| |
| """Regression tests for the locked 50-stock sampling protocol.""" |
|
|
| from __future__ import annotations |
|
|
| import sys |
| import unittest |
| from pathlib import Path |
|
|
| import pandas as pd |
|
|
|
|
| ROOT = Path(__file__).resolve().parents[3] |
| SCRIPT_DIR = ROOT / "experiments/tbd_revision/scripts" |
| sys.path.insert(0, str(SCRIPT_DIR)) |
|
|
| from make_ashare_50_stock_config import select_representative_stocks |
|
|
|
|
| class SamplingProtocolTests(unittest.TestCase): |
| def test_selection_is_invariant_to_label_balance(self) -> None: |
| rows = [] |
| bins = ("low", "mid", "high") |
| for index in range(18): |
| rows.append( |
| { |
| "stock": f"stock_{index:02d}", |
| "board": "SZSE Main", |
| "liquidity_bin": bins[index % 3], |
| "volatility_bin": bins[(index // 3) % 3], |
| "spread_bin": bins[(index // 9) % 3], |
| "label_down_ratio": 0.2, |
| "label_flat_ratio": 0.6, |
| "label_up_ratio": 0.2, |
| "label_imbalance": 0.6, |
| "label_imbalance_bin": "mid", |
| } |
| ) |
| eligible = pd.DataFrame(rows) |
| anchors = {"stock_00"} |
|
|
| selected_a, _, _ = select_representative_stocks( |
| eligible, |
| target_size=9, |
| seed=2026, |
| anchors=anchors, |
| board_allocation="proportional", |
| ) |
|
|
| perturbed = eligible.copy() |
| perturbed["label_down_ratio"] = [index / 100 for index in range(18)] |
| perturbed["label_flat_ratio"] = [1.0 - index / 100 for index in range(18)] |
| perturbed["label_up_ratio"] = 0.0 |
| perturbed["label_imbalance"] = perturbed[ |
| ["label_down_ratio", "label_flat_ratio", "label_up_ratio"] |
| ].max(axis=1) |
| perturbed["label_imbalance_bin"] = [ |
| bins[(index * 2) % 3] for index in range(18) |
| ] |
| selected_b, _, _ = select_representative_stocks( |
| perturbed, |
| target_size=9, |
| seed=2026, |
| anchors=anchors, |
| board_allocation="proportional", |
| ) |
|
|
| self.assertEqual( |
| list(selected_a["stock"]), |
| list(selected_b["stock"]), |
| ) |
| self.assertEqual( |
| list(selected_a["selection_order"]), |
| list(selected_b["selection_order"]), |
| ) |
|
|
|
|
| if __name__ == "__main__": |
| unittest.main() |
|
|
