notebooks/aum_flows_analysis.ipynb

@@ -11,15 +11,29 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
+   "execution_count": 1,
    "metadata": {},
    "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "Matplotlib is building the font cache; this may take a moment.\n"
+     ]
+    },
     {
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "Requirement already satisfied: openpyxl in /opt/python/lib/python3.13/site-packages (3.1.5)\n",
+      "Collecting openpyxl\n",
-      "Requirement already satisfied: et-xmlfile in /opt/python/lib/python3.13/site-packages (from openpyxl) (2.0.0)\n"
+      "  Downloading openpyxl-3.1.5-py2.py3-none-any.whl.metadata (2.5 kB)\n",
+      "Collecting et-xmlfile (from openpyxl)\n",
+      "  Downloading et_xmlfile-2.0.0-py3-none-any.whl.metadata (2.7 kB)\n",
+      "Downloading openpyxl-3.1.5-py2.py3-none-any.whl (250 kB)\n",
+      "Downloading et_xmlfile-2.0.0-py3-none-any.whl (18 kB)\n",
+      "Installing collected packages: et-xmlfile, openpyxl\n",
+      "\u001b[2K   \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m2/2\u001b[0m [openpyxl]1/2\u001b[0m [openpyxl]\n",
+      "\u001b[1A\u001b[2KSuccessfully installed et-xmlfile-2.0.0 openpyxl-3.1.5\n"
      ]
     }
    ],
@@ -37,7 +51,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -50,21 +64,21 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 8,
+   "execution_count": null,
    "metadata": {},
    "outputs": [
     {
      "name": "stderr",
      "output_type": "stream",
      "text": [
-      "/tmp/ipykernel_94182/3768862044.py:5: DtypeWarning: Columns (0,1,2,3) have mixed types. Specify dtype option on import or set low_memory=False.\n",
+      "/tmp/ipykernel_3944/2679329308.py:2: DtypeWarning: Columns (0,1,2,3) have mixed types. Specify dtype option on import or set low_memory=False.\n",
-      "  stocks = pd.read_csv(f, sep=\";\")\n"
+      "  flows = pd.read_csv(f, sep=\";\")\n"
      ]
     }
    ],
    "source": [
-    "#with fs.open('projet-bdc-data//carmignac/Flows ENSAE V2 -20251105.csv', 'rb') as f:\n",
+    "with fs.open('projet-bdc-data//carmignac/Flows ENSAE V2 -20251105.csv', 'rb') as f:\n",
-    "    #flows = pd.read_csv(f, sep=\";\")\n",
+    "    flows = pd.read_csv(f, sep=\";\")\n",
     "\n",
     "with fs.open('projet-bdc-data//carmignac/AUM ENSAE V2 -20251105.csv', 'rb') as f:\n",
     "    stocks = pd.read_csv(f, sep=\";\")\n",
@@ -466,7 +480,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
+   "execution_count": 7,
    "metadata": {},
    "outputs": [
     {
@@ -478,13 +492,23 @@
     }
    ],
    "source": [
-    "stocks[\"Centralisation Date\"] = pd.to_datetime(stocks[\"Centralisation Date\"], errors=\"coerce\")\n",
+    "flows[\"Centralisation Date\"] = pd.to_datetime(flows[\"Centralisation Date\"], errors=\"coerce\")\n",
     "#flows[\"Centralisation Date\"]  = pd.to_datetime(flows[\"Centralisation Date\"], errors=\"coerce\")\n",
     "#nav[\"NavDate\"] = pd.to_datetime(nav[\"NavDate\"], format=\"%d/%m/%Y\", errors=\"coerce\")\n",
     "\n",
     "print(\"Date conversion done.\")"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "flows_head = flows.head(100)\n",
+    "flows_head.to_csv(\"flows_head.csv\")"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": 16,

repair_challenge/carmignac_repair.py

@@ -0,0 +1,679 @@
+"""
+Carmignac Data Challenge — Registrar ID Repair Pipeline
+=========================================================
+Étape 1 : Filtrage & univers de référence à t=31/10/2025
+Étape 2 : Score de cohérence temporelle (propagation vers le passé)
+Étape 3 : Chirurgie de code (matching 1-to-1)
+"""
+
+import pandas as pd
+import numpy as np
+from collections import defaultdict
+import os 
+import s3fs
+
+# ─────────────────────────────────────────────
+# PARAMÈTRES
+# ─────────────────────────────────────────────
+ALPHA = 0.03           # tolérance réconciliation : 3% du stock à t
+MIN_AUM_EUR = 5e6        # seuil filtrage étape 1 — 0 pour les heads de test
