code/experiments/analyses/post_hoc.py

"""Post-hoc analyses + paper artifacts for MacroLens (NeurIPS 2026 E&D track).

One pass over the reeval JSON + saved pkls produces every table + figure
referenced by §6 and the appendix.

Outputs (in --output-dir):
  Main-text artifacts:
    tab_t1_leaderboard.tex       -- T1 leaderboard
    tab_t2_t5_gap.tex            -- T2 vs T5 valuation gap
    fig_ablation_4panel.pdf      -- 4-panel ablation figure (4 tasks x 2 models x A-E)
    fig_cross_task_corr.pdf      -- cross-task ranking heatmap
    tab_cross_task_corr.tex      -- same as table
  Evaluation-research tables:
    tab_baseline_floor.tex       -- saturation: methods failing to beat naive
    tab_failure_modes.tex        -- per-cell mode (ok/parser_fail/saturation/scale_blowup)
  Appendix per-task tables:
    tab_per_task_T1.tex .. tab_per_task_T7.tex
  Stratifications:
    stratify_T1_sector.csv       -- §App.C
    stratify_T2_quartile.csv
    stratify_T5_quartile.csv
    stratify_T4_event_type.csv
    stratify_T7_state.csv
  Raw CSVs (backing every table):
    panel_metrics.csv, ablation_metrics.csv, failure_modes.csv

Usage:
    python -m whatif_bench.experiments.analyses.post_hoc \\
        --predictions-dir whatif_bench/experiments/predictions \\
        --reeval whatif_bench/experiments/results/canon_reeval_<TS>.json \\
        --output-dir whatif_bench/experiments/analyses_out
"""
from __future__ import annotations

import argparse
import json
import pickle
from pathlib import Path

import numpy as np
import pandas as pd

PANEL = [
    "persistence", "historical_analogue", "sector_median", "metro_median",
    "lightgbm", "random_forest",
    "dlinear", "itransformer", "moderntcn",
    "chronos2", "moirai2", "timesfm",
    "chattime", "time_mqa",
    "gpt_oss_120b", "gpt51", "gemini3_flash", "qwen35",
]
NAIVE = {"persistence", "historical_analogue", "sector_median", "metro_median"}
TASKS = ["T1", "T2", "T3", "T4", "T5", "T6", "T7"]
ABL_TASKS = ["T1", "T2", "T4", "T5"]
ABL_MODELS = ["gpt51", "gemini3_flash"]
PRIMARY = {
    "T1": "mse", "T2": "median_ape", "T3": "overall_mape",
    "T4": "return_mae_pct", "T5": "median_ape", "T6": "overall_mape",
    "T7": "rent_MAPE",
}
LABEL = {
    "mse": "MSE", "median_ape": "medAPE\\%", "overall_mape": "MAPE\\%",
    "return_mae_pct": "MAE\\%", "rent_MAPE": "MAPE\\%",
}
SETTINGS = ["A", "B", "C", "D", "E"]


# ── data loading ──────────────────────────────────────────────────────────

def load_metrics(reeval_path: Path) -> tuple[pd.DataFrame, pd.DataFrame]:
    """Return (panel_df, abl_df) with primary metric per row."""
    recs = json.loads(reeval_path.read_text())
    if isinstance(recs, dict):
        recs = recs.get("records", recs)
    rows = []
    for r in recs:
        if r.get("status") != "ok":
            continue
        m, t = r.get("method_id"), r.get("task")
        if m not in PANEL or t not in TASKS:
            continue
        key = PRIMARY[t]
        v = (r.get("metrics") or {}).get(key, {}).get("value")
        if v is None:
            continue
        rows.append({
            "method": m, "task": t,
            "setting": r.get("ablation_setting") or "",
            "metric_key": key, "value": float(v),
        })
    df = pd.DataFrame(rows)
    panel = df[df["setting"] == ""].drop(columns=["setting"]).copy()
    abl = df[df["setting"] != ""].copy()
    return panel, abl


def load_pkls(pred_dir: Path) -> list[dict]:
    out = []
    for p in sorted(pred_dir.glob("*.pkl")):
        try:
            with p.open("rb") as f:
                d = pickle.load(f)
            out.append(d)
        except Exception:
            continue
    return out


