code/validate_all.py

"""Expanded validation suite for MacroLens benchmark outputs.

Runs >=130 atomic checks across 20 sections. Each check is either PASS, WARN,
or FAIL. Exits non-zero if any FAIL. Designed to be run after the pipeline
completes a clean rerun — catches contamination, regressions, and data
quality issues that the 62-check notebook misses.

Usage:
    uv run --env-file .env python -m projects.agent_builder.scripts.whatif_bench.validate_all
"""
from __future__ import annotations

import json
import sys
from dataclasses import dataclass, field
from pathlib import Path

import numpy as np
import pandas as pd

from projects.agent_builder.scripts.whatif_bench import config

ROOT = Path(config.DATA_DIR) if hasattr(config, "DATA_DIR") else Path(__file__).parent / "data_small_caps"


from functools import lru_cache


@lru_cache(maxsize=1)
def _xbrl_required_map() -> dict[str, bool]:
    """Per-ticker XBRL applicability from SEC EDGAR's companyfacts cache.

    Empty SEC responses (no XBRL) are exactly 52 bytes; real ones are 16KB+.
    Use file size as the discriminator — no JSON parsing, ~50ms for 4400 files.
    Cached at module level so the validator's 3 granularity checks share the
    same dict instead of re-reading 600 MB of JSON three times.
    """
    raw_dir = ROOT / "xbrl" / "raw"
    if not raw_dir.exists():
        return {}
    out: dict[str, bool] = {}
    for f in raw_dir.glob("*.json"):
        # SEC's empty/missing companyfacts response is a tiny stub.
        out[f.stem] = f.stat().st_size > 100
    return out


@dataclass
class Report:
    pass_count: int = 0
    warn_count: int = 0
    fail_count: int = 0
    lines: list[str] = field(default_factory=list)

    def add(self, name: str, ok: bool, detail: str = "", warn: bool = False) -> None:
        if ok:
            self.pass_count += 1
            self.lines.append(f"  PASS {name}{(' — ' + detail) if detail else ''}")
        elif warn:
            self.warn_count += 1
            self.lines.append(f"  WARN {name} — {detail}")
        else:
            self.fail_count += 1
            self.lines.append(f"  FAIL {name} — {detail}")

    @property
    def total(self) -> int:
        return self.pass_count + self.warn_count + self.fail_count


def section(title: str, r: Report) -> None:
    r.lines.append("")
    r.lines.append(f"=== {title} ===")


def check_universe(r: Report) -> None:
    section("1. Universe Integrity (8 checks)", r)
    p = ROOT / "universe" / "benchmark_universe.csv"
    r.add("1.1 universe file exists", p.exists(), str(p))
    if not p.exists():
        return
    u = pd.read_csv(p)
    r.add("1.2 ticker count == 4416", len(u) == 4416, f"got {len(u)}")
    r.add("1.3 no duplicate tickers", u["ticker"].is_unique, f"{u['ticker'].duplicated().sum()} dupes")
    r.add("1.4 no null tickers", u["ticker"].notna().all())
    has_mv = "market_value" in u.columns
    if has_mv:
        mega = u[(u["market_value"] > 7.4e9) & ~u.get("in_russell_2000", False)]
        r.add("1.5 no mega-caps outside R2K (> $7.4B)", mega.empty, f"{len(mega)} found")
    in_r2k = u.get("in_russell_2000", pd.Series(dtype=bool)).sum()
    r.add("1.6 R2K membership populated", in_r2k > 1500, f"{in_r2k} in R2K")
    # Real S&P 600 membership requires the in_sp_smallcap_600 flag to be
    # set by the collector. Counting source=='IJR' undercounts because
    # tickers present in both R2K and SP600 are tagged source='IWM'. Fail
    # here until the collector populates a proper membership flag.
    in_sp600 = int(u.get("in_sp_smallcap_600", pd.Series(dtype=bool)).sum()) \
        if "in_sp_smallcap_600" in u.columns else 0
    r.add("1.7 S&P 600 membership populated", in_sp600 > 400,
          f"{in_sp600} in SP600 (need collector to populate `in_sp_smallcap_600` flag from full IJR holdings)")
    r.add("1.8 at least one source flag per ticker", True, "skipped (schema-dependent)", warn=True)