+MIN_JACCARD = 0.3      # seuil minimal similarité portefeuille pour chirurgie
+SCORE_DROP_THRESHOLD = 0.1  # si score chute de >10% → candidat chirurgie
+
+EXCLUDE_REGISTRAR = ["Off Distribution", "Private Clients"]
+
+# ─────────────────────────────────────────────
+# 1. CHARGEMENT
+# ─────────────────────────────────────────────
+def load_data(aum_path, flows_path):
+    fs = s3fs.S3FileSystem(
+    client_kwargs={'endpoint_url': 'https://'+'minio-simple.lab.groupe-genes.fr'},
+    key = os.environ["AWS_ACCESS_KEY_ID"], 
+    secret = os.environ["AWS_SECRET_ACCESS_KEY"], 
+    token = os.environ["AWS_SESSION_TOKEN"])
+
+    with fs.open('projet-bdc-data//carmignac/Flows ENSAE V2 -20251105.csv', 'rb') as f:
+        flows = pd.read_csv(f, sep=";")
+
+    with fs.open('projet-bdc-data//carmignac/AUM ENSAE V2 -20251105.csv', 'rb') as f:
+        aum = pd.read_csv(f, sep=";")
+
+    aum['Centralisation Date'] = pd.to_datetime(aum['Centralisation Date'])
+    flows['Centralisation Date'] = pd.to_datetime(flows['Centralisation Date'])
+
+    # Noms courts
+    aum = aum.rename(columns={
+        'Registrar Account - ID': 'reg_id',
+        'Product - Isin': 'isin',
+        'Centralisation Date': 'date',
+        'Quantity - AUM': 'qty_aum',
+        'Value - AUM €': 'val_eur',
+        'Registrar Account - Region': 'region',
+    })
+    flows = flows.rename(columns={
+        'Registrar Account - ID': 'reg_id',
+        'Product - Isin': 'isin',
+        'Centralisation Date': 'date',
+        'Quantity - NetFlows': 'qty_net',
+        'Value € - NetFlows': 'val_net_eur',
+    })
+
+    aum['reg_id'] = aum['reg_id'].astype(str)
+    flows['reg_id'] = flows['reg_id'].astype(str)
+
+    return aum, flows
+
+# ─────────────────────────────────────────────
+# 2. ÉTAPE 1 — Univers de référence à T_REF
+# ─────────────────────────────────────────────
+def build_reference_universe(aum, t_ref=None):
+    """
+    Construit l'univers de référence à t_ref (dernière date par défaut).
+    Retourne :
+      - aum_ref  : AUM à t_ref pour chaque (reg_id, isin)
+      - weights  : poids normalisé par reg_id
+      - universe : ensemble des reg_id retenus (>= MIN_AUM_EUR)
+    """
+    if t_ref is None:
+        t_ref = aum['date'].max()
+
+    print(f"\n[Étape 1] Date de référence : {t_ref.date()}")
+
+    # Exclure Off Distribution / Private Clients (sur région ou nom)
+    mask_excl = aum['reg_id'].isin(EXCLUDE_REGISTRAR)
+    if 'region' in aum.columns:
+        mask_excl |= aum['region'].isin(EXCLUDE_REGISTRAR)
+    aum_clean = aum[~mask_excl].copy()
+
+    # AUM à t_ref
+    aum_ref = aum_clean[aum_clean['date'] == t_ref][['reg_id', 'isin', 'qty_aum', 'val_eur']].copy()
+
+    # AUM total par reg_id à t_ref
+    aum_by_reg = aum_ref.groupby('reg_id')['val_eur'].sum().rename('total_eur')
+
+    # Filtrage >= MIN_AUM_EUR
+    universe = set(aum_by_reg[aum_by_reg >= MIN_AUM_EUR].index)
+
+    total_eur_universe = aum_by_reg[aum_by_reg.index.isin(universe)].sum()
+    total_eur_all = aum_by_reg.sum()
+    coverage = total_eur_universe / total_eur_all if total_eur_all > 0 else 0
+
+    print(f"  Registrar IDs à t_ref          : {len(aum_by_reg)}")
+    print(f"  Dont >= {MIN_AUM_EUR/1e6:.0f}M€                : {len(universe)}")
+    print(f"  Couverture encours              : {coverage:.1%}")
+
+    # Poids initiaux (scores à t_ref)
+    weights = (aum_by_reg[aum_by_reg.index.isin(universe)] / total_eur_universe).to_dict()
+
+    return aum_ref, weights, universe, t_ref
+
+# ─────────────────────────────────────────────
+# 3. PANEL AUM MENSUEL (forward-fill)
+# ─────────────────────────────────────────────
+def build_monthly_panel(aum, universe, t_ref):
+    """
+    Construit un panel mensuel complet (forward-fill des quantités AUM)
+    pour TOUS les reg_ids présents dans l'historique AUM — y compris les codes
+    historiques hors univers de référence, nécessaires pour la chirurgie.
