malkhut(tests): 1140 test functions across 46 test files
CWM (103): core mechanics, exhaustive edge cases, numba, exchange mechanics Replay (118): exhaustive verification, microstructure, trajectory Training (190): asset classification, phase0 extensive, pipeline, exhaustive DSL (102): v2 syntax, expanded, new features ASEx (33): validate-before-mutate, single-writer Planner (48): MCTS, alternatives, hooks Counterparties (19): 9 adversarial agent policies Clock (30): event-driven reactor BingX (28): venue adapter IPC (8): Zinc SHM Storage (9): ClickHouse Risk (4): hard invariants State (17): frozen dataclass invariants Integration: E2E, concurrency, sync/async seams, hypothesis, fuzz, adversarial
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MALKHUT/malkhut/tests/test_replay_verify.py
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MALKHUT/malkhut/tests/test_replay_verify.py
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"""
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Replay verification — determinism, mismatch detection, binary search.
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"""
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import pytest
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from malkhut.state import (
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AccountState, MarketWorldState, Mode, OrderBookState, PriceLevel, VenueRules,
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)
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from malkhut.cwm.core import MinimalCryptoLOBCWM
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from malkhut.cwm.replay_verify import ReplayVerifier, ReplayStep
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from malkhut.actions import ActionKind, FulfilmentAction
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def _venue():
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return VenueRules(
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exchange="bingx", symbol="BTCUSDT", tick_size=0.1, lot_size=0.001,
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min_qty=0.001, min_notional=5.0, maker_fee_bps=-0.2, taker_fee_bps=0.5,
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post_only_supported=True, reduce_only_supported=True,
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max_orders_per_second=100, max_cancels_per_minute=120,
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)
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def _state(ts=1_000_000_000):
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return MarketWorldState(
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ts_ns=ts, mode=Mode.REPLAY_NO_IMPACT, venue=_venue(),
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book=OrderBookState(ts_ns=ts, symbol="BTCUSDT",
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bids=(PriceLevel(50000.0, 1.0),),
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asks=(PriceLevel(50001.0, 1.0),)),
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account=AccountState(ts_ns=ts, equity=10000.0, wallet_balance=10000.0,
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available_balance=10000.0, margin_used=0.0, total_notional=0.0),
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)
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def _noop():
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return FulfilmentAction(ActionKind.NOOP, None, None, 0, 0.0, 0)
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class TestReplayVerifyDeterministic:
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def test_perfect_replay_passes(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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s2 = cwm.transition(s1, (a,))
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replay = [
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ReplayStep(s0, (a,), s1),
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ReplayStep(s1, (a,), s2),
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]
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result = verifier.verify(cwm, replay)
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assert result.passed
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assert len(result.mismatches) == 0
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def test_mismatch_detected(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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# Tamper with ground truth
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bad_s1 = MarketWorldState(
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ts_ns=s1.ts_ns + 999, mode=s1.mode, venue=s1.venue,
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book=s1.book, account=s1.account,
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)
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replay = [ReplayStep(s0, (a,), bad_s1)]
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result = verifier.verify(cwm, replay)
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assert not result.passed
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assert len(result.mismatches) > 0
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def test_mismatch_at_correct_index(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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s2 = cwm.transition(s1, (a,))
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s3 = cwm.transition(s2, (a,))
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# First step correct, second tampered
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bad_s2 = MarketWorldState(
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ts_ns=s2.ts_ns + 999, mode=s2.mode, venue=s2.venue,
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book=s2.book, account=s2.account,
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)
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replay = [
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ReplayStep(s0, (a,), s1),
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ReplayStep(s1, (a,), bad_s2),
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ReplayStep(s2, (a,), s3),
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]
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result = verifier.verify(cwm, replay)
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assert not result.passed
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assert result.mismatches[0].index == 1
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def test_empty_replay_passes(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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result = verifier.verify(cwm, [])
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assert result.passed
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class TestReplayVerifyDeterminismCheck:
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def test_same_replay_twice_same_result(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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replay = [ReplayStep(s0, (a,), s1)]
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r1 = verifier.verify(cwm, replay)
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r2 = verifier.verify(cwm, replay)
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assert r1.passed == r2.passed
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def test_determinism_verification_passes_for_cwm(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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replay = [ReplayStep(s0, (a,), s1)]
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result = verifier.verify_determinism(cwm, replay)
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assert result.passed
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class TestReplayBisect:
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def test_bisect_returns_first_mismatch(self):
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cwm = MinimalCryptoLOBCWM()
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verifier = ReplayVerifier()
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s0 = _state()
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a = _noop()
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s1 = cwm.transition(s0, (a,))
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from malkhut.cwm.replay_verify import ReplayMismatch
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replay = [ReplayStep(s0, (a,), s1)]
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result = verifier.verify(cwm, replay)
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assert result.passed
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# Bisect on clean replay returns None
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mismatch = verifier.bisect(cwm, replay)
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assert mismatch is None
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