from __future__ import annotations import sys import tempfile import unittest from argparse import Namespace from pathlib import Path import numpy as np import pandas as pd TRAINING_ROOT = Path(__file__).resolve().parents[1] if str(TRAINING_ROOT) not in sys.path: sys.path.insert(0, str(TRAINING_ROOT)) from trader_training.onnx_export import LinearHead, export_heads from trader_training.io_utils import read_json, write_json from trader_training.promote import promote_artifact_bundle from trader_training.replay import build_splits from trader_training.schemas import FEATURE_ORDER, LATEST_STRESS_SPLIT, MODEL_OUTPUTS, OUTPUT_MAPPING, TRAINING_SPLITS, VALIDATION_LOCKED_SPLIT class TrainingContractTest(unittest.TestCase): def test_feature_order_is_v4_contract_size(self) -> None: self.assertEqual(39, len(FEATURE_ORDER)) self.assertEqual(len(FEATURE_ORDER), len(set(FEATURE_ORDER))) self.assertEqual("ret_1m_bps", FEATURE_ORDER[0]) self.assertEqual("minutes_to_next_funding", FEATURE_ORDER[-1]) def test_output_mapping_matches_model_outputs(self) -> None: for model_name, fields in MODEL_OUTPUTS.items(): self.assertEqual(set(fields), set(OUTPUT_MAPPING[model_name])) self.assertEqual([f"prediction[{idx}]" for idx in range(len(fields))], [OUTPUT_MAPPING[model_name][field] for field in fields]) def test_split_builder_uses_locked_validation_contract(self) -> None: with tempfile.TemporaryDirectory() as tmp: data_root = Path(tmp) replay_path = data_root / "replay_1m.parquet" frame = pd.DataFrame( { "event_time": pd.date_range("2025-06-20", "2026-06-19", freq="D", tz="UTC"), "symbol": "BTC-USDT-PERP", } ) frame.to_parquet(replay_path, index=False) build_splits( Namespace( data_root=data_root, run_id="unit-split", replay_path=replay_path, fit_inner_start="2025-06-20", fit_inner_end="2026-01-15", tune_inner_start="2026-01-16", tune_inner_end="2026-02-28", validation_locked_start="2026-03-01", validation_locked_end="2026-04-30", latest_stress_start="2026-05-01", latest_stress_end="2026-06-19", gap_minutes=0, fold_count=2, ) ) manifest = read_json(data_root / "trader-v4" / "runs" / "unit-split" / "split" / "split_manifest.json") self.assertEqual(set(TRAINING_SPLITS), {item["split_id"] for item in manifest["splits"]}) self.assertEqual([VALIDATION_LOCKED_SPLIT, LATEST_STRESS_SPLIT], manifest["sealed_splits"]) self.assertEqual("FINAL_GATE_ONLY", manifest["latest_stress_policy"]) def test_exported_onnx_accepts_java_feature_shape(self) -> None: import onnxruntime as ort with tempfile.TemporaryDirectory() as tmp: path = Path(tmp) / "direction.onnx" export_heads( path, [ LinearHead( "direction", "softmax", np.zeros((39, 3), dtype=np.float32), np.array([0.1, 0.2, 0.3], dtype=np.float32), ) ], ) session = ort.InferenceSession(str(path)) output = session.run(None, {"features": np.zeros((1, 39), dtype=np.float32)})[0] self.assertEqual((1, 3), output.shape) self.assertAlmostEqual(1.0, float(output.sum()), places=6) def test_promotion_requires_passed_validation_and_marks_all_manifests_active(self) -> None: with tempfile.TemporaryDirectory() as tmp: root = Path(tmp) / "artifact_bundle" manifest_dir = root / "manifests" manifest_dir.mkdir(parents=True) write_json(root.parent / "artifact_validation_result.json", {"status": "PASS", "release_gate_status": "PASS", "release_gate_reasons": []}) write_json(manifest_dir / "model_bundle_manifest.json", {"status": "CANDIDATE"}) write_json(manifest_dir / "model_manifest.json", [{"model_name": "DIRECTION", "status": "CANDIDATE"}]) write_json(manifest_dir / "calibration_manifest.json", [{"model_name": "DIRECTION", "status": "CANDIDATE"}]) write_json(manifest_dir / "position_manager_manifest.json", {"status": "CANDIDATE"}) write_json(manifest_dir / "training_export_manifest.json", {"status": "CANDIDATE"}) promote_artifact_bundle(Namespace(artifact_root=root, reason="unit test")) self.assertEqual("ACTIVE", read_json(manifest_dir / "model_bundle_manifest.json")["status"]) self.assertEqual("ACTIVE", read_json(manifest_dir / "model_manifest.json")[0]["status"]) self.assertEqual("ACTIVE", read_json(manifest_dir / "calibration_manifest.json")[0]["status"]) self.assertEqual("ACTIVE", read_json(manifest_dir / "position_manager_manifest.json")["status"]) self.assertEqual("ACTIVE", read_json(manifest_dir / "training_export_manifest.json")["status"]) def test_promotion_refuses_failed_validation(self) -> None: with tempfile.TemporaryDirectory() as tmp: root = Path(tmp) / "artifact_bundle" (root / "manifests").mkdir(parents=True) write_json(root.parent / "artifact_validation_result.json", {"status": "FAIL"}) with self.assertRaises(SystemExit): promote_artifact_bundle(Namespace(artifact_root=root, reason="unit test")) result = read_json(root.parent / "artifact_promotion_result.json") self.assertEqual("REFUSED", result["status"]) self.assertEqual("validation result is not PASS", result["message"]) def test_promotion_refuses_failed_release_gate_and_overwrites_stale_result(self) -> None: with tempfile.TemporaryDirectory() as tmp: root = Path(tmp) / "artifact_bundle" (root / "manifests").mkdir(parents=True) write_json(root.parent / "artifact_promotion_result.json", {"status": "ACTIVE"}) write_json( root.parent / "artifact_validation_result.json", { "status": "PASS", "release_gate_status": "REJECTED", "release_gate_reasons": ["backtest_status=REJECTED"], }, ) with self.assertRaises(SystemExit): promote_artifact_bundle(Namespace(artifact_root=root, reason="unit test")) result = read_json(root.parent / "artifact_promotion_result.json") self.assertEqual("REFUSED", result["status"]) self.assertEqual("release gate is not PASS", result["message"]) self.assertEqual(["backtest_status=REJECTED"], result["release_gate_reasons"]) if __name__ == "__main__": unittest.main()