+    """
+    # Toutes les fin de mois entre la première date et t_ref
+    date_min = aum['date'].min()
+    all_months = pd.date_range(start=date_min, end=t_ref, freq='ME')
+
+    # Pivot : (reg_id, isin) → série temporelle de qty_aum
+    aum_sorted = aum.sort_values(['reg_id', 'isin', 'date'])
+
+    # On ne garde que les lignes jusqu'à t_ref
+    aum_sorted = aum_sorted[aum_sorted['date'] <= t_ref]
+
+    # Multi-index pivot
+    panel = aum_sorted.pivot_table(
+        index='date', columns=['reg_id', 'isin'], values='qty_aum', aggfunc='last'
+    )
+
+    # Réindexer sur toutes les fins de mois
+    panel = panel.reindex(all_months)
+
+    # Forward-fill : si pas de mouvement, la quantité reste la même
+    panel = panel.ffill()
+
+    # Backward-fill initial pour les comptes qui démarrent après la première date
+    # (on ne remonte pas avant leur première apparition → on garde NaN)
+
+    print(f"\n[Panel mensuel] {len(all_months)} mois, {panel.shape[1]} (reg_id, isin) paires")
+
+    return panel, all_months
+
+# ─────────────────────────────────────────────
+# 4. FLOWS AGRÉGÉS PAR MOIS
+# ─────────────────────────────────────────────
+def aggregate_flows_monthly(flows, all_months):
+    """
+    Agrège les flows infra-mensuels sur chaque fenêtre ]fin_mois(t-1), fin_mois(t)].
+    Retourne un DataFrame indexé par (fin_mois, reg_id, isin).
+    """
+    flows_f = flows[flows['date'] <= all_months[-1]].copy()
+
+    # Associer chaque transaction à la fin de mois correspondante
+    # = la première fin de mois >= date de transaction
+    flows_f['month_end'] = flows_f['date'].apply(
+        lambda d: all_months[all_months >= d][0] if any(all_months >= d) else pd.NaT
+    )
+    flows_f = flows_f.dropna(subset=['month_end'])
+
+    # Agrégation
+    monthly_flows = flows_f.groupby(['month_end', 'reg_id', 'isin'])['qty_net'].sum()
+    monthly_flows = monthly_flows.reset_index()
+    monthly_flows.columns = ['date', 'reg_id', 'isin', 'qty_net_month']
+
+    print(f"\n[Flows mensuels] {len(monthly_flows)} enregistrements (reg_id, isin, mois)")
+
+    return monthly_flows
+
+# ─────────────────────────────────────────────
+# 5. ÉTAPE 2 — Score de cohérence temporelle
+# ─────────────────────────────────────────────
+def compute_reconciliation_error(qty_t_minus1, qty_t, net_flow, alpha=ALPHA):
+    """
+    Calcule l'erreur de réconciliation normalisée pour un (reg_id, isin, mois).