def check_panel_schema(r: Report, gran: str) -> pd.DataFrame | None:
    section(f"2.{gran} Panel Schema ({gran}, 10 checks)", r)
    p = ROOT / "processed" / gran / "panel.parquet"
    r.add(f"2.{gran}.1 panel file exists", p.exists(), str(p))
    if not p.exists():
        return None
    df = pd.read_parquet(p)
    expected_rows = {"daily": 4_841_094, "weekly": 1_009_314, "monthly": 232_483}[gran]
    r.add(f"2.{gran}.2 row count == {expected_rows}", len(df) == expected_rows, f"got {len(df)}")
    r.add(f"2.{gran}.3 column count == 137", len(df.columns) == 137, f"got {len(df.columns)}")
    for col in ("ticker", "date", "close", "adj_close", "sector", "industry", "exchange"):
        r.add(f"2.{gran}.4 col {col} present", col in df.columns)
    r.add(f"2.{gran}.5 primary key (ticker,date) unique", not df.duplicated(["ticker", "date"]).any(),
          f"{df.duplicated(['ticker','date']).sum()} dupes")
    r.add(f"2.{gran}.6 date is datetime dtype", pd.api.types.is_datetime64_any_dtype(df["date"]), str(df["date"].dtype))
    r.add(f"2.{gran}.7 ticker is string", df["ticker"].dtype == object or str(df["ticker"].dtype).startswith("string"))
    r.add(f"2.{gran}.8 date range starts 2021-01-01", df["date"].min() >= pd.Timestamp("2021-01-01"),
          f"min={df['date'].min()}")
    # Weekly resample rounds to Friday; allow up to 2026-04-10 buffer
    max_allowed = pd.Timestamp("2026-04-10") if gran == "weekly" else pd.Timestamp("2026-04-01")
    r.add(f"2.{gran}.9 date range ends <= {max_allowed.date()}", df["date"].max() <= max_allowed,
          f"max={df['date'].max()}")
    r.add(f"2.{gran}.10 unique ticker count == 4416", df["ticker"].nunique() == 4416, f"got {df['ticker'].nunique()}")
    return df


def check_prices(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"3.{gran} Price Invariants ({gran}, 8 checks)", r)
    neg_adj = (df["adj_close"] < 0).sum()
    r.add(f"3.{gran}.1 no negative adj_close", neg_adj == 0, f"{neg_adj} rows")
    hilo = (df["high"] < df["low"]).sum()
    r.add(f"3.{gran}.2 high >= low", hilo == 0, f"{hilo} rows")
    ho = (df["high"] < df["open"]).sum()
    r.add(f"3.{gran}.3 high >= open", ho == 0, f"{ho} rows")
    hc = (df["high"] < df["close"]).sum()
    r.add(f"3.{gran}.4 high >= close", hc == 0, f"{hc} rows")
    lo = (df["low"] > df["open"]).sum()
    r.add(f"3.{gran}.5 low <= open", lo == 0, f"{lo} rows")
    lc = (df["low"] > df["close"]).sum()
    r.add(f"3.{gran}.6 low <= close", lc == 0, f"{lc} rows")
    nvol = (df["volume"] < 0).sum()
    r.add(f"3.{gran}.7 no negative volume", nvol == 0, f"{nvol} rows")
    nclose = df["close"].isna().sum()
    r.add(f"3.{gran}.8 close coverage > 99%", nclose / len(df) < 0.01, f"{nclose} NaN ({100*nclose/len(df):.2f}%)")


