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Frtb pyengine #192

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unifying LICENSE and README across repo
AnatolyBuga Dec 26, 2023
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AnatolyBuga Dec 26, 2023
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55 changes: 7 additions & 48 deletions LICENSE
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Expand Up @@ -3,56 +3,15 @@ Parameters
Licensor: Ultibi Ltd.
Licensed Work: Ultima
The Licensed Work is (c) 2023 Ultibi Ltd.
### License
`ultibi` python library is made available for the purpose of demonstrating the possibilities offered by the Software so users can evaluate the possibilities and potential of the Software. You can choose one of the following:

Abstract
Ultibi users can run it as a service, make availiable to their employees, contractors, and subsidiary companies. They can extend Ultibi with their own Measures applied to their DataSets. They can use Ultibi to present their data to their consumers. The only thing that Ultibi users will not be able to do is offer a commercial version of Ultibi as Analytics as a Service without buying a license. For information about alternative licensing arrangements for the Software,
please visit: https://ultimabi.uk/
1) [GNU GPL v3](https://www.gnu.org/licenses/gpl-3.0.html)

`Ultibi as Analytics as a Service` is a commercial offering that allows third parties (other than your employees andcontractors) to make use of the setup and Measures defined by that who makes the offer or other third parties.
2) Proprietary License. Allows you to use the software in whichever way you want. These `licenses` are extremely affordable, and you can check out the options by reaching out to us directly, via `anatoly at ultimabi dot uk`, or by visiting `ultimabi dot uk`

Acceptance
By using the software, you agree to all of the terms and conditions below.

Copyright License
The licensor grants you a non-exclusive, royalty-free, worldwide, non-sublicensable, non-transferable license to use, copy, distribute, make available, and tailor derivative works of the software, in each case subject to the limitations and conditions below.

Limitations
You may not make the functionality of the software or a modified version available to third parties as a service, or distribute the software or a modified version in a manner that makes the functionality of the software available to third parties.

Making the functionality of the software or modified version available to third parties includes, without limitation, enabling third parties to interact with the functionality of the software or modified version in distributed form or remotely through a computer network, offering a product or service the value of which entirely or primarily derives from the value of the software or modified version, or offering a product or service that accomplishes for users the primary purpose of the software or modified version.

You may not alter, remove, or obscure any licensing, copyright, or other notices of the licensor in the software. Any use of the licensor’s trademarks is subject to applicable law.

Patents
The licensor grants you a license, under any patent claims the licensor can license, or becomes able to license, to make, have made, use, sell, offer for sale, import and have imported the software, in each case subject to the limitations and conditions in this license. This license does not cover any patent claims that you cause to be infringed by modifications or additions to the software. If you or your company make any written claim that the software infringes or contributes to infringement of any patent, your patent license for the software granted under these terms ends immediately. If your company makes such a claim, your patent license ends immediately for work on behalf of your company.

Notices
You must ensure that anyone who gets a copy of any part of the software from you also gets a copy of these terms.

If you modify the software, you must include in any modified copies of the software prominent notices stating that you have modified the software.

No Other Rights
These terms do not imply any licenses other than those expressly granted in these terms.

Termination
If you use the software in violation of these terms, such use is not licensed, and your licenses will automatically terminate. If the licensor provides you with a notice of your violation, and you cease all violations of this license no later than 30 days after you receive that notice, your licenses will be reinstated retroactively. However, if you violate these terms after such reinstatement, any additional violation of these terms will cause your licenses to terminate automatically and permanently.

No Liability
### No Liability
As far as the law allows, the software comes as is, without any warranty or condition, and the licensor will not be liable to you for any damages arising out of these terms or the use or nature of the software, under any kind of legal claim.

Definitions
The licensor is the entity offering these terms, and the software is the software the licensor makes available under these terms, including any portion of it.

To modify a work means to copy from or adapt all or part of the work in a fashion requiring copyright permission other than making an exact copy. The resulting work is called a modified version of the earlier work.

you refers to the individual or entity agreeing to these terms.

your company is any legal entity, sole proprietorship, or other kind of organization that you work for, plus all organizations that have control over, are under the control of, or are under common control with that organization.

control means ownership of substantially all the assets of an entity, or the power to direct its management and policies by vote, contract, or otherwise. Control can be direct or indirect.

your licenses are all the licenses granted to you for the software under these terms.

use means anything you do with the software requiring one of your licenses.

trademark means trademarks, service marks, and similar rights.
### Contributions
All code in this Repository is a property of the Licensor. If you make a contribution via PR or any other way, you give the Licensor a right to use your code in whatever way they deem necessary, including copying or refactoring it to a private repository, provided that a copy of your work will remain available under the current conditions.
138 changes: 85 additions & 53 deletions README.md
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<p align="center">
<a href="https://ultimabi.uk/" target="_blank">
<img width="900" src="/img/logo.png" alt="Ultima Logo">
<img width="900" src="https://ultima-bi.s3.eu-west-2.amazonaws.com/imgs/logo.png" alt="Ultima Logo">
</a>
</p>
<br>
Expand All @@ -18,7 +18,7 @@ With `Ultibi` you can turn your `DataFrame` into a pivot table with a UI and sha