# ── analyses (each returns a DataFrame) ───────────────────────────────────

def cross_task_correlation(panel: pd.DataFrame) -> pd.DataFrame:
    from scipy.stats import spearmanr
    pv = panel.pivot(index="method", columns="task", values="value")
    rho = pd.DataFrame(index=TASKS, columns=TASKS, dtype=float)
    for ta in TASKS:
        for tb in TASKS:
            common = pv[[ta, tb]].dropna() if ta in pv.columns and tb in pv.columns else pd.DataFrame()
            if len(common) >= 4 and ta != tb:
                rho.loc[ta, tb] = spearmanr(common[ta], common[tb])[0]
            elif ta == tb:
                rho.loc[ta, tb] = 1.0
    return rho


def baseline_floor(panel: pd.DataFrame) -> pd.DataFrame:
    """Per-task: naive floor + count of methods beating / failing it."""
    rows = []
    for t in TASKS:
        sub = panel[panel["task"] == t]
        floor = sub[sub["method"].isin(NAIVE)]["value"].min()
        if pd.isna(floor):
            continue
        non_naive = sub[~sub["method"].isin(NAIVE)]
        beat = (non_naive["value"] < floor * 0.99).sum()
        fail = (~(non_naive["value"] < floor * 0.99)).sum()
        rows.append({"task": t, "naive_floor": floor,
                     "n_beat": int(beat), "n_fail": int(fail)})
    return pd.DataFrame(rows)


def t2_t5_gap(panel: pd.DataFrame) -> pd.DataFrame:
    from scipy.stats import spearmanr
    pv = panel.pivot(index="method", columns="task", values="value")
    common = pv[["T2", "T5"]].dropna()
    common = common.assign(
        delta=common["T5"] - common["T2"],
        T2_rank=common["T2"].rank().astype(int),
        T5_rank=common["T5"].rank().astype(int),
    ).sort_values("T2").reset_index()
    rho = spearmanr(common["T2"], common["T5"])[0] if len(common) >= 3 else float("nan")
    common.attrs["spearman_rho"] = rho
    common.attrs["mean_delta"] = common["delta"].mean()
    return common


def classify_mode(d: dict) -> str:
    yp = d.get("y_pred")
    if yp is None:
        return "no_pkl"
    if hasattr(yp, "columns"):
        col = next((c for c in ("pred", "value", "predicted_equity_value",
                                "predicted_return_pct", "pred_rent", "pred_price")
                    if c in yp.columns), None)
        vals = pd.to_numeric(yp[col], errors="coerce").to_numpy() if col else np.array([])
    else:
        vals = np.asarray(yp, dtype=np.float64).ravel()
    if vals.size == 0:
        return "no_pkl"
    finite = vals[np.isfinite(vals)]
    if finite.size / vals.size < 0.5:
        return "parser_fail"
    if finite.size and np.max(np.abs(finite)) > 1e8:
        return "scale_blowup"
    if finite.size and np.std(finite) < 1e-3:
        return "saturation"
    return "ok"


def failure_modes(pkls: list[dict]) -> pd.DataFrame:
    rows = []
    for d in pkls:
        m, t = d.get("method_id"), d.get("task")
        s = d.get("ablation_setting") or ""
        if m in PANEL and t in TASKS and not s:
            rows.append({"method": m, "task": t, "mode": classify_mode(d)})
    return pd.DataFrame(rows)