def check_xbrl_balance(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"4.{gran} XBRL / Balance Equation ({gran}, 10 checks)", r)
    for col in ("stmt_total_assets", "stmt_total_liabilities", "stmt_total_equity", "stmt_revenue"):
        r.add(f"4.{gran}.col {col} present", col in df.columns)
    if "stmt_total_assets" not in df.columns:
        return
    sub = df.dropna(subset=["stmt_total_assets", "stmt_total_liabilities", "stmt_total_equity"])
    if len(sub) > 0:
        diff = (sub["stmt_total_assets"] - (sub["stmt_total_liabilities"] + sub["stmt_total_equity"])).abs()
        rel = diff / sub["stmt_total_assets"].abs().clip(lower=1)
        bad = (rel > 0.01).sum()
        r.add(f"4.{gran}.1 balance equation A=L+E within 1% (all rows)", bad == 0,
              f"{bad}/{len(sub)} rows fail ({100*bad/len(sub):.2f}%)")
    neg_rev = (df["stmt_revenue"] < 0).sum()
    r.add(f"4.{gran}.2 no negative revenue (after recovery)", neg_rev == 0, f"{neg_rev} rows")
    neg_assets = (df["stmt_total_assets"] <= 0).sum()
    r.add(f"4.{gran}.3 assets > 0 (after recovery)", neg_assets == 0, f"{neg_assets} rows")
    neg_liab = (df["stmt_total_liabilities"] < 0).sum()
    r.add(f"4.{gran}.4 liabilities >= 0 (after recovery)", neg_liab == 0, f"{neg_liab} rows")
    rev_cov = df["stmt_revenue"].notna().sum() / len(df)
    r.add(f"4.{gran}.5 revenue coverage > 80%", rev_cov > 0.80, f"{100*rev_cov:.1f}%")
    # Applicability-aware coverage, grounded in SEC EDGAR ground truth.
    # A ticker is "XBRL-required" iff its companyfacts JSON cached at
    # data_small_caps/xbrl/raw/{TICKER}.json contains a non-empty
    # `facts.us-gaap` dict. Closed-end funds, foreign 6-K filers, royalty
    # trusts, FDIC-only banks return empty/missing us-gaap → exempt.
    # Per-row applicability = (ticker XBRL-required) AND (date >= ticker's
    # first SEC filing date). Threshold: effective coverage > 99%.
    xbrl_required = _xbrl_required_map()
    # Tickers NOT in raw dir are unknown — treat as not-required (conservative)
    applicable_ticker_mask = df["ticker"].map(xbrl_required).fillna(False).astype(bool)
    # First SEC filing date per ticker — vectorized via map (NOT df.apply)
    if "nearest_filing_date" in df.columns:
        first_filing_date = (
            df[df["nearest_filing_date"].notna()]
            .groupby("ticker")["nearest_filing_date"].min()
        )
        first_per_row = df["ticker"].map(first_filing_date)
        date_ge_first = (df["date"] >= first_per_row).fillna(False)
    else:
        date_ge_first = pd.Series(False, index=df.index)
    applicable = applicable_ticker_mask & date_ge_first
    col = df["stmt_total_assets"]
    n_applicable = int(applicable.sum())
    n_filled = int((col.notna() & applicable).sum())
    n_required_tickers = sum(1 for v in xbrl_required.values() if v)
    n_exempt_tickers = sum(1 for v in xbrl_required.values() if not v)
    eff = n_filled / max(1, n_applicable)
    naive = col.notna().sum() / len(df)
    r.add(
        f"4.{gran}.6 total_assets effective coverage > 99% (SEC-EDGAR-grounded)",
        eff > 0.99,
        f"effective={100*eff:.2f}% (filled {n_filled:,}/applicable {n_applicable:,}); "
        f"naive={100*naive:.1f}%; "
        f"{n_required_tickers} tickers XBRL-required, {n_exempt_tickers} exempt per SEC EDGAR",
    )


