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e610a2f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 | import json
import pytest
from scripts.close_loop_validate import (
GateConfig,
ValidationMetrics,
ValidationRegistry,
evaluate_promotion_gate,
is_feature_version_promoted,
)
def _metrics(
*,
accuracy: float = 50.0,
direction_accuracy: float = 48.0,
signal_count: int = 100,
buy_signal_win_rate: float = 55.0,
severe_data_warnings: int = 0,
) -> ValidationMetrics:
return ValidationMetrics(
accuracy=accuracy,
direction_accuracy=direction_accuracy,
signal_count=signal_count,
buy_signal_win_rate=buy_signal_win_rate,
severe_data_warnings=severe_data_warnings,
)
def test_promotion_gate_passes_when_all_thresholds_clear():
baseline = _metrics()
candidate = _metrics(
accuracy=55.0,
direction_accuracy=46.0,
signal_count=70,
buy_signal_win_rate=55.0,
severe_data_warnings=0,
)
decision = evaluate_promotion_gate(
baseline,
candidate,
GateConfig(
min_accuracy_delta_pp=5.0,
min_direction_delta_pp=-2.0,
min_signal_count_ratio=0.70,
),
)
assert decision.passed is True
assert decision.failed_checks == []
assert decision.deltas["accuracy_delta_pp"] == pytest.approx(5.0)
assert decision.deltas["direction_accuracy_delta_pp"] == pytest.approx(-2.0)
assert decision.deltas["buy_signal_win_rate_delta_pp"] == pytest.approx(0.0)
@pytest.mark.parametrize(
("candidate_overrides", "failed_check"),
[
({"accuracy": 54.9}, "accuracy_delta_pp"),
({"direction_accuracy": 45.9}, "direction_accuracy_delta_pp"),
({"signal_count": 69}, "signal_count_ratio"),
({"buy_signal_win_rate": 54.9}, "buy_signal_win_rate_delta_pp"),
({"severe_data_warnings": 1}, "severe_data_warnings"),
],
)
def test_promotion_gate_fails_when_any_required_condition_fails(
candidate_overrides,
failed_check,
):
baseline = _metrics()
candidate_kwargs = {
"accuracy": 55.0,
"direction_accuracy": 46.0,
"signal_count": 70,
"buy_signal_win_rate": 55.0,
"severe_data_warnings": 0,
}
candidate_kwargs.update(candidate_overrides)
decision = evaluate_promotion_gate(
baseline,
_metrics(**candidate_kwargs),
GateConfig(
min_accuracy_delta_pp=5.0,
min_direction_delta_pp=-2.0,
min_signal_count_ratio=0.70,
),
)
assert decision.passed is False
assert failed_check in decision.failed_checks
def test_validation_registry_reports_promoted_feature_version(tmp_path):
registry_path = tmp_path / "validation_registry.json"
registry_path.write_text(
json.dumps({"promoted_feature_version": "features_c21_oldwang"}),
encoding="utf-8",
)
registry = ValidationRegistry(registry_path)
assert registry.get_promoted_feature_version() == "features_c21_oldwang"
def test_validation_registry_rejects_unpromoted_feature_versions(tmp_path):
registry_path = tmp_path / "validation_registry.json"
registry_path.write_text(
json.dumps({"promoted_feature_version": "features_c21_oldwang"}),
encoding="utf-8",
)
registry = ValidationRegistry(registry_path)
with pytest.raises(ValueError, match="not promoted"):
registry.assert_promoted_feature_version("features_c22_unvalidated")
def test_missing_registry_fails_closed_for_publishability(tmp_path):
missing = tmp_path / "missing_registry.json"
assert not is_feature_version_promoted("institutional-macd-oldwang-v2", missing)
def test_corrupt_registry_fails_closed_for_publishability(tmp_path):
registry_path = tmp_path / "validation_registry.json"
registry_path.write_text("{not-json", encoding="utf-8")
assert not is_feature_version_promoted("institutional-macd-oldwang-v2", registry_path)
def test_registry_requires_promoted_status_pass(tmp_path):
registry_path = tmp_path / "validation_registry.json"
registry_path.write_text(
json.dumps(
{
"promoted": {
"feature_version": "features_c22_unvalidated",
"status": "fail",
}
}
),
encoding="utf-8",
)
assert not is_feature_version_promoted("features_c22_unvalidated", registry_path)
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