def stratify(pkls: list[dict], task: str, key_col: str, metric: str) -> pd.DataFrame:
    """Per-(method, stratum) primary metric for one task."""
    rows = []
    for d in pkls:
        if d.get("task") != task or d.get("method_id") not in PANEL:
            continue
        if (d.get("ablation_setting") or ""):
            continue
        meta, yt, yp = d.get("meta_test"), d.get("y_test"), d.get("y_pred")
        if meta is None or key_col not in meta.columns:
            continue
        m = d["method_id"]
        if metric == "mse":  # T1 trajectory
            yt_a = np.asarray(yt, dtype=np.float64)
            yp_a = np.asarray(yp, dtype=np.float64).copy()
            if yt_a.ndim == 1: yt_a = yt_a.reshape(-1, 1)
            if yp_a.ndim == 1: yp_a = yp_a.reshape(-1, 1)
            yp_a[~np.isfinite(yp_a).all(axis=1)] = 0.0
            n = min(len(meta), len(yp_a))
            per_inst = ((yp_a[:n] - yt_a[:n]) ** 2).mean(axis=1)
            df = pd.DataFrame({key_col: meta[key_col].astype(str).values[:n],
                               "v": per_inst})
            agg = df.groupby(key_col)["v"].mean()
        elif metric == "median_ape":  # T2 / T5
            yt_a = np.asarray(yt, dtype=np.float64).ravel()
            yp_a = np.where(np.isfinite(np.asarray(yp, dtype=np.float64).ravel()),
                            np.asarray(yp, dtype=np.float64).ravel(), 0.0)
            n = min(len(meta), len(yt_a), len(yp_a))
            keep = np.isfinite(yt_a[:n]) & (np.abs(yt_a[:n]) >= 1.0)
            ape = np.minimum(np.abs(yp_a[:n][keep] - yt_a[:n][keep]) / np.abs(yt_a[:n][keep]),
                             10.0) * 100.0
            df = pd.DataFrame({key_col: meta[key_col].astype(str).values[:n][keep],
                               "v": ape})
            agg = df.groupby(key_col)["v"].median()
        elif metric == "return_mae_pct":  # T4
            if hasattr(yp, "columns"):
                yp_a = pd.to_numeric(yp.iloc[:, -1], errors="coerce").to_numpy()
            else:
                yp_a = np.asarray(yp, dtype=np.float64).ravel()
            yt_a = np.asarray(yt, dtype=np.float64).ravel()
            yp_a = np.where(np.isfinite(yp_a), yp_a, 0.0)
            n = min(len(meta), len(yt_a), len(yp_a))
            df = pd.DataFrame({key_col: meta[key_col].astype(str).values[:n],
                               "v": np.abs(yt_a[:n] - yp_a[:n])})
            agg = df.groupby(key_col)["v"].mean()
        else:
            continue
        for k, v in agg.items():
            rows.append({"method": m, key_col: k, "value": float(v)})
    return pd.DataFrame(rows)


# ── renderers ─────────────────────────────────────────────────────────────

def fmt(v) -> str:
    if pd.isna(v):
        return "--"
    if isinstance(v, str):
        return v
    if abs(v) >= 1e6: return f"{v:.2e}"
    if abs(v) >= 100: return f"{v:.0f}"
    if abs(v) >= 1:   return f"{v:.2f}"
    return f"{v:.4f}"


def tex_safe(s: str) -> str:
    return str(s).replace("_", r"\_")


def latex_table(df: pd.DataFrame, caption: str, label: str,
                escape: bool = False) -> str:
    """Wrap pd.to_latex with NeurIPS-friendly defaults."""
    body = df.to_latex(
        index=False, escape=escape, na_rep="--",
        column_format="l" + "c" * (len(df.columns) - 1),
    )
    # Strip outer environment, wrap in table+caption.
    return (
        "\\begin{table}[h]\n\\centering\n"
        f"\\caption{{{caption}}}\n\\label{{{label}}}\n\\small\n"
        + body.replace("\\begin{tabular}", "\\begin{tabular}").rstrip()
        + "\n\\end{table}\n"
    )


def render_t1_leaderboard(panel: pd.DataFrame, out: Path) -> None:
    family_map = {
        "persistence": "Naive", "historical_analogue": "Naive",
        "sector_median": "Naive", "metro_median": "Naive",
        "lightgbm": "Classical", "random_forest": "Classical",
        "dlinear": "Sequence", "itransformer": "Sequence", "moderntcn": "Sequence",
        "chronos2": "TSFM", "moirai2": "TSFM", "timesfm": "TSFM",
        "chattime": "TS-LLM", "time_mqa": "TS-LLM",
        "gpt_oss_120b": "LLM-ZS", "gpt51": "LLM-ZS",
        "gemini3_flash": "LLM-ZS", "qwen35": "LLM-ZS",
    }
    t1 = panel[panel["task"] == "T1"].copy()
    t1["family"] = t1["method"].map(family_map)
    t1["method"] = t1["method"].map(tex_safe)
    t1["mse"] = t1["value"].map(fmt)
    t1 = t1[["family", "method", "mse"]]
    t1.columns = ["Family", "Method", "MSE"]
    out.write_text(latex_table(
        t1, caption="T1 contextual time-series forecasting (close-trajectory MSE, "
                    "single seed with cluster-bootstrap 95\\% CIs in App.~A).",
        label="tab:t1",
    ))


