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Add doctrine PD array reaction kernel

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Codex
2026-05-22 07:33:33 +08:00
parent 0749d886c4
commit 4f96904a2f
16 changed files with 904 additions and 6 deletions
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tests/unit/test_api_and_main.py
+20
View File
@@ -95,6 +95,8 @@ class ApiTests(unittest.TestCase):
self.assertEqual(result[0]["doctrine_research_status"]["research_only_reason"], "missing_doctrine_setup_playbook")
self.assertEqual(result[0]["liquidity_kernel_status"]["status"], "study_only")
self.assertIn("missing_liquidity_target", result[0]["liquidity_kernel_status"]["reasons"])
self.assertEqual(result[0]["pd_array_reaction_status"]["status"], "study_only")
self.assertIn("missing_pd_array", result[0]["pd_array_reaction_status"]["reasons"])
def test_normalize_backtest_summary_row_preserves_existing_quality_gate(self) -> None:
row = {"id": 10, "summary": {"total_signals": 3, "quality_gate": {"passed": True}, "by_symbol": {"BTC-USDT": {"count": 3}}}}
@@ -126,6 +128,8 @@ class ApiTests(unittest.TestCase):
self.assertEqual(result["doctrine_rule_gap_summary"]["research_only_count"], 1)
self.assertEqual(result["liquidity_kernel_summary"]["item_count"], 1)
self.assertIn("missing_liquidity_target", result["liquidity_kernel_summary"]["reason_counts"])
self.assertEqual(result["pd_array_reaction_summary"]["item_count"], 1)
self.assertIn("missing_pd_array", result["pd_array_reaction_summary"]["reason_counts"])
def test_route_request_trading_doctrine_rules_returns_d1_matrix(self) -> None:
status, payload = route_request(
@@ -170,6 +174,22 @@ class ApiTests(unittest.TestCase):
self.assertEqual(payload["phase"], "D3_LIQUIDITY_KERNEL")
self.assertEqual(payload["rules"][0]["rule_id"], "stop_run_sweep_raid_validated")
def test_route_request_trading_pd_array_kernel_returns_d4_registry(self) -> None:
status, payload = route_request(
"/trading/pd-array-kernel",
{},
dependencies={
"trading_pd_array_kernel": lambda: {
"phase": "D4_PD_ARRAY_REACTION_KERNEL",
"rules": [{"rule_id": "pd_array_relevance_matrix"}],
}
},
)
self.assertEqual(status, 200)
self.assertEqual(payload["phase"], "D4_PD_ARRAY_REACTION_KERNEL")
self.assertEqual(payload["rules"][0]["rule_id"], "pd_array_relevance_matrix")
def test_route_request_trading_candidates_returns_items_payload(self) -> None:
status, payload = route_request(
"/trading/candidates",
tests/unit/test_api_server.py
+16
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@@ -134,6 +134,22 @@ class ApiServerRoutingTests(unittest.TestCase):
self.assertEqual(payload["phase"], "D3_LIQUIDITY_KERNEL")
self.assertEqual(payload["rule_count"], 6)
def test_routes_trading_pd_array_kernel(self) -> None:
status, payload = route_request(
"/trading/pd-array-kernel",
{},
dependencies={
"trading_pd_array_kernel": lambda: {
"phase": "D4_PD_ARRAY_REACTION_KERNEL",
"rule_count": 5,
}
},
)
self.assertEqual(status, 200)
self.assertEqual(payload["phase"], "D4_PD_ARRAY_REACTION_KERNEL")
self.assertEqual(payload["rule_count"], 5)
def test_routes_trading_alert_quality_summary(self) -> None:
status, payload = route_request(
