DOLPHIN/prod/test_gold_fork.py

"""
test_gold_fork.py — Definitive D_LIQ_GOLD replication test on agent-forked code.

Tests the D_LIQ_GOLD engine using the PROVEN run_backtest() path from exp_shared_AGENT_fork.py
(exact copy of agent-modified exp_shared.py).

Gold target: ROI=181.81%, DD=17.65%, Calmar=10.30, T=2155
Tolerance:   ROI ±2pp, Trades ±5

Specific agent claims verified here:
  A. Orchestrator ceiling_lev 6→10 (set_esoteric_hazard_multiplier)
  B. MC red: proportional 0.80x vs hard 5.0x cap
  C. exp_shared rolling vol_p60 vs static
  D. float32 casting, lazy OB loading

RUNS ON: exp_shared_AGENT_fork.py (do not touch production exp_shared.py)
"""
import sys, time
from pathlib import Path

ROOT = Path(r"C:\Users\Lenovo\Documents\- DOLPHIN NG HD HCM TSF Predict")
sys.path.insert(0, str(ROOT / 'nautilus_dolphin'))

# ── Import the FORKED exp_shared (not the live one) ───────────────────────────
import importlib.util, types

def load_fork(fork_path: Path, module_name: str):
    spec = importlib.util.spec_from_file_location(module_name, fork_path)
    mod  = importlib.util.module_from_spec(spec)
    sys.modules[module_name] = mod
    spec.loader.exec_module(mod)
    return mod

print("Loading forked exp_shared...")
exp = load_fork(
    ROOT / 'nautilus_dolphin' / 'dvae' / 'exp_shared_AGENT_fork.py',
    'exp_shared_fork'
)

from nautilus_dolphin.nautilus.proxy_boost_engine import create_d_liq_engine, LiquidationGuardEngine

GOLD_ROI    = 181.81
GOLD_TRADES = 2155
GOLD_DD     = 17.65
GOLD_CALMAR = 10.30
TOL_ROI     = 2.0    # ±2pp
TOL_TRADES  = 5      # ±5

def run_test(label: str, factory, extra_kwargs=None):
    print(f"\n{'='*60}")
    print(f"  TEST: {label}")
    print(f"{'='*60}")
    t0 = time.time()
    result = exp.run_backtest(factory, label, extra_kwargs=extra_kwargs)
    elapsed = time.time() - t0

    roi    = result['roi']
    trades = result['trades']
    dd     = result['dd']
    calmar = result.get('calmar', 0.0)

    roi_ok    = abs(roi - GOLD_ROI) <= TOL_ROI
    trade_ok  = abs(trades - GOLD_TRADES) <= TOL_TRADES

    print(f"\n  ROI:    {roi:+.2f}%  (gold={GOLD_ROI:.2f}%  diff={roi-GOLD_ROI:+.2f}pp)  {'✓' if roi_ok else '✗'}")
    print(f"  Trades: {trades}     (gold={GOLD_TRADES}  diff={trades-GOLD_TRADES:+d})  {'✓' if trade_ok else '✗'}")
    print(f"  DD:     {dd:.2f}%   (gold={GOLD_DD:.2f}%)")
    print(f"  Calmar: {calmar:.2f}   (gold={GOLD_CALMAR:.2f})")
    print(f"  Time:   {elapsed:.0f}s")

    passed = roi_ok and trade_ok
    print(f"\n  VERDICT: {'PASS ✓' if passed else 'FAIL ✗'}")
    return {'label': label, 'roi': roi, 'trades': trades, 'dd': dd,
            'calmar': calmar, 'elapsed': elapsed, 'pass': passed}


if __name__ == '__main__':
    print("\n" + "="*60)
    print("  D_LIQ_GOLD REPLICATION — AGENT FORK TEST")
    print(f"  Using: exp_shared_AGENT_fork.py")
    print(f"  Gold:  ROI={GOLD_ROI}%  T={GOLD_TRADES}  DD={GOLD_DD}%  Calmar={GOLD_CALMAR}")
    print("="*60)

    print("\nWarming up JIT...")
    exp.ensure_jit()
    print("  JIT ready.")

    results = []

    # Test 1: D_LIQ_GOLD — perfect maker (closest to gold certification)
    results.append(run_test(
        "D_LIQ_GOLD perfect-maker (fork)",
        lambda kw: create_d_liq_engine(**kw),
        extra_kwargs={
            'sp_maker_entry_rate': 1.0,
            'sp_maker_exit_rate':  1.0,
            'use_sp_slippage':     False,
        }
    ))

    # Test 2: D_LIQ_GOLD stochastic (production mode, 0.62 fill)
    results.append(run_test(
        "D_LIQ_GOLD stochastic 0.62 (fork)",
        lambda kw: create_d_liq_engine(**kw),
    ))

    # ── Summary ────────────────────────────────────────────────────────────────
    print(f"\n{'='*60}")
    print("  FORK TEST SUMMARY")
    print(f"{'='*60}")
    n_pass = sum(1 for r in results if r['pass'])
    for r in results:
        status = 'PASS ✓' if r['pass'] else 'FAIL ✗'
        print(f"  {status}  {r['label']:<40}  ROI={r['roi']:+.2f}%  T={r['trades']}  Calmar={r['calmar']:.2f}")
    print(f"\n  {n_pass}/{len(results)} tests passed")

    if n_pass == len(results):
        print("\n  ✓ AGENT CHANGES VERIFIED — D_LIQ_GOLD REPLICATES ON FORK")
    else:
        print("\n  ✗ REPLICATION FAILURE — agent changes compromise gold standard")