01c19662cb
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
62 lines
2.1 KiB
Python
Executable File
62 lines
2.1 KiB
Python
Executable File
"""Tests for VolatilityRegimeDetector."""
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import pytest
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import numpy as np
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from unittest.mock import Mock
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from nautilus_dolphin.nautilus.volatility_detector import VolatilityRegimeDetector
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class TestVolatilityRegimeDetector:
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def test_insufficient_data_returns_true(self):
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"""Permissive default when insufficient data."""
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detector = VolatilityRegimeDetector(min_history=100)
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assert detector.is_high_regime() == True
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def test_update_calculates_volatility(self):
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"""Test volatility calculation from bars."""
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detector = VolatilityRegimeDetector(lookback_bars=50, min_history=10)
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# Generate synthetic bars with increasing volatility
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for i in range(60):
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bar = Mock()
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bar.close = 100 + np.random.randn() * (1 + i * 0.1)
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detector.update(bar)
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assert detector._current_vol is not None
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assert len(detector._volatility_history) > 0
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def test_high_regime_detection(self):
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"""Test dual-threshold regime detection."""
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detector = VolatilityRegimeDetector(lookback_bars=50, min_history=10)
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# Low volatility period
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for i in range(30):
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bar = Mock()
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bar.close = 100 + np.random.randn() * 0.1
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detector.update(bar)
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# High volatility period
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for i in range(30):
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bar = Mock()
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bar.close = 100 + np.random.randn() * 5.0
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detector.update(bar)
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# Should detect high regime
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assert detector.is_high_regime() == True
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def test_regime_info(self):
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"""Test regime info dict."""
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detector = VolatilityRegimeDetector(lookback_bars=50, min_history=10)
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for i in range(60):
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bar = Mock()
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bar.close = 100 + np.random.randn()
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detector.update(bar)
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info = detector.get_regime_info()
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assert 'status' in info
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assert 'current_vol' in info
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assert 'p50' in info
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assert 'p75' in info
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