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