Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification
First commit of the previously-untracked PINK-on-DITAv2 migration system (execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha Engine algorithmic integrity is preserved). BLUE is untouched. Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope): - Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs. - Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test genuinely exercises its fix. Most important: Flaw 5 now asserts capital moves by EXACTLY realized PnL (was entering/exiting at the same price). - Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/ bridge + 96 runtime/persistence/multi-exit/restart/seams). - GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green. - Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore (excludes Rust target/ build artifacts). LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Codex
231
prod/tests/test_dita_v2_kernel.py
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231
prod/tests/test_dita_v2_kernel.py
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from __future__ import annotations
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from datetime import datetime, timezone
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import unittest
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from prod.clean_arch.dita_v2 import (
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AccountProjection,
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BackendMode,
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ControlUpdate,
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ExecutionKernel,
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InMemoryControlPlane,
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InMemoryZincPlane,
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KernelCommandType,
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KernelControlSnapshot,
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KernelEventKind,
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KernelIntent,
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KernelMode,
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KernelVerbosity,
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MemoryKernelJournal,
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MockVenueAdapter,
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MockVenueScenario,
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TradeSide,
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TradeSlot,
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TradeStage,
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VenueEvent,
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VenueEventStatus,
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)
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def mk_intent(
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*,
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action: KernelCommandType = KernelCommandType.ENTER,
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slot_id: int = 0,
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trade_id: str = "trade-1",
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asset: str = "BTCUSDT",
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side: TradeSide = TradeSide.SHORT,
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target_size: float = 1.0,
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leverage: float = 2.0,
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reference_price: float = 100.0,
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exit_leg_ratios=(1.0,),
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reason: str = "TEST",
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) -> KernelIntent:
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return KernelIntent(
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timestamp=datetime.now(timezone.utc),
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intent_id=f"intent-{trade_id}-{action.value}",
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trade_id=trade_id,
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slot_id=slot_id,
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asset=asset,
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side=side,
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action=action,
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reference_price=reference_price,
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target_size=target_size,
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leverage=leverage,
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exit_leg_ratios=tuple(exit_leg_ratios),
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reason=reason,
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)
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class TestDITAv2ControlPlane(unittest.TestCase):
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def test_control_plane_updates_and_mirrors(self):
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plane = InMemoryControlPlane()
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updated = plane.update(
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ControlUpdate(
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mode=KernelMode.DEBUG,
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verbosity=KernelVerbosity.TRACE,
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backend_mode=BackendMode.BINGX,
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trace_transitions=True,
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)
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)
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self.assertEqual(updated.mode, KernelMode.DEBUG)
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self.assertEqual(updated.verbosity, KernelVerbosity.TRACE)
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self.assertEqual(updated.backend_mode, BackendMode.BINGX)
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self.assertTrue(updated.trace_transitions)
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self.assertEqual(plane.mirror()["mode"], KernelMode.DEBUG.value)
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class TestDITAv2Kernel(unittest.TestCase):
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def test_entry_ack_fill_reaches_position_open(self):
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journal = MemoryKernelJournal()
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zinc = InMemoryZincPlane()
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venue = MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0))
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kernel = ExecutionKernel(
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control_plane=InMemoryControlPlane(
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KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
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),
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venue=venue,
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journal=journal,
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zinc_plane=zinc,
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)
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outcome = kernel.process_intent(mk_intent())
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slot = kernel.slot(0)
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self.assertTrue(outcome.accepted)
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self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
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self.assertFalse(slot.closed)
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self.assertEqual(slot.trade_id, "trade-1")
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self.assertAlmostEqual(slot.size, 1.0, places=6)
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self.assertEqual(len(journal.rows), 3)
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self.assertEqual(len(zinc.intent_region), 1)
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self.assertEqual(zinc.read_control().mode, KernelMode.DEBUG)
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def test_partial_fill_stays_working_then_full_fill_opens_position(self):
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journal = MemoryKernelJournal()
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venue = MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=False, partial_fill_ratio=0.5))
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kernel = ExecutionKernel(
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control_plane=InMemoryControlPlane(
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KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
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),
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venue=venue,
