Vectorization, Index Alignment, and Shape Safety

/**
 * Fintech Math Bootcamp · Lesson 117 of 120
 * Vectorization, Index Alignment, and Shape Safety
 * Module 12: Statistical Computing and Reproducibility
 *
 * Scenario: Preventing a dimensionally valid but semantically wrong dot product
 * Rule:     align by identifier before multiplying vectors
 *
 * Try it:   Why does the positional result pass a simple array-length check?
 *
 * Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
 * Free course:    https://courses.thefintechbuilder.com
 * Synthetic teaching example, not financial advice or a production library.
 */

export function lesson117() {
  const weights=[{id:"A",w:.4},{id:"B",w:.6}];
  const returns=[{id:"B",r:.02},{id:"A",r:.01}];
  const byId=new Map(returns.map(x=>[x.id,x.r]));
  const aligned=weights.reduce((s,x)=>{const r=byId.get(x.id);
    if(r===undefined) throw new Error("Missing asset");return s+x.w*r;},0);
  const positional=weights.reduce((s,x,i)=>s+x.w*returns[i].r,0);
  const result={aligned,positional};
  return result;
}

export const checkedResult = {"aligned":0.016,"positional":0.014};

// Run this file directly: npx tsx lessons/12-statistical-computing-and-reproducibility/117-vectorization-index-alignment-and-shape-safety.ts
if (process.argv[1] && import.meta.url.endsWith(process.argv[1].replace(/\\/g, "/").split("/").pop()!)) {
  console.log(JSON.stringify(lesson117(), null, 2));
}

# Fintech Math Bootcamp · Lesson 117 of 120
# Vectorization, Index Alignment, and Shape Safety
# Module 12: Statistical Computing and Reproducibility
#
# Scenario: Preventing a dimensionally valid but semantically wrong dot product
# Rule:     align by identifier before multiplying vectors
#
# Try it:   Why does the positional result pass a simple array-length check?
#
# Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
# Free course:    https://courses.thefintechbuilder.com
# Synthetic teaching example, not financial advice or a production library.
#
# Run: python main.py

import json


def lesson_117():
    weights = [{"id": "A", "w": 0.4}, {"id": "B", "w": 0.6}]
    returns = [{"id": "B", "r": 0.02}, {"id": "A", "r": 0.01}]
    by_id = {x["id"]: x["r"] for x in returns}
    aligned = 0.0
    for x in weights:
        if x["id"] not in by_id:
            raise KeyError("Missing asset")
        aligned += x["w"] * by_id[x["id"]]
    positional = 0.0
    for i, x in enumerate(weights):
        positional += x["w"] * returns[i]["r"]
    return {"aligned": aligned, "positional": positional}


if __name__ == "__main__":
    print(json.dumps(lesson_117(), indent=2))

/*
 * Fintech Math Bootcamp - Lesson 117 of 120
 * Vectorization, Index Alignment, and Shape Safety
 * Module 12: Statistical Computing and Reproducibility
 *
 * Scenario: Preventing a dimensionally valid but semantically wrong dot product
 * Rule:     align by identifier before multiplying vectors
 *
 * Try it:   Why does the positional result pass a simple array-length check?
 *
 * Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
 * Free course:    https://courses.thefintechbuilder.com
 * Synthetic teaching example, not financial advice or a production library.
 *
 * Run: javac Main.java && java Main
 */

import java.util.*;

public class Main {
    static Map<String, Object> lesson117() {
        String[] weightIds = {"A", "B"};
        double[] weights = {.4, .6};
        String[] returnIds = {"B", "A"};
        double[] returns = {.02, .01};
        Map<String, Double> byId = new HashMap<String, Double>();
        for (int i = 0; i < returnIds.length; i++) byId.put(returnIds[i], returns[i]);
        double aligned = 0;
        for (int i = 0; i < weightIds.length; i++) {
            Double r = byId.get(weightIds[i]);
            if (r == null) throw new IllegalStateException("Missing asset");
            aligned += weights[i] * r;
        }
        double positional = 0;
        for (int i = 0; i < weights.length; i++) positional += weights[i] * returns[i];
        return obj("aligned", aligned, "positional", positional);
    }

    public static void main(String[] args) {
        System.out.println(toJson(lesson117(), ""));
    }

