Require actual plan edge in Entry screening

2026-06-28 07:29:17 +08:00
parent 2a86a6e2fa
commit dc4d00a373
2 changed files with 9 additions and 3 deletions
@@ -50,6 +50,12 @@ class TrainingContractTest(unittest.TestCase):
        self.assertEqual("long_actual_plan_net_edge_bps", _screen_edge_column(dataset, "LONG"))
        self.assertEqual("short_actual_plan_net_edge_bps", _screen_edge_column(dataset, "SHORT"))

+    def test_entry_feature_screen_requires_actual_plan_edge(self) -> None:
+        dataset = pd.DataFrame({"long_expected_net_edge_bps": [20.0]})
+
+        with self.assertRaises(ValueError):
+            _screen_edge_column(dataset, "LONG")
+
    def test_entry_regression_heads_train_on_actual_plan_edge(self) -> None:
        heads = {head[0]: head[2] for head in TARGETS["ENTRY"]["heads"]}