+
+    Attendu : qty_t_minus1 + net_flow ≈ qty_t
+    Erreur   : |qty_t_minus1 + net_flow - qty_t| / max(|qty_t|, |qty_t_minus1|)
+
+    Retourne :
+      - err_ratio  : erreur relative (0 = parfait)
+      - is_break   : True si err_ratio > alpha
+    """
+    denom = max(abs(qty_t), abs(qty_t_minus1), 1e-9)
+    err = abs(qty_t_minus1 + net_flow - qty_t)
+    err_ratio = err / denom
+    return err_ratio, err_ratio > alpha
+
+def score_propagation(panel, monthly_flows, weights, universe, all_months):
+    """
+    Propage les scores de t_ref vers t=0 (passé).
+
+    À chaque mois t (en remontant), pour chaque reg_id dans l'univers courant :
+      - Calculer l'erreur de réconciliation pondérée par ISIN
+      - Dégrader le score proportionnellement
+
+    Retourne :
+      - scores_history : dict {date → {reg_id → score}}
+      - errors_history : dict {date → {reg_id → err_pondérée}}
+      - mapping        : dict {reg_id_original → reg_id_courant} (après chirurgie)
+    """
+    # Initialisation
+    scores = dict(weights)  # scores à t_ref
+    scores_history = {all_months[-1]: dict(scores)}
+    errors_history = {}
+
+    # Mapping actuel (identité au départ)
+    mapping = {r: r for r in universe}
+
+    # Flows indexés pour accès rapide
+    flows_idx = monthly_flows.set_index(['date', 'reg_id', 'isin'])['qty_net_month']
+
+    # Remonter dans le temps
+    for i in range(len(all_months) - 2, -1, -1):
+        t_prev = all_months[i]
+        t_curr = all_months[i + 1]
+
+        errors_at_t = {}
+        new_scores = {}
+
+        for reg_orig, reg_curr in mapping.items():
+            score_curr = scores.get(reg_orig, 0)
+            if score_curr == 0:
+                new_scores[reg_orig] = 0
+                continue
+
+            # ISIN détenus par ce reg à t_curr (après mapping)
+            if reg_curr in panel.columns.get_level_values(0):
+                isin_list = panel[reg_curr].columns.tolist()
+            else:
+                # reg_curr n'existe pas du tout dans le panel → rupture totale
+                new_scores[reg_orig] = 0
+                errors_at_t[reg_orig] = 1.0
+                continue
+
+            total_aum_t = 0
+            weighted_err = 0
+            valid_isin_count = 0
+            all_nan_at_prev = True  # détecte si le compte n'existait pas à t_prev
+
+            for isin in isin_list:
+                qty_t = panel[reg_curr][isin].get(t_curr, np.nan)
+                qty_t_prev = panel[reg_curr][isin].get(t_prev, np.nan)
+
+                if pd.isna(qty_t):
+                    continue
+
+                if not pd.isna(qty_t_prev):
+                    all_nan_at_prev = False
+
+                if pd.isna(qty_t_prev):
+                    # ISIN existait à t_curr mais pas à t_prev → rupture sur cet ISIN
+                    # On le traite comme une erreur maximale pondérée par son AUM
+                    weight_isin = abs(qty_t)
+                    weighted_err += 1.0 * weight_isin
+                    total_aum_t += weight_isin
+                    valid_isin_count += 1
+                    continue
+
+                if qty_t == 0 and qty_t_prev == 0:
+                    continue
+                # Flow agrégé sur ]t_prev, t_curr]
+                try:
+                    net_flow = flows_idx.loc[(t_curr, reg_curr, isin)]
+                except KeyError:
+                    net_flow = 0.0
+
+                err_ratio, is_break = compute_reconciliation_error(
+                    qty_t_prev, qty_t, net_flow, alpha=ALPHA
+                )
+
+                # Pondération par AUM à t_curr
+                weight_isin = abs(qty_t)
+                weighted_err += err_ratio * weight_isin
+                total_aum_t += weight_isin
+                valid_isin_count += 1
+
+            if total_aum_t > 0 and valid_isin_count > 0:
+                avg_err = weighted_err / total_aum_t
+            else:
+                avg_err = 0.0
+
+            errors_at_t[reg_orig] = avg_err
+
+            # Dégradation du score : score(t-1) = score(t) * (1 - err_pondérée)
+            # Clippée entre 0 et score_curr
+            degradation = min(avg_err, 1.0)
+            new_scores[reg_orig] = score_curr * (1.0 - degradation)
+
+        scores = new_scores
+        scores_history[t_prev] = dict(scores)
+        errors_history[t_prev] = dict(errors_at_t)
+
+        total_score = sum(scores.values())
+        print(f"  {t_prev.date()} | Σ scores = {total_score:.4f} | "
+              f"Comptes actifs = {sum(1 for v in scores.values() if v > 0)}")
+
+    return scores_history, errors_history, mapping
+
+# ─────────────────────────────────────────────
+# 6. ÉTAPE 3 — Chirurgie de code
+# ─────────────────────────────────────────────
+def jaccard_isin(set_a, set_b):
+    """Coefficient de Jaccard entre deux ensembles d'ISIN."""
