VIOLET V3.4: integrate full 5-factor VioletSizer into VioletDecisionEngine
Additive (non-breaking): decide(factors=None) keeps the V3a base-only path (existing 11 tests unchanged); decide(factors=SizingFactors(...)) produces BLUE-complete conviction via VioletSizer (base_max=8 + dc/regime(ACB)/ob/esof, capped@9) with the full factor breakdown on ShadowDecision (base_leverage/dc_lev_mult/regime_size_mult/ market_ob_mult/esof_size_mult, None on the base path). SizingFactors value object = the live-plane inputs the launcher will source (V3.4b). 6 new tests incl. consistency vs VioletSizer, STALKER cap, EsoF-stale haircut. 17 pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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@@ -13,8 +13,9 @@ from pathlib import Path
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from prod.clean_arch.violet.cadence import Action, CadenceControlPlane, INSTA_Q_NS, SCAN_Q_NS
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from prod.clean_arch.violet.decision_engine import (
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STABLECOIN_SYMBOLS, ShadowDecision, VioletDecisionEngine,
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STABLECOIN_SYMBOLS, ShadowDecision, SizingFactors, VioletDecisionEngine,
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)
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from prod.clean_arch.violet.sizing import VioletSizer
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LOOKBACK = 5
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@@ -140,3 +141,74 @@ def test_determinism_same_inputs_same_decision():
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assert (d1 is None) == (d2 is None)
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if d1 is not None:
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assert d1.model_dump() == d2.model_dump()
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# ── V3.4: full 5-factor sizing path (SizingFactors → VioletSizer) ──────────────
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def _full_factors(**kw):
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base = dict(boost=1.3, beta=0.8, mc_scale=1.0, esof_score=0.3,
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ob_median_imbalance=0.5, ob_agreement_pct=0.90,
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dc_status="NONE", posture="APEX")
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base.update(kw)
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return SizingFactors(**base)
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def test_sizing_factors_neutral_defaults():
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f = SizingFactors()
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assert f.boost == 1.0 and f.beta == 0.0 and f.mc_scale == 1.0
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assert f.esof_score is None and f.dc_status == "NONE" and f.posture == "APEX"
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def test_base_path_leaves_breakdown_none():
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e = _engine(); _warm(e)
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d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20)
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if d is not None:
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assert d.regime_size_mult is None and d.market_ob_mult is None
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assert d.base_leverage is None and d.dc_lev_mult is None and d.esof_size_mult is None
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def test_full_path_populates_breakdown_and_caps():
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e = _engine(); _warm(e)
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d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20,
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factors=_full_factors())
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if d is not None:
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for v in (d.base_leverage, d.dc_lev_mult, d.regime_size_mult,
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d.market_ob_mult, d.esof_size_mult):
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assert v is not None
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assert d.base_leverage <= 8.0 + 1e-9 # VioletSizer base_max=8
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assert 0.0 <= d.conviction_leverage <= 9.0 + 1e-9 # capped @ abs_max
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def test_full_conviction_matches_violet_sizer_directly():
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# engine's full conviction == VioletSizer.size() on the same inputs (consistency).
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e = _engine(); _warm(e)
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f = _full_factors()
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d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, factors=f)
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if d is not None:
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vs = VioletSizer(base_fraction=0.20, min_leverage=0.5, base_max_leverage=8.0,
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abs_max_leverage=9.0, vel_div_threshold=-0.02)
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direct = vs.size(capital=69_000.0, vel_div=-0.20, boost=f.boost, beta=f.beta,
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mc_scale=f.mc_scale, esof_score=f.esof_score,
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ob_median_imbalance=f.ob_median_imbalance,
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ob_agreement_pct=f.ob_agreement_pct, dc_status=f.dc_status,
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posture=f.posture, trade_direction=-1)
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assert d.conviction_leverage == direct.decision.conviction_leverage
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def test_stalker_posture_caps_full_conviction_at_2():
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e = _engine(); _warm(e)
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d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20,
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factors=_full_factors(posture="STALKER"))
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if d is not None:
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assert d.conviction_leverage <= 2.0 + 1e-9
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def test_full_path_esof_stale_haircuts_below_base():
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# esof_score=None -> stale fallback (<1) -> conviction at/below base (min-floored).
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e = _engine(); _warm(e)
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d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.025,
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factors=_full_factors(esof_score=None, boost=1.0, beta=0.0,
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ob_median_imbalance=None, ob_agreement_pct=None))
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if d is not None:
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assert d.esof_size_mult < 1.0
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assert d.conviction_leverage <= d.base_leverage + 1e-9
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