feat: add split-safe fundamentals research protocol

tests/unit/test_fundamentals_research.py

@@ -51,6 +51,45 @@ def test_composites_use_equal_subgroup_weighting():
     assert scores["3"]["balanced"] == 50.0
 
 
+def test_split_safe_composites_ignore_eps_and_share_count():
+    def features(unsafe_multiplier: int):
+        return {
+            str(index): {
+                "operating_margin": index,
+                "fcf_margin": index,
+                "net_debt_to_ebitda": 6 - index,
+                "revenue_growth_yoy": index,
+                "eps_growth_yoy": unsafe_multiplier * (6 - index),
+                "share_count_change_yoy": unsafe_multiplier * index,
+            }
+            for index in range(1, 6)
+        }
+
+    baseline = research.cross_section_scores(features(1), split_safe=True)
+    distorted = research.cross_section_scores(features(1_000_000), split_safe=True)
+
+    assert distorted == baseline
+    assert baseline["5"]["quality"] == 100.0
+    assert baseline["5"]["growth"] == 100.0
+    assert baseline["5"]["balanced"] == 100.0
+    assert "eps_growth_yoy" not in baseline["5"]
+    assert "share_count_change_yoy" not in baseline["5"]
+
+
+def test_split_safe_quality_still_requires_two_comparable_inputs():
+    features = {
+        str(index): {
+            "operating_margin": index,
+            "revenue_growth_yoy": index,
+        }
+        for index in range(1, 6)
+    }
+    scores = research.cross_section_scores(features, split_safe=True)
+    assert all(row["quality"] is None for row in scores.values())
+    assert scores["5"]["growth"] == 100.0
+    assert scores["5"]["balanced"] is None
+
+
 def test_overlay_uses_neutral_missing_score_and_validates_weight():
     assert research.overlay_rank(90, None, 0.2) == 82.0
     assert research.overlay_rank(90, 100, 0.2) == 92.0

tests/unit/test_fundamentals_research_runner.py

@@ -29,6 +29,27 @@ def test_arm_matrix_is_bounded_and_pre_registered():
     }
 
 
+def test_split_safe_matrix_is_smaller_and_trial_corrected():
+    assert runner.SPLIT_SAFE_N_TRIALS == 10
+    assert runner.SPLIT_SAFE_ARMS[0]["id"] == "control_w00"
+    assert {arm["weight"] for arm in runner.SPLIT_SAFE_ARMS[1:]} == {
+        0.05,
+        0.10,
+        0.15,
+    }
+    assert {arm["composite"] for arm in runner.SPLIT_SAFE_ARMS[1:]} == {
+        "quality",
+        "growth",
+        "balanced",
+    }
+
+
+def test_split_safe_output_has_a_distinct_name():
+    assert runner._default_out(runner.SPLIT_SAFE_PROTOCOL).name.startswith(
+        "fundamentals-splitsafe-"
+    )
+
+
 def test_development_grade_does_not_read_test_window():
     control = {
         "windows": [