"""V3c: VioletDecisionEngine — muted-decision gating, cadence suppression, no exec.""" from __future__ import annotations import sys sys.path.insert(0, "/mnt/dolphinng5_predict") import pytest import re from pathlib import Path from prod.clean_arch.violet.cadence import Action, CadenceControlPlane, INSTA_Q_NS, SCAN_Q_NS from prod.clean_arch.violet.decision_engine import ( STABLECOIN_SYMBOLS, ShadowDecision, SizingFactors, VioletDecisionEngine, ) from prod.clean_arch.violet.sizing import VioletSizer LOOKBACK = 5 def _engine(cp=None, **kw): return VioletDecisionEngine(control_plane=cp, lookback=LOOKBACK, **kw) def _warm(engine, n_scans: int = 8): """Feed a short-favorable universe (downtrending) so the selector warms + ranks.""" assets = ["AAAUSDT", "BBBUSDT", "CCCUSDT"] for s in range(n_scans): prices = [100.0 * (1 - 0.002 * s - 0.0005 * i) for i in range(len(assets))] engine.observe({"assets": assets, "asset_prices": prices}, scan_number=s + 1) def test_short_signal_produces_shadow_decision(): e = _engine() _warm(e) d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, vol_ok=True) assert d is None or isinstance(d, ShadowDecision) if d is not None: assert d.side == "SHORT" assert d.target_exposure == pytest.approx(69_000.0 * d.notional_fraction) assert d.actuated is True def test_no_decision_when_vel_div_above_threshold(): e = _engine() _warm(e) # vel_div above entry threshold (-0.02) → no short signal assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=0.05) is None def test_no_decision_when_vol_gate_blocks(): e = _engine() _warm(e) assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=-0.20, vol_ok=False) is None def test_no_decision_before_universe_warm(): e = _engine() e.observe({"assets": ["AAAUSDT"], "asset_prices": [100.0]}, scan_number=1) # 1 bar << lookback assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=-0.20) is None def test_cadence_suppresses_repeat_within_quantum(): cp = CadenceControlPlane() # ENTRY default Q = scan (5s) e = _engine(cp=cp) _warm(e) t0 = 10**12 d1 = e.decide(now_ns=t0, scan_number=10, capital=69_000.0, vel_div=-0.20) # second call 1ms later: within the scan quantum → suppressed (no actuation) d2 = e.decide(now_ns=t0 + 1_000_000, scan_number=11, capital=69_000.0, vel_div=-0.20) if d1 is not None: assert d2 is None assert e.suppressed_by_cadence >= 1 # after a full scan quantum elapses → actuates again d3 = e.decide(now_ns=t0 + SCAN_Q_NS, scan_number=12, capital=69_000.0, vel_div=-0.20) if d1 is not None: assert d3 is not None def test_insta_cadence_actuates_every_call(): cp = CadenceControlPlane() cp.set(Action.ENTRY, q_ns=INSTA_Q_NS) e = _engine(cp=cp) _warm(e) t = 10**12 d1 = e.decide(now_ns=t, scan_number=1, capital=69_000.0, vel_div=-0.20) d2 = e.decide(now_ns=t + 1, scan_number=2, capital=69_000.0, vel_div=-0.20) if d1 is not None: assert d2 is not None # insta → no suppression def test_evaluate_always_ge_actuate_invariant(): e = _engine() _warm(e) t = 10**12 for k in range(5): e.decide(now_ns=t + k * 1_000_000, scan_number=20 + k, capital=69_000.0, vel_div=-0.20) assert e.evaluations >= e.actuations def test_engine_holds_no_venue_or_kernel(): # structural no-execution guarantee: the shadow engine has no venue/kernel/submit. e = _engine() for attr in ("venue", "kernel", "submit", "submit_intent", "execute"): assert not hasattr(e, attr) def test_stablecoin_set_matches_blue_exactly(): # Drift guard: VIOLET's exclusion set MUST equal BLUE's _STABLECOIN_SYMBOLS # (nautilus_event_trader.py), parsed from source (no heavy import). src = Path("/mnt/dolphinng5_predict/prod/nautilus_event_trader.py").read_text() m = re.search(r"_STABLECOIN_SYMBOLS\s*=\s*frozenset\(\{(.*?)