107 lines
3.6 KiB
Python
107 lines
3.6 KiB
Python
|
import sys
|
||
|
|
import logging
|
||
|
|
import numpy as np
|
||
|
|
from pathlib import Path
|
||
|
|
from decimal import Decimal
|
||
|
|
from datetime import datetime, timezone
|
||
|
|
|
||
|
|
# 1. Environment Setup
|
||
|
|
_PROD_DIR = Path(__file__).resolve().parent
|
||
|
|
_ROOT_DIR = _PROD_DIR.parent
|
||
|
|
_DOLPHIN_DIR = _ROOT_DIR / "nautilus_dolphin"
|
||
|
|
sys.path.insert(0, str(_DOLPHIN_DIR))
|
||
|
|
|
||
|
|
try:
|
||
|
|
from nautilus_trader.model.objects import Money, Currency, Price, Quantity
|
||
|
|
from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
|
||
|
|
from nautilus_dolphin.nautilus.esf_alpha_orchestrator import NDAlphaEngine
|
||
|
|
LOAD_OK = True
|
||
|
|
except ImportError as e:
|
||
|
|
print(f"IMPORT ERROR: {e}")
|
||
|
|
LOAD_OK = False
|
||
|
|
|
||
|
|
def run_integrity_check():
|
||
|
|
if not LOAD_OK: return
|
||
|
|
|
||
|
|
print("=" * 70)
|
||
|
|
print("MONEY INTEGRITY & STRESS TEST HARNESS")
|
||
|
|
print("=" * 70)
|
||
|
|
|
||
|
|
usdt = Currency.from_str("USDT")
|
||
|
|
initial_val = 25000.0
|
||
|
|
|
||
|
|
# -- TEST 1: Type Compliance (Fuzzing) --
|
||
|
|
print("[1] Fuzzing Money Constructor Types...")
|
||
|
|
fuzz_types = [
|
||
|
|
("Float", 25000.0),
|
||
|
|
("String", "25000.0"),
|
||
|
|
("Decimal", Decimal("25000.0")),
|
||
|
|
("Int", 25000),
|
||
|
|
("numpy.float64", np.float64(25000.0)),
|
||
|
|
]
|
||
|
|
|
||
|
|
for label, val in fuzz_types:
|
||
|
|
try:
|
||
|
|
m = Money(val, usdt)
|
||
|
|
# Verify float conversion parity
|
||
|
|
if abs(float(m) - 25000.0) > 1e-9:
|
||
|
|
print(f" [FAIL] {label}: Precision Loss -> {float(m)}")
|
||
|
|
else:
|
||
|
|
print(f" [PASS] {label}")
|
||
|
|
except Exception as e:
|
||
|
|
print(f" [FAIL] {label}: {e}")
|
||
|
|
|
||
|
|
# -- TEST 2: Actor-Engine Coupling (Serialization & Drift) --
|
||
|
|
print("\n[2] Stressing Actor-Engine Capital Transfer...")
|
||
|
|
|
||
|
|
current_cap = Decimal("25000.0")
|
||
|
|
for day in range(1, 101): # Simulated 100 days
|
||
|
|
# Simulate PnL update (mix of Decimal and float)
|
||
|
|
# Random PnL between -500 and +1000
|
||
|
|
pnl_float = (np.random.random() * 1500) - 500
|
||
|
|
pnl_dec = Decimal(str(round(pnl_float, 8)))
|
||
|
|
|
||
|
|
# Current logic in harness:
|
||
|
|
# result['capital'] = getattr(actor.engine, 'capital', initial_capital)
|
||
|
|
# capital = Decimal(str(result['capital']))
|
||
|
|
|
||
|
|
# Test: Can we always re-initialize Money from this drift?
|
||
|
|
try:
|
||
|
|
m_test = Money(str(current_cap), usdt)
|
||
|
|
current_cap += pnl_dec
|
||
|
|
except Exception as e:
|
||
|
|
print(f" [CRIT] Day {day} Money construction failed: {e}")
|
||
|
|
break
|
||
|
|
|
||
|
|
print(f" [PASS] Completed 100-day simulation. Final Cap: {current_cap}")
|
||
|
|
|
||
|
|
# -- TEST 3: NaN/Inf Resilience --
|
||
|
|
print("\n[3] Checking Failure Modes (NaN/Inf)...")
|
||
|
|
bad_vals = [float('nan'), float('inf'), -float('inf')]
|
||
|
|
for bv in bad_vals:
|
||
|
|
try:
|
||
|
|
Money(bv, usdt)
|
||
|
|
print(f" [WARN] Money accepted {bv} (Expected Failure)")
|
||
|
|
except Exception:
|
||
|
|
print(f" [PASS] Money correctly rejected {bv}")
|
||
|
|
|
||
|
|
# -- TEST 4: Engine Numba Integration --
|
||
|
|
print("\n[4] Testing NDAlphaEngine float compliance...")
|
||
|
|
try:
|
||
|
|
# Ensure engine correctly handles a float input from a Decimal source
|
||
|
|
dec_source = Decimal("25000.12345678")
|
||
|
|
engine = NDAlphaEngine(initial_capital=float(dec_source))
|
||
|
|
if engine.capital != 25000.12345678:
|
||
|
|
print(f" [FAIL] engine.capital float precision loss: {engine.capital}")
|
||
|
|
else:
|
||
|
|
print(f" [PASS] NDAlphaEngine matches float64 precision")
|
||
|
|
except Exception as e:
|
||
|
|
print(f" [FAIL] Engine init error: {e}")
|
||
|
|
|
||
|
|
print("\n" + "=" * 70)
|
||
|
|
print("INTEGRITY CHECKS COMPLETE")
|
||
|
|
print("=" * 70)
|
||
|
|
|
||
|
|
if __name__ == "__main__":
|
||
|
|
run_integrity_check()
|