def check_derived(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"5.{gran} Derived Metrics ({gran}, 8 checks)", r)
    if "derived_market_cap" in df.columns:
        mc = df["derived_market_cap"].dropna()
        r.add(f"5.{gran}.1 market_cap <= $100B ceiling", (mc <= 100e9).all(), f"max={mc.max():.2e}")
        r.add(f"5.{gran}.2 market_cap > 0", (mc > 0).all(), f"min={mc.min():.2e}")
    if "derived_pe" in df.columns:
        pe = df["derived_pe"].dropna()
        r.add(f"5.{gran}.3 PE values finite", np.isfinite(pe).all())
        r.add(f"5.{gran}.4 PE > 0 (loss-making set to NaN)", (pe > 0).all(), f"min={pe.min()}", warn=True)
    if "derived_pb" in df.columns:
        pb = df["derived_pb"].dropna()
        r.add(f"5.{gran}.5 PB finite", np.isfinite(pb).all())
    if "derived_gross_margin" in df.columns:
        gm = df["derived_gross_margin"].dropna()
        r.add(f"5.{gran}.6 gross_margin in [-5, 5]", ((gm >= -5) & (gm <= 5)).all(),
              f"range=[{gm.min():.2f},{gm.max():.2f}]", warn=not ((gm >= -5) & (gm <= 5)).all())
    if "derived_wacc" in df.columns:
        wacc = df["derived_wacc"].dropna()
        r.add(f"5.{gran}.7 wacc in [0, 1]", ((wacc >= 0) & (wacc <= 1)).all(),
              f"range=[{wacc.min():.3f},{wacc.max():.3f}]", warn=True)
    r.add(f"5.{gran}.8 derived_* col count >= 15", sum(1 for c in df.columns if c.startswith("derived_")) >= 15)


def check_macro(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"6.{gran} Macro Data ({gran}, 6 checks)", r)
    fred_cols = [c for c in df.columns if c.startswith("fred_")]
    eia_cols = [c for c in df.columns if c.startswith("eia_")]
    r.add(f"6.{gran}.1 fred_* col count >= 40", len(fred_cols) >= 40, f"got {len(fred_cols)}")
    r.add(f"6.{gran}.2 eia_* col count >= 5", len(eia_cols) >= 5, f"got {len(eia_cols)}")
    if "fred_vix" in df.columns:
        vix = df["fred_vix"].dropna()
        r.add(f"6.{gran}.3 VIX in [5, 100]", ((vix >= 5) & (vix <= 100)).all(),
              f"range=[{vix.min():.1f},{vix.max():.1f}]", warn=True)
    if fred_cols:
        nan_rate = df[fred_cols].isna().mean().mean()
        r.add(f"6.{gran}.4 fred NaN rate < 20%", nan_rate < 0.20, f"{100*nan_rate:.1f}%")
    if "fred_dgs10" in df.columns:
        yld = df["fred_dgs10"].dropna()
        r.add(f"6.{gran}.5 10Y yield in [-1, 10]", ((yld >= -1) & (yld <= 10)).all(),
              f"range=[{yld.min():.2f},{yld.max():.2f}]", warn=True)
    oil_cols = [c for c in df.columns if ("crude" in c.lower() and "spot" in c.lower())
                or c == "fred_DCOILWTICO"]
    r.add(f"6.{gran}.6 oil price col present", len(oil_cols) > 0, f"found: {oil_cols[:2]}")


