PINK DITAv2: Hz writes + vol_ok gate + leverage logging + 8 new tests (94/94 green)

This commit is contained in:
Codex
2026-06-03 13:26:36 +02:00
parent 0f2d3f556d
commit 8d85d75ded
6 changed files with 1570 additions and 6 deletions

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@@ -1252,3 +1252,143 @@ class TestW10HttpErrorMapping:
def test_dns_error_is_rate_limited(self):
assert self._status("Name or service not known") == "RATE_LIMITED"
# ============================================================
# PinkHzStateWriter: non-blocking Hz write correctness
# ============================================================
class TestPinkHzStateWriter:
"""PinkHzStateWriter: payload shape, vol_ok gate, and non-blocking guarantees."""
def _make_writer_no_hz(self):
"""Build a PinkHzStateWriter with a mock client that captures writes."""
from prod.clean_arch.dita_v2.hazelcast_projection import PinkHzStateWriter
import unittest.mock as mock
w = object.__new__(PinkHzStateWriter)
w._writes = {} # {(map_attr, key): value}
# Build fake non-blocking IMap proxy
def _make_map(name):
m = mock.MagicMock(name=f"map:{name}")
def _put(key, value):
w._writes[(name, key)] = value
m.put.side_effect = _put
return m
w._state_map = _make_map("DOLPHIN_STATE_PINK")
w._pnl_map = _make_map("DOLPHIN_PNL_PINK")
w._client = mock.MagicMock()
return w
def test_engine_snapshot_writes_two_keys(self):
w = self._make_writer_no_hz()
w.write_engine_snapshot(
{"slot_id": 0, "fsm_state": "IDLE"},
{"capital": 25000.0, "trade_seq": 42},
posture="APEX",
)
assert ("DOLPHIN_STATE_PINK", "engine_snapshot") in w._writes, (
"PinkHzStateWriter must write engine_snapshot key"
)
assert ("DOLPHIN_STATE_PINK", "latest") in w._writes, (
"PinkHzStateWriter must write latest key (BLUE-compatible)"
)
def test_engine_snapshot_has_strategy_pink(self):
import json
w = self._make_writer_no_hz()
w.write_engine_snapshot({"slot_id": 0}, {"capital": 10000.0})
snap = json.loads(w._writes[("DOLPHIN_STATE_PINK", "engine_snapshot")])
assert snap["strategy"] == "pink", "engine_snapshot must identify as pink"
def test_latest_key_has_blue_compatible_fields(self):
import json
w = self._make_writer_no_hz()
w.write_engine_snapshot({"slot_id": 0}, {"capital": 5000.0, "realized_pnl_total": 123.4, "trade_seq": 7})
latest = json.loads(w._writes[("DOLPHIN_STATE_PINK", "latest")])
for field in ("strategy", "capital", "date", "pnl", "trades", "posture", "updated_at"):
assert field in latest, f"BLUE-compatible 'latest' key missing field: {field}"
def test_our_leverage_in_snapshot(self):
import json
w = self._make_writer_no_hz()
w.write_engine_snapshot(
{"slot_id": 0, "size": 0.5, "entry_price": 50000.0},
{"capital": 25000.0},
our_leverage=1.0,
)
snap = json.loads(w._writes[("DOLPHIN_STATE_PINK", "engine_snapshot")])
assert "our_leverage" in snap, "our_leverage (dual-leverage: system layer) must be in Hz snapshot"
def test_daily_pnl_write(self):
import json
w = self._make_writer_no_hz()
w.write_daily_pnl({"realized_pnl_total": 45.6, "capital": 25000.0, "trade_seq": 3})
key = next((k for k in w._writes if k[0] == "DOLPHIN_PNL_PINK"), None)
assert key is not None, "write_daily_pnl must write to DOLPHIN_PNL_PINK"
row = json.loads(w._writes[key])
assert row["pnl"] == 45.6
def test_write_survives_exception(self):
"""Hz write failure must never propagate — observability must not affect trading."""
from prod.clean_arch.dita_v2.hazelcast_projection import _hz_write_no_wait
import unittest.mock as mock
bad_map = mock.MagicMock()
bad_map.put.side_effect = RuntimeError("Hz down")
_hz_write_no_wait(bad_map, "key", "value") # must not raise
# ============================================================
# vol_ok gate in DecisionEngine
# ============================================================
class TestVolOkGate:
"""DecisionEngine must block ENTERs when vol_ok=False in scan_payload."""
def _make_snapshot(self, vol_ok: bool, vdiv: float = -0.03, irp: float = 0.60):
from prod.clean_arch.ports.data_feed import MarketSnapshot
from datetime import datetime, timezone
return MarketSnapshot(
timestamp=datetime.now(timezone.utc),
symbol="BTCUSDT",
price=50000.0,
velocity_divergence=vdiv,
irp_alignment=irp,
scan_payload={"vol_ok": vol_ok, "posture": "APEX"},
)
def _engine(self):
from prod.clean_arch.dita.decision import DecisionEngine, DecisionConfig
cfg = DecisionConfig(
vel_div_threshold=-0.02,
vel_div_extreme=-0.05,
fixed_tp_pct=0.0020,
max_hold_bars=250,
capital_fraction=0.20,
max_leverage=3.0,
allow_short=True,
allow_long=False,
)
return DecisionEngine(cfg)
def _ctx(self, open_positions: int = 0, capital: float = 25000.0):
from prod.clean_arch.dita.contracts import DecisionContext
return DecisionContext(capital=capital, open_positions=open_positions)
def test_vol_ok_false_blocks_enter(self):
eng = self._engine()
snap = self._make_snapshot(vol_ok=False)
decision = eng.decide(snap, self._ctx())
assert decision.action.value in ("HOLD", "NO_ACTION", "SKIP", "VOL_GATE"), (
f"vol_ok=False must block ENTER, got action={decision.action.value!r} reason={getattr(decision, 'reason', '?')!r}"
)
def test_vol_ok_true_allows_enter(self):
eng = self._engine()
snap = self._make_snapshot(vol_ok=True)
decision = eng.decide(snap, self._ctx())
assert decision.action.value not in ("VOL_GATE",), (
"vol_ok=True must not block on vol_ok gate"
)