"/trading/alerts/quality-summary",
tests/unit/test_backtest_service.py
+35
View File
@@ -318,6 +318,9 @@ class BacktestOutcomeTests(unittest.TestCase):
self.assertAlmostEqual(summary["by_session"]["LONDON"]["avg_mae_r"], 2.7 / 3)
self.assertAlmostEqual(summary["by_session"]["LONDON"]["avg_cost_r"], 0.1)
self.assertAlmostEqual(summary["by_session"]["LONDON"]["max_drawdown_r"], 2.2)
self.assertEqual(summary["pd_array_reaction_status_counts"]["study_only"], 4)
self.assertEqual(summary["pd_array_reaction_reason_counts"]["missing_pd_array"], 4)
self.assertEqual(summary["by_pd_array_type"]["missing_pd_array"]["count"], 4)
self.assertEqual(summary["by_session"]["LONDON"]["max_consecutive_losses"], 2)
self.assertEqual(summary["by_session"]["LONDON"]["executed"], 3)
self.assertAlmostEqual(summary["by_session"]["LONDON"]["executed_expectancy_r"], 0.2 / 3)
@@ -435,6 +438,20 @@ class BacktestOutcomeTests(unittest.TestCase):
"swept_level": 103.0,
"sweep_confirmed": True,
"post_take_reaction": "acceptance_displacement",
"pd_array_type": "fvg",
"pd_array_id": "fvg-1",
"pd_array_role": "entry",
"pd_array_rank": "primary",
"array_location": "discount",
"array_timeframe": "5m",
"array_freshness": "fresh",
"formation_event": "post_sweep_displacement",
"displacement_origin": "post_sweep_displacement",
"fvg_role": "entry",
"fvg_retrace_confirmed": True,
"reaction_quality": "rejection_confirmed",
"retest_confirmed": True,
"pd_array_invalidation": "fvg_accepted_other_side",
"entry_low": 100.0,
"entry_high": 100.2,
"stop_loss": 99.0,
@@ -468,6 +485,8 @@ class BacktestOutcomeTests(unittest.TestCase):
self.assertEqual(units[0]["target_plan"]["tp2"]["objective_layer"], "ERL")
self.assertEqual(units[0]["liquidity_backtest_features"]["liquidity_target_side"], "buy_side_liquidity")
self.assertEqual(units[0]["liquidity_kernel_status"]["status"], "liquidity_mapped")
self.assertEqual(units[0]["pd_array_backtest_features"]["pd_array_type"], "fvg")
self.assertEqual(units[0]["pd_array_reaction_status"]["status"], "pd_array_mapped")
class BacktestServiceRunTests(unittest.TestCase):
@@ -736,6 +755,20 @@ class BacktestServiceRunTests(unittest.TestCase):
"expires_ts": datetime(2026, 5, 6, 4, 0, tzinfo=timezone.utc),
"confirmation_state": {"executable": True},
"missing_confirmations": [],
"pd_array_type": "fvg",
"pd_array_id": "fvg-12",
"pd_array_role": "entry",
"pd_array_rank": "primary",
"array_location": "discount",
"array_timeframe": "5m",
"array_freshness": "fresh",
"formation_event": "post_sweep_displacement",
"displacement_origin": "post_sweep_displacement",
"fvg_role": "entry",
"fvg_retrace_confirmed": True,
"reaction_quality": "rejection_confirmed",
"retest_confirmed": True,
"pd_array_invalidation": "fvg_accepted_other_side",
"entry": {
"entry_low": 100.0,
"entry_high": 100.2,
@@ -807,6 +840,8 @@ class BacktestServiceRunTests(unittest.TestCase):
repository.summary["by_doctrine_cohort"]["ICT-CH1-6-LONDON-DISCOUNT-REVERSAL::complete"]["count"],
1,
)
self.assertEqual(repository.summary["pd_array_reaction_status"]["status"], "pd_array_mapped")
self.assertEqual(repository.summary["by_pd_array_type"]["fvg"]["count"], 1)
def test_normalize_timeframe_set_and_bucket_helpers(self) -> None:
