MacroLens / code /experiments /gen_figures.py
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"""Paper figure generator.
Produces four PDF figures for the MacroLens NeurIPS 2026 D&B paper.
Source of truth: aggregated long-DataFrame from
:mod:`experiments.aggregate_results` (or load directly from a results JSON
glob via the CLI below).
Figures (all panel-driven; method ordering follows the registry's
``family -> name`` sort):
* ``fig_panel_overview`` - Figure 1 (page-1 schematic): grid of 7 tasks
x 7 families with counts where the family covers the task. Plus the
benchmark headline numbers (4,416 tickers, 131 features, 1,130 events).
* ``fig_primary_metric_per_task`` - One subplot per task; horizontal bar
chart of method primary-metric values with bootstrap-CI error bars; methods
ordered by primary metric (best at top).
* ``fig_per_family_box`` - One subplot per task; box-and-whisker of
primary metric grouped by family (n=members in that family that cover the
task). Shows family-level distribution.
* ``fig_zs_vs_ft`` - Bar chart: ZS vs FT for the LLM family
(the 3 frontier models), only on T1.
(Single-horizon experiment design — no horizon-curve figure; horizon is
fixed to the longest configured value per granularity, e.g. 252 daily.)
CLI::
python -m projects.agent_builder.scripts.whatif_bench.experiments.gen_figures \
--results-glob 'experiments/results/canon_*.json' \
--output-dir 'experiments/paper_artifacts/figures/' \
--granularity daily
Headless: matplotlib is forced to the ``Agg`` backend so the script runs on a
GPU box / CI without an X server. Each figure is saved as both ``.pdf``
(vector, for LaTeX) and ``.png`` (raster, for previews / quicklook).
"""
from __future__ import annotations
import argparse
import glob
import logging
from pathlib import Path
from typing import Iterable
import matplotlib
matplotlib.use("Agg") # headless
import matplotlib.pyplot as plt # noqa: E402
import numpy as np # noqa: E402
import pandas as pd # noqa: E402
from .. import config # noqa: E402
from . import panel # noqa: E402
from .aggregate_results import ( # noqa: E402
_PRIMARY_METRIC_KEY,
_PRIMARY_METRIC_LOWER_IS_BETTER,
_load_records,
_records_to_long_df,
aggregate,
)
logger = logging.getLogger(__name__)
# Friendly family display name + plot colour. Stable across all figures so
# the same family always reads as the same hue.
_FAMILY_ORDER: tuple[str, ...] = (
"naive", "classical", "sequence",
"tsfm",
"llm_ts",
"llm",
)
_FAMILY_DISPLAY: dict[str, str] = {
"naive": "Naive",
"classical": "Classical",
"sequence": "Deep Seq",
"tsfm": "TSFM",
"llm_ts": "LLM-TS",
"llm": "LLM",
}
_FAMILY_COLOR: dict[str, str] = {
"naive": "tab:gray",
"classical": "tab:olive",
"sequence": "tab:blue",
"tsfm": "tab:cyan",
"llm_ts": "tab:purple",
"llm": "tab:orange",
}
# Registry-family aliases used by the runner inside the long DataFrame's
# ``method_family`` column. Panel and registry now use the same canonical
# family names ("tsfm", "llm", "llm_ts"); the alias map is a no-op kept
# only so adding a new family later is a one-line change.
_FAMILY_ALIASES: dict[str, str] = {}
def _canonical_family(family: str) -> str:
return _FAMILY_ALIASES.get(family, family)
def _save_fig(fig: plt.Figure, output_path: Path) -> tuple[Path, Path]:
"""Save *fig* as both ``output_path.pdf`` and ``output_path.png``."""
output_path = Path(output_path)
output_path.parent.mkdir(parents=True, exist_ok=True)
pdf = output_path.with_suffix(".pdf")
png = output_path.with_suffix(".png")
fig.savefig(pdf, bbox_inches="tight", dpi=300)
fig.savefig(png, bbox_inches="tight", dpi=200)
plt.close(fig)
return pdf, png
def _method_display(method_id: str) -> str:
"""Display name for *method_id* (panel-aware, registry-fallback)."""
for m in panel.ALL_METHODS:
if m.id == method_id:
return m.name
return method_id
def _primary_view(df: pd.DataFrame, task: str) -> pd.DataFrame:
"""Per-method mean-over-seeds view of the task's primary metric."""