    // Minimal JSON writer: insertion-ordered Map, List, Number, Boolean, String and null.
    static String toJson(Object value, String indent) {
        if (value == null) return "null";
        if (value instanceof String) return quote((String) value);
        if (value instanceof Boolean) return value.toString();
        if (value instanceof Double) return formatNumber((Double) value);
        if (value instanceof Number) return value.toString();
        String inner = indent + "  ";
        StringBuilder sb = new StringBuilder();
        if (value instanceof Map) {
            Map<?, ?> map = (Map<?, ?>) value;
            if (map.isEmpty()) return "{}";
            sb.append("{\n");
            int i = 0;
            for (Map.Entry<?, ?> e : map.entrySet()) {
                sb.append(inner).append(quote(e.getKey().toString())).append(": ").append(toJson(e.getValue(), inner));
                sb.append(++i < map.size() ? ",\n" : "\n");
            }
            return sb.append(indent).append("}").toString();
        }
        List<?> list = (List<?>) value;
        if (list.isEmpty()) return "[]";
        sb.append("[\n");
        for (int i = 0; i < list.size(); i++) {
            sb.append(inner).append(toJson(list.get(i), inner)).append(i + 1 < list.size() ? ",\n" : "\n");
        }
        return sb.append(indent).append("]").toString();
    }

    // Integral doubles print without ".0", as JavaScript does; others use Java's round-trip form.
    static String formatNumber(double x) {
        if (x == Math.rint(x) && Math.abs(x) < 1e15) return Long.toString((long) x);
        return Double.toString(x);
    }

    static String quote(String s) {
        StringBuilder sb = new StringBuilder("\"");
        for (char c : s.toCharArray()) {
            if (c == '"' || c == '\\') sb.append('\\').append(c);
            else if (c < 0x20) sb.append(String.format("\\u%04x", (int) c));
            else sb.append(c);
        }
        return sb.append('"').toString();
    }

    // Builds an insertion-ordered object from alternating keys and values.
    static Map<String, Object> obj(Object... keysAndValues) {
        Map<String, Object> map = new LinkedHashMap<String, Object>();
        for (int i = 0; i < keysAndValues.length; i += 2) map.put((String) keysAndValues[i], keysAndValues[i + 1]);
        return map;
    }

    static List<Object> list(double... values) {
        List<Object> out = new ArrayList<Object>();
        for (double v : values) out.add(v);
        return out;
    }
}

// Fintech Math Bootcamp · Lesson 117 of 120
// Vectorization, Index Alignment, and Shape Safety
// Module 12: Statistical Computing and Reproducibility
//
// Scenario: Preventing a dimensionally valid but semantically wrong dot product
// Rule:     align by identifier before multiplying vectors
//
// Try it:   Why does the positional result pass a simple array-length check?
//
// Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
// Free course:    https://courses.thefintechbuilder.com
// Synthetic teaching example, not financial advice or a production library.
//
// Run: go run main.go

package main

import (
	"encoding/json"
	"fmt"
)

type Result struct {
	Aligned    float64 `json:"aligned"`
	Positional float64 `json:"positional"`
}

type weight struct {
	id string
	w  float64
}

type assetReturn struct {
	id string
	r  float64
}

func lesson117() Result {
	weights := []weight{{"A", .4}, {"B", .6}}
	returns := []assetReturn{{"B", .02}, {"A", .01}}
	byID := map[string]float64{}
	for _, x := range returns {
		byID[x.id] = x.r
	}
	aligned := 0.0
	for _, x := range weights {
		r, ok := byID[x.id]
		if !ok {
			panic("Missing asset")
		}
		aligned += x.w * r
	}
	positional := 0.0
	for i, x := range weights {
		positional += x.w * returns[i].r
	}
	return Result{Aligned: aligned, Positional: positional}
}

func main() {
	out, err := json.MarshalIndent(lesson117(), "", "  ")
	if err != nil {
		panic(err)
	}
	fmt.Println(string(out))
}

// Fintech Math Bootcamp · Lesson 117 of 120
// Vectorization, Index Alignment, and Shape Safety
// Module 12: Statistical Computing and Reproducibility
//
// Scenario: Preventing a dimensionally valid but semantically wrong dot product
// Rule:     align by identifier before multiplying vectors
//
// Try it:   Why does the positional result pass a simple array-length check?
//
// Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
// Free course:    https://courses.thefintechbuilder.com
// Synthetic teaching example, not financial advice or a production library.
//
// Run: g++ -std=c++17 -O1 -o lesson main.cpp && ./lesson

#include <algorithm>
#include <charconv>
#include <cmath>
#include <cstdint>
#include <cstdio>
#include <deque>
#include <iostream>
#include <limits>
#include <map>
#include <optional>
#include <stdexcept>
#include <string>
#include <utility>
#include <variant>
#include <vector>

// Minimal JSON value: objects keep insertion order; numbers print in shortest round-trip form.
struct Json {
    enum class Kind { Null, Bool, Number, String, Array, Object };
    Kind kind = Kind::Null;
    bool flag = false;
    double number = 0.0;
    std::string text;
    std::vector<std::string> keys;  // object keys, parallel to items
    std::vector<Json> items;        // array items, or object values
};