normalized = normalize_timeframe_set({"bias_tf": "1h", "setup_tf": "15m"})
tests/unit/test_documentation_consistency.py
+1
View File
@@ -21,6 +21,7 @@ ACTIVE_TOP_LEVEL_DOCS = {
"AI_ICT_DoctrineKernel市场语言规则内核_D1_2026-05-21_v1.md",
"AI_ICT_DoctrineKernel_PlaybookBacktestCohort_D2_2026-05-21_v1.md",
"AI_ICT_DoctrineKernel_LiquidityKernel_D3_2026-05-21_v1.md",
"AI_ICT_DoctrineKernel_PDArrayReactionKernel_D4_2026-05-22_v1.md",
"AI_ICT_硬性主线约束_必须遵循ICT交易全书_2026-05-21_v1.md",
"AI_ICT_实盘辅助分析决策助手ICT主线开发方案_2026-05-21_v1.md",
"AI_ICT_主线裁剪审计_S1_2026-05-21_v1.md",
tests/unit/test_ict_doctrine.py
+95
View File
@@ -4,15 +4,20 @@ from src.services.ict_mainline import (
DOCTRINE_KERNEL_PHASE,
DOCTRINE_LIQUIDITY_PHASE,
DOCTRINE_PLAYBOOK_PHASE,
DOCTRINE_REACTION_PHASE,
build_doctrine_backtest_cohort,
build_liquidity_backtest_features,
build_pd_array_backtest_features,
build_doctrine_playbook_gate,
build_doctrine_playbook_registry,
build_doctrine_rule_matrix,
build_liquidity_kernel_registry,
build_pd_array_reaction_registry,
evaluate_doctrine_research_status,
evaluate_liquidity_kernel_status,
evaluate_pd_array_reaction_status,
summarize_liquidity_kernel_statuses,
summarize_pd_array_reaction_statuses,
summarize_doctrine_rule_gaps,
)
@@ -41,6 +46,8 @@ class IctDoctrineKernelTests(unittest.TestCase):
self.assertIn("target_rule", playbook)
self.assertIn("liquidity_target_side", playbook["liquidity_event_rule"]["required_fields"])
self.assertIn("post_take_reaction", playbook["liquidity_event_rule"]["required_fields"])
self.assertIn("pd_array_role", playbook["pd_array_rule"]["required_fields"])
self.assertIn("reaction_quality", playbook["pd_array_rule"]["required_fields"])
self.assertTrue(playbook["promotion_gate"]["requires_backtest_quality_gate"])
def test_d3_liquidity_kernel_registry_exposes_target_ranking_rules(self) -> None:
@@ -112,6 +119,50 @@ class IctDoctrineKernelTests(unittest.TestCase):
self.assertGreater(summary["reason_counts"]["sweep_is_not_setup"], 0)
self.assertEqual(summary["target_side_counts"]["buy_side_liquidity"], 1)
def test_d4_pd_array_reaction_registry_exposes_location_quality_rules(self) -> None:
registry = build_pd_array_reaction_registry()
self.assertEqual(registry["phase"], DOCTRINE_REACTION_PHASE)
self.assertEqual(registry["status"], "active")
self.assertGreaterEqual(registry["rule_count"], 5)
self.assertIn("pd_array_role", registry["required_backtest_feature_fields"])
self.assertIn("PD Array is reaction-location quality, not a direction source.", registry["hard_rules"])
def test_fvg_label_without_reaction_context_stays_study_only(self) -> None:
status = evaluate_pd_array_reaction_status(
{
"pd_array_type": "fvg",
"fvg_retrace_confirmed": True,
}
)
self.assertFalse(status["passed"])
self.assertEqual(status["phase"], DOCTRINE_REACTION_PHASE)
self.assertEqual(status["status"], "study_only")
self.assertIn("missing_pd_array_role", status["reasons"])
self.assertIn("missing_array_location", status["reasons"])
self.assertIn("fvg_is_not_setup", status["reasons"])
def test_complete_pd_array_reaction_payload_maps_without_execution_permission(self) -> None:
status = evaluate_pd_array_reaction_status(_complete_pd_array_payload())
self.assertTrue(status["passed"])