metric = _PRIMARY_METRIC_KEY.get(task)
if metric is None or df.empty:
return pd.DataFrame()
sub = df[(df["task"] == task) & (df["metric_name"] == metric)].copy()
if sub.empty:
return sub
grouped = (
sub.groupby(["method_id", "method_family"], as_index=False)
.agg(value=("value", "mean"),
ci_lo=("ci_lo", "mean"),
ci_hi=("ci_hi", "mean"),
std=("std", "mean"))
)
grouped["family"] = grouped["method_family"].map(_canonical_family)
grouped["display"] = grouped["method_id"].map(_method_display)
grouped = grouped.dropna(subset=["value"])
return grouped
# ---------------------------------------------------------------------------
# Figure 1: panel overview (task x family coverage matrix)
# ---------------------------------------------------------------------------
def fig_panel_overview(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]:
"""Page-1 schematic: 7 tasks x 7 families coverage grid + headline numbers.
*df* is unused for the static schematic; accepted to keep the figure-API
uniform across the five generators.
"""
tasks = list(panel.ALL_TASKS)
families = list(_FAMILY_ORDER)
# Build coverage matrix from panel.ALL_METHODS (canonical 18-method panel).
coverage = np.zeros((len(families), len(tasks)), dtype=int)
for m in panel.ALL_METHODS:
if m.family not in _FAMILY_DISPLAY:
continue # unknown family – skip
i = families.index(m.family)
for t in m.tasks:
if t in tasks:
j = tasks.index(t)
coverage[i, j] += 1
fig, ax = plt.subplots(figsize=(8.5, 4.0))
# Heatmap with a reversed grayscale palette so 0 = white, n>0 = darker.
im = ax.imshow(coverage, aspect="auto", cmap="Blues",
vmin=0, vmax=max(1, int(coverage.max())))
ax.set_xticks(range(len(tasks)))
ax.set_xticklabels(tasks, fontsize=10)
ax.set_yticks(range(len(families)))
ax.set_yticklabels([_FAMILY_DISPLAY[f] for f in families], fontsize=10)
for i in range(len(families)):
for j in range(len(tasks)):
n = coverage[i, j]
if n > 0:
ax.text(j, i, str(n), ha="center", va="center",
color="white" if n >= 2 else "black", fontsize=10)
ax.set_title("MacroLens method-x-task coverage "
"(4,416 tickers; 131 features; 1,130 events)",
fontsize=11)
fig.colorbar(im, ax=ax, label="# methods")
fig.tight_layout()
return _save_fig(fig, output_path)
# ---------------------------------------------------------------------------
# Figure 2: primary metric per task
# ---------------------------------------------------------------------------
def fig_primary_metric_per_task(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]:
"""One horizontal-bar subplot per task; bars sorted best-on-top."""
tasks = list(panel.ALL_TASKS)
n_tasks = len(tasks)
ncols = 2
nrows = (n_tasks + ncols - 1) // ncols
fig, axes = plt.subplots(nrows, ncols, figsize=(11, 2.4 * nrows + 1.0),
squeeze=False)
axes_flat = axes.flatten()
any_data = False
for k, t in enumerate(tasks):
ax = axes_flat[k]
view = _primary_view(df, t)
primary = _PRIMARY_METRIC_KEY[t]
ascending = _PRIMARY_METRIC_LOWER_IS_BETTER[t]
if view.empty:
ax.set_axis_off()
ax.set_title(f"{t} — no records")
continue
any_data = True
view = view.sort_values("value", ascending=ascending).reset_index(drop=True)
# Reverse so best-on-top after barh paints bottom-up.
view = view.iloc[::-1].reset_index(drop=True)
y = np.arange(len(view))
# Symmetric error length from CI; fall back to std if CI absent.
lo = view["value"].to_numpy() - view["ci_lo"].to_numpy()
hi = view["ci_hi"].to_numpy() - view["value"].to_numpy()
lo = np.where(np.isnan(lo), view["std"].fillna(0).to_numpy(), lo)
hi = np.where(np.isnan(hi), view["std"].fillna(0).to_numpy(), hi)
lo = np.clip(lo, 0, None)
hi = np.clip(hi, 0, None)
colors = [_FAMILY_COLOR.get(f, "tab:gray") for f in view["family"]]
ax.barh(y, view["value"], xerr=[lo, hi], color=colors,
edgecolor="black", linewidth=0.4, capsize=2)
ax.set_yticks(y)
ax.set_yticklabels(view["display"], fontsize=8)
ax.set_title(f"{t} ({primary})", fontsize=10)
ax.tick_params(axis="x", labelsize=8)
# Hide unused axes
for k in range(len(tasks), len(axes_flat)):
axes_flat[k].set_axis_off()
