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Tighten state Continue verdict checks

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Codex
2026-06-27 23:09:33 +08:00
parent 062440fac2
commit 5d4de011b2
2 changed files with 30 additions and 6 deletions
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training/tests/test_state_continue_experiment.py
+20
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@@ -111,6 +111,26 @@ class StateContinueExperimentTest(unittest.TestCase):
self.assertEqual("NOT_READY_FOR_FORMAL_CHAIN", verdict["status"])
self.assertTrue(any("above 0.97" in reason for reason in verdict["reasons"]))
def test_verdict_reports_when_state_features_do_not_beat_market_only(self) -> None:
results = {}
for side in ("long", "short"):
results[f"{side}_market_only"] = {
"validation_locked": {"continue_auc": 0.64, "edge_mae_vs_constant_ratio": 0.965},
"latest_stress": {"continue_auc": 0.65, "edge_mae_vs_constant_ratio": 0.964},
"regressor_converged": True,
}
results[f"{side}_market_plus_state"] = {
"validation_locked": {"continue_auc": 0.63, "edge_mae_vs_constant_ratio": 0.975},
"latest_stress": {"continue_auc": 0.66, "edge_mae_vs_constant_ratio": 0.963},
"regressor_converged": True,
}
verdict = _verdict(results)
self.assertEqual("NOT_READY_FOR_FORMAL_CHAIN", verdict["status"])
self.assertTrue(any("continue_auc not better than market_only" in reason for reason in verdict["reasons"]))
self.assertTrue(any("edge_mae_vs_constant_ratio not better than market_only" in reason for reason in verdict["reasons"]))
def test_train_side_models_supports_ridge_regressor_diagnostic(self) -> None:
rows = []
for split_id in ("fit_inner", "tune_inner", "validation_locked", "latest_stress"):