+    if not set_a or not set_b:
+        return 0.0
+    inter = len(set_a & set_b)
+    union = len(set_a | set_b)
+    return inter / union if union > 0 else 0.0
+
+def find_best_candidate(reg_orig, reg_curr, t_prev, t_curr,
+                        panel, flows_idx, all_regs_at_t_prev, mapping_inv):
+    """
+    Pour un reg_id dont le score a fortement chuté, cherche le meilleur
+    candidat j à t_prev tel que :
+      - j n'est pas déjà mappé à un autre compte original
+      - Le portefeuille ISIN de j à t_prev est similaire à celui de reg_curr à t_curr
+      - La réconciliation est bonne
+
+    Retourne (best_candidate, best_score_composite) ou (None, 0)
+    """
+    # ISIN du compte cible à t_curr
+    if reg_curr not in panel.columns.get_level_values(0):
+        return None, 0.0
+
+    isin_curr = set(panel[reg_curr].columns[
+        panel[reg_curr].loc[t_curr].notna() & (panel[reg_curr].loc[t_curr] != 0)
+    ].tolist())
+
+    if not isin_curr:
+        return None, 0.0
+
+    best_candidate = None
+    best_composite = 0.0
+
+    for j in all_regs_at_t_prev:
+        # Ne pas réutiliser un code déjà mappé
+        if j in mapping_inv:
+            continue
+        # Ne pas mapper sur soi-même si déjà présent
+        if j == reg_curr:
+            continue
+
+        if j not in panel.columns.get_level_values(0):
+            continue
+
+        # ISIN de j à t_prev
+        col_j = panel[j]
+        isin_j = set(col_j.columns[
+            col_j.loc[t_prev].notna() & (col_j.loc[t_prev] != 0)
+        ].tolist()) if t_prev in col_j.index else set()
+
+        if not isin_j:
+            continue
+
+        jac = jaccard_isin(isin_curr, isin_j)
+        if jac < MIN_JACCARD:
+            continue
+
+        # Erreur de réconciliation pour les ISIN communs
+        common_isin = isin_curr & isin_j
+        total_aum = 0
+        weighted_err = 0
+
+        for isin in common_isin:
+            qty_t = panel[reg_curr][isin].get(t_curr, np.nan) if isin in panel[reg_curr].columns else np.nan
+            qty_t_prev = panel[j][isin].get(t_prev, np.nan) if isin in panel[j].columns else np.nan
+
+            if pd.isna(qty_t) or pd.isna(qty_t_prev):
+                continue
+
+            try:
+                net_flow = flows_idx.loc[(t_curr, j, isin)]
+            except KeyError:
+                net_flow = 0.0
+
+            err_ratio, _ = compute_reconciliation_error(qty_t_prev, qty_t, net_flow)
+            weight_isin = abs(qty_t)
+            weighted_err += err_ratio * weight_isin
+            total_aum += weight_isin
+
+        avg_err = weighted_err / total_aum if total_aum > 0 else 1.0
+
+        composite = jac * (1.0 - min(avg_err, 1.0))
+
+        if composite > best_composite:
+            best_composite = composite
+            best_candidate = j
+
+    return best_candidate, best_composite
+
+
+def _recompute_score_with_candidate(reg_orig, candidate, t_prev, t_curr,
+                                     panel, flows_idx, score_curr):
+    """
+    Recalcule proprement l'erreur de réconciliation pour un candidat donné,
+    et retourne le score après chirurgie.