self.assertEqual(status["status"], "pd_array_mapped")
self.assertEqual(status["execution_boundary"], "read_only_analysis_no_order_submission")
def test_pd_array_summary_counts_blockers(self) -> None:
summary = summarize_pd_array_reaction_statuses(
[
{"pd_array_type": "fvg", "fvg_retrace_confirmed": True},
_complete_pd_array_payload(),
]
)
self.assertEqual(summary["item_count"], 2)
self.assertEqual(summary["passed_count"], 1)
self.assertGreater(summary["reason_counts"]["fvg_is_not_setup"], 0)
self.assertEqual(summary["array_type_counts"]["fvg"], 2)
def test_playbook_gate_blocks_missing_and_passes_registered_schema(self) -> None:
missing = build_doctrine_playbook_gate({"model_code": "SWEEP_MSS_FVG"})
@@ -199,6 +250,7 @@ class IctDoctrineKernelTests(unittest.TestCase):
"swept_level": 99.5,
"sweep_confirmed": True,
"post_take_reaction": "reclaim_displacement",
**_complete_pd_array_payload(),
"summary": {"quality_gate": {"passed": True, "reasons": []}},
}
)
@@ -207,12 +259,14 @@ class IctDoctrineKernelTests(unittest.TestCase):
self.assertEqual(cohort["doctrine_completeness"], "complete")
self.assertTrue(cohort["promotion_gate"]["passed"])
self.assertEqual(cohort["liquidity_kernel_status"]["status"], "liquidity_mapped")
self.assertEqual(cohort["pd_array_reaction_status"]["status"], "pd_array_mapped")
missing = build_doctrine_backtest_cohort({"model_code": "SWEEP_MSS_FVG"})
self.assertEqual(missing["cohort_key"], "missing_playbook::incomplete")
self.assertIn("missing_doctrine_setup_playbook", missing["promotion_gate"]["reasons"])
self.assertIn("missing_liquidity_target", missing["promotion_gate"]["reasons"])
self.assertIn("missing_pd_array", missing["promotion_gate"]["reasons"])
def test_liquidity_backtest_features_extract_nested_candidate_fields(self) -> None:
features = build_liquidity_backtest_features(
@@ -234,6 +288,47 @@ class IctDoctrineKernelTests(unittest.TestCase):
self.assertEqual(features["liquidity_pool_rank"], "primary")
self.assertFalse(features["sweep_confirmed"])
def test_pd_array_backtest_features_extract_nested_candidate_fields(self) -> None:
features = build_pd_array_backtest_features(
{
"candidate": {
"entry": {
"pd_array_type": "fvg",
"pd_array_id": "fvg-1",
"pd_array_role": "entry",
},
"confirmation_state": {"reaction_quality": "rejection_confirmed"},
},
"pd_array_rank": "primary",
"array_location": "discount",
}
)
self.assertEqual(features["pd_array_type"], "fvg")
self.assertEqual(features["pd_array_id"], "fvg-1")
self.assertEqual(features["pd_array_role"], "entry")
self.assertEqual(features["pd_array_rank"], "primary")
self.assertEqual(features["array_location"], "discount")
def _complete_pd_array_payload() -> dict:
return {
"pd_array_type": "fvg",
"pd_array_id": "fvg-1",
"pd_array_role": "entry",
"pd_array_rank": "primary",
"array_location": "discount",
"array_timeframe": "5m",
"array_freshness": "fresh",
"formation_event": "post_sweep_displacement",
"displacement_origin": "post_sweep_displacement",
"fvg_role": "entry",
"fvg_retrace_confirmed": True,
"reaction_quality": "rejection_confirmed",
"retest_confirmed": True,
"pd_array_invalidation": "fvg_accepted_other_side",
}
if __name__ == "__main__":
unittest.main()