Codex
80 lines
3.6 KiB
Python
80 lines
3.6 KiB
Python
from datetime import datetime, timezone
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import os
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import unittest
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os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
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from src.services.trust import ModelTrustService
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from src.services.trust.model_trust_service import build_model_buckets
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class ModelTrustServiceTests(unittest.TestCase):
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def test_build_summary_classifies_models(self) -> None:
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service = ModelTrustService(
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backtest_repository=_BacktestRepo(
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[
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{
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"model_code": "OSOK",
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"candidate_model_code": "OSOK",
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"summary": {
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"quality_gate": {"passed": True},
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"executed_expectancy_r": 0.6,
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"session_performance": {
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"LONDON": {"executed_expectancy_r": 0.8, "framework_execution_rate": 0.9, "risk_violation_count": 0}
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},
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},
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},
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{
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"model_code": "REAL_TRADE_IMPORT",
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"candidate_model_code": "REAL_TRADE_IMPORT",
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"summary": {"quality_gate": {"passed": False}, "executed_expectancy_r": -0.2},
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},
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]
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),
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journal_repository=_JournalRepo(
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[
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{"model_code": "OSOK", "framework_execution": True, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": True},
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{"model_code": "OSOK", "framework_execution": True, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": True},
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{"model_code": "OSOK", "framework_execution": True, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": True},
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{"model_code": "OSOK", "framework_execution": True, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": True},
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{"model_code": "OSOK", "framework_execution": False, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": True},
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{"model_code": "REAL_TRADE_IMPORT", "framework_execution": False, "out_of_model_trade": True, "risk_violation": True, "real_trade_detected": True},
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]
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),
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)
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payload = service.build_summary(instrument_id=1)
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self.assertIn("OSOK", payload["whitelist"])
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self.assertIn("REAL_TRADE_IMPORT", payload["blacklist"])
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self.assertTrue(payload["models"][0]["score"] >= payload["models"][1]["score"])
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def test_build_model_buckets_creates_observe_bucket_when_samples_are_small(self) -> None:
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buckets = build_model_buckets(
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backtest_runs=[{"model_code": "OSOK", "candidate_model_code": "OSOK", "summary": {"quality_gate": {"passed": True}, "executed_expectancy_r": 0.2}}],
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journal_entries=[{"model_code": "OSOK", "framework_execution": True, "out_of_model_trade": False, "risk_violation": False, "real_trade_detected": False}],
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)
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self.assertEqual(buckets["OSOK"].classification, "observe")
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self.assertIn("sample_size_small", buckets["OSOK"].reasons)
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class _BacktestRepo:
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def __init__(self, rows):
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self.rows = rows
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def fetch_recent_backtest_run_rows(self, instrument_id: int, limit: int = 20):
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return list(self.rows)
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class _JournalRepo:
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def __init__(self, rows):
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self.rows = rows
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def fetch_weekly_journal_entries(self, **kwargs):
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return list(self.rows)
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if __name__ == "__main__":
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unittest.main()
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