from __future__ import annotations

import numpy as np
import pandas as pd

from qfr.factors import winsorize_by_date, zscore_by_date
from qfr.metrics import information_coefficient


def main() -> None:
    dates = pd.to_datetime(["2026-01-01", "2026-01-02", "2026-01-03"])
    assets = ["A", "B", "C", "D"]
    idx = pd.MultiIndex.from_product([dates, assets], names=["date", "asset"])

    rng = np.random.default_rng(42)
    factor = pd.Series(rng.normal(size=len(idx)), index=idx)
    fwd_ret = pd.Series(rng.normal(scale=0.01, size=len(idx)), index=idx)

    factor2 = zscore_by_date(winsorize_by_date(factor))
    ic = information_coefficient(factor2, fwd_ret)

    print("IC mean:", float(ic.mean()))


if __name__ == "__main__":
    main()