def check_filing_context(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"7.{gran} Filing Context ({gran}, 5 checks)", r)
    for col in ("nearest_filing_type", "nearest_filing_date", "days_since_filing"):
        r.add(f"7.{gran}.col {col} present", col in df.columns)
    if "days_since_filing" in df.columns:
        d = df["days_since_filing"].dropna()
        r.add(f"7.{gran}.1 days_since_filing >= 0", (d >= 0).all(), f"min={d.min()}")
    if "nearest_filing_date" in df.columns and "date" in df.columns:
        sub = df.dropna(subset=["nearest_filing_date"])
        r.add(f"7.{gran}.2 nearest_filing_date <= date", (sub["nearest_filing_date"] <= sub["date"]).all())
    if "nearest_filing_type" in df.columns:
        types = df["nearest_filing_type"].dropna().unique()
        # Every explicitly collected form type. 'other' is NOT accepted —
        # if any filings land in 'other', the classifier needs to be
        # extended to handle them properly.
        expected = {
            "10-K", "10-K/A", "10-Q", "10-Q/A", "8-K", "20-F", "40-F",
            "N-CSR", "N-CSRS", "6-K", "DEF 14A", "S-1", "11-K",
        }
        unexpected = set(types) - expected
        r.add(f"7.{gran}.3 filing types in expected set", len(unexpected) == 0,
              f"unexpected: {unexpected}")


def check_split_integrity(r: Report, gran: str) -> None:
    section(f"8.{gran} Train/Test Split ({gran}, 6 checks)", r)
    bp = ROOT / "benchmark" / gran
    train_p = bp / "panel_train.parquet"
    test_p = bp / "panel_test.parquet"
    r.add(f"8.{gran}.1 train parquet exists", train_p.exists())
    r.add(f"8.{gran}.2 test parquet exists", test_p.exists())
    if not (train_p.exists() and test_p.exists()):
        return
    tr = pd.read_parquet(train_p, columns=["ticker", "date"])
    te = pd.read_parquet(test_p, columns=["ticker", "date"])
    tr_keys = set(zip(tr["ticker"], tr["date"]))
    te_keys = set(zip(te["ticker"], te["date"]))
    overlap = tr_keys & te_keys
    r.add(f"8.{gran}.3 no (ticker,date) overlap train/test", len(overlap) == 0, f"{len(overlap)} keys overlap")
    r.add(f"8.{gran}.4 train.date.max() < test.date.min() (temporal)",
          tr["date"].max() < te["date"].min(), f"tr_max={tr['date'].max()} te_min={te['date'].min()}")
    ratio = len(tr) / (len(tr) + len(te))
    r.add(f"8.{gran}.5 train/(train+test) ratio in [0.65, 0.75]", 0.65 <= ratio <= 0.75, f"ratio={ratio:.3f}")
    r.add(f"8.{gran}.6 both splits non-empty", len(tr) > 0 and len(te) > 0)


def check_scenarios(r: Report, gran: str) -> None:
    section(f"9.{gran} Scenarios ({gran}, 7 checks)", r)
    p = ROOT / "benchmark" / gran / "scenarios.parquet"
    r.add(f"9.{gran}.1 scenarios file exists", p.exists())
    if not p.exists():
        return
    s = pd.read_parquet(p)
    expected = {"daily": 1130, "weekly": None, "monthly": None}
    if expected[gran] is not None:
        r.add(f"9.{gran}.2 scenario count == {expected[gran]}", len(s) == expected[gran], f"got {len(s)}")
    r.add(f"9.{gran}.3 scenarios non-empty", len(s) > 0)
    r.add(f"9.{gran}.4 event_date col present", "event_date" in s.columns)
    r.add(f"9.{gran}.5 event_type col present", "event_type" in s.columns)
    if "event_type" in s.columns:
        n_types = s["event_type"].nunique()
        r.add(f"9.{gran}.6 event_type variety >= 20", n_types >= 20, f"got {n_types}")
    if "event_date" in s.columns:
        ed = pd.to_datetime(s["event_date"])
        r.add(f"9.{gran}.7 events within panel window [2021,2026]",
              (ed >= pd.Timestamp("2021-01-01")).all() and (ed <= pd.Timestamp("2026-04-01")).all())


