""" CMA parameter codec — encode/decode roundtrip, bounds, type preservation. """ import pytest from malkhut.training.cma_trainer import CMAParameterCodec from malkhut.state import FulfilmentPolicyParams def _baseline(**kw): d = dict( version="baseline", ucb_c=1.414, max_sims=256, max_depth=3, rollout_depth=3, root_temperature=0.5, min_root_entropy=0.25, quote_offsets_ticks=(0, 1, 2), quote_size_fractions=(0.1, 0.25, 0.5), passive_ttl_ms=200, aggressive_ttl_ms=50, maker_edge_min_bps=0.5, cross_spread_edge_min_bps=5.0, adverse_toxicity_cancel_threshold=0.5, queue_churn_cancel_threshold=0.5, mae_tail_cut_bps=50.0, mfe_giveback_cut_fraction=0.5, max_time_in_loss_s=300.0, failed_recovery_cut_count=3, recovery_velocity_min_bps_per_s=0.0, max_symbol_notional_fraction=0.20, max_single_order_notional_fraction=0.05, reduce_when_global_up_fraction=0.30, session_profit_lock_fraction=0.02, w_expected_pnl=1.0, w_fill_probability=0.5, w_adverse_selection=2.0, w_queue_priority=0.5, w_inventory_risk=1.5, w_tail_loss=5.0, w_fee_quality=0.5, w_time_decay=0.3, w_policy_entropy=0.5, robust_tail_weight=2.0, toxic_counterparty_weight=3.0, low_liquidity_weight=2.0, latency_stress_weight=1.0, ) d.update(kw) return FulfilmentPolicyParams(**d) class TestCodecBounds: def test_bounds_length_matches_specs(self): codec = CMAParameterCodec() lows, highs = codec.bounds() assert len(lows) == len(codec.SPECS) assert len(highs) == len(codec.SPECS) def test_lows_less_than_highs(self): codec = CMAParameterCodec() lows, highs = codec.bounds() for lo, hi in zip(lows, highs): assert lo < hi def test_initial_vector_midpoint(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) lows, highs = codec.bounds() for i, (v, lo, hi) in enumerate(zip(x0, lows, highs)): assert lo <= v <= hi def test_initial_vector_length(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) assert len(x0) == len(codec.SPECS) class TestCodecDecode: def test_decode_returns_fulfilment_policy_params(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) p = codec.decode(x0, "v_test") assert isinstance(p, FulfilmentPolicyParams) def test_version_preserved(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) p = codec.decode(x0, "my_version") assert p.version == "my_version" def test_int_fields_are_integers(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) p = codec.decode(x0, "int_test") assert isinstance(p.max_depth, int) assert isinstance(p.passive_ttl_ms, int) assert isinstance(p.failed_recovery_cut_count, int) def test_float_fields_are_floats(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) p = codec.decode(x0, "float_test") assert isinstance(p.ucb_c, float) assert isinstance(p.mae_tail_cut_bps, float) def test_bounds_clipping_above(self): codec = CMAParameterCodec() highs = [s.high for s in codec.SPECS] x_over = [h + 10.0 for h in highs] p = codec.decode(x_over, "over") lows, highs_b = codec.bounds() for i, spec in enumerate(codec.SPECS): val = getattr(p, spec.name) if spec.kind == "float": assert val <= spec.high + 1e-9 def test_bounds_clipping_below(self): codec = CMAParameterCodec() lows = [s.low for s in codec.SPECS] x_under = [l - 10.0 for l in lows] p = codec.decode(x_under, "under") for i, spec in enumerate(codec.SPECS): val = getattr(p, spec.name) if spec.kind == "float": assert val >= spec.low - 1e-9 def test_decode_idempotent_at_midpoint(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) p1 = codec.decode(x0, "v1") p2 = codec.decode(x0, "v2") assert p1.ucb_c == p2.ucb_c assert p1.max_depth == p2.max_depth def test_different_vectors_different_params(self): codec = CMAParameterCodec() x0 = codec.initial_vector(_baseline()) x1 = list(x0) x1[0] = x0[0] + 0.5 # ucb_c p0 = codec.decode(x0, "a") p1 = codec.decode(x1, "b") assert p0.ucb_c != p1.ucb_c