from __future__ import annotations import hashlib import json from dataclasses import FrozenInstanceError from datetime import date from pathlib import Path import pytest from microstructure.m8_config import M8ConfigError, load_m8_config PROJECT_ROOT = Path(__file__).parents[1] CONFIG_PATH = PROJECT_ROOT / "configs" / "m8_multidate_trade_study.toml" def _mutated_config(tmp_path: Path, old: str, new: str) -> Path: source = CONFIG_PATH.read_text(encoding="utf-8") assert old in source path = tmp_path / "m8-invalid.toml" path.write_text(source.replace(old, new, 1), encoding="utf-8") return path def test_frozen_m8_config_is_typed_hashed_and_json_safe() -> None: config = load_m8_config(CONFIG_PATH) assert config.path == CONFIG_PATH.resolve() assert config.study.protocol_version == "1.0.2" assert config.study.source == "binance_spot_daily_aggtrades_archive" assert config.study.symbols == ("BTCUSDT", "ETHUSDT") assert tuple((period.date, period.role) for period in config.periods) == ( (date(2024, 1, 3), "train"), (date(2024, 1, 4), "validation"), (date(2024, 1, 5), "primary_test"), (date(2024, 1, 6), "replication_test"), ) assert config.source_sha256 == hashlib.sha256(CONFIG_PATH.read_bytes()).hexdigest() assert len(config.hash) == 64 public = config.public_dict() assert public["config_sha256"] == config.hash assert public["source_sha256"] == config.source_sha256 assert json.loads(json.dumps(public))["periods"][3]["role"] == "replication_test" def test_semantic_hash_ignores_path_comments_and_formatting(tmp_path: Path) -> None: original = load_m8_config(CONFIG_PATH) relocated_path = tmp_path / "relocated.toml" relocated_path.write_text( "# formatting-only comment\n" + CONFIG_PATH.read_text(encoding="utf-8") + "\n", encoding="utf-8", ) relocated = load_m8_config(relocated_path) assert relocated.hash == original.hash assert relocated.source_sha256 != original.source_sha256 assert relocated.path != original.path def test_config_objects_are_immutable() -> None: config = load_m8_config(CONFIG_PATH) with pytest.raises(FrozenInstanceError): config.study.seed = 1 # type: ignore[misc] @pytest.mark.parametrize( ("old", "new", "message"), [ ( 'source = "binance_spot_daily_aggtrades_archive"', 'source = "binance_spot_rest"', r"study\.source is frozen", ), ( 'symbols = ["BTCUSDT", "ETHUSDT"]', 'symbols = ["ETHUSDT", "BTCUSDT"]', r"study\.symbols is frozen", ), ( 'symbols = ["BTCUSDT", "ETHUSDT"]', 'symbols = ["BTCUSDT", "BTCUSDT"]', r"study\.symbols is frozen|must be unique", ), ( "max_archive_compressed_bytes = 268435456", "max_archive_compressed_bytes = 268435457", "max_archive_compressed_bytes is frozen", ), ( "max_archive_uncompressed_bytes = 2147483648", "max_archive_uncompressed_bytes = 0", "max_archive_uncompressed_bytes is frozen", ), ( "max_total_download_bytes = 8589934592", "max_total_download_bytes = 8589934593", "max_total_download_bytes is frozen", ), ( "trade_windows = [5, 20, 100]", "trade_windows = [5, 20, 200]", r"features\.trade_windows is frozen", ), ( "large_trade_quantile = 0.95", "large_trade_quantile = 0.90", "large_trade_quantile is frozen", ), ( "logistic_c_values = [0.1, 1.0, 10.0]", "logistic_c_values = [0.1, 1.0, 100.0]", r"models\.logistic_c_values is frozen", ), ( "tree_max_depth_values = [2, 4, 6]", "tree_max_depth_values = [2, 4, 8]", "tree_max_depth_values is frozen", ), ( "allow_significance_claim = false", "allow_significance_claim = true", r"claims\.allow_significance_claim is frozen", ), ( "allow_quality_warnings = false", "allow_quality_warnings = true", r"quality\.allow_quality_warnings is frozen", ), ], ) def test_frozen_study_dimensions_fail_closed( tmp_path: Path, old: str, new: str, message: str ) -> None: path = _mutated_config(tmp_path, old, new) with pytest.raises(M8ConfigError, match=message): load_m8_config(path) def test_period_roles_must_have_the_exact_frozen_order(tmp_path: Path) -> None: path = _mutated_config(tmp_path, 'role = "validation"', 'role = "primary_test"') with pytest.raises(M8ConfigError, match="period date/role order is frozen"): load_m8_config(path) def test_period_dates_must_be_unique(tmp_path: Path) -> None: path = _mutated_config(tmp_path, 'date = "2024-01-04"', 'date = "2024-01-03"') with pytest.raises(M8ConfigError, match="period dates must be unique"): load_m8_config(path) def test_period_dates_cannot_be_reordered_or_replaced(tmp_path: Path) -> None: path = _mutated_config(tmp_path, 'date = "2024-01-06"', 'date = "2024-01-07"') with pytest.raises(M8ConfigError, match="period date/role order is frozen"): load_m8_config(path) def test_unknown_or_missing_fields_fail_closed(tmp_path: Path) -> None: path = _mutated_config( tmp_path, 'target = "future_trade_up"', 'target = "future_trade_up"\nunreviewed_option = true', ) with pytest.raises(M8ConfigError, match=r"study keys.*unknown=unreviewed_option"): load_m8_config(path) def test_invalid_types_do_not_coerce_bool_to_integer(tmp_path: Path) -> None: path = _mutated_config(tmp_path, "bootstrap_samples = 2000", "bootstrap_samples = true") with pytest.raises(M8ConfigError, match=r"study\.bootstrap_samples must be an integer"): load_m8_config(path) def test_invalid_toml_is_wrapped_as_m8_config_error(tmp_path: Path) -> None: path = tmp_path / "invalid.toml" path.write_text("[study\n", encoding="utf-8") with pytest.raises(M8ConfigError, match="cannot parse M8 TOML"): load_m8_config(path)