def render_t2_t5_gap(gap: pd.DataFrame, out: Path) -> None:
    df = gap[["method", "T2", "T5", "delta", "T2_rank", "T5_rank"]].copy()
    df["method"] = df["method"].map(tex_safe)
    for c in ("T2", "T5", "delta"):
        df[c] = df[c].map(fmt)
    df.columns = ["Method", "T2 medAPE", "T5 medAPE", "$\\Delta$(T5--T2)",
                  "rank T2", "rank T5"]
    rho = gap.attrs.get("spearman_rho")
    md = gap.attrs.get("mean_delta")
    out.write_text(latex_table(
        df,
        caption=(
            "T2 vs T5 valuation gap. $\\Delta$ is medAPE delta when "
            "market-price features are removed (T5). "
            f"Spearman $\\rho$(T2 ranking, T5 ranking) $= {rho:.3f}$; "
            f"mean $\\Delta = {md:+.2f}$ medAPE pts."
        ),
        label="tab:t2-t5-gap",
    ))


def render_correlation(rho: pd.DataFrame, out_tex: Path, out_pdf: Path) -> None:
    df = rho.round(2).copy()
    df.insert(0, "", df.index)
    out_tex.write_text(latex_table(
        df, caption="Cross-task ranking correlation (Spearman $\\rho$). "
                    "Negative cells (boxed) are the multi-task non-redundancy "
                    "evidence: methods that win T1 lose T3 and T6.",
        label="tab:cross-task-corr",
    ))
    import matplotlib
    matplotlib.use("Agg")
    import matplotlib.pyplot as plt
    fig, ax = plt.subplots(figsize=(5.5, 4.5))
    arr = rho.to_numpy(dtype=float)
    im = ax.imshow(arr, cmap="RdBu_r", vmin=-1.0, vmax=1.0, aspect="equal")
    ax.set_xticks(range(len(TASKS))); ax.set_xticklabels(TASKS)
    ax.set_yticks(range(len(TASKS))); ax.set_yticklabels(TASKS)
    for i in range(len(TASKS)):
        for j in range(len(TASKS)):
            v = arr[i, j]
            if not np.isnan(v):
                ax.text(j, i, f"{v:.2f}", ha="center", va="center",
                        color="white" if abs(v) > 0.5 else "black", fontsize=9)
    fig.colorbar(im, ax=ax, fraction=0.046, pad=0.04)
    fig.tight_layout()
    fig.savefig(out_pdf, bbox_inches="tight")
    plt.close(fig)


def render_baseline_floor(bf: pd.DataFrame, out: Path) -> None:
    df = bf.copy()
    df["naive_floor"] = df["naive_floor"].map(fmt)
    df.columns = ["Task", "Naive floor", "\\# beating", "\\# failing"]
    out.write_text(latex_table(
        df, caption="Saturation analysis: per-task best-naive baseline value "
                    "and counts of non-naive methods beating / failing it.",
        label="tab:baseline-floor",
    ))


def render_failure_modes(fm: pd.DataFrame, out: Path) -> None:
    pv = fm.pivot(index="method", columns="task", values="mode")
    pv = pv.reindex(index=PANEL, columns=TASKS)
    pv = pv.reset_index()
    pv["method"] = pv["method"].map(tex_safe)
    pv.columns = ["Method"] + TASKS
    out.write_text(latex_table(
        pv,
        caption="Per-cell failure-mode taxonomy. ok = reasonable predictions; "
                "parser\\_fail = $>$50\\% NaN after parser; "
                "saturation = constant predictions near zero; "
                "scale\\_blowup = parser-induced extreme values.",
        label="tab:failure-modes",
    ))


def render_per_task_table(panel: pd.DataFrame, task: str, out: Path) -> None:
    df = panel[panel["task"] == task].sort_values("value")[["method", "value"]].copy()
    df["method"] = df["method"].map(tex_safe)
    df["value"] = df["value"].map(fmt)
    metric_label = LABEL.get(PRIMARY[task], PRIMARY[task])
    df.columns = ["Method", metric_label]
    out.write_text(latex_table(
        df, caption=f"{task} per-method primary metric ({metric_label}).",
        label=f"tab:per-task-{task}",
    ))


