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siloqy/prod/clean_arch/violet/test_violet_shadow_journal.py

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"""V3e: shadow-decision journal — DDL-shape parity, sink emission, reject-at-source."""
from __future__ import annotations
import re
import sys
from pathlib import Path
from types import SimpleNamespace
sys.path.insert(0, "/mnt/dolphinng5_predict")
from prod.clean_arch.violet.decision_engine import ShadowDecision
from prod.clean_arch.violet.shadow_journal import DecisionRow, TABLE, VioletDecisionJournal
DDL = Path("/mnt/dolphinng5_predict/prod/clickhouse/violet/22_violet_decisions.sql")
def _ddl_columns() -> set:
body = DDL.read_text()
inner = body[body.index("("): body.rindex(")")]
return set(re.findall(r"`(\w+)`", inner))
def _decision(**over):
base = dict(
ts_ns=10**12, scan_number=7, asset="BTCUSDT", side="SHORT", vel_div=-0.2,
fraction=0.2, conviction_leverage=9.0, notional_fraction=1.8,
target_exposure=124200.0, ars_score=1.48, bucket_idx=1, actuated=True,
)
base.update(over)
return ShadowDecision(**base)
def test_decisionrow_fields_equal_ddl_columns():
assert set(DecisionRow.model_fields.keys()) == _ddl_columns()
def test_journal_emits_validated_row_to_sink():
captured = []
j = VioletDecisionJournal(sink=lambda t, r: captured.append((t, r)), session_id="sess1")
ok = j.journal(_decision(), mono_ns=999)
assert ok and j.rows_emitted == 1
table, row = captured[0]
assert table == TABLE
assert set(row.keys()) == _ddl_columns()
assert row["asset"] == "BTCUSDT" and row["actuated"] == 1
assert row["session_id"] == "sess1" and row["mono_ns"] == 999
def test_reject_at_source_on_malformed_decision():
captured = []
j = VioletDecisionJournal(sink=lambda t, r: captured.append(r), session_id="s")
# duck-typed bad decision: non-finite vel_div must be rejected before the sink.
bad = SimpleNamespace(
scan_number=1, asset="BTCUSDT", side="SHORT", vel_div=float("nan"),
fraction=0.2, conviction_leverage=9.0, notional_fraction=1.8,
target_exposure=1.0, ars_score=1.0, bucket_idx=1, actuated=True,
)
ok = j.journal(bad, mono_ns=1)
assert ok is False
assert j.rows_rejected == 1 and j.rows_emitted == 0
assert captured == [] # nothing reached the spool
def test_negative_exposure_rejected():
j = VioletDecisionJournal(sink=lambda t, r: None, session_id="s")
bad = SimpleNamespace(
scan_number=1, asset="BTCUSDT", side="SHORT", vel_div=-0.2,
fraction=0.2, conviction_leverage=9.0, notional_fraction=1.8,
target_exposure=-5.0, ars_score=1.0, bucket_idx=1, actuated=True,
)
assert j.journal(bad, mono_ns=1) is False
assert j.rows_rejected == 1
_BREAKDOWN_COLS = (
"base_leverage", "dc_lev_mult", "regime_size_mult",
"market_ob_mult", "esof_size_mult",
)
def test_full_factor_breakdown_round_trips_into_row():
captured = []
j = VioletDecisionJournal(sink=lambda t, r: captured.append(r), session_id="s")
dec = _decision(
base_leverage=4.0, dc_lev_mult=1.5, regime_size_mult=1.2,
market_ob_mult=1.4, esof_size_mult=0.95,
)
assert j.journal(dec, mono_ns=1) and j.rows_emitted == 1
row = captured[0]
assert set(row.keys()) == _ddl_columns() # parity holds with new columns
assert row["base_leverage"] == 4.0 and row["dc_lev_mult"] == 1.5
assert row["regime_size_mult"] == 1.2 and row["market_ob_mult"] == 1.4
assert row["esof_size_mult"] == 0.95
def test_base_only_path_leaves_breakdown_null():
captured = []
j = VioletDecisionJournal(sink=lambda t, r: captured.append(r), session_id="s")
assert j.journal(_decision(), mono_ns=1) # no breakdown supplied
row = captured[0]
assert all(row[c] is None for c in _BREAKDOWN_COLS)
def test_negative_breakdown_multiplier_rejected_at_source():
j = VioletDecisionJournal(sink=lambda t, r: None, session_id="s")
# ShadowDecision itself guards ge=0.0, so build a duck-typed decision that
# smuggles a negative multiplier past the engine to prove the row guard catches it.
bad = SimpleNamespace(
scan_number=1, asset="BTCUSDT", side="SHORT", vel_div=-0.2,
fraction=0.2, conviction_leverage=9.0, notional_fraction=1.8,
target_exposure=1.0, ars_score=1.0, bucket_idx=1, actuated=True,
base_leverage=4.0, dc_lev_mult=-0.5, regime_size_mult=1.0,
market_ob_mult=1.0, esof_size_mult=1.0,
)
assert j.journal(bad, mono_ns=1) is False
assert j.rows_rejected == 1