Add single-command GTL tuning matrix

tests/unit/test_gtl_tuning_matrix.py

@@ -0,0 +1,50 @@
+"""Tests for the single-command GTL research matrix."""
+
+from __future__ import annotations
+
+from scripts import run_gtl_tuning_matrix as matrix
+
+
+def test_matrix_is_single_variable_and_has_unique_names():
+    assert len(matrix.GTL_TUNING_ARMS) == 20
+    assert matrix.GTL_TUNING_ARMS[0]["name"] == "control"
+    names = [arm["name"] for arm in matrix.GTL_TUNING_ARMS]
+    assert len(names) == len(set(names))
+
+    for arm in matrix.GTL_TUNING_ARMS[1:]:
+        config = matrix._arm_config(arm)
+        changed = [
+            key
+            for key, value in matrix.BASE_CONFIG.items()
+            if config[key] != value
+        ]
