Worked examples
The repository’s examples/
directory holds small, runnable programs that use anomalyx on real data. They
exist to demonstrate one thing the contract makes possible: an agent (or a
30-line script) can consume the tq1 envelope directly — parse the dense
finding rows and the dict-pinned string table, then map each
handle back to a row, cell, or timestamp — rather than scraping
human-readable text.
They live outside the Cargo workspace and shell out to the installed anomalyx
binary, so they have no effect on the build or the quality gates.
Each mirrors anomalyx’s exit code (0 clean, 1 anomalies, 2 error).
The examples
| Example | Data | What it surfaces |
|---|---|---|
stock_anomalies.py | Yahoo Finance daily history | anomalous trading days; distributional drift vs. another ticker |
journal_anomalies.py | journalctl -o json (systemd) | rare priorities, bursts, per-unit content spikes; drift between two windows |
polymarket_anomalies.py | Polymarket public APIs | information shocks (point/mv) and odds regime shifts (coll.cusum) |
synergy_market.py | Yahoo Finance + agent-calc | anomalyx finds; the exact-math kernel proves (tail probability, a t-test across the regime break, exact correlations) |
Each maps the handle in every finding back to a calendar date / timestamp, so the output reads as “this day, this column, this kind of deviation”.
Contracts composing with contracts
synergy_market.py is the clearest illustration of why a machine-readable
contract matters. anomalyx is descriptive and assumption-free — it reports
which days and regimes broke the pattern (point.modz, mv.mahalanobis,
coll.cusum), never assuming a distribution. Its findings then flow, as typed
JSON, straight into agent-calc —
a sibling contract-first CLI that does exact statistics: the return
distribution’s fat-tailed kurtosis, the worst day’s tail probability under a
fitted Gaussian (routinely one-in-millions — i.e. the naive risk model is what
is broken), a two-sample t-test across the detected regime break (a real shift
in the mean, or only the trajectory?), and exact correlations across a basket.
Two executables, two contracts, no prose and no float drift in between — which is the whole thesis: the executable is the contract.
See examples/README.md
for the exact commands and prerequisites.