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journal=journal,
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)
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kernel.process_intent(mk_intent())
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slot = kernel.slot(0)
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self.assertEqual(slot.fsm_state, TradeStage.ENTRY_WORKING)
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self.assertAlmostEqual(slot.size, 0.5, places=6)
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full_fill = VenueEvent(
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timestamp=datetime.now(timezone.utc),
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event_id="evt-full",
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trade_id="trade-1",
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slot_id=0,
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kind=KernelEventKind.FULL_FILL,
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status=VenueEventStatus.FILLED,
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venue_order_id=slot.active_entry_order.venue_order_id if slot.active_entry_order else "V-00000001",
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venue_client_id=slot.active_entry_order.venue_client_id if slot.active_entry_order else "trade-1:intent-trade-1-ENTER",
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side=TradeSide.SHORT,
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asset="BTCUSDT",
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price=100.0,
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size=1.0,
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filled_size=1.0,
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remaining_size=0.0,
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)
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kernel.on_venue_event(full_fill)
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self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
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self.assertFalse(slot.closed)
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self.assertAlmostEqual(slot.size, 1.0, places=6)
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def test_two_leg_exit_closes_only_after_final_leg(self):
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kernel = ExecutionKernel(
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control_plane=InMemoryControlPlane(
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KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
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),
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venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
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journal=MemoryKernelJournal(),
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)
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kernel.process_intent(mk_intent())
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slot = kernel.slot(0)
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slot.exit_leg_ratios = (0.5, 0.5)
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first_exit = kernel.process_intent(
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mk_intent(action=KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP1")
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)
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self.assertTrue(first_exit.accepted)
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self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
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self.assertFalse(slot.closed)
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self.assertAlmostEqual(slot.size, 0.5, places=6)
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second_exit = kernel.process_intent(
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mk_intent(action=KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP2")
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)
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self.assertTrue(second_exit.accepted)
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self.assertTrue(slot.closed)
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self.assertEqual(slot.fsm_state, TradeStage.CLOSED)
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self.assertAlmostEqual(slot.size, 0.0, places=6)
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def test_reconcile_sets_stale_state(self):
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kernel = ExecutionKernel(
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control_plane=InMemoryControlPlane(),
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venue=MockVenueAdapter(),
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journal=MemoryKernelJournal(),
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)
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kernel.process_intent(mk_intent())
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slot = kernel.slot(0)
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kernel.process_intent(mk_intent(action=KernelCommandType.RECONCILE))
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self.assertEqual(slot.fsm_state, TradeStage.STALE_STATE_RECONCILING)
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def test_account_projection_aggregates_slots(self):
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projection = AccountProjection()
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slots = [
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TradeSlot(
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slot_id=0,
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trade_id="t1",
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asset="BTCUSDT",
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side=TradeSide.SHORT,
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entry_price=100.0,
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size=1.0,
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initial_size=1.0,
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leverage=2.0,
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fsm_state=TradeStage.POSITION_OPEN,
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metadata={"mark_price": 99.0},
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),
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TradeSlot(
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slot_id=1,
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trade_id="t2",
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asset="ETHUSDT",
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side=TradeSide.LONG,
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entry_price=50.0,
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size=2.0,
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initial_size=2.0,
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leverage=3.0,
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fsm_state=TradeStage.EXIT_WORKING,
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metadata={"mark_price": 55.0},
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),
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]
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projection.observe_slots(slots)
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self.assertEqual(projection.snapshot.open_positions, 2)
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self.assertAlmostEqual(projection.snapshot.open_notional, 209.0, places=6)
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self.assertGreater(projection.snapshot.leverage, 0.0)
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def test_debug_mode_journal_records_transitions(self):
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journal = MemoryKernelJournal()
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kernel = ExecutionKernel(
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control_plane=InMemoryControlPlane(
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KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
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),
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venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
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journal=journal,
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)
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kernel.process_intent(mk_intent())
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self.assertGreaterEqual(len(journal.rows), 2)
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self.assertTrue(all("slot_state" in row for row in journal.rows))
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if __name__ == "__main__":
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unittest.main()
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