examples: synergy_market.py (anomalyx + agent-calc)#67
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Chains two contract-first CLIs through their typed JSON envelopes on the live market: anomalyx finds the anomalous days and the price regime shift (point.modz / mv.mahalanobis / coll.cusum), then agent-calc computes exact statistics on those findings — describe_sample (fat-tailed kurtosis), the worst day's tail probability under a fitted Gaussian (normal_cdf), a two-sample Welch t-test across the detected CUSUM break, and exact Pearson r of each basket name to the market. Read-only public data (yfinance), no key. Lives outside the Cargo workspace (shells out to both binaries), so no build or gate impact. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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examples/synergy_market.py— a worked example chaining two contract-first CLIs on the live market through their typed JSON envelopes:point.modz/mv.mahalanobis/coll.cusum.describe_sample— the return distribution (its fat-tailed kurtosis is the story);normal_cdf— the worst day's tail probability under a fitted Gaussian (routinely "1-in-millions", i.e. the model is what's broken, not the market);two_sample_t— a Welch test across the detected CUSUM break (is it a real shift in mean return, or only in trajectory?);correlation— exact Pearsonrof each basket name to the market proxy.The point of the pairing: both halves emit machine-readable contracts, so the detector's output feeds the math kernel with no prose and no float drift.
Read-only public data (yfinance), no API key. Lives outside the Cargo workspace (shells out to the
anomalyxandagent-calcbinaries via$ANOMALYX/$AGENT_CALC), so no build or gate impact.examples/README.mdandCHANGELOG.mdupdated.🤖 Generated with Claude Code