅ Python environment -├── docker-compose.yml ✅ Database setup -├── pyproject.toml ✅ Dependencies -│ -├── SETUP_GUIDE.md ✅ Full documentation -├── QUICK_START.md ✅ Quick reference -├── TODO.md ✅ Task breakdown -├── PROJECT_SUMMARY.txt ✅ This file -│ -├── src/asri/ -│ ├── api/ -│ │ └── main.py ✅ FastAPI app (working!) -│ ├── ingestion/ -│ │ └── defillama.py 🔨 DeFi Llama (started) -│ ├── signals/ -│ │ └── calculator.py ✅ ASRI math (complete!) -│ ├── models/ -│ │ └── __init__.py ⚠️ Need to build database models -│ └── __init__.py ✅ -│ -├── tests/ -│ └── test_calculator.py ✅ Tests (working) -│ -└── docs/ - └── ASRI-PROPOSAL.md ✅ Full methodology - -================================================================================ -KEY COMMANDS -================================================================================ - -# Activate environment -cd /home/andrewroyce/asri -source .venv/bin/activate - -# Start database -docker-compose up -d - -# Start API server -uvicorn asri.api.main:app --reload - -# Run tests -pytest - -# Check code quality -ruff check src/ -mypy src/ - -# Access services -API: http://localhost:8000/docs -pgAdmin: http://localhost:5050 - -================================================================================ -TECHNOLOGY STACK -================================================================================ - -Backend: FastAPI (Python 3.11+) -Database: PostgreSQL 15 -Data: Pandas, Polars, NumPy -Async: asyncpg, httpx -Scheduling: APScheduler -Testing: Pytest -Code Quality: Ruff, MyPy -Docs: Swagger/OpenAPI - -Data Sources: -- DeFi Llama (TVL, volumes) -- FRED (macro indicators) -- Token Terminal (protocol metrics) -- Messari (on-chain data) - -================================================================================ -RESOURCES -================================================================================ - -📁 Project: /home/andrewroyce/asri -🌐 GitHub: https://github.com/studiofarzulla/asri -📖 Setup: SETUP_GUIDE.md -⚡ Quick: QUICK_START.md -📋 Tasks: TODO.md - -Documentation: -- FastAPI: https://fastapi.tiangolo.com/ -- SQLAlchemy: https://docs.sqlalchemy.org/ -- DeFi Llama: https://defillama.com/docs/api -- FRED: https://fred.stlouisfed.org/docs/api/ - -================================================================================ -DEVELOPMENT PHASES -================================================================================ - -Phase 1: Database (1 week) - → Create models, migrations, test connection - -Phase 2: Data Ingestion (2 weeks) - → Build connectors for all data sources - -Phase 3: Processing Pipeline (1 week) - → Transform raw data → calculate ASRI → store - -Phase 4: Scheduling (1 week) - → Automated daily updates - -Phase 5: API Integration (1 week) - → Connect endpoints to real data - -Phase 6: Testing & Polish (1 week) - → Full test coverage, documentation - -Total: ~6-8 weeks for MVP - -================================================================================ -YOU'RE ALL SET! 🚀 -================================================================================ - -Everything is installed, configured, and ready. -Read QUICK_START.md to begin building. - -The hardest part (setup) is done. -Now comes the fun part (building)! - -Start with: docker-compose up -d -Then build your first database model. - -================================================================================ diff --git a/REVISION_NOTES.md b/REVISION_NOTES.md deleted file mode 100644 index e61361f..0000000 --- a/REVISION_NOTES.md +++ /dev/null @@ -1,164 +0,0 @@ -# ASRI Major Revision: Stanford ML Reviewer Response - -## Summary - -This revision addresses all 11+ reviewer questions/concerns. The paper now compiles to 72 pages with comprehensive documentation of methodology, validation, and limitations. - ---- - -## Reviewer Question Mapping - -| Q# | Question | Solution | Status | -|----|----------|----------|--------| -| 1 | Confusion matrix reconciliation (3/4 vs 4/4) | Unified detection table (Tab. detection_matrix) | ✓ | -| 2 | Event study protocol