Add S/R v2 research and validation harness

This commit is contained in:
2026-07-12 21:15:18 +02:00
parent 57ac1d2cdd
commit 19b81c169d
19 changed files with 1575 additions and 117 deletions
+17
View File
@@ -730,6 +730,23 @@ def test_window_setups_too_short_returns_empty():
assert bt._window_setups([], {}, {}) == []
def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
monkeypatch.setenv("BACKTEST_SR_VARIANT", "production_control")
assert bt._sr_research_variant() == "production_control"
monkeypatch.setenv("BACKTEST_SR_VARIANT", "not-a-variant")
with pytest.raises(ValueError, match="Unknown BACKTEST_SR_VARIANT"):
bt._sr_research_variant()
def test_backtest_entry_bounds_validate_dates(monkeypatch):
monkeypatch.setenv("BACKTEST_ENTRY_START", "2024-07-01")
monkeypatch.setenv("BACKTEST_ENTRY_END", "2024-12-31")
assert bt._backtest_entry_bounds() == (date(2024, 7, 1), date(2024, 12, 31))
monkeypatch.setenv("BACKTEST_ENTRY_START", "2025-01-01")
with pytest.raises(ValueError, match="on or before"):
bt._backtest_entry_bounds()
def test_replay_ticker_candidates_carry_gate_fields():
"""The ablation recomputes floors from candidate fields — a candidate missing
action/risk_level silently zeroes the ablation rows (July 2026 regression)."""