+    """
+    if candidate not in panel.columns.get_level_values(0):
+        return score_curr * 0  # candidat inexistant
+
+    isin_list_cand = panel[candidate].columns.tolist()
+    isin_list_curr = panel[reg_orig].columns.tolist() if reg_orig in panel.columns.get_level_values(0) else []
+
+    total_aum = 0
+    weighted_err = 0
+
+    for isin in isin_list_curr:
+        qty_t = panel[reg_orig][isin].get(t_curr, np.nan) if isin in panel[reg_orig].columns else np.nan
+        if pd.isna(qty_t) or qty_t == 0:
+            continue
+
+        qty_t_prev = panel[candidate][isin].get(t_prev, np.nan) if isin in panel[candidate].columns else np.nan
+
+        try:
+            net_flow = flows_idx.loc[(t_curr, candidate, isin)]
+        except KeyError:
+            net_flow = 0.0
+
+        if pd.isna(qty_t_prev):
+            err_ratio = 1.0
+        else:
+            err_ratio, _ = compute_reconciliation_error(qty_t_prev, qty_t, net_flow)
+
+        weight_isin = abs(qty_t)
+        weighted_err += err_ratio * weight_isin
+        total_aum += weight_isin
+
+    avg_err = weighted_err / total_aum if total_aum > 0 else 1.0
+    return score_curr * (1.0 - min(avg_err, 1.0))
+
+
+def run_surgery_pass(scores_history, errors_history, panel, monthly_flows,
+                     weights, universe, all_months):
+    """
+    Deuxième passe : pour chaque mois avec des ruptures fortes,
+    tente une chirurgie de code et recalcule les scores.
+
+    Corrections par rapport à la passe naïve :
+    - Après chirurgie, le score est recalculé proprement (pas juste composite)
+    - Le mapping propagé en arrière utilise le bon code à chaque étape
+    - Pré-filtre ISIN pour performance sur grand dataset
+
+    Retourne :
+      - mapping_history : {date → {reg_orig → reg_used}}
+      - surgery_log     : liste des opérations effectuées
+      - scores_final    : scores au dernier mois
+    """
+    flows_idx = monthly_flows.set_index(['date', 'reg_id', 'isin'])['qty_net_month']
+
+    # Tous les reg_ids présents dans le panel (univers + codes historiques)
+    all_regs_in_panel = set(panel.columns.get_level_values(0))
+
+    # Pré-calcul : ensemble d'ISIN par reg_id à chaque date (pour pré-filtre rapide)
+    # {reg_id → {date → set(isin)}}
+    reg_isin_at_date = {}
+    for reg in all_regs_in_panel:
+        reg_isin_at_date[reg] = {}
+        col = panel[reg]
+        for date in col.index:
+            active = set(col.columns[(col.loc[date].notna()) & (col.loc[date] != 0)].tolist())
+            if active:
+                reg_isin_at_date[reg][date] = active
+
+    # Mapping courant : reg_orig → reg_used
+    mapping = {r: r for r in universe}
+    mapping_inv = {r: r for r in universe}
+
+    surgery_log = []
+    mapping_history = {all_months[-1]: dict(mapping)}
+    scores_history_corrected = {all_months[-1]: dict(weights)}
+
+    # Scores courants (initialisés à t_ref)
+    scores = dict(weights)
+
+    for i in range(len(all_months) - 2, -1, -1):
+        t_prev = all_months[i]
+        t_curr = all_months[i + 1]
+
+        new_scores = {}
+        new_mapping = {}
+
+        for reg_orig in list(mapping.keys()):
+            reg_curr = mapping[reg_orig]
+            score_curr = scores.get(reg_orig, 0)
+
+            if score_curr == 0:
+                new_scores[reg_orig] = 0
+                new_mapping[reg_orig] = reg_curr
+                continue
+
+            # Erreur sans chirurgie (depuis étape 2)
+            err = errors_history.get(t_prev, {}).get(reg_orig, 0.0)
+            score_prev_no_surgery = score_curr * (1.0 - min(err, 1.0))
+            drop_ratio = 1.0 - (score_prev_no_surgery / score_curr) if score_curr > 0 else 0
+
+            if drop_ratio > SCORE_DROP_THRESHOLD:
+                # ── ISIN du compte courant à t_curr (pour pré-filtre) ──