details | Appendix: Event Study Protocol Specification | ✓ | -| 3 | Bank_t proxy validation vs OCC/ECB | Proxy validation module + documentation | ✓ | -| 4 | Corr_t/connectedness specifics | VCoVaR implementation + documentation | ✓ | -| 5 | NLP pipeline for Sent_t | Appendix documentation + sensitivity analysis | ✓ | -| 6 | Duration-adjusted SCR | Duration sensitivity table + interpretation | ✓ | -| 7 | Non-linear aggregation (CES/geometric) | Aggregation comparison table + CES implementation | ✓ | -| 8 | Uncertainty propagation | Confidence sequences module + bands | ✓ | -| 9 | Composability metrics | Future work section expanded | ✓ | -| 10 | HMM diagnostics | Full diagnostics table (Tab. hmm_diagnostics) | ✓ | -| 11 | VCoVaR/VCoES for tail risk | Tail risk module created | ✓ | - -### Additional AI Reviewer Questions (Round 2) - -| Q# | Question | Solution | Status | -|----|----------|----------|--------| -| AI-5 | Collinearity/VIF assessment | New Section 5.2.x + Tables (correlation, VIF, PCA loadings) | ✓ | - ---- - -## New Files Created - -### Scripts -- `scripts/generate_detection_table.py` - Unified detection matrix -- `scripts/extract_hmm_diagnostics.py` - HMM diagnostics extraction -- `scripts/duration_sensitivity.py` - SCR duration adjustment analysis -- `scripts/compare_aggregation.py` - Non-linear aggregation comparison -- `scripts/compute_uncertainty.py` - Uncertainty quantification -- `scripts/collinearity_analysis.py` - VIF, correlation matrix, PCA loadings - -### Source Modules -- `src/asri/statistics/tail_risk.py` - VCoVaR estimation (~350 LOC) -- `src/asri/statistics/confidence_sequences.py` - Anytime-valid CIs (~200 LOC) -- `src/asri/aggregation/nonlinear.py` - CES/geometric aggregation (~350 LOC) -- `src/asri/validation/proxy_validation.py` - Bank_t validation framework (~250 LOC) - -### Result Tables -- `results/tables/detection_matrix.tex` - Per-event breakdown by method -- `results/tables/confusion_summary.tex` - TP/FP/FN by threshold -- `results/tables/hmm_diagnostics.tex` - Full HMM diagnostics -- `results/tables/transition_matrix.tex` - Updated transition matrix -- `results/tables/duration_sensitivity.tex` - Duration adjustment impact -- `results/tables/aggregation_nonlinear.tex` - CES/geometric comparison -- `results/tables/uncertainty_bands.tex` - Confidence band statistics -- `results/tables/correlation_matrix.tex` - Sub-index pairwise correlations -- `results/tables/collinearity_diagnostics.tex` - VIF, condition number, eigenvalues -- `results/tables/pca_loadings.tex` - Principal component loadings - ---- - -## Paper Modifications - -### New Sections -1. **Appendix: Event Study Protocol Specification** - Complete methodology: - - Pre-registration and event selection criteria - - Window selection justification (estimation: -90 to -31, event: -30 to +10) - - Multiple testing correction (Bonferroni α = 0.0125) - - Placebo testing results (10% false positive rate) - - Lead time measurement definitions - - Robustness to specification changes - -### Section Updates -1. **Section 5.3 (Event Study)**: Added unified detection matrix and reconciliation -2. **Section 5.4 (Aggregation)**: Added non-linear aggregation paragraph and table -3. **Section 5.x (Regime Detection)**: Added HMM diagnostics table reference -4. **Appendix A (Components)**: Enhanced Sent_t documentation with sensitivity analysis -5. **Conclusion**: Expanded future work with composability, VCoVaR, proxy validation - ---- - -## Key Findings from New Analyses - -### Detection Method Comparison -| Method | Detection Rate | Note | -|--------|---------------|------| -| Threshold τ=50 | 3/4 | Terra/Luna peak 48.7 misses | -| Event Study (p<0.01) | 4/4 | All statistically significant | -| Walk-Forward OOS | 4/4 | Conservative baseline calibration | -| Max-based aggregation | 4/4 | 29-day lead time | - -### Duration Sensitivity -- Duration adjustment (0.25y → 5y) changes ASRI max by +0.6 points -- Detection rate unchanged across all duration scenarios -- SVB crisis detected regardless of duration assumption - -### Aggregation Methods -- Linear: 3/4 detection, 18-day lead -- CES (ρ=-0.5): 3/4 detection, 17-day lead -- Max-based: **4/4 detection, 29-day lead** (only method detecting Terra/Luna) - -### HMM Diagnostics -- Log-likelihood: -21,631.8 -- AIC: 43,363.6, BIC: 43,639.5 -- Regime persistence: 97-98% (highly sticky regimes) -- Ergodic distribution: [0.49, 0.33, 0.18] - ---- - -## Response Document Template - -### Q1: Detection rate inconsistency -See new Table `detection_matrix` and reconciliation paragraph in Section 5.3.x. The discrepancy arises from different methodologies: threshold-based (3/4) vs event study significance (4/4) vs walk-forward OOS (4/4). Terra/Luna peak of 48.7 falls short of operational threshold but exhibits highly significant abnormal elevation (t=5.47, p<0.001). - -### Q2: Event study protocol -See new Appendix `Event Study Protocol Specification` with pre-registration details, window specifications, multiple testing correction (Bonferroni α=0.0125), and placebo test results. - -### Q3: Bank_t proxy validation -Framework created in `src/asri/validation/proxy_validation.py`. Full validation requires quarterly OCC/ECB filings. Documented approach validates Treasury+VIX proxy against regulatory ground truth with target Spearman ρ > 0.6. - -### Q4: Corr_t/connectedness specifics -VCoVaR implementation added (`src/asri/statistics/tail_risk.py`) capturing tail dependence beyond simple correlation. Rolling ΔCoVaR computation enables dynamic tail risk monitoring. - -### Q5: Sent_t NLP pipeline -See expanded Appendix documentation. Sensitivity analysis shows Sent_t variation (0→100) changes ASRI by ±1.5 points. All crisis detections robust to any Sent_t value. - -### Q6: Duration-adjusted SCR -See Table `duration_sensitivity`. Detection rates unchanged across duration scenarios (0.25y T-bills to 5y T-notes). Framework is robust to duration assumptions. - -### Q7: Non-linear aggregation -See Table `aggregation_comparison`. Max-based aggregation achieves 4/4 detection with 29-day lead times. CES with ρ<0 captures complementary risk dynamics but doesn't improve detection over linear baseline in current sample. - -### Q8: Uncertainty propagation -Confidence sequences module created (`src/asri/statistics/confidence_sequences.py`). Bands widen with lower data quality (Arbitrage Opacity: 50% confidence due to Sent_t placeholder). - -### Q9: Composability metrics -Acknowledged as valuable future extension. Future work section expanded with protocol call-graph extraction, network centrality scoring, and shock propagation simulation requirements. - -### Q10: HMM diagnostics -See Table `hmm_diagnostics` with log-likelihood, AIC/BIC, transition matrix, regime persistence, and ergodic distribution. Convergence criterion: |Δ log L| < 10⁻⁴. - -### Q11: VCoVaR for tail risk -Module created (`src/asri/statistics/tail_risk.py`) with quantile regression-based VCoVaR estimation. ΔCoVaR measures systemic risk contribution from crypto-equity tail dependence. - ---- - -## Paper Statistics -- Total pages: 70 -- Word count: ~25,000 (estimated) -- Tables: 30+ -- Figures: 7 -- New appendix: Event Study Protocol Specification (~3 pages) - -## Compilation -```bash -cd paper/ -pdflatex ASRI_Paper.tex -bibtex ASRI_Paper -pdflatex ASRI_Paper.tex -pdflatex ASRI_Paper.tex -``` - -All new tables compile cleanly and integrate with existing paper structure. diff --git a/SESSION_NOTES.md b/SESSION_NOTES.md deleted file mode 100644 index b1189e3..0000000 --- a/SESSION_NOTES.md +++ /dev/null @@ -1,410 +0,0 @@ -# ASRI Implementation Session Notes -**Date:** 2025-12-16 / 2025-12-17 -**Status:** Production Ready - Fully Automated with Daily Updates - ---- - -## What We Built - -### Fully Automated Systemic Risk Index -ASRI calculates from **4 live data sources** with **zero manual inputs**, persists to PostgreSQL, generates a static dashboard, and auto-deploys daily: - -``` -ASRI: 46.8 | Alert Level: LOW - -Sub-Indices: - stablecoin_risk 59.1 (USDT dominance, HHI=4308) - defi_liquidity_risk 49.6 (protocol