Json jnull() { return Json{}; }
Json jbool(bool value) { Json j; j.kind = Json::Kind::Bool; j.flag = value; return j; }
Json jnum(double value) { Json j; j.kind = Json::Kind::Number; j.number = value; return j; }
Json jstr(const std::string& value) { Json j; j.kind = Json::Kind::String; j.text = value; return j; }
Json jarr(std::vector<Json> items) { Json j; j.kind = Json::Kind::Array; j.items = std::move(items); return j; }

Json jobj(std::vector<std::pair<std::string, Json>> fields) {
    Json j;
    j.kind = Json::Kind::Object;
    for (auto& field : fields) {
        j.keys.push_back(field.first);
        j.items.push_back(std::move(field.second));
    }
    return j;
}

Json jnums(const std::vector<double>& values) {
    std::vector<Json> items;
    for (double v : values) items.push_back(jnum(v));
    return jarr(std::move(items));
}

Json jnums(const std::vector<std::optional<double>>& values) {
    std::vector<Json> items;
    for (const auto& v : values) items.push_back(v ? jnum(*v) : jnull());
    return jarr(std::move(items));
}

std::string formatNumber(double value) {
    char buffer[64];
    auto result = std::to_chars(buffer, buffer + sizeof buffer, value);  // shortest round-trip form
    return std::string(buffer, result.ptr);
}

std::string quote(const std::string& text) {
    std::string out = "\"";
    for (char c : text) {
        if (c == '"' || c == '\\') {
            out += '\\';
            out += c;
        } else if (static_cast<unsigned char>(c) < 0x20) {
            char buffer[8];
            std::snprintf(buffer, sizeof buffer, "\\u%04x", static_cast<unsigned>(c));
            out += buffer;
        } else {
            out += c;
        }
    }
    return out + "\"";
}

void writeJson(std::ostream& out, const Json& value, const std::string& indent = "") {
    const std::string inner = indent + "  ";
    switch (value.kind) {
        case Json::Kind::Null: out << "null"; return;
        case Json::Kind::Bool: out << (value.flag ? "true" : "false"); return;
        case Json::Kind::Number: out << formatNumber(value.number); return;
        case Json::Kind::String: out << quote(value.text); return;
        case Json::Kind::Array:
        case Json::Kind::Object: {
            const bool isObject = value.kind == Json::Kind::Object;
            if (value.items.empty()) {
                out << (isObject ? "{}" : "[]");
                return;
            }
            out << (isObject ? "{\n" : "[\n");
            for (std::size_t i = 0; i < value.items.size(); ++i) {
                out << inner;
                if (isObject) out << quote(value.keys[i]) << ": ";
                writeJson(out, value.items[i], inner);
                out << (i + 1 < value.items.size() ? ",\n" : "\n");
            }
            out << indent << (isObject ? "}" : "]");
        }
    }
}

Json lesson117() {
    const std::vector<std::pair<std::string, double>> weights{{"A", .4}, {"B", .6}};
    const std::vector<std::pair<std::string, double>> returns{{"B", .02}, {"A", .01}};
    const std::map<std::string, double> byId(returns.begin(), returns.end());
    double aligned = 0;
    for (const auto& [id, w] : weights) {
        const auto it = byId.find(id);
        if (it == byId.end()) throw std::runtime_error("Missing asset");
        aligned += w * it->second;
    }
    double positional = 0;
    for (std::size_t i = 0; i < weights.size(); ++i) positional += weights[i].second * returns[i].second;
    return jobj({{"aligned", jnum(aligned)}, {"positional", jnum(positional)}});
}

int main() {
    writeJson(std::cout, lesson117());
    std::cout << "\n";
    return 0;
}

// Fintech Math Bootcamp · Lesson 117 of 120
// Vectorization, Index Alignment, and Shape Safety
// Module 12: Statistical Computing and Reproducibility
//
// Scenario: Preventing a dimensionally valid but semantically wrong dot product
// Rule:     align by identifier before multiplying vectors
//
// Try it:   Why does the positional result pass a simple array-length check?
//
// Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
// Free course:    https://courses.thefintechbuilder.com
// Synthetic teaching example, not financial advice or a production library.
//
// Run: rustc -O main.rs && ./main

#![allow(dead_code)]

use std::collections::HashMap;