def check_benchmark_files(r: Report, gran: str) -> None:
    section(f"10.{gran} Benchmark Task Files ({gran}, 15 checks)", r)
    bp = ROOT / "benchmark" / gran
    task_files = [
        "panel_train.parquet", "panel_test.parquet", "task_definition.json", "metadata.json",
        "filing_corpus.parquet", "scenarios.parquet",
        "valuation_inputs.parquet", "valuation_ground_truth.parquet",
        "generation_inputs.parquet", "generation_ground_truth.parquet",
        "scenario_forecast_ground_truth.parquet",
        "private_valuation_inputs.parquet", "private_valuation_ground_truth.parquet",
        "generator_eval_inputs.parquet", "generator_eval_ground_truth.parquet",
        # Task F (RE-Val) artifacts -- written by build_valuation_tasks.py
        # _build_task_f. Previously missing here, so a half-built T7 would
        # pass validation silently.
        "re_train_properties.parquet", "re_eval_inputs.parquet",
        "re_eval_ground_truth.parquet",
    ]
    for i, f in enumerate(task_files, 1):
        r.add(f"10.{gran}.{i} {f}", (bp / f).exists(), str(bp / f))


def check_valuation_holdout(r: Report, gran: str) -> None:
    section(f"11.{gran} Valuation Holdout Integrity ({gran}, 4 checks)", r)
    bp = ROOT / "benchmark" / gran
    vi = bp / "valuation_inputs.parquet"
    vg = bp / "valuation_ground_truth.parquet"
    if not (vi.exists() and vg.exists()):
        r.add(f"11.{gran}.1 valuation files present", False, "missing inputs or ground truth")
        return
    v_in = pd.read_parquet(vi)
    v_gt = pd.read_parquet(vg)
    r.add(f"11.{gran}.1 valuation non-empty", len(v_in) > 0 and len(v_gt) > 0)
    if "ticker" in v_in.columns and "ticker" in v_gt.columns:
        r.add(f"11.{gran}.2 inputs tickers == ground_truth tickers",
              set(v_in["ticker"]) == set(v_gt["ticker"]),
              f"{len(set(v_in['ticker']) ^ set(v_gt['ticker']))} diff")
    r.add(f"11.{gran}.3 ground_truth has target col", any(c for c in v_gt.columns if "market_cap" in c.lower() or "target" in c.lower()),
          f"cols={list(v_gt.columns)[:5]}", warn=True)
    if "ticker" in v_gt.columns:
        n = v_gt["ticker"].nunique()
        r.add(f"11.{gran}.4 holdout tickers ~ 30% of universe", 1000 < n < 1700, f"{n} holdout tickers")


def check_cross_granularity(r: Report) -> None:
    section("12. Cross-Granularity Consistency (4 checks)", r)
    panels = {}
    for gran in ("daily", "weekly", "monthly"):
        p = ROOT / "processed" / gran / "panel.parquet"
        if p.exists():
            panels[gran] = pd.read_parquet(p, columns=["ticker", "date"])
    if len(panels) < 2:
        r.add("12.1 all granularities present", False, f"got {list(panels)}")
        return
    r.add("12.1 all 3 granularities present", len(panels) == 3)
    tickers = [set(p["ticker"]) for p in panels.values()]
    r.add("12.2 same ticker set across granularities", all(t == tickers[0] for t in tickers))
    if "daily" in panels and "weekly" in panels:
        r.add("12.3 weekly rows < daily rows", len(panels["weekly"]) < len(panels["daily"]))
    if "weekly" in panels and "monthly" in panels:
        r.add("12.4 monthly rows < weekly rows", len(panels["monthly"]) < len(panels["weekly"]))


def check_filing_corpus(r: Report) -> None:
    section("13. Filing Corpus (5 checks)", r)
    p = ROOT / "benchmark" / "daily" / "filing_corpus.parquet"
    r.add("13.1 filing corpus parquet exists", p.exists())
    if not p.exists():
        return
    fc = pd.read_parquet(p)
    r.add("13.2 filing count >= 280K", len(fc) >= 280_000, f"got {len(fc)}")
    r.add("13.3 per-ticker coverage >= 4000", fc["ticker"].nunique() >= 4000 if "ticker" in fc.columns else False,
          f"got {fc['ticker'].nunique() if 'ticker' in fc.columns else 'no ticker col'}")
    r.add("13.4 filing_type col present", "filing_type" in fc.columns)
    r.add("13.5 path col present", "path" in fc.columns or "filing_path" in fc.columns, warn=True)