# Family legend – only families that actually appear.
seen_fams = sorted({_canonical_family(f) for f in df["method_family"].unique()
if isinstance(f, str)}) if not df.empty else []
handles = [plt.Rectangle((0, 0), 1, 1, color=_FAMILY_COLOR[f])
for f in seen_fams if f in _FAMILY_COLOR]
labels = [_FAMILY_DISPLAY[f] for f in seen_fams if f in _FAMILY_COLOR]
if handles:
fig.legend(handles, labels, ncol=min(len(handles), 4),
loc="lower center", bbox_to_anchor=(0.5, -0.01),
fontsize=8, frameon=False)
fig.suptitle(
"Per-task primary-metric leaderboard (mean across seeds; "
"error bars = bootstrap 95% CI)" if any_data
else "Per-task primary-metric leaderboard (no data)",
fontsize=11,
)
fig.tight_layout(rect=[0, 0.03, 1, 0.97])
return _save_fig(fig, output_path)
# ---------------------------------------------------------------------------
# Figure 3: T1 horizon curves
# ---------------------------------------------------------------------------
# ---------------------------------------------------------------------------
# Figure 4: per-family box plot
# ---------------------------------------------------------------------------
def fig_per_family_box(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]:
"""One box-plot subplot per task; primary metric grouped by family."""
tasks = list(panel.ALL_TASKS)
n_tasks = len(tasks)
ncols = 2
nrows = (n_tasks + ncols - 1) // ncols
fig, axes = plt.subplots(nrows, ncols, figsize=(11, 2.4 * nrows + 1.0),
squeeze=False)
axes_flat = axes.flatten()
for k, t in enumerate(tasks):
ax = axes_flat[k]
view = _primary_view(df, t)
primary = _PRIMARY_METRIC_KEY[t]
if view.empty:
ax.set_axis_off()
ax.set_title(f"{t} — no records")
continue
# Group values by family, drop empties, preserve canonical order.
groups: list[tuple[str, np.ndarray]] = []
for fam in _FAMILY_ORDER:
arr = view.loc[view["family"] == fam, "value"].to_numpy()
arr = arr[~np.isnan(arr)]
if arr.size:
groups.append((fam, arr))
if not groups:
ax.set_axis_off()
ax.set_title(f"{t} — no data")
continue
positions = np.arange(len(groups))
bp = ax.boxplot([g[1] for g in groups], positions=positions, widths=0.55,
patch_artist=True)
for box, (fam, _) in zip(bp["boxes"], groups):
box.set_facecolor(_FAMILY_COLOR.get(fam, "tab:gray"))
box.set_alpha(0.7)
for med in bp["medians"]:
med.set_color("black")
ax.set_xticks(positions)
ax.set_xticklabels([_FAMILY_DISPLAY[g[0]] for g in groups],
rotation=30, ha="right", fontsize=8)
ax.set_title(f"{t} ({primary})", fontsize=10)
ax.tick_params(axis="y", labelsize=8)
for k in range(len(tasks), len(axes_flat)):
axes_flat[k].set_axis_off()
fig.suptitle("Per-family primary-metric distribution by task", fontsize=11)
fig.tight_layout(rect=[0, 0.0, 1, 0.97])
return _save_fig(fig, output_path)
# ---------------------------------------------------------------------------
# Figure 5: ZS vs FT (T1)
# ---------------------------------------------------------------------------
def fig_zs_vs_ft(df: pd.DataFrame, output_path: Path) -> tuple[Path, Path]:
"""Single-panel bar chart comparing ZS vs FT on T1 for the LLM family."""
fig, ax = plt.subplots(1, 1, figsize=(6.5, 4.0))
if df.empty:
ax.text(0.5, 0.5, "no records", ha="center", va="center",
transform=ax.transAxes); ax.set_axis_off()
return _save_fig(fig, output_path)
sub = df[(df["task"] == "T1") & (df["metric_name"] == "mse")].copy()
sub["family"] = sub["method_family"].map(_canonical_family)
sub["display"] = sub["method_id"].map(_method_display)
sub["base_id"] = sub["method_id"].str.replace(r"_(zs|ft)$", "", regex=True)