\}\)", src, re.DOTALL) assert m is not None blue = set(re.findall(r"'([A-Z0-9]+)'", m.group(1))) assert STABLECOIN_SYMBOLS == blue def test_stablecoin_never_selected(): # Even with a strong short signal, a stablecoin must never be picked (BLUE :3906). e = _engine() assets = ["USDCUSDT", "BBBUSDT", "CCCUSDT"] for s in range(8): # USDC trends down hardest (would rank top by IRP if not excluded) prices = [100.0 * (1 - 0.01 * s), 100.0 * (1 - 0.001 * s), 100.0 * (1 - 0.0005 * s)] e.observe({"assets": assets, "asset_prices": prices}, scan_number=s + 1) assert "USDCUSDT" not in e._history # never accumulated for k in range(3): d = e.decide(now_ns=10**12 + k * SCAN_Q_NS, scan_number=20 + k, capital=69_000.0, vel_div=-0.20) if d is not None: assert d.asset != "USDCUSDT" def test_determinism_same_inputs_same_decision(): e1, e2 = _engine(), _engine() _warm(e1); _warm(e2) d1 = e1.decide(now_ns=10**12, scan_number=5, capital=69_000.0, vel_div=-0.20) d2 = e2.decide(now_ns=10**12, scan_number=5, capital=69_000.0, vel_div=-0.20) assert (d1 is None) == (d2 is None) if d1 is not None: assert d1.model_dump() == d2.model_dump() # ── V3.4: full 5-factor sizing path (SizingFactors → VioletSizer) ────────────── def _full_factors(**kw): base = dict(boost=1.3, beta=0.8, mc_scale=1.0, esof_score=0.3, ob_median_imbalance=0.5, ob_agreement_pct=0.90, dc_status="NONE", posture="APEX") base.update(kw) return SizingFactors(**base) def test_sizing_factors_neutral_defaults(): f = SizingFactors() assert f.boost == 1.0 and f.beta == 0.0 and f.mc_scale == 1.0 assert f.esof_score is None and f.dc_status == "NONE" and f.posture == "APEX" def test_base_path_leaves_breakdown_none(): e = _engine(); _warm(e) d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20) if d is not None: assert d.regime_size_mult is None and d.market_ob_mult is None assert d.base_leverage is None and d.dc_lev_mult is None and d.esof_size_mult is None def test_full_path_populates_breakdown_and_caps(): e = _engine(); _warm(e) d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, factors=_full_factors()) if d is not None: for v in (d.base_leverage, d.dc_lev_mult, d.regime_size_mult, d.market_ob_mult, d.esof_size_mult): assert v is not None assert d.base_leverage <= 8.0 + 1e-9 # VioletSizer base_max=8 assert 0.0 <= d.conviction_leverage <= 9.0 + 1e-9 # capped @ abs_max def test_full_conviction_matches_violet_sizer_directly(): # engine's full conviction == VioletSizer.size() on the same inputs (consistency). e = _engine(); _warm(e) f = _full_factors() d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, factors=f) if d is not None: vs = VioletSizer(base_fraction=0.20, min_leverage=0.5, base_max_leverage=8.0, abs_max_leverage=9.0, vel_div_threshold=-0.02) direct = vs.size(capital=69_000.0, vel_div=-0.20, boost=f.boost, beta=f.beta, mc_scale=f.mc_scale, esof_score=f.esof_score, ob_median_imbalance=f.ob_median_imbalance, ob_agreement_pct=f.ob_agreement_pct, dc_status=f.dc_status, posture=f.posture, trade_direction=-1) assert d.conviction_leverage == direct.decision.conviction_leverage def test_stalker_posture_caps_full_conviction_at_2(): e = _engine(); _warm(e) d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, factors=_full_factors(posture="STALKER")) if d is not None: assert d.conviction_leverage <= 2.0 + 1e-9 def test_full_path_esof_stale_haircuts_below_base(): # esof_score=None -> stale fallback (<1) -> conviction at/below base (min-floored). e = _engine(); _warm(e) d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.025, factors=_full_factors(esof_score=None, boost=1.0, beta=0.0, ob_median_imbalance=None, ob_agreement_pct=None)) if d is not None: assert d.esof_size_mult < 1.0 assert d.conviction_leverage <= d.base_leverage + 1e-9