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覆盖:
- 16.1:六种模型(零级、一级、二级、√t、Prout–Tompkins、二次多项式)均可拟合并预测。
- 16.2:合成各阶数据能被 `select_best_model` 正确识别(按校正 R²/AIC 择优)。
- 16.3:参数个数 ≥ 有效数据点数的模型被排除(防过拟合);全不适用时降级零级。
- 16.5:纯 Python 计算,过程进入可审计的 trace(此处验证 trace/summary 结构)。
- 16.6:每个模型配套预测区间,非恒等变换(一级/二级/PT)在实数空间产生非对称区间,
且 t=0(或最小杠杆处)区间宽度 > 0。
导入路径由 ``tests/conftest.py`` 设置(仓库根加入 sys.path),故可直接导入顶层 skills 包。
"""
from __future__ import annotations
import math
import sys
import numpy as np
import pytest
from skills.stability.models import (
Interval,
FitStats,
ModelSelectionResult,
ModelNotApplicable,
ZeroOrder,
FirstOrder,
SecondOrder,
SqrtTime,
ProutTompkins,
QuadraticPoly,
DEFAULT_MODELS,
select_best_model,
)
# ---------------------------------------------------------------------------
# 合成数据生成器(无噪声 = 精确各阶曲线;含微噪声 = 接近真实)
# ---------------------------------------------------------------------------
TIMES = np.array([0.0, 3.0, 6.0, 9.0, 12.0, 18.0, 24.0])
def zero_order_data(y0=0.20, k=0.012):
return TIMES, y0 + k * TIMES
def first_order_data(y0=0.50, k=0.05):
return TIMES, y0 * np.exp(k * TIMES)
def second_order_data(y0=0.50, k=0.02):
# 1/y = 1/y0 + k t
return TIMES, 1.0 / (1.0 / y0 + k * TIMES)
def sqrt_time_data(y0=0.20, k=0.10):
return TIMES, y0 + k * np.sqrt(TIMES)
def prout_tompkins_data(c=-3.0, k=0.20):
z = c + k * TIMES
return TIMES, 1.0 / (1.0 + np.exp(-z))
def quadratic_data(a=0.20, b=0.005, c=0.002):
return TIMES, a + b * TIMES + c * TIMES ** 2
# ---------------------------------------------------------------------------
# 16.1:每个模型可拟合 / 预测 / 区间
# ---------------------------------------------------------------------------
def test_zero_order_fit_recovers_parameters():
t, y = zero_order_data(y0=0.2, k=0.012)
m = ZeroOrder()
stats = m.fit(t, y)
assert stats.name == "zero-order"
assert stats.n_params == 2
assert stats.params["y0"] == pytest.approx(0.2, abs=1e-6)
assert stats.params["k"] == pytest.approx(0.012, abs=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
# 预测与点估计一致
assert m.predict(12.0) == pytest.approx(0.2 + 0.012 * 12.0, abs=1e-6)
def test_first_order_fit_recovers_parameters():
t, y = first_order_data(y0=0.5, k=0.05)
m = FirstOrder()
stats = m.fit(t, y)
assert stats.space == "log"
assert stats.params["y0"] == pytest.approx(0.5, rel=1e-6)
assert stats.params["k"] == pytest.approx(0.05, rel=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
def test_second_order_fit_recovers_parameters():
t, y = second_order_data(y0=0.5, k=0.02)
m = SecondOrder()
stats = m.fit(t, y)
assert stats.space == "reciprocal"
assert stats.params["y0"] == pytest.approx(0.5, rel=1e-6)
assert stats.params["k"] == pytest.approx(0.02, rel=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
def test_sqrt_time_fit_recovers_parameters():
t, y = sqrt_time_data(y0=0.2, k=0.10)
m = SqrtTime()
stats = m.fit(t, y)
assert stats.space == "sqrt-t"
assert stats.params["y0"] == pytest.approx(0.2, abs=1e-6)
assert stats.params["k"] == pytest.approx(0.10, abs=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
def test_prout_tompkins_fit_recovers_parameters():
t, y = prout_tompkins_data(c=-3.0, k=0.20)
m = ProutTompkins()
stats = m.fit(t, y)
assert stats.space == "logit"
assert stats.params["k"] == pytest.approx(0.20, rel=1e-6)
assert stats.params["c"] == pytest.approx(-3.0, rel=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
def test_quadratic_fit_recovers_parameters():
t, y = quadratic_data(a=0.2, b=0.005, c=0.002)
m = QuadraticPoly()
stats = m.fit(t, y)
assert stats.n_params == 3
assert stats.params["a"] == pytest.approx(0.2, abs=1e-6)
assert stats.params["b"] == pytest.approx(0.005, abs=1e-6)
assert stats.params["c"] == pytest.approx(0.002, abs=1e-6)
assert stats.r2 == pytest.approx(1.0, abs=1e-9)
# ---------------------------------------------------------------------------
# 16.6:预测区间正性与非对称性
# ---------------------------------------------------------------------------
# 含轻微噪声的数据,使残差标准差非零,区间宽度有意义。
NOISY_TIMES = [0.0, 3.0, 6.0, 9.0, 12.0]
def test_zero_order_interval_positive_width_and_symmetric():
y = [0.20, 0.27, 0.33, 0.41, 0.46] # 轻微散度
m = ZeroOrder()
m.fit(NOISY_TIMES, y)
iv = m.predict_interval(0.0)
assert iv.upper - iv.lower > 0.0
# 恒等变换 → 对称(未触地板裁剪时)
mid = m.predict_interval(6.0)
upper_gap = mid.upper - mid.point
lower_gap = mid.point - mid.lower
assert math.isclose(upper_gap, lower_gap, rel_tol=1e-6)
def test_first_order_interval_is_asymmetric():
# 近似一级,含散度
y = [0.20, 0.255, 0.33, 0.41, 0.52]
m = FirstOrder()
m.fit(NOISY_TIMES, y)
iv = m.predict_interval(24.0)
upper_gap = iv.upper - iv.point
lower_gap = iv.point - iv.lower
assert iv.upper - iv.lower > 0.0
# log 空间对称 → 实数空间上间隙 > 下间隙
assert upper_gap > lower_gap
assert not math.isclose(upper_gap, lower_gap, rel_tol=1e-3)
def test_second_order_interval_is_asymmetric():
y = [0.50, 0.46, 0.40, 0.36, 0.30]
m = SecondOrder()
m.fit(NOISY_TIMES, y)
iv = m.predict_interval(6.0)
assert iv.upper - iv.lower > 0.0
assert iv.lower <= iv.point <= iv.upper
def test_interval_lower_bound_floored_at_zero():
"""物理地板:预测区间下界不为负。"""
y = [0.20, 0.27, 0.33, 0.41, 0.46]
m = ZeroOrder()
m.fit(NOISY_TIMES, y)
iv = m.predict_interval(0.0)
assert iv.lower >= 0.0
# ---------------------------------------------------------------------------
# 16.2:合成各阶数据被正确识别
# ---------------------------------------------------------------------------
def test_select_identifies_zero_order():
t, y = zero_order_data()
res = select_best_model(t, y)
assert res.degraded is False
# 零级数据:零级应被选中(参数最少、完美拟合)
assert res.best_stats.name == "zero-order"
def test_select_identifies_first_order():
t, y = first_order_data()
res = select_best_model(t, y)
assert res.degraded is False
assert res.best_stats.name == "first-order"
def test_select_identifies_sqrt_time():
t, y = sqrt_time_data()
res = select_best_model(t, y)
assert res.degraded is False
assert res.best_stats.name == "sqrt-time"
def test_select_identifies_second_order():
t, y = second_order_data()
res = select_best_model(t, y)
assert res.degraded is False
assert res.best_stats.name == "second-order"
def test_select_identifies_prout_tompkins():
t, y = prout_tompkins_data()
res = select_best_model(t, y)
assert res.degraded is False
assert res.best_stats.name == "prout-tompkins"
def test_selected_model_not_worse_than_zero_order_baseline():
"""design Property 11:所选模型校正 R² 不劣于零级基线。"""
t, y = first_order_data()
res = select_best_model(t, y)
zo = ZeroOrder()
zo_stats = zo.fit(t, y)
assert res.best_stats.adj_r2 >= zo_stats.adj_r2 - 1e-9
# ---------------------------------------------------------------------------
# 16.3:过拟合排除与降级
# ---------------------------------------------------------------------------
def test_overfit_model_excluded_when_params_ge_points():
"""二次多项式(p=3)在 n=3 时应被排除(p ≥ n)。"""
t = [0.0, 6.0, 12.0]
y = [0.20, 0.30, 0.45]
res = select_best_model(t, y)
quad = next(c for c in res.candidates if c.name == "quadratic-poly")
assert quad.status == "excluded_overfit"
assert "过拟合" in quad.reason
# 二参数模型(p=2)在 n=3 时仍可参与
assert res.best_stats is not None
assert res.best_stats.n_params < 3
def test_two_point_excludes_all_two_param_then_degrades_appropriately():
"""n=2 时所有 p≥2 模型均被排除。零级(p=2)也满足 p≥n → 触发降级路径。"""
t = [0.0, 12.0]
y = [0.20, 0.40]
res = select_best_model(t, y)
# 所有候选都因 p>=n 被排除 → 进入降级;但零级在降级路径里 p>=n 亦不可拟合带自由度,
# 仍可线性拟合(lstsq 不要求自由度),故降级成功且 degraded=True。
assert res.degraded is True
assert res.best_stats is not None
assert res.best_stats.name == "zero-order"
def test_degrade_when_no_model_applicable_due_to_insufficient_points():
"""点数不足(n=1):连零级都无法回归 → best_model 为 None,由上层 refusal 处理。"""
t = [5.0]
y = [0.30]
res = select_best_model(t, y)
assert res.best_model is None
assert res.degraded is True
assert "不适用" in res.degrade_reason or "局限" in res.degrade_reason
def test_non_positive_values_exclude_log_and_reciprocal_models():
"""含 0 / 负值时,一级与二级(需正数)不适用,被跳过而非报错。"""
t = [0.0, 3.0, 6.0, 9.0, 12.0]
y = [0.0, 0.10, 0.20, 0.30, 0.40] # 含 0
res = select_best_model(t, y)
statuses = {c.name: c.status for c in res.candidates}
assert statuses["first-order"] == "not_applicable"
assert statuses["second-order"] == "not_applicable"
# 零级仍可拟合并被选中
assert res.best_stats is not None
assert res.degraded is False
# ---------------------------------------------------------------------------
# 16.5:结果结构 / 追踪可审计
# ---------------------------------------------------------------------------
def test_selection_result_summary_and_trace_structure():
t, y = first_order_data()
res = select_best_model(t, y)
summary = res.summary()
assert summary["selected_model"] == "first-order"
assert summary["degraded"] is False
assert summary["params"] is not None
assert isinstance(summary["candidates"], list)
assert len(summary["candidates"]) == len(DEFAULT_MODELS)
# trace 为非空字符串列表
assert res.trace and all(isinstance(s, str) for s in res.trace)
# 恰有一个候选标记为 selected
selected = [c for c in res.candidates if c.status == "selected"]
assert len(selected) == 1
assert selected[0].name == "first-order"
def test_model_not_applicable_raised_on_direct_fit():
"""直接对非正数据拟合一级模型应抛 ModelNotApplicable。"""
m = FirstOrder()
with pytest.raises(ModelNotApplicable):
m.fit([0.0, 6.0, 12.0], [0.0, -0.1, 0.2])
def test_predict_before_fit_raises():
m = ZeroOrder()
with pytest.raises(RuntimeError):
m.predict(5.0)
def test_predict_accepts_array_and_scalar():
t, y = zero_order_data()
m = ZeroOrder()
m.fit(t, y)
scalar = m.predict(6.0)
arr = m.predict([0.0, 6.0, 12.0])
assert isinstance(scalar, float)
assert isinstance(arr, np.ndarray)
assert arr.shape == (3,)
if __name__ == "__main__": # pragma: no cover
sys.exit(pytest.main([__file__, "-v"]))
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