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import hashlib
import json
from pathlib import Path
import subprocess
import pytest
from app.services.trading_ml.finrlx import (
FINRLX_UPSTREAM_REVISION,
FinRLXArtifactValidator,
FinRLXQuantEngine,
InvalidFinRLXArtifact,
)
SCHEMA_HASH = "feature-schema-v1"
def write_artifact(
root: Path,
*,
algorithm: str = "PPO",
market_family: str = "forex",
feature_schema_hash: str = SCHEMA_HASH,
paper_only: bool = True,
) -> Path:
root.mkdir(parents=True, exist_ok=True)
artifact = root / "policy.bin"
artifact.write_bytes(b"verified-finrlx-policy")
manifest = root / "manifest.json"
manifest.write_text(
json.dumps(
{
"provider": "finrlx",
"upstream_repository": "AI4Finance-Foundation/FinRL-Trading",
"upstream_revision": FINRLX_UPSTREAM_REVISION,
"algorithm": algorithm,
"market_family": market_family,
"feature_schema_hash": feature_schema_hash,
"action_schema": (
"directional_score_v1"
if market_family == "forex"
else "target_weights_v1"
),
"artifact_path": artifact.name,
"artifact_sha256": hashlib.sha256(artifact.read_bytes()).hexdigest(),
"sample_count": 500,
"paper_only": paper_only,
}
),
encoding="utf-8",
)
return manifest
def write_runner(path: Path) -> Path:
path.write_text(
"""#!/usr/bin/env python3
import json
import sys
request = json.load(sys.stdin)
if request["operation"] == "propose":
json.dump({
"action": "LONG",
"directional_score": 0.72,
"confidence": 0.68,
"uncertainty": 0.21,
"reason": "validated shadow proposal"
}, sys.stdout)
elif request["operation"] == "train":
json.dump({"manifest_path": request["request"]["manifest_path"]}, sys.stdout)
""",
encoding="utf-8",
)
path.chmod(0o755)
return path
def test_artifact_validator_accepts_pinned_paper_only_manifest(tmp_path):
manifest_path = write_artifact(tmp_path)
manifest = FinRLXArtifactValidator(
root=tmp_path,
expected_feature_schema_hash=SCHEMA_HASH,
).validate(manifest_path, market_family="forex")
assert manifest.algorithm == "PPO"
assert manifest.sample_count == 500
assert manifest.paper_only is True
@pytest.mark.parametrize(
("mutation", "expected"),
[
({"algorithm": "UNSUPPORTED"}, "algorithm"),
({"market_family": "equity"}, "market"),
({"feature_schema_hash": "wrong"}, "schema"),
({"paper_only": False}, "paper"),
({"upstream_revision": "unpinned"}, "revision"),
],
)
def test_artifact_validator_rejects_incompatible_manifest(tmp_path, mutation, expected):
manifest_path = write_artifact(tmp_path)
payload = json.loads(manifest_path.read_text(encoding="utf-8"))
payload.update(mutation)
manifest_path.write_text(json.dumps(payload), encoding="utf-8")
with pytest.raises(InvalidFinRLXArtifact, match=expected):
FinRLXArtifactValidator(
root=tmp_path,
expected_feature_schema_hash=SCHEMA_HASH,
).validate(manifest_path, market_family="forex")
def test_artifact_validator_rejects_tampered_binary(tmp_path):
manifest_path = write_artifact(tmp_path)
(tmp_path / "policy.bin").write_bytes(b"tampered")
with pytest.raises(InvalidFinRLXArtifact, match="hash"):
FinRLXArtifactValidator(
root=tmp_path,
expected_feature_schema_hash=SCHEMA_HASH,
).validate(manifest_path, market_family="forex")
def test_disabled_and_missing_runner_are_non_fatal(tmp_path):
disabled = FinRLXQuantEngine(
enabled=False,
runner_command="",
artifact_root=tmp_path,
feature_schema_hash=SCHEMA_HASH,
)
unavailable = FinRLXQuantEngine(
enabled=True,
runner_command=str(tmp_path / "missing-runner"),
artifact_root=tmp_path,
feature_schema_hash=SCHEMA_HASH,
)
assert disabled.status()["status"] == "DISABLED"
assert disabled.propose(market_family="forex", features={}).action == "HOLD"
assert unavailable.status()["status"] == "UNAVAILABLE"
assert unavailable.propose(market_family="forex", features={}).status == "UNAVAILABLE"
def test_runner_proposal_is_normalized_and_blockers_are_preserved(tmp_path):
manifest_path = write_artifact(tmp_path)
runner = write_runner(tmp_path / "runner.py")
engine = FinRLXQuantEngine(
enabled=True,
runner_command=str(runner),
artifact_root=tmp_path,
manifest_path=manifest_path,
feature_schema_hash=SCHEMA_HASH,
timeout_seconds=5,
)
proposal = engine.propose(
market_family="forex",
features={"momentum_5": 0.8},
context={"pair": "EURUSD=X"},
)
blocked = engine.propose(
market_family="forex",
features={"momentum_5": 0.8},
deterministic_blockers=["STALE_DATA"],
)
assert proposal.status == "SHADOW"
assert proposal.action == "LONG"
assert proposal.directional_score == 0.72
assert blocked.action == "HOLD"
assert blocked.directional_score == 0.0
assert "EXISTING_BLOCKER_PRESERVED" in blocked.guardrails
def test_runner_cannot_return_leverage_or_order_authority(tmp_path):
manifest_path = write_artifact(tmp_path)
runner = tmp_path / "unsafe-runner.py"
runner.write_text(
"""#!/usr/bin/env python3
import json
import sys
json.load(sys.stdin)
json.dump({"action": "LONG", "directional_score": 1, "leverage": 30}, sys.stdout)
""",
encoding="utf-8",
)
runner.chmod(0o755)
engine = FinRLXQuantEngine(
enabled=True,
runner_command=str(runner),
artifact_root=tmp_path,
manifest_path=manifest_path,
feature_schema_hash=SCHEMA_HASH,
)
proposal = engine.propose(market_family="forex", features={})
assert proposal.status == "REJECTED"
assert proposal.action == "HOLD"
assert "FORBIDDEN_EXECUTION_FIELD" in proposal.guardrails
def test_training_result_is_accepted_only_after_manifest_validation(tmp_path):
manifest_path = write_artifact(tmp_path)
runner = write_runner(tmp_path / "runner.py")
engine = FinRLXQuantEngine(
enabled=True,
runner_command=str(runner),
artifact_root=tmp_path,
feature_schema_hash=SCHEMA_HASH,
timeout_seconds=5,
)
result = engine.run_training(
market_family="forex",
request={"manifest_path": str(manifest_path), "max_rows": 500},
)
assert result["status"] == "VALIDATED_SHADOW"
assert result["manifest"]["algorithm"] == "PPO"
assert result["manifest"]["paper_only"] is True
def test_equity_target_weights_are_normalized_without_order_authority(tmp_path):
manifest_path = write_artifact(tmp_path, market_family="equity")
runner = tmp_path / "equity-runner.py"
runner.write_text(
"""#!/usr/bin/env python3
import json
import sys
json.load(sys.stdin)
json.dump({"target_weights": {"NVDA": 0.8, "MSFT": 0.8}, "confidence": 0.7}, sys.stdout)
""",
encoding="utf-8",
)
runner.chmod(0o755)
engine = FinRLXQuantEngine(
enabled=True,
runner_command=str(runner),
artifact_root=tmp_path,
manifest_path=manifest_path,
feature_schema_hash=SCHEMA_HASH,
)
proposal = engine.propose(market_family="equity", features={})
assert proposal.action == "TARGET_WEIGHTS"
assert dict(proposal.target_weights) == {"MSFT": 0.5, "NVDA": 0.5}
assert proposal.paper_only is True
def test_runner_timeout_returns_hold_without_escaping_cycle(tmp_path, monkeypatch):
manifest_path = write_artifact(tmp_path)
runner = write_runner(tmp_path / "runner.py")
engine = FinRLXQuantEngine(
enabled=True,
runner_command=str(runner),
artifact_root=tmp_path,
manifest_path=manifest_path,
feature_schema_hash=SCHEMA_HASH,
)
def timeout(*args, **kwargs):
raise subprocess.TimeoutExpired(cmd="runner", timeout=1)
monkeypatch.setattr(subprocess, "run", timeout)
proposal = engine.propose(market_family="forex", features={})
assert proposal.status == "TIMEOUT"
assert proposal.action == "HOLD"
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