# ZS-vs-FT pair: zero-shot LLMs ("llm") vs fine-tuned LLMs ("llm_ft").
# The current panel reports zero-shot only, so the FT side stays empty
# and the deferred-placeholder branch below handles the no-data case.
title, fam_pair = "LLM", ["llm", "llm_ft"]
zs = sub[sub["family"] == fam_pair[0]]
ft = sub[sub["family"] == fam_pair[1]]
if zs.empty and ft.empty:
ax.text(0.5, 0.5, f"{title}: no data", ha="center", va="center",
transform=ax.transAxes); ax.set_axis_off()
fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11)
fig.tight_layout(rect=[0, 0, 1, 0.97])
return _save_fig(fig, output_path)
zs_avg = (zs.groupby("base_id", as_index=False)["value"].mean()
.rename(columns={"value": "zs"}))
ft_avg = (ft.groupby("base_id", as_index=False)["value"].mean()
.rename(columns={"value": "ft"}))
merged = zs_avg.merge(ft_avg, on="base_id", how="outer")
if merged.empty:
ax.text(0.5, 0.5, f"{title}: no data", ha="center", va="center",
transform=ax.transAxes); ax.set_axis_off()
fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11)
fig.tight_layout(rect=[0, 0, 1, 0.97])
return _save_fig(fig, output_path)
merged = merged.sort_values("base_id").reset_index(drop=True)
x = np.arange(len(merged))
w = 0.36
ax.bar(x - w/2, merged["zs"].fillna(np.nan), width=w,
color=_FAMILY_COLOR[fam_pair[0]], label="ZS",
edgecolor="black", linewidth=0.4)
ax.bar(x + w/2, merged["ft"].fillna(np.nan), width=w,
color=_FAMILY_COLOR[fam_pair[1]], label="FT",
edgecolor="black", linewidth=0.4)
ax.set_xticks(x)
ax.set_xticklabels(merged["base_id"], rotation=30, ha="right", fontsize=8)
ax.set_title(f"{title} family — T1 MSE (lower = better)", fontsize=10)
ax.set_ylabel("MSE", fontsize=9)
ax.legend(fontsize=8, frameon=False)
fig.suptitle("Zero-shot vs fine-tuned, T1 only", fontsize=11)
fig.tight_layout(rect=[0, 0, 1, 0.97])
return _save_fig(fig, output_path)
# ---------------------------------------------------------------------------
# Driver
# ---------------------------------------------------------------------------
ALL_FIGURES: tuple[str, ...] = (
"panel_overview",
"primary_metric_per_task",
"per_family_box",
"zs_vs_ft",
)
def render_all(
df: pd.DataFrame,
output_dir: Path,
*,
granularity: str = "daily",
quick: bool = False,
) -> dict[str, tuple[Path, Path]]:
"""Render every paper figure from the long-form aggregator output.
*quick* downsamples the long-form input to the first 32 rows of each
(task, method) group to keep CI runs fast.
"""
output_dir = Path(output_dir)
output_dir.mkdir(parents=True, exist_ok=True)
out: dict[str, tuple[Path, Path]] = {}
if quick and not df.empty:
df = (
df.groupby(["task", "method_id"], as_index=False, group_keys=False)
.head(32)
)
out["panel_overview"] = fig_panel_overview(df, output_dir / "fig_panel_overview")
out["primary_metric_per_task"] = fig_primary_metric_per_task(
df, output_dir / "fig_primary_metric_per_task")
out["per_family_box"] = fig_per_family_box(df, output_dir / "fig_per_family_box")
out["zs_vs_ft"] = fig_zs_vs_ft(df, output_dir / "fig_zs_vs_ft")
return out
def _df_from_glob(input_glob: str) -> pd.DataFrame:
paths = [Path(p) for p in sorted(glob.glob(input_glob))]
records, n_skip, n_mig = _load_records(paths)
logger.info("loaded %d records (%d non-ok, %d migrated v1->v2)",
len(records), n_skip, n_mig)
return _records_to_long_df(records)
def main(argv: list[str] | None = None) -> int:
parser = argparse.ArgumentParser(description=__doc__)
parser.add_argument(
"--results-glob", type=str,
default=str(Path(__file__).resolve().parent / "results" / "canon_*.json"),
help="Glob pointing to RunRecord JSON files.",
)
parser.add_argument(
"--output-dir", type=Path,
default=Path(__file__).resolve().parent / "paper_artifacts" / "figures",
help="Directory to write fig_*.pdf / fig_*.png pairs.",
)
parser.add_argument(
"--granularity", default="daily",
choices=["daily", "weekly", "monthly"],
)
parser.add_argument(
"--quick", action="store_true",
help="Downsample long-form input for faster CI runs.",
)
args = parser.parse_args(argv)
logging.basicConfig(level=logging.INFO, format="%(levelname)s %(message)s")
df = _df_from_glob(args.results_glob)
out = render_all(df, args.output_dir, granularity=args.granularity, quick=args.quick)
for name, (pdf, png) in out.items():
logger.info("wrote %s -> %s", name, pdf)
return 0
if __name__ == "__main__": # pragma: no cover
import sys
sys.exit(main())