docs: add examples/stock_anomalies.py — fetch + scan worked example

CHANGELOG.md

@@ -6,6 +6,15 @@ adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
 ## [Unreleased]
 
+### Examples
+
+- **`examples/stock_anomalies.py`** — fetch a ticker's daily history from Yahoo
+  Finance and find its anomalous trading days (point / multivariate / collective),
+  or its distributional drift against another ticker (`--baseline`). A worked
+  example of consuming the `tq1` envelope: it parses the dense JSON contract and
+  maps each finding's handle back to a calendar date. Outside the Cargo workspace,
+  so it doesn't affect the build or gates.
+
 ## [1.1.0] - 2026-06-01
 
 ### Changed

README.md

@@ -114,6 +114,13 @@ crates/
 
 Install: `cargo install anomalyx`.
 
+## Examples
+
+[`examples/stock_anomalies.py`](examples/README.md) fetches a stock's history
+from Yahoo Finance and finds its anomalous trading days — or its distributional
+drift against another ticker — as a worked example of consuming the `tq1`
+envelope (handles mapped back to dates).
+
 ## Anomaly taxonomy
 
 Seven classes, so an agent reasons about the *kind* of deviation:

examples/README.md

@@ -0,0 +1,37 @@
+# Examples
+
+Worked examples of using anomalyx on real data. These live outside the Cargo
+workspace (they shell out to the installed `anomalyx` binary), so they don't
+affect the build or the gates.
+
+## `stock_anomalies.py`
+
+Fetches a stock's daily history from Yahoo Finance, enriches it with daily-return
+and intraday-range columns, runs `anomalyx scan`, and prints the anomalous
+trading days — mapping each finding's **handle back to a calendar date**. It's a
+compact demonstration of *consuming the `tq1` contract*: it parses the dense JSON
+envelope (the dictionary + dense finding rows), not pretty text.
+
+```sh
+pip install yfinance          # one-time
+cargo install anomalyx        # or set $ANOMALYX to the binary path
+
+# Anomalous trading days within one ticker (point / multivariate / collective):
+python3 examples/stock_anomalies.py NVDA --period 2y
+
+# Only the strongest, with false-discovery-rate control:
+python3 examples/stock_anomalies.py NVDA --period 2y --fdr 0.01 --min-severity high
+
+# Distributional drift of one ticker's behavior against another:
+python3 examples/stock_anomalies.py NVDA --period 1y --baseline AMD
+```
+
+Any extra flags are passed straight through to `anomalyx scan` (e.g. `--top 20`,
+`--no-column-roles`). The exit code mirrors anomalyx: `0` clean, `1` anomalies
+found, `2` error.
+
+On real NVDA history this surfaces, for example, the 2025‑01‑27 DeepSeek selloff
+(top volume + the single largest multivariate outlier), the April‑2025 tariff
+volatility, and the second‑half‑2025 price regime shift (`coll.cusum`) — and in
+`--baseline` mode, that NVDA's volume and volatility *distributions* differ
+sharply from a peer's.