concentration, audit coverage) - contagion_risk 27.9 (low BTC-S&P500 correlation) - arbitrage_opacity 48.5 (news-based regulatory sentiment) -``` - -**Live Dashboard:** https://resurrexi.io/asri/ - ---- - -## Complete Architecture - -``` -┌─────────────────────────────────────────────────────────────────────┐ -│ DAILY AUTOMATION (01:00 UTC) │ -│ systemd: asri-scheduler.service │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ DATA INGESTION │ -│ DeFiLlama → FRED → CoinGecko → Google News │ -│ (concurrent asyncio.gather) │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ TRANSFORM LAYER │ -│ src/asri/pipeline/transform.py │ -│ - Raw data → normalized 0-100 inputs │ -│ - HHI calculations, correlation, sentiment conversion │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ CALCULATOR │ -│ src/asri/signals/calculator.py │ -│ - Sub-index formulas (30/25/25/20 weights) │ -│ - Alert level determination │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ ORCHESTRATOR │ -│ src/asri/pipeline/orchestrator.py │ -│ - Coordinates data fetching │ -│ - calculate_and_save() → PostgreSQL │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ DATABASE │ -│ PostgreSQL (Docker: asri-postgres) │ -│ Table: asri_daily (id, date, asri, sub-indices, trend, etc.) │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ STATIC SITE GENERATOR │ -│ src/asri/scheduler/static_generator.py │ -│ - Generates static_site/index.html │ -│ - Dark theme, Chart.js, responsive │ -└─────────────────────────────────────────────────────────────────────┘ - ↓ -┌─────────────────────────────────────────────────────────────────────┐ -│ DEPLOYMENT │ -│ scripts/deploy.sh │ -│ ├── rsync → K3s cluster (immediate) │ -│ ├── git push → resurrexi-io (Cloudflare Pages) │ -│ └── git push → asri repo (backup) │ -└─────────────────────────────────────────────────────────────────────┘ -``` - ---- - -## Data Sources - -### 1. DeFiLlama (No Auth) -**File:** `src/asri/ingestion/defillama.py` -- `/protocols` - 6826 protocols with TVL, category, audits -- `/v2/historicalChainTvl` - Historical TVL for volatility -- `stablecoins.llama.fi/stablecoins` - 316 stablecoins -- `bridges.llama.fi/bridges` - 88 bridges - -### 2. FRED (Free API Key) -**File:** `src/asri/ingestion/fred.py` -- `DGS10` - 10-Year Treasury Rate -- `VIXCLS` - VIX Volatility Index -- `T10Y2Y` - Yield Curve Spread -- `SP500` - S&P 500 for correlation - -### 3. CoinGecko (Free Demo Key) -**File:** `src/asri/ingestion/coingecko.py` -- `/coins/bitcoin/market_chart` - 90-day BTC prices -- Used for BTC-S&P500 correlation calculation - -### 4. Google News RSS + VADER NLP (No Auth) -**File:** `src/asri/ingestion/news.py` -- RSS feeds for crypto regulation news -- VADER sentiment analysis -- Converts sentiment to regulatory risk score - ---- - -## Database - -### PostgreSQL (Docker) -```bash -docker run -d \ - --name asri-postgres \ - -e POSTGRES_USER=asri \ - -e POSTGRES_PASSWORD=asri \ - -e POSTGRES_DB=asri \ - -p 5432:5432 \ - -v asri-pgdata:/var/lib/postgresql/data \ - postgres:16-alpine -``` - -### Schema: `asri_daily` -| Column | Type | Description | -|--------|------|-------------| -| id | SERIAL | Primary key | -| date | TIMESTAMP | Calculation date (unique) | -| asri | FLOAT | Aggregate score (0-100) | -| asri_normalized | FLOAT | Same as asri | -| asri_30d_avg | FLOAT | 30-day moving average | -| trend | VARCHAR(20) | increasing/decreasing/stable | -| alert_level | VARCHAR(20) | low/moderate/elevated/high/critical | -| stablecoin_risk | FLOAT | Sub-index (30% weight) | -| defi_liquidity_risk | FLOAT | Sub-index (25% weight) | -| contagion_risk | FLOAT | Sub-index (25% weight) | -| arbitrage_opacity | FLOAT | Sub-index (20% weight) | -| created_at | TIMESTAMP | Record creation time | -| updated_at | TIMESTAMP | Last update time | - ---- - -## API Endpoints - -### FastAPI Server -```bash -uvicorn asri.api.main:app --reload --port 8000 -``` - -| Endpoint | Method | Description | -|----------|--------|-------------| -| `/health` | GET | Health check | -| `/asri/current` | GET | Latest ASRI with `?calculate_if_missing=true` | -| `/asri/calculate` | POST | Trigger live calculation with `?save=true` | -| `/asri/timeseries` | GET | Historical data `?start=YYYY-MM-DD&end=YYYY-MM-DD` | -| `/asri/subindex/{name}` | GET | Individual sub-index history | -| `/asri/stress-test` | GET | Stress test scenarios (TODO) | -| `/asri/methodology` | GET | Methodology documentation | -| `/docs` | GET | Swagger UI | - ---- - -## Scheduler - -### Systemd Service -**File:** `scripts/asri-scheduler.service` - -```bash -# Install -sudo cp scripts/asri-scheduler.service /etc/systemd/system/ -sudo systemctl daemon-reload -sudo systemctl enable asri-scheduler -sudo systemctl start asri-scheduler - -# Check status -sudo systemctl status asri-scheduler -sudo journalctl -u asri-scheduler -f -``` - -### Daily Job (01:00 UTC) -**File:** `src/asri/scheduler/daemon.py` - -1. Calculate ASRI from live data -2. Save to PostgreSQL -3. Generate static HTML dashboard -4. Deploy via rsync + git push - ---- - -## Deployment - -### Deploy Script -**File:** `scripts/deploy.sh` - -```bash -./scripts/deploy.sh -``` - -**Actions:** -1. **rsync to K3s** - Immediate update to `sudosenpai:/mnt/storage/resurrexi-io/public/asri/` -2. **git push resurrexi-io** - Triggers Cloudflare Pages deploy -3. **git push asri** - Commits code changes to asri repo - -### Targets -- **K3s:** https://resurrexi.io/asri/ (via Cloudflare Tunnel) -- **Cloudflare Pages:** Auto-deploys from `studiofarzulla/resurrexi-io` -- **Source:** `studiofarzulla/asri` - ---- - -## Project Structure - -``` -asri/ -├── .env # API keys (not committed) -├── .gitignore # Ignores static_site/, .venv/, etc. -├── pyproject.toml # Python package config -├── SESSION_NOTES.md # This file -│ -├── scripts/ -│ ├── deploy.sh # Full deployment script -│ ├── asri-scheduler.service # Systemd unit file -│ └── install-service.sh # Service installer -│ -├── static_site/ # Generated (not committed) -│ └── index.html # Static dashboard -│ -├── src/asri/ -│ ├── __init__.py -│ ├── config.py # Pydantic settings -│ │ -│ ├── api/ -│ │ └── main.py # FastAPI application -│ │ -│ ├── db/ -│ │ └── init_db.py # Database initialization -│ │ -│ ├── ingestion/ -│ │ ├── base.py # Base client class -│ │ ├── defillama.py # DeFiLlama client -│ │ ├── fred.py # FRED client -│ │ ├── coingecko.py # CoinGecko client -│ │ └── news.py # Google News + VADER -│ │ -│ ├── models/ -│ │ ├── base.py # SQLAlchemy base + engine -│ │ ├── asri.py # ASRIDaily model -│ │ └── raw_data.py # Raw data models -│ │ -│ ├── pipeline/ -│ │ ├── calculate.py # Calculation helpers -│ │ ├── transform.py # Data transformation -│ │ └── orchestrator.py # Main pipeline coordinator -│ │ -│ ├── scheduler/ -│ │ ├── __init__.py # Package exports -│ │ ├── daemon.py # APScheduler daemon -│ │ ├── jobs.py # Daily job logic -│ │ └── static_generator.py # HTML generator -│ │ -│ └── signals/ -│ └── calculator.py # ASRI calculation formulas -``` - ---- - -## Quick Commands - -```bash -cd /home/purrpower/Resurrexi/projects/resurrexi-projects/asri -source .venv/bin/activate - -# Manual calculation + deploy -./scripts/deploy.sh - -# Just calculate (no deploy) -python -m asri.pipeline.orchestrator - -# Run scheduler daemon (foreground) -python -m asri.scheduler.daemon - -# Initialize database -python -m asri.db.init_db - -# Start API server -uvicorn asri.api.main:app --reload --port 8000 - -# Test components -python -m asri.ingestion.news # News sentiment -python -m asri.ingestion.coingecko # BTC prices -python -m asri.scheduler.static_generator # Generate HTML -``` - ---- - -## Environment Variables - -```bash -# .env -DATABASE_URL=postgresql+asyncpg://asri:asri@localhost:5432/asri -DATABASE_SYNC_URL=postgresql://asri:asri@localhost:5432/asri -FRED_API_KEY= -COINGECKO_API_KEY= -ENVIRONMENT=development -DEBUG=true -SCHEDULER_ENABLED=true -DAILY_UPDATE_HOUR=1 -``` - ---- - -## Sub-Index Formulas - -### Stablecoin Risk (30% weight) -```python -WEIGHTS = { - 'tvl_ratio': 0.4, # current_tvl / max_historical - 'treasury_stress': 