/// Minimal JSON value; objects keep insertion order.
enum Json {
    Null,
    Bool(bool),
    Num(f64),
    Str(String),
    Arr(Vec<Json>),
    Obj(Vec<(String, Json)>),
}

fn obj(fields: Vec<(&str, Json)>) -> Json {
    Json::Obj(fields.into_iter().map(|(k, v)| (k.to_string(), v)).collect())
}

fn nums(values: &[f64]) -> Json {
    Json::Arr(values.iter().map(|&v| Json::Num(v)).collect())
}

fn optional_nums(values: &[Option<f64>]) -> Json {
    Json::Arr(values.iter().map(|v| v.map_or(Json::Null, Json::Num)).collect())
}

fn quote(text: &str) -> String {
    let mut out = String::from("\"");
    for c in text.chars() {
        match c {
            '"' => out.push_str("\\\""),
            '\\' => out.push_str("\\\\"),
            c if (c as u32) < 0x20 => out.push_str(&format!("\\u{:04x}", c as u32)),
            c => out.push(c),
        }
    }
    out.push('"');
    out
}

// Display for f64 prints the shortest string that round-trips, as JavaScript does.
fn write_json(value: &Json, indent: &str, out: &mut String) {
    let inner = format!("{}  ", indent);
    match value {
        Json::Null => out.push_str("null"),
        Json::Bool(b) => out.push_str(if *b { "true" } else { "false" }),
        Json::Num(n) => out.push_str(&format!("{}", n)),
        Json::Str(s) => out.push_str(&quote(s)),
        Json::Arr(items) if items.is_empty() => out.push_str("[]"),
        Json::Obj(fields) if fields.is_empty() => out.push_str("{}"),
        Json::Arr(items) => {
            out.push_str("[\n");
            for (i, item) in items.iter().enumerate() {
                out.push_str(&inner);
                write_json(item, &inner, out);
                out.push_str(if i + 1 < items.len() { ",\n" } else { "\n" });
            }
            out.push_str(indent);
            out.push(']');
        }
        Json::Obj(fields) => {
            out.push_str("{\n");
            for (i, (key, item)) in fields.iter().enumerate() {
                out.push_str(&inner);
                out.push_str(&quote(key));
                out.push_str(": ");
                write_json(item, &inner, out);
                out.push_str(if i + 1 < fields.len() { ",\n" } else { "\n" });
            }
            out.push_str(indent);
            out.push('}');
        }
    }
}

fn lesson_117() -> Json {
    let weights: [(&str, f64); 2] = [("A", 0.4), ("B", 0.6)];
    let returns: [(&str, f64); 2] = [("B", 0.02), ("A", 0.01)];
    let by_id: HashMap<&str, f64> = returns.iter().cloned().collect();
    let aligned = weights.iter().fold(0.0, |s, (id, w)| s + w * by_id.get(id).expect("Missing asset"));
    let positional = weights.iter().enumerate().fold(0.0, |s, (i, (_, w))| s + w * returns[i].1);
    obj(vec![("aligned", Json::Num(aligned)), ("positional", Json::Num(positional))])
}

fn main() {
    let mut out = String::new();
    write_json(&lesson_117(), "", &mut out);
    println!("{}", out);
}

// Fintech Math Bootcamp · Lesson 117 of 120
// Vectorization, Index Alignment, and Shape Safety
// Module 12: Statistical Computing and Reproducibility
//
// Scenario: Preventing a dimensionally valid but semantically wrong dot product
// Rule:     align by identifier before multiplying vectors
//
// Try it:   Why does the positional result pass a simple array-length check?
//
// Lesson article: https://thefintechbuilder.com/financial-mathematics-statistics-and-data-foundations/statistical-computing-and-reproducibility/vectorization-index-alignment-and-shape-safety/
// Free course:    https://courses.thefintechbuilder.com
// Synthetic teaching example, not financial advice or a production library.
//
// Run: dotnet run

using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Text.Encodings.Web;
using System.Text.Json;

var options = new JsonSerializerOptions { WriteIndented = true, Encoder = JavaScriptEncoder.UnsafeRelaxedJsonEscaping };
Console.WriteLine(JsonSerializer.Serialize(Lesson117(), options));

static object Lesson117()
{
    var weights = new[] { (id: "A", w: .4), (id: "B", w: .6) };
    var returns = new[] { (id: "B", r: .02), (id: "A", r: .01) };
    var byId = returns.ToDictionary(x => x.id, x => x.r);
    double aligned = weights.Aggregate(0.0, (s, x) =>
        byId.TryGetValue(x.id, out double r) ? s + x.w * r : throw new KeyNotFoundException("Missing asset"));
    double positional = weights.Select((x, i) => (x, i)).Aggregate(0.0, (s, p) => s + p.x.w * returns[p.i].r);
    return new { aligned, positional };
}