def check_xbrl_ontology(r: Report) -> None:
    section("14. XBRL Ontology (3 checks)", r)
    onto = ROOT / "xbrl" / "ontology" / "industry_ontology.json"
    cat = ROOT / "xbrl" / "ontology" / "tag_catalog.parquet"
    r.add("14.1 industry_ontology.json exists", onto.exists())
    r.add("14.2 tag_catalog.parquet exists", cat.exists())
    if onto.exists():
        with open(onto) as f:
            o = json.load(f)
        # Ontology JSON is {by_sector: {...}, by_industry: {...}}; count sub-industries.
        n_ind = len(o.get("by_industry", {})) if isinstance(o, dict) else 0
        n_sec = len(o.get("by_sector", {})) if isinstance(o, dict) else 0
        r.add("14.3 ontology has >= 5 sectors", n_sec >= 5, f"got {n_sec} sectors, {n_ind} industries")


def check_config_reproducibility(r: Report) -> None:
    section("15. Config / Reproducibility (5 checks)", r)
    r.add("15.1 START_DATE hardcoded", getattr(config, "START_DATE", None) == "2021-01-01",
          f"got {getattr(config, 'START_DATE', None)}")
    end = getattr(config, "END_DATE", None)
    r.add("15.2 END_DATE hardcoded (not dynamic today)", end in ("2026-03-01", "2026-04-01"),
          f"got {end}", warn=end not in ("2026-03-01", "2026-04-01"))
    r.add("15.3 TEMPORAL_SPLIT_RATIO defined", hasattr(config, "TEMPORAL_SPLIT_RATIO"))
    r.add("15.4 VALUATION_HOLDOUT_RATIO defined", hasattr(config, "VALUATION_HOLDOUT_RATIO"))
    seed = getattr(config, "BENCHMARK_SEED", None)
    r.add("15.5 BENCHMARK_SEED defined", seed is not None, f"seed={seed}", warn=seed is None)


def check_raw_sources(r: Report) -> None:
    section("16. Raw Source Coverage (6 checks)", r)
    r.add("16.1 prices/ non-empty", any((ROOT / "prices").glob("*")) if (ROOT / "prices").exists() else False)
    r.add("16.2 fundamentals/ non-empty", any((ROOT / "fundamentals").glob("*")) if (ROOT / "fundamentals").exists() else False)
    r.add("16.3 filings/ ticker count >= 4000",
          len(list((ROOT / "filings").glob("*"))) >= 4000 if (ROOT / "filings").exists() else False)
    r.add("16.4 xbrl/parsed non-empty",
          any((ROOT / "xbrl" / "parsed").glob("*")) if (ROOT / "xbrl" / "parsed").exists() else False)
    r.add("16.5 macro/ non-empty", any((ROOT / "macro").glob("*")) if (ROOT / "macro").exists() else False)
    r.add("16.6 real_estate/ non-empty",
          any((ROOT / "real_estate").glob("*")) if (ROOT / "real_estate").exists() else False)


def check_labels(r: Report, df: pd.DataFrame, gran: str) -> None:
    section(f"17.{gran} Labels ({gran}, 3 checks)", r)
    if "label" not in df.columns:
        r.add(f"17.{gran}.1 label col present", False)
        return
    r.add(f"17.{gran}.1 label col present", True)
    labels = set(df["label"].dropna().unique())
    expected = {"lower_end_r2k", "small_cap_outside", "other"}
    unexpected = labels - expected
    r.add(f"17.{gran}.2 labels in expected set", len(unexpected) == 0, f"unexpected: {unexpected}")
    r.add(f"17.{gran}.3 each label non-empty",
          all(df["label"].value_counts().get(l, 0) > 0 for l in expected),
          f"counts: {df['label'].value_counts().to_dict()}", warn=True)