0.3, # normalized 10Y treasury rate - 'concentration_hhi': 0.2, # stablecoin HHI → risk score - 'peg_volatility': 0.1, # weighted peg deviation -} -``` - -### DeFi Liquidity Risk (25% weight) -```python -WEIGHTS = { - 'top10_concentration': 0.35, # protocol HHI - 'tvl_volatility': 0.25, # std/mean of TVL history - 'smart_contract_risk': 0.20, # inverse of audit coverage - 'flash_loan_proxy': 0.10, # daily TVL changes - 'leverage_change': 0.10, # lending protocol ratio -} -``` - -### Contagion Risk (25% weight) -```python -WEIGHTS = { - 'rwa_growth_rate': 0.30, # RWA category TVL share - 'bank_exposure': 0.25, # treasury + VIX composite - 'tradfi_linkage': 0.20, # yield curve signal - 'crypto_equity_correlation': 0.15, # BTC-S&P500 correlation - 'bridge_exploit_frequency': 0.10, # number of bridges -} -``` - -### Arbitrage/Opacity Risk (20% weight) -```python -WEIGHTS = { - 'unregulated_exposure': 0.25, # chain distribution estimate - 'multi_issuer_risk': 0.25, # stablecoin issuer count - 'custody_concentration': 0.20, # top 2 stablecoin share - 'regulatory_sentiment': 0.15, # NEWS-BASED (live!) - 'transparency_score': 0.15, # audit coverage (inverted) -} -``` - ---- - -## Key Findings (2025-12-16) - -1. **Stablecoin Concentration: HIGH** - - USDT: 60.4% ($186B), USDC: 25.3% ($78B) - - HHI: 4308 (>2500 = highly concentrated) - -2. **BTC-S&P500 Correlation: NEAR ZERO (0.056)** - - Crypto currently decoupled from equities - - Lower contagion risk than typical - -3. **Regulatory Sentiment: LOW RISK (25/100)** - - News about constructive frameworks - - Not crackdown/enforcement tone - -4. **TVL at 67% of Historical Max** - - Current: $119.5B, Max: $177.5B - - Not at peak froth levels - -5. **Yield Curve: NOT Inverted (+0.67%)** - - No recession signal from bond markets - ---- - -## Future Improvements - -### Short Term -- [ ] Backtest against historical crises (Luna, FTX, SVB) -- [ ] Add email/webhook alerts for threshold breaches -- [ ] Implement stress test scenarios - -### Medium Term -- [ ] CryptoPanic integration (needs auth token) -- [ ] LLM-based regulatory analysis -- [ ] Interactive frontend with filters - -### Long Term -- [ ] Multi-chain analysis -- [ ] Prediction model for risk spikes -- [ ] Integration with trading signals - ---- - -## References - -- **Paper:** [ASRI: Aggregated Systemic Risk Index](https://doi.org/10.5281/zenodo.17918239) -- **Live Dashboard:** https://resurrexi.io/asri/ -- **API Docs:** http://localhost:8000/docs (when running) -- **Source Code:** https://github.com/studiofarzulla/asri diff --git a/TODO.md b/TODO.md deleted file mode 100644 index ca3983d..0000000 --- a/TODO.md +++ /dev/null @@ -1,338 +0,0 @@ -# ASRI Development Roadmap & TODO List - -## ✅ COMPLETED -- [x] Repository structure -- [x] Core dependencies installed -- [x] FastAPI application skeleton -- [x] ASRI calculation logic -- [x] DeFi Llama connector started -- [x] Basic test suite -- [x] API documentation (Swagger) -- [x] Development environment setup - ---- - -## 🚀 PHASE 1: Database Foundation (Priority: HIGH) - -### Week 1: Database Setup - -- [ ] **1.1 Install Database Dependencies** - - [ ] Install Alembic: `pip install alembic` - - [ ] Initialize Alembic: `alembic init alembic` - - [ ] Configure alembic.ini with DATABASE_URL - -- [ ] **1.2 Create Database Models** - - [ ] Create `src/asri/models/base.py` - - Database connection setup - - Async session configuration - - Base model class - - [ ] Create `src/asri/models/asri.py` - - ASRIDaily table (date, asri, normalized, alert_level) - - ASRIHistory for backtest data - - [ ] Create `src/asri/models/sub_indices.py` - - SubIndicesDaily table - - Store all 4 sub-index values per day - - [ ] Create `src/asri/models/raw_data.py` - - RawDataSource table (source, timestamp, data) - - For storing raw API responses - -- [ ] **1.3 Database Migrations** - - [ ] Create initial migration: `alembic revision --autogenerate -m "initial schema"` - - [ ] Review generated migration - - [ ] Apply migration: `alembic upgrade head` - - [ ] Test database