open-economic-quant-research-data / Microstructure /tests /test_exploratory_trade_study.py
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from __future__ import annotations
import json
from dataclasses import asdict
from pathlib import Path
import pytest
from microstructure.exploratory_trade_study import (
ExploratoryStudyError,
_checksums,
_load_config,
verify_exploratory_run,
)
from microstructure.provenance import sha256_file
def test_exploratory_config_freezes_four_date_roles() -> None:
root = Path(__file__).resolve().parents[1]
config = _load_config(root / "configs" / "exploratory_aggtrades_2026-08-05_08.toml")
assert tuple((item.date.isoformat(), item.role) for item in config.periods) == (
("2026-08-05", "train"),
("2026-08-06", "validation"),
("2026-08-07", "primary_test"),
("2026-08-08", "replication_test"),
)
assert config.study.evidence_tier == "PUBLIC_ARCHIVE_EXPLORATORY"
assert config.quality.allow_quality_warnings is True
assert not any(asdict(config.claims).values())
def test_exploratory_verifier_rejects_external_input_tamper(tmp_path: Path) -> None:
external = tmp_path / "external.bin"
external.write_bytes(b"input\n")
run = tmp_path / "run"
(run / "data").mkdir(parents=True)
(run / "run_manifest.json").write_text("{}\n", encoding="utf-8")
(run / "data" / "input_evidence.json").write_text(
json.dumps(
{
"raw_manifest": str(external),
"raw_manifest_sha256": sha256_file(external),
"files": [
{
"absolute_path": str(external),
"sha256": sha256_file(external),
"bytes": external.stat().st_size,
}
],
}
)
+ "\n",
encoding="utf-8",
)
_checksums(run)
(run / "_SUCCESS").write_bytes(b"complete\n")
assert verify_exploratory_run(run)["integrity"] == "verified"
external.write_bytes(b"tampered\n")
with pytest.raises(ExploratoryStudyError, match="external input changed"):
verify_exploratory_run(run)