<p align="center">
<a href="https://frtb.demo.ultimabi.uk/" target="_blank">
<img width="900" src="/img/titanic_gif.gif" alt="Ultima Logo">
<img width="900" src="https://ultima-bi.s3.eu-west-2.amazonaws.com/imgs/UltimaScreenshotExplained.jpg" alt="Ultima Logo">
</a>
</p>

Expand All @@ -28,11 +28,12 @@ Ultibi leverages on the giants: [Actix](https://github.com/actix/actix-web), [Po

# Examples

Our userguide is under development.
In the mean time refer to FRTB [userguide](https://ultimabi.uk/ultibi-frtb-book/).
Our [userguide](https://ultimabi.uk/ultibi-frtb-book/)

## Python
`pip install ultibi`

### Quickstart
```python
import ultibi as ul
import polars as pl
Expand All @@ -44,6 +45,31 @@ os.environ["ADDRESS"] = "0.0.0.0:8000" # host on this address
# for more details: https://pola-rs.github.io/polars/py-polars/html/reference/api/polars.read_csv.html
df = pl.read_csv("titanic.csv")

# Convert it into an Ultibi DataSet
ds = ul.DataSet.from_frame(df)

# By default (might change in the future)
# Fields are Utf8 (non numerics) and integers
# Measures are numeric columns.
ds.ui()
```

Then navigate to `http://localhost:8000` or checkout `http://localhost:8000/swagger-ui` for the OpenAPI documentation.

### More flexible - custom measures
```python
import ultibi as ul
import polars as pl
import os
os.environ["RUST_LOG"] = "info" # enable logs
os.environ["ADDRESS"] = "0.0.0.0:8000" # host on this address

# Read Data
# for more details: https://pola-rs.github.io/polars/py-polars/html/reference/api/polars.read_csv.html
df = pl.read_csv("titanic.csv")

# Let's add some Custom/Bespoke Calculations to our UI

# Standard Calculator
def survival_mean_age(kwargs: dict[str, str]) -> pl.Expr:
"""Mean Age of Survivals
Expand All @@ -53,6 +79,11 @@ def survival_mean_age(kwargs: dict[str, str]) -> pl.Expr:
"""
return pl.col("age") * pl.col("survived") / pl.col("survived").sum()

# Also a Standard Calculator
def example_dep_calc(kwargs: dict[str, str]) -> pl.Expr:
return pl.col("SurvivalMeanAge_sum") + pl.col("SouthamptonFareDivAge_sum")

# When we need more involved calculations we go for a Custom Calculator
def custom_calculator(
srs: list[pl.Series], kwargs: dict[str, str]
) -> pl.Series:
Expand All @@ -68,14 +99,8 @@ def custom_calculator(
res = df["S"] * df["fare"] / df["age"] * multiplier
return res

def example_dep_calc(kwargs: dict[str, str]) -> pl.Expr:
return pl.col("SurvivalMeanAge_sum") + pl.col("SouthamptonFareDivAge_sum")

# inputs for the custom_calculator srs param
inputs = ["age", "fare", "embarked"]
# (Optional) - we are only interested in Southampton
# unless other measures requested
precompute_filter = ul.EqFilter("embarked", "S")
# We return Floats
res_type = pl.Float64
# We return a Series, not a scalar (which otherwise would be auto exploded)
Expand All @@ -87,7 +112,11 @@ measures = [
ul.CustomCalculator(
custom_calculator, res_type, inputs, returns_scalar
),
[[precompute_filter]],
# (Optional) - we are only interested in Southampton, so
# unless other measures requested we might as well filter for Southampton only
# However, if if multiple measures requested, their precompute_filters will be joined as OR.
[[ul.EqFilter("embarked", "S")]],
# PARAMS tab of the UI
calc_params=[ul.CalcParam("mltplr", "1", "float")]
),
ul.BaseMeasure(
Expand All @@ -108,56 +137,59 @@ ds = ul.DataSet.from_frame(df, bespoke_measures=measures)
# By default (might change in the future)
# Fields are Utf8 (non numerics) and integers
# Measures are numeric columns.
ds.ui()
ds.ui()
```

Then navigate to `http://localhost:8000` or checkout `http://localhost:8000/swagger-ui` for the OpenAPI documentation.
You can also wite Rust native Custom calculators measure which wouldn't be bounded by GIL! Checkout the [userguide](https://ultimabi.uk/ultibi-frtb-book/).

