"""V3.2: EsoF size-modulation — exact replication of BLUE's SC haircut (profuse).""" from __future__ import annotations import math import sys sys.path.insert(0, "/mnt/dolphinng5_predict") import pytest from hypothesis import given, settings, strategies as st from prod.clean_arch.violet.alpha_wrappers import SizeDecision, VioletBetSizer from prod.clean_arch.violet.modulation import VioletSizeModulation MOD = VioletSizeModulation() G = MOD._gate def _base(vel_div: float = -0.20) -> SizeDecision: return VioletBetSizer(base_fraction=0.20, min_leverage=0.5, max_leverage=9.0).calculate(capital=69_000.0, vel_div=vel_div) # ── band mapping reproduces BLUE exactly (drift-guarded against live constants) ─ def test_band_values_match_blue_constants(): assert MOD.mult_for(0.0) == pytest.approx(G.ESOF_NEUTRAL_CORE_MULT) # neutral core assert MOD.mult_for(-0.5) == pytest.approx(G.ESOF_UNFAVORABLE_CORE_MULT) # deepest cut assert MOD.mult_for(None) == pytest.approx( min(1.0, max(0.0, G.ESOF_STALE_FALLBACK_MULT))) # stale fallback assert MOD.mult_for(0.5) == pytest.approx(1.0) # full size assert MOD.mult_for(-0.15) == pytest.approx(1.0) # mild-neg full def test_mult_equals_wrapped_blue_fn_clamped(): # mult_for == clamp(esof_size_mult_from_score, 0, 1) for a grid of scores. for sc in [0.3, 0.05, 0.0, -0.03, -0.07, -0.2, -0.25, -0.3, -1.0, None]: expect = max(0.0, min(1.0, float(G.esof_size_mult_from_score(sc)))) assert MOD.mult_for(sc) == pytest.approx(expect) # ── haircut-only [0,1] clamp (BLUE :3316) ────────────────────────────────────── @given(score=st.one_of(st.none(), st.floats(min_value=-5.0, max_value=5.0, allow_nan=False, allow_infinity=False))) @settings(max_examples=120, deadline=None) def test_mult_always_in_unit_interval(score): assert 0.0 <= MOD.mult_for(score) <= 1.0 def test_nonfinite_score_is_safe(): for bad in (float("nan"), float("inf"), float("-inf")): assert 0.0 <= MOD.mult_for(bad) <= 1.0 # ── apply: near-1 = no-op; haircut scales with exact rounding (BLUE :3318-3338) ─ def test_near_one_mult_returns_base_unchanged(): base = _base() mod, mult = MOD.apply(base, 0.5) # full-size band -> mult 1.0 assert mult >= 0.999 assert mod is base or mod.conviction_leverage == base.conviction_leverage def test_haircut_scales_with_blue_rounding(): base = _base() # conviction 9.0 mod, mult = MOD.apply(base, 0.0) # neutral core -> mult 0.8 assert mult == pytest.approx(0.8) assert mod.conviction_leverage == round(base.conviction_leverage * mult, 6) assert mod.notional_fraction == round(base.notional_fraction * mult, 12) # haircut ⇒ strictly smaller size assert mod.conviction_leverage < base.conviction_leverage assert mod.notional_fraction < base.notional_fraction def test_apply_preserves_fraction_bucket_signal(): base = _base() mod, _ = MOD.apply(base, -0.5) # deep haircut assert mod.fraction == base.fraction # only size/leverage scale, not fraction assert mod.bucket_idx == base.bucket_idx assert mod.signal_bucket == base.signal_bucket assert isinstance(mod, SizeDecision) # ── property: modulated size never exceeds base (haircut-only) and stays finite ─ @given(vel_div=st.floats(min_value=-0.5, max_value=-0.021, allow_nan=False), score=st.one_of(st.none(), st.floats(min_value=-1.0, max_value=1.0, allow_nan=False))) @settings(max_examples=80, deadline=None) def test_modulated_never_exceeds_base(vel_div, score): base = _base(vel_div) mod, mult = MOD.apply(base, score) assert mod.conviction_leverage <= base.conviction_leverage + 1e-9 assert mod.notional_fraction <= base.notional_fraction + 1e-9 assert math.isfinite(mod.conviction_leverage) and mod.conviction_leverage >= 0.0