#!/usr/bin/env python3 """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 # noqa: E402 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()