examples/stock_anomalies.py

@@ -0,0 +1,154 @@
+#!/usr/bin/env python3
+"""
+stock_anomalies.py — find a stock's anomalous trading days with anomalyx.
+
+A worked example of *consuming the tq1 contract*. It fetches a ticker's daily
+history from Yahoo Finance, enriches it with daily-return % and intraday-range %,
+shells out to `anomalyx scan`, and then parses the dense JSON envelope —
+the dictionary-pinned string table plus the dense finding rows — and maps each
+finding's handle back to a calendar date. That handle-to-evidence walk is exactly
+what an agent does with the output; the point is that the script reads a typed
+contract, never pretty text.
+
+Two modes:
+  * single corpus  — point / multivariate / collective anomalies *within* one
+                     ticker's series (volume spikes, big moves, regime shifts);
+  * `--baseline T` — distributional drift of one window/ticker against another
+                     (the dist.ks / dist.psi detectors), e.g. "did volatility
+                     regime-change?" or "how does NVDA differ from AMD?".
+
+Usage:
+    pip install yfinance            # one-time
+    cargo install anomalyx          # or point $ANOMALYX at the binary
+    python3 examples/stock_anomalies.py NVDA --period 2y
+    python3 examples/stock_anomalies.py NVDA --period 2y --fdr 0.01 --min-severity high
+    python3 examples/stock_anomalies.py NVDA --period 1y --baseline AMD
+
+Anything after the known flags is passed straight through to `anomalyx scan`
+(e.g. `--top 20`, `--fdr 0.01`, `--no-column-roles`).
+
+Requires: python3, yfinance, and the `anomalyx` binary on PATH (or `$ANOMALYX`).
+Exit code mirrors anomalyx: 0 clean, 1 anomalies found, 2 error.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+import os
+import shutil
+import subprocess
+import sys
+import tempfile
+
+
+def fetch(ticker: str, period: str):
+    """Daily OHLCV + return%/range% for `ticker`, as a DataFrame (newest deps)."""
+    try:
+        import yfinance as yf
+    except ImportError:
+        sys.exit("yfinance is required: `pip install yfinance`")
+    df = yf.download(ticker, period=period, interval="1d", auto_adjust=True, progress=False)
+    if df is None or len(df) == 0:
+        sys.exit(f"no data returned for {ticker!r} (period={period})")
+    # yfinance may return a column MultiIndex for a single ticker; flatten it.
+    df.columns = [c[0] if isinstance(c, tuple) else c for c in df.columns]
+    df = df.reset_index()
+    df["daily_return_pct"] = (df["Close"].pct_change() * 100).round(4)
+    df["range_pct"] = ((df["High"] - df["Low"]) / df["Close"] * 100).round(4)
+    df = df.dropna().reset_index(drop=True)
+    df["Date"] = df["Date"].astype(str)
+    return df
+
+
+def anomalyx_scan(csv_path: str, extra_args: list[str]) -> dict:
+    """Run `anomalyx scan` and parse the tq1 envelope. Exits on a tool error."""
+    exe = os.environ.get("ANOMALYX", "anomalyx")
+    if shutil.which(exe) is None and not os.path.exists(exe):
+        sys.exit(f"`{exe}` not found — run `cargo install anomalyx` or set $ANOMALYX")
+    proc = subprocess.run(
+        [exe, "scan", *extra_args, csv_path], capture_output=True, text=True
+    )
+    if proc.returncode == 2:  # committed: 0 clean, 1 anomalies, 2 tool error
+        sys.exit(f"anomalyx error: {proc.stderr.strip()}")
+    return json.loads(proc.stdout)
+
+
+def describe_handle(handle: str, dates: list[str]) -> str:
+    """Map a finding handle back to a human-readable 'when/what'."""
+    parts = handle.split(":")
+    kind = parts[0]
+    if kind == "cell":  # cell:COLUMN:row
+        return f"{dates[int(parts[2])]}  {parts[1]}"
+    if kind == "row":  # row:index  (multivariate — a whole day)
+        return f"{dates[int(parts[1])]}  (all columns)"
+    if kind == "range":  # range:COLUMN:start:end  (collective level shift)
+        a, b = int(parts[2]), min(int(parts[3]), len(dates) - 1)
+        return f"{parts[1]}  {dates[a]} -> {dates[b]}"
+    if kind == "dist":  # dist:COLUMN  (distributional drift vs baseline)
+        return f"{parts[1]}  (distribution)"
+    return handle
+
+
+def report(env: dict, dates: list[str]) -> None:
+    dic = env["dict"]
+    summ = env["summary"]
+    print(
+        f"format={env['format']}  rows={env['rows_scanned']}  "
+        f"exit={env['exit']}  detected={summ['total']}  max_severity={summ.get('max_severity')}"
+    )
+    print("roles: " + ", ".join(f"{c['column']}={c['role']}" for c in env.get("roles", [])))
+    if scope := env.get("scope"):
+        print(f"scope: emitted {scope['emitted']} of {scope['detected']} (dropped {scope['dropped']})")
+    print()
+    # `rows` is already sorted severity-first by anomalyx; just walk it.
+    for row in env["rows"]:
+        detector, severity = dic[row[0]], dic[row[4]]
+        when = describe_handle(dic[row[2]], dates)
+        reason = dic[row[6]]
+        print(f"  [{severity:>8}] {detector:<15} {when}")
+        print(f"             {reason}")
+    if not env["rows"]:
+        print("  (no findings)")
+
+
+def main() -> None:
+    ap = argparse.ArgumentParser(
+        description=__doc__, formatter_class=argparse.RawDescriptionHelpFormatter
+    )
+    ap.add_argument("ticker", nargs="?", default="NVDA")
+    ap.add_argument("--period", default="2y", help="yfinance period (1y, 2y, 5y, max, …)")
+    ap.add_argument(
+        "--baseline",
+        metavar="TICKER",
+        help="compare against another ticker for distributional drift",
+    )
+    ap.add_argument(
+        "--baseline-period", help="period for the baseline ticker (default: --period)"
+    )
+    args, scan_args = ap.parse_known_args()
+
+    tmp = tempfile.mkdtemp(prefix="anomalyx-stock-")
+    df = fetch(args.ticker, args.period)
+    cur_csv = os.path.join(tmp, f"{args.ticker}.csv")
+    df.to_csv(cur_csv, index=False)
+    dates = df["Date"].tolist()
+
+    extra = list(scan_args)
+    if args.baseline:
+        bdf = fetch(args.baseline, args.baseline_period or args.period)
+        base_csv = os.path.join(tmp, f"{args.baseline}.csv")
+        bdf.to_csv(base_csv, index=False)
+        # Compare the *behavioral* distributions (volume / return / volatility);
+        # excluding price levels and the Date label keeps drift meaningful.
+        extra = ["--baseline", base_csv, "--columns", "daily_return_pct,range_pct,Volume", *extra]
+        print(f"# {args.ticker} ({args.period}) vs baseline {args.baseline} — distributional drift\n")
+    else:
+        print(f"# {args.ticker} ({args.period}) — anomalous trading days\n")
+
+    env = anomalyx_scan(cur_csv, extra)
+    report(env, dates)
+    sys.exit(0 if env["exit"] == 0 else 1)
+
+
+if __name__ == "__main__":
+    main()