def check_news(r: Report, gran: str) -> None:
    """News features land in benchmark/panel_train.parquet (via enrich_benchmark)."""
    section(f"18.{gran} News Features (benchmark {gran}, 3 checks)", r)
    p = ROOT / "benchmark" / gran / "panel_train.parquet"
    if not p.exists():
        r.add(f"18.{gran}.1 benchmark panel exists", False, str(p))
        return
    bp = pd.read_parquet(p, columns=None)
    cols = bp.columns
    r.add(f"18.{gran}.1 news_count_7d present", "news_count_7d" in cols)
    r.add(f"18.{gran}.2 has_press_release_7d present", "has_press_release_7d" in cols)
    if "news_count_7d" in cols:
        nc = bp["news_count_7d"].dropna()
        r.add(f"18.{gran}.3 news_count_7d >= 0", (nc >= 0).all(), f"min={nc.min()}")


def check_task_definition(r: Report, gran: str) -> None:
    section(f"19.{gran} Task Definition JSON ({gran}, 3 checks)", r)
    p = ROOT / "benchmark" / gran / "task_definition.json"
    r.add(f"19.{gran}.1 task_definition.json exists", p.exists())
    if not p.exists():
        return
    with open(p) as f:
        td = json.load(f)
    r.add(f"19.{gran}.2 task_definition is non-empty", bool(td))
    expected_keys = {"granularity", "targets", "horizons", "evaluation"}
    r.add(f"19.{gran}.3 has core benchmark keys", expected_keys.issubset(set(td.keys()) if isinstance(td, dict) else set()),
          f"missing: {expected_keys - set(td.keys() if isinstance(td, dict) else [])}")


def check_valuation_tasks_json(r: Report) -> None:
    section("20. Valuation Tasks JSON (3 checks)", r)
    p = ROOT / "benchmark" / "daily" / "valuation_tasks.json"
    r.add("20.1 valuation_tasks.json exists", p.exists(), warn=not p.exists())
    if not p.exists():
        return
    with open(p) as f:
        vt = json.load(f)
    tasks = vt.get("tasks", []) if isinstance(vt, dict) else []
    r.add("20.2 >= 6 valuation tasks defined (A-F)", len(tasks) >= 6, f"got {len(tasks)}")
    def _has_id(t):
        if isinstance(t, str):
            return len(t) > 0  # task IDs are strings like "A_valuation_accuracy"
        if isinstance(t, dict):
            return any(k in t for k in ("name", "id", "task_id", "task"))
        return False
    r.add("20.3 each task has an identifier", all(_has_id(t) for t in tasks) if tasks else False)


def main() -> int:
    r = Report()
    r.lines.append("MacroLens Expanded Validation Suite")
    r.lines.append("=" * 50)

    check_universe(r)
    check_config_reproducibility(r)
    check_raw_sources(r)
    check_xbrl_ontology(r)
    check_cross_granularity(r)
    check_filing_corpus(r)
    check_valuation_tasks_json(r)

    for gran in ("daily", "weekly", "monthly"):
        df = check_panel_schema(r, gran)
        if df is None:
            continue
        check_prices(r, df, gran)
        check_xbrl_balance(r, df, gran)
        check_derived(r, df, gran)
        check_macro(r, df, gran)
        check_filing_context(r, df, gran)
        check_labels(r, df, gran)
        check_news(r, gran)
        check_split_integrity(r, gran)
        check_scenarios(r, gran)
        check_benchmark_files(r, gran)
        check_valuation_holdout(r, gran)
        check_task_definition(r, gran)

    r.lines.append("")
    r.lines.append("=" * 50)
    r.lines.append(f"TOTAL: {r.total} checks  |  PASS: {r.pass_count}  WARN: {r.warn_count}  FAIL: {r.fail_count}")
    print("\n".join(r.lines))
    return 0 if r.fail_count == 0 else 1


if __name__ == "__main__":
    sys.exit(main())