connection - -- [ ] **1.4 Configuration Management** - - [ ] Create `src/asri/config.py` - - Load settings from .env - - Database connection strings - - API keys management - - [ ] Update .env with database credentials - - [ ] Test configuration loading - ---- - -## 🔌 PHASE 2: Data Ingestion (Priority: HIGH) - -### Week 2: Build Data Connectors - -- [ ] **2.1 Base Connector Class** - - [ ] Create `src/asri/ingestion/base.py` - - Abstract base class - - Rate limiting logic - - Error handling - - Retry mechanism - -- [ ] **2.2 FRED Connector** (EASIEST - Start Here!) - - [ ] Get free FRED API key - - [ ] Create `src/asri/ingestion/fred.py` - - Fetch Treasury rates - - Fetch VIX data - - Fetch GDP indicators - - [ ] Write tests for FRED connector - - [ ] Test with real API calls - -- [ ] **2.3 Finish DeFi Llama Connector** - - [ ] Complete `src/asri/ingestion/defillama.py` - - TVL data for top protocols - - Stablecoin market caps - - Historical data fetching - - [ ] Add error handling - - [ ] Write tests - -- [ ] **2.4 Token Terminal Connector** (Requires paid API) - - [ ] Get Token Terminal API key - - [ ] Create `src/asri/ingestion/token_terminal.py` - - Protocol revenue data - - Active users - - TVL metrics - - [ ] Write tests - -- [ ] **2.5 Messari Connector** (Requires paid API) - - [ ] Get Messari API key - - [ ] Create `src/asri/ingestion/messari.py` - - On-chain metrics - - Asset profiles - - Market data - - [ ] Write tests - -- [ ] **2.6 Integration Tests** - - [ ] Test all connectors together - - [ ] Validate data formats - - [ ] Check rate limiting - - [ ] Error handling validation - ---- - -## ⚙️ PHASE 3: Data Processing Pipeline (Priority: HIGH) - -### Week 3: ETL Pipeline - -- [ ] **3.1 Create Pipeline Module** - - [ ] Create `src/asri/pipeline/__init__.py` - - [ ] Create `src/asri/pipeline/transform.py` - - Transform raw DeFi Llama data - - Transform FRED economic data - - Normalize all inputs to 0-100 scale - -- [ ] **3.2 Connect Calculator to Pipeline** - - [ ] Update `src/asri/signals/calculator.py` - - Accept transformed data as input - - Add data validation - - Handle missing data gracefully - -- [ ] **3.3 Data Storage Layer** - - [ ] Create `src/asri/pipeline/store.py` - - Save raw data to database - - Save sub-index calculations - - Save final ASRI values - - Transaction handling - -- [ ] **3.4 Pipeline Orchestration** - - [ ] Create `src/asri/pipeline/orchestrator.py` - - Coordinate: fetch → transform → calculate → store - - Error handling for each stage - - Logging and monitoring - -- [ ] **3.5 Testing** - - [ ] Create `tests/test_pipeline.py` - - [ ] Test with mock data - - [ ] Test with real API data - - [ ] Test error scenarios - ---- - -## ⏰ PHASE 4: Scheduling & Automation (Priority: MEDIUM) - -### Week 4: Daily Updates - -- [ ] **4.1 Create Scheduler Module** - - [ ] Create `src/asri/scheduler/__init__.py` - - [ ] Create `src/asri/scheduler/jobs.py` - - Daily ASRI calculation job - - Data source health checks - - Cleanup old data job - -- [ ] **4.2 APScheduler Integration** - - [ ] Create `src/asri/scheduler/runner.py` - - Initialize scheduler - - Configure job triggers (daily at 1 AM UTC) - - Start/stop scheduler - -- [ ] **4.3 Update API Lifespan** - - [ ] Modify `src/asri/api/main.py` - - Start scheduler on startup - - Stop scheduler on shutdown - - Add scheduler status endpoint - -- [ ] **4.4 Monitoring & Alerts** - - [ ] Add logging to all scheduled jobs - - [ ] Email alerts on failure (optional) - - [ ] Job execution history tracking - ---- - -## 🔗 PHASE 5: API Integration (Priority: MEDIUM) - -### Week 5: Connect API to Database - -- [ ] **5.1 Database Dependencies** - - [ ] Create `src/asri/api/dependencies.py` - - Database session dependency - - Authentication dependency (future) - - Rate limiting dependency (future) - -- [ ] **5.2 Update API Endpoints** - - [ ] `/asri/current` - Query latest ASRI from database - - [ ] `/asri/timeseries` - Query historical data with date range - - [ ] `/asri/subindex/{name}` - Query specific sub-index history - - [ ] `/asri/stress-test` - Implement actual stress test logic - - [ ] `/asri/methodology` - Return from database or static file - -- [ ] **5.3 Query Optimization** - - [ ] Add database indexes - - [ ] Optimize date range queries - - [ ] Add caching layer (Redis optional) - -- [ ] **5.4 Response Models** - - [ ] Create `src/asri/api/schemas.py` - - Pydantic models for all responses - - Validation logic - - Example responses - ---- - -## 🧪 PHASE 6: Testing & Quality (Priority: HIGH) - -### Week 6: Comprehensive Testing - -- [ ] **6.1 Unit Tests** - - [ ] Test all data connectors - - [ ] Test calculator functions - - [ ] Test data transformations - - [ ] Test database models - -- [ ] **6.2 Integration Tests** - - [ ] Test full pipeline end-to-end - - [ ] Test API endpoints with database - - [ ] Test scheduler jobs - -- [ ] **6.3 Code Quality** - - [ ] Fix all Ruff linting errors - - [ ] Fix all MyPy type errors - - [ ] Add docstrings to all functions - - [ ] Achieve >80% test coverage - -- [ ] **6.4 Performance Testing** - - [ ] Load test API endpoints - - [ ] Optimize slow database queries - - [ ] Profile memory usage - ---- - -## 📈 PHASE 7: Advanced Features (Priority: LOW) - -### Future Enhancements - -- [ ] **7.1 Rate Limiting** - - [ ] Implement rate limiting middleware - - [ ] Create free tier (100 req/day) - - [ ] Create pro tier (5000 req/day) - - [ ] Add API key authentication - -- [ ] **7.2 Stress Testing** - - [ ] Implement scenario engine - - [ ] Add predefined scenarios (treasury spike, DeFi crash) - - [ ] Allow custom scenarios - - [ ] Store stress test results - -- [ ] **7.3 Historical Backtesting** - - [ ] Backfill data from 2020-01-01 - - [ ] Validate against known crises - - [ ] Generate backtest reports - - [ ] Compare with other risk indices - -- [ ] **7.4 Web Dashboard** - - [ ] Create React/Vue frontend - - [ ] Real-time ASRI chart - - [ ] Sub-index breakdown - - [ ] Historical trends - - [ ] Alert notifications - -- [ ] **7.5 Alerts & Notifications** - - [ ] Email alerts on high risk - - [ ] Webhook notifications - - [ ] Telegram/Discord bot - - [ ] SMS alerts (Twilio) - ---- - -## 🚀 DEPLOYMENT (Priority: MEDIUM) - -### Production Readiness - -- [ ] **8.1 Containerization** - - [ ] Create production Dockerfile - - [ ] Optimize image size - - [ ] Multi-stage build - - [ ] Health checks - -- [ ] **8.2 CI/CD Pipeline** - - [ ] GitHub Actions workflow - - [ ] Automated testing - - [ ] Automated deployment - - [ ] Version tagging - -- [ ] **8.3 Infrastructure** - - [ ] Set up production database (AWS RDS / DigitalOcean) - - [ ] Set up application server (AWS EC2 / DigitalOcean) - - [ ] Configure DNS - - [ ] SSL certificates (Let's Encrypt) - -- [ ] **8.4 Monitoring** - - [ ] Application monitoring (Sentry) - - [ ] Database monitoring - - [ ] Uptime monitoring - - [ ] Log aggregation - -- [ ] **8.5 Documentation** - - [ ] API documentation (OpenAPI/Swagger) - - [ ] User guide - - [ ] Developer setup guide - - [ ] Deployment guide - ---- - -## 📝 DOCUMENTATION - -- [ ] API reference documentation -- [ ] Architecture diagrams -- [ ] Data flow diagrams -- [ ] Contributing guidelines -- [ ] Change log / Release notes - ---- - -## 🎯 QUICK WINS (Do These First!) - -1. **Set up PostgreSQL** - 5 minutes with Docker -2. **Get FRED API key** - 2 minutes, completely free -3. **Create database models** - 30 minutes -4. **Build FRED connector** - 1 hour -5. **Test end-to-end** - Connect FRED → transform → calculate → store - -Start with these and you'll have working data flowing through the system! - ---- - -## 📊 Progress Tracking - -- **Phase 1**: ⬜⬜⬜⬜⬜ 0% (Database) -- **Phase 2**: ⬜⬜⬜⬜⬜ 0% (Data Ingestion) -- **Phase 3**: ⬜⬜⬜⬜⬜ 0% (Pipeline) -- **Phase 4**: ⬜⬜⬜⬜⬜ 0% (Scheduling) -- **Phase 5**: ⬜⬜⬜⬜⬜ 0% (API Integration) -- **Phase 6**: ⬜⬜⬜⬜⬜ 0% (Testing) -- **Overall**: 15% Complete - -*Update this as you complete tasks!* diff --git a/asri-submission.zip b/asri-submission.zip deleted file mode 100644 index fb9e957..0000000 Binary files a/asri-submission.zip and /dev/null differ