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