def render_ablation_4panel(abl: pd.DataFrame, out: Path) -> None:
    """4 panels (T1, T2, T4, T5); two lines per panel (gpt51, gemini3_flash)."""
    import matplotlib
    matplotlib.use("Agg")
    import matplotlib.pyplot as plt
    fig, axes = plt.subplots(1, 4, figsize=(13, 3.0))
    colors = {"gpt51": "#1f77b4", "gemini3_flash": "#d62728"}
    nice = {"gpt51": "GPT-5.1", "gemini3_flash": "Gemini-3-Flash"}
    for ax, t in zip(axes, ABL_TASKS):
        for m in ABL_MODELS:
            sub = abl[(abl["method"] == m) & (abl["task"] == t)]
            sub = sub.set_index("setting").reindex(SETTINGS)["value"]
            ax.plot(SETTINGS, sub.values, marker="o", color=colors[m],
                    label=nice[m], linewidth=1.6, markersize=5)
        ax.set_title(f"{t} ({LABEL[PRIMARY[t]].replace(chr(92)+'%', '%')})", fontsize=10)
        ax.set_xlabel("Context setting (A→E)", fontsize=9)
        ax.tick_params(axis="both", labelsize=8)
        ax.grid(True, alpha=0.3, linewidth=0.4)
        if t == "T1":
            ax.set_yscale("log")
            ax.set_ylabel("MSE (log)", fontsize=9)
        else:
            ax.set_ylabel(LABEL[PRIMARY[t]].replace("\\%", "%"), fontsize=9)
    axes[0].legend(loc="best", fontsize=8, frameon=True)
    fig.tight_layout()
    fig.savefig(out, bbox_inches="tight")
    plt.close(fig)


# ── main ─────────────────────────────────────────────────────────────────

def main() -> int:
    p = argparse.ArgumentParser()
    p.add_argument("--predictions-dir", required=True, type=Path)
    p.add_argument("--reeval", required=True, type=Path)
    p.add_argument("--output-dir", required=True, type=Path)
    args = p.parse_args()
    args.output_dir.mkdir(parents=True, exist_ok=True)
    O = args.output_dir

    panel, abl = load_metrics(args.reeval)
    pkls = load_pkls(args.predictions_dir)

    panel.to_csv(O / "panel_metrics.csv", index=False)
    abl.to_csv(O / "ablation_metrics.csv", index=False)

    # Main-text artifacts
    render_t1_leaderboard(panel, O / "tab_t1_leaderboard.tex")
    gap = t2_t5_gap(panel); gap.to_csv(O / "t2_t5_gap.csv", index=False)
    render_t2_t5_gap(gap, O / "tab_t2_t5_gap.tex")
    rho = cross_task_correlation(panel); rho.to_csv(O / "cross_task_correlation.csv")
    render_correlation(rho, O / "tab_cross_task_corr.tex", O / "fig_cross_task_corr.pdf")
    render_ablation_4panel(abl, O / "fig_ablation_4panel.pdf")

    # Evaluation-research tables
    bf = baseline_floor(panel); bf.to_csv(O / "baseline_floor.csv", index=False)
    render_baseline_floor(bf, O / "tab_baseline_floor.tex")
    fm = failure_modes(pkls); fm.to_csv(O / "failure_modes.csv", index=False)
    render_failure_modes(fm, O / "tab_failure_modes.tex")

    # Per-task headline tables (appendix)
    for t in TASKS:
        render_per_task_table(panel, t, O / f"tab_per_task_{t}.tex")

    # Stratifications (T7 omitted: two-output rent/price doesn't fit the
    # single-metric stratify shape; appendix table is rendered direct from pkl).
    # T2/T5 stratify by market-cap quartile (mcap_q) per the draft
    # protocol; T1 by GICS sector; T4 by scenario event_type.
    for task, key, metric, name in [
        ("T1", "sector",     "mse",            "T1_sector"),
        ("T2", "mcap_q",     "median_ape",     "T2_mcap_q"),
        ("T5", "mcap_q",     "median_ape",     "T5_mcap_q"),
        ("T4", "event_type", "return_mae_pct", "T4_event_type"),
    ]:
        s = stratify(pkls, task, key, metric)
        if not s.empty:
            s.to_csv(O / f"stratify_{name}.csv", index=False)

    print(f"\nOK — wrote {len(list(O.iterdir()))} artifacts to {O}")
    return 0


if __name__ == "__main__":
    raise SystemExit(main())