## Rust
Note: currently if you want to use inbuild functionality of the .ui() method (instead of using a template like [template_drivers](https://github.com/ultima-ib/ultima/tree/master/template_drivers)) you have to
1. Build Frontend
```shell
cd frontend
npm run build
### DataSources - In and OutOf memory
We provide aim to support different sources of the data.
```python
scan = pl.read_csv("../frtb_engine/data/frtb/Delta.csv",
dtypes={"SensitivitySpot": pl.Float64})
dsource = ul.DataSource.inmemory(scan)
ds = ul.DataSet.from_source(dsource)
ds.prepare() # .prepare() is only relevant to FRTB dataset currently
ds.ui()
```
2. Set up env variable **STATIC_FILES_DIR**="{your_path}\frontend\dist"

3.
```rust
use std::sync::Arc;
use std::sync::RwLock;

use polars::prelude::LazyCsvReader;
use ultibi::DataSet;
use ultibi::DataSetBase;
use ultibi::VisualDataSet;
use std::env;

pub fn example() {
// See logs
env::set_var("RUST_LOG", "info");

// Read df
let df = LazyCsvReader::new("titanic.csv")
.finish()
.unwrap();

// Conver df into Arc<RwLock<ultibi::DataSet>>
let ds: Arc<RwLock<dyn DataSet>> = Arc::new(RwLock::new(
DataSetBase::new(df, Default::default(), Default::default())
));

// Visualise
ds.ui(false);
}
If you don't want to/can't hold all your data in the process memory, you can sacrifise performance for memory with Scan/DataBase
```python
import polars as pl
import ultibi as ul
# Note that the LazyFrame query must start with scan_
# and must've NOT been collected
scan = pl.scan_csv("../frtb_engine/data/frtb/Delta.csv",
dtypes={"SensitivitySpot": pl.Float64})
dsource = ul.DataSource.scan(scan)
ds = ul.DataSet.from_source(dsource)
ds.ui()
```

`cargo run --release`
Note: Naturally the later two options will be slower, because prior to computing your measures we will need to read the relevant bits of the data into the process memory.

### FRTB SA
[FRTB SA](https://en.wikipedia.org/wiki/Fundamental_Review_of_the_Trading_Book) is a great usecase for `ultibi`. FRTB SA is a set of standardised, computationally intensive rules established by the regulator. High business impact of these rules manifests in need for **analysis** and **visibility** thoroughout an organisation. Note: Ultima is not a certified aggregator. Always benchmark the results against your own interpretation of the rules.
See python frtb [userguide](https://ultimabi.uk/ultibi-frtb-book/).

## Bespoke Hosting
You don't have to use `.ui()`. You can write your own sevrer easily based on your needs (for example DB interoperability for authentication)
See an example [template_drivers](https://github.com/ultima-ib/ultima/tree/master/template_drivers) bin server.
### Polars Compatibility
| Ultibi | Polars |
| ----------- | ----------- |
| 0.5 | 18.7 |
| 0.6 | 19.18 |

### License
Licensor: Ultibi Ltd.
Licensed Work: Ultima
The Licensed Work is (c) 2023 Ultibi Ltd.

`ultibi` python library is made available for the purpose of demonstrating the possibilities offered by the Software so users can evaluate the possibilities and potential of the Software. You can choose one of the following:

1) [GNU GPL v3](https://www.gnu.org/licenses/gpl-3.0.html)

2) Proprietary License. Allows you to use the software in whichever way you want. These `licenses` are extremely affordable, and you can check out the options by reaching out to us directly, via `anatoly at ultimabi dot uk`, or by visiting `ultimabi dot uk`

### No Liability
As far as the law allows, the software comes as is, without any warranty or condition, and the licensor will not be liable to you for any damages arising out of these terms or the use or nature of the software, under any kind of legal claim.

### Contributions
All code in this Repository is a property of the Licensor. If you make a contribution via PR or any other way, you give the Licensor a right to use your code in whatever way they deem necessary, including copying or refactoring it to a private repository, provided that a copy of your work will remain available under the current conditions.
18 changes: 1 addition & 17 deletions pyultima/LICENSE
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@@ -1,17 +1 @@
Parameters

Licensor: Ultibi Ltd.
Licensed Work: Ultima
The Licensed Work is (c) 2023 Ultibi Ltd.
### License
`ultibi` python library is made available for the purpose of demonstrating the possibilities offered by the Software so users can evaluate the possibilities and potential of the Software. You can choose one of the following:

1) [GNU GPL v3](https://www.gnu.org/licenses/gpl-3.0.html)

2) Proprietary License. Allows you to use the software in whichever way you want. These `licenses` are extremely affordable, and you can check out the options by reaching out to us directly, via `anatoly at ultimabi dot uk`, or by visiting `ultimabi dot uk`

### No Liability
As far as the law allows, the software comes as is, without any warranty or condition, and the licensor will not be liable to you for any damages arising out of these terms or the use or nature of the software, under any kind of legal claim.

### Contributions
All code in this Repository is a property of the Licensor. If you make a contribution via PR or any other way, you give the Licensor a right to use your code in whatever way they deem necessary, including copying or refactoring it to a private repository, provided that a copy of your work will remain available under the current conditions.
../LICENSE
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