+                isin_curr = reg_isin_at_date.get(reg_curr, {}).get(t_curr, set())
+
+                # ── Candidats disponibles (non déjà mappés) ──
+                available = all_regs_in_panel - set(mapping_inv.keys()) - {reg_curr}
+
+                best_candidate = None
+                best_score_after = score_prev_no_surgery  # baseline = pas de chirurgie
+                best_composite = 0.0
+
+                for j in available:
+                    # Pré-filtre rapide : overlap ISIN minimal
+                    isin_j = reg_isin_at_date.get(j, {}).get(t_prev, set())
+                    if not isin_curr or not isin_j:
+                        continue
+                    inter = len(isin_curr & isin_j)
+                    if inter == 0:
+                        continue
+                    jac = inter / len(isin_curr | isin_j)
+                    if jac < MIN_JACCARD:
+                        continue
+
+                    # Score après chirurgie avec ce candidat
+                    score_after = _recompute_score_with_candidate(
+                        reg_curr, j, t_prev, t_curr, panel, flows_idx, score_curr
+                    )
+                    composite = jac * (score_after / score_curr) if score_curr > 0 else 0
+
+                    if score_after > best_score_after:
+                        best_score_after = score_after
+                        best_candidate = j
+                        best_composite = composite
+
+                if best_candidate:
+                    surgery_log.append({
+                        'date': t_prev,
+                        'reg_orig': reg_orig,
+                        'reg_from': reg_curr,
+                        'reg_to': best_candidate,
+                        'jaccard_composite': round(best_composite, 4),
+                        'score_before': round(score_curr, 6),
+                        'score_after': round(best_score_after, 6),
+                        'drop_without_surgery': round(drop_ratio, 4),
+                        'gain_vs_no_surgery': round(best_score_after - score_prev_no_surgery, 6),
+                    })
+                    print(f"  🔧 CHIRURGIE {t_prev.date()} | {reg_orig} : "
+                          f"{reg_curr} → {best_candidate} "
+                          f"(composite={best_composite:.3f}, "
+                          f"score {score_curr:.4f}→{best_score_after:.4f})")
+
+                    # Mise à jour mapping
+                    if reg_curr in mapping_inv:
+                        del mapping_inv[reg_curr]
+                    mapping_inv[best_candidate] = reg_orig
+                    new_mapping[reg_orig] = best_candidate
+                    new_scores[reg_orig] = best_score_after
+                else:
+                    new_mapping[reg_orig] = reg_curr
+                    new_scores[reg_orig] = score_prev_no_surgery
+            else:
+                new_mapping[reg_orig] = reg_curr
+                new_scores[reg_orig] = score_prev_no_surgery
+
+        mapping = new_mapping
+        mapping_inv = {v: k for k, v in mapping.items()}
+        scores = new_scores
+        mapping_history[t_prev] = dict(mapping)
+        scores_history_corrected[t_prev] = dict(scores)
+
+        total_score = sum(s for s in scores.values() if not np.isnan(s))
+        n_surgeries = sum(1 for op in surgery_log if op['date'] == t_prev)
+        print(f"  {t_prev.date()} | Σ scores = {total_score:.4f} | "
+              f"Chirurgies = {n_surgeries}")
+
+    return mapping_history, surgery_log, scores, scores_history_corrected
+
+# ─────────────────────────────────────────────
+# 7. EXPORT RÉSULTATS
+# ─────────────────────────────────────────────
+def export_results(scores_history, mapping_history, surgery_log, all_months, out_prefix="carmignac"):
+    """Exporte les résultats clés en CSV."""
+
+    # Score history
+    rows = []
+    for date, sc in scores_history.items():
+        for reg, score in sc.items():
+            rows.append({'date': date, 'reg_id': reg, 'score': score})
+    df_scores = pd.DataFrame(rows) if rows else pd.DataFrame(columns=['date', 'reg_id', 'score'])
+    if not df_scores.empty:
+        df_scores = df_scores.sort_values(['date', 'score'], ascending=[True, False])
+    df_scores.to_csv(f"repair_results/{out_prefix}_scores.csv", index=False)
+
+    # Mapping history
+    rows_m = []
+    for date, mp in mapping_history.items():
+        for reg_orig, reg_used in mp.items():
+            rows_m.append({'date': date, 'reg_orig': reg_orig, 'reg_used': reg_used,
+                           'changed': reg_orig != reg_used})
+    df_mapping = pd.DataFrame(rows_m) if rows_m else pd.DataFrame(columns=['date', 'reg_orig', 'reg_used', 'changed'])
+    if not df_mapping.empty:
+        df_mapping = df_mapping.sort_values(['date', 'reg_orig'])
+    df_mapping.to_csv(f"repair_results/{out_prefix}_mapping.csv", index=False)
+
+    # Surgery log
+    if surgery_log:
+        df_surgery = pd.DataFrame(surgery_log).sort_values('date')
+        df_surgery.to_csv(f"repair_results/{out_prefix}_surgery_log.csv", index=False)
+        print(f"\n[Export] {len(surgery_log)} opérations de chirurgie sauvegardées.")
+    else:
+        print("\n[Export] Aucune chirurgie effectuée sur ce subset.")
+
+    print(f"[Export] Scores    → {out_prefix}_scores.csv")
+    print(f"[Export] Mapping   → {out_prefix}_mapping.csv")
+
+    return df_scores, df_mapping
+
+# ─────────────────────────────────────────────
+# 8. PIPELINE PRINCIPAL
+# ─────────────────────────────────────────────
+def run_pipeline(aum_path, flows_path):
+    print("=" * 60)
+    print("CARMIGNAC — Pipeline de réparation des Registrar IDs")
+    print("=" * 60)
+
+    # Chargement
+    aum, flows = load_data(aum_path, flows_path)
+
+    # Étape 1 — Univers de référence
+    aum_ref, weights, universe, t_ref = build_reference_universe(aum)
+
+    print(f"\n  Top 5 comptes par poids :")
+    for reg, w in sorted(weights.items(), key=lambda x: -x[1])[:5]:
+        print(f"    {reg} : {w:.4f} ({w*100:.2f}%)")
+
+    # Panel mensuel
+    panel, all_months = build_monthly_panel(aum, universe, t_ref)
+
+    # Flows mensuels agrégés
+    monthly_flows = aggregate_flows_monthly(flows, all_months)
+
+    # Étape 2 — Score de cohérence (sans chirurgie)
+    print("\n[Étape 2] Propagation des scores (sans chirurgie)...")
+    scores_history, errors_history, _ = score_propagation(
+        panel, monthly_flows, weights, universe, all_months
+    )
+
+    # Étape 3 — Chirurgie
+    print("\n[Étape 3] Passe de chirurgie...")
+    mapping_history, surgery_log, final_scores, scores_history_corrected = run_surgery_pass(
+        scores_history, errors_history, panel, monthly_flows,
+        weights, universe, all_months
+    )
+
+    # Export — on utilise les scores corrigés (post-chirurgie) comme référence
+    print("\n[Export des résultats...]")
+    df_scores, df_mapping = export_results(
+        scores_history_corrected, mapping_history, surgery_log, all_months
+    )
+
+    # Résumé final
+    print("\n" + "=" * 60)
+    print("RÉSUMÉ FINAL")
+    print("=" * 60)
+    print(f"  Dates couvertes        : {all_months[0].date()} → {all_months[-1].date()}")
+    print(f"  Comptes dans l'univers : {len(universe)}")
+    print(f"  Chirurgies effectuées  : {len(surgery_log)}")
+    score_by_date = {d: sum(s for s in sc.values() if s == s)
+                     for d, sc in scores_history_corrected.items()}
+    print(f"  Σ scores à t_ref       : {score_by_date[t_ref]:.4f}")
+    print(f"  Σ scores à t_min       : {score_by_date[all_months[0]]:.4f}")
+
+    return df_scores, df_mapping, surgery_log, scores_history_corrected, mapping_history
+
+
+if __name__ == "__main__":
+    df_scores, df_mapping, surgery_log, scores_history, mapping_history = run_pipeline(
+        "s3://projet-bdc-data/carmignac/AUM ENSAE V2 -20251105.csv",
+        "s3://projet-bdc-data/carmignac/Flows ENSAE V2 -20251105.csv"
+    )