paper-asset-pricing 0.1.3

A comprehensive suite of tools for research in asset pricing.

paper-asset-pricing: The Orchestrator for P.A.P.E.R Research 🚀

paper-asset-pricing is the central command-line interface (CLI) and orchestration engine for the P.A.P.E.R (Platform for Asset Pricing Experimentation and Research) monorepo. It provides a unified entry point for initializing new research projects and executing the entire end-to-end asset pricing workflow.

Think of paper-asset-pricing as the conductor of your research symphony, ensuring each component (paper-data, paper-model, paper-portfolio) performs its role seamlessly and in the correct sequence.

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✨ Features

• Project Initialization (paper init): 🏗️
  • Quickly scaffolds a standardized project directory structure with a single command.
  • Generates rich, well-commented configuration templates (data-config.yaml, etc.) and a project-specific README.md to guide you.
  • Creates a .gitignore file tailored for P.A.P.E.R projects and initializes a local Git repository.
  • Ensures a consistent and reproducible starting point for all your research.
• Pipeline Orchestration (paper execute): ➡️
  • paper execute data: Triggers the paper-data pipeline to ingest, wrangle, and process raw data based on your data-config.yaml.
  • paper execute models: Orchestrates model training and evaluation using paper-model, driven by your models-config.yaml.
  • paper execute portfolio: Manages portfolio construction and performance analysis using paper-portfolio, based on your portfolio-config.yaml.
• Research Publication (paper publish): 📦
  • paper publish zenodo: Bundles your project's code and configurations (excluding data) and uploads it as a draft to Zenodo. This makes it easy to get a permanent DOI for your research, enhancing reproducibility and citability.
• Modular & Extensible: Designed to integrate seamlessly with other P.A.P.E.R components, prompting you to install them if they are not found.
• Centralized Configuration: Manages project-wide settings via paper-project.yaml.
• Intelligent Logging: Directs detailed operational logs from all components to a single logs.log file within your project, keeping your console clean for critical messages and final summaries.
• Auto-detection of Project Root: Smartly identifies your project's root directory, allowing you to run commands from any subdirectory.

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📦 Installation

paper-asset-pricing is the primary entry point for the P.A.P.E.R ecosystem. You can install it with specific components as optional dependencies.

Recommended (with all components):

To get paper-asset-pricing and all its components (paper-data, paper-model, paper-portfolio), use the all extra.

pip install "paper-asset-pricing[all]"

Install Specific Components:

If you only need paper-asset-pricing and a particular component (e.g., paper-data), you can install it like this:

pip install "paper-asset-pricing[data]"

Core paper-asset-pricing only:

If you only want the paper init command without any component dependencies:

pip install paper-asset-pricing

From Source (for development within the monorepo):

Navigate to the root of your P.A.P.E.R monorepo and install paper-asset-pricing in editable mode.

pip install -e ./paper-asset-pricing

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🚀 Usage Workflow

Let's walk through initializing a new project and running the full research pipeline.

1. Initialize a New P.A.P.E.R Project

From your desired parent directory, run the init command:

paper init ExampleProject

Expected Console Output:

Initializing P.A.P.E.R project 'ExampleProject' at: /path/to/your/parent/directory
✓ Created project directories.
✓ Created main project config: ExampleProject/configs/paper-project.yaml
✓ Created .gitignore file.
✓ Created project README.md.
✓ Created log file: ExampleProject/logs.log

Creating component configuration files from templates:
✓ Created: ExampleProject/configs/data-config.yaml
✓ Created: ExampleProject/configs/models-config.yaml
✓ Created: ExampleProject/configs/portfolio-config.yaml

✓ Ensured .gitkeep in empty project subdirectories.
✓ Initialized git repository.
✓ Created initial commit.

🎉 P.A.P.E.R project 'ExampleProject' initialized successfully!

Navigate to your project:
  cd "ExampleProject"

Next steps:
  1. Review and edit the configuration templates in the 'configs/' directory.
  2. (Optional) If using local files, place them in the `data/raw/` directory.
  3. Run the first phase of your research, e.g., `paper execute data`.

This command creates a standard directory structure inside ExampleProject/.

2. Prepare Data and Configurations

Before executing the pipeline, you need to:

1. Place Raw Data: Add your raw data files (e.g., firm_data.csv) to the ExampleProject/data/raw/ directory.
2. Configure data-config.yaml: Edit ExampleProject/configs/data-config.yaml to define your data ingestion and wrangling steps.
3. Configure models-config.yaml: Edit ExampleProject/configs/models-config.yaml to define the models you want to train and evaluate.
4. Configure portfolio-config.yaml: Edit ExampleProject/configs/portfolio-config.yaml to define the portfolio strategies you want to backtest.

3. Execute the Full Pipeline

The paper execute commands orchestrate the entire research workflow. It's best to run them from within your project directory.

# Navigate to the project directory
cd ExampleProject

# 1. Run the data phase
paper execute data

# 2. Run the models phase
paper execute models

# 3. Run the portfolio phase
paper execute portfolio

Each command will provide a clean success message on the console, with all detailed output captured in the logs.log file. For example, after running the data phase:

Console Output:

>>> Executing Data Phase <<<
Data phase completed successfully. Additional information in 'logs.log'

4. Publish Your Research for Reproducibility

Once your research is complete, you can easily create a citable, permanent archive of your code and configurations on Zenodo.

# This command will guide you through the process
paper publish zenodo

This will create a draft on Zenodo. You can then visit the provided URL to add final details and officially publish your work to get a DOI.

logs.log Content (Snippet):

INFO - Starting Data Phase for project: ExampleProject
INFO - Project root: /path/to/monorepo/ExampleProject
INFO - Using data configuration: /path/to/monorepo/ExampleProject/configs/data-config.yaml
INFO - Running data pipeline for project: /path/to/monorepo/ExampleProject
... (detailed logs from paper-data) ...
INFO - Data pipeline completed successfully.

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⚙️ Configuration (paper-project.yaml)

The paper-project.yaml file, located in your project's configs/ directory, serves as the central configuration hub.

# ---------------------------------------------------------------------------
# P.A.P.E.R Main Project Configuration File
#
# This file acts as the central hub for your research project.
# It defines project metadata and points to the configuration files
# for each phase of the research pipeline (data, models, portfolio).
# ---------------------------------------------------------------------------

# --- Project Metadata ---
# Basic information about your research project.
project_name: "ExampleProject"
version: "0.1.0"
paper_asset_pricing_version: "0.1.2" # Version of P.A.P.E.R used to create this project.
creation_date: "2025-06-19"
description: "A research project on..." # TODO: Add a brief, one-line description of your project.

# --- Component Configuration ---
# This section maps each research phase to its specific YAML configuration file.
# The file paths are relative to this 'configs' directory.
components:
  # Configuration for the data ingestion and wrangling phase.
  data:
    config_file: "data-config.yaml"
  # Configuration for the model training and evaluation phase.
  models:
    config_file: "models-config.yaml"
  # Configuration for the portfolio construction and analysis phase.
  portfolio:
    config_file: "portfolio-config.yaml"

# --- Logging Configuration ---
# Controls how logs are recorded for the entire project.
logging:
  # The name of the log file, located in the project's root directory.
  log_file: "logs.log"
  # The minimum level of log messages to record.
  # Options (from most to least verbose): DEBUG, INFO, WARNING, ERROR, CRITICAL
  level: "INFO"

• components: Defines the configuration files for each P.A.P.E.R component. The paths are relative to the configs/ directory.
• logging: Configures the project's logging behavior.
  • log_file: The name of the log file in the project's root directory.
  • level: The minimum logging level to capture (e.g., INFO, DEBUG).

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🤝 Contributing

We welcome contributions to paper-asset-pricing! If you have suggestions for new commands, improvements to existing features, or bug fixes, please feel free to open an issue or submit a pull request.

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📄 License

paper-asset-pricing is distributed under the MIT License. See the LICENSE file for more information.

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