Sync from GitHub (tests passed)

scripts/tft_quality_gate.py

@@ -0,0 +1,51 @@
+"""
+CI quality gate for TFT-ASRO training.
+
+Reads tft_metadata.json written by trainer.py and exits non-zero when
+metrics fall below deployment thresholds.
+
+Used by .github/workflows/tft-training.yml (YAML cannot embed indented
+Python multiline strings without breaking the workflow parser).
+"""
+
+from __future__ import annotations
+
+import json
+import pathlib
+import sys
+
+META_PATH = pathlib.Path("/tmp/models/tft/tft_metadata.json")
+
+
+def main() -> int:
+    if not META_PATH.exists():
+        print("No metadata file found — skipping quality gate")
+        return 0
+
+    data = json.loads(META_PATH.read_text(encoding="utf-8"))
+    metrics = data.get("test_metrics", {})
+    da = metrics.get("directional_accuracy", 0.5)
+    sharpe = metrics.get("sharpe_ratio", 0.0)
+    vr = metrics.get("variance_ratio", 1.0)
+
+    print(f"Quality gate metrics: DA={da:.4f} Sharpe={sharpe:.4f} VR={vr:.4f}")
+
+    reasons: list[str] = []
+    if da < 0.49:
+        reasons.append(f"DA={da:.4f} < 0.49")
+    if sharpe < -0.30:
+        reasons.append(f"Sharpe={sharpe:.4f} < -0.30")
+    if vr < 0.2 or vr > 2.5:
+        reasons.append(f"VR={vr:.4f} outside [0.2, 2.5]")
+
+    if not reasons:
+        print("QUALITY GATE: PASSED")
+        return 0
+
+    print(f"QUALITY GATE: FAILED — {reasons}")
+    print("Model checkpoint will NOT be promoted. Previous checkpoint retained.")
+    return 1
+
+
+if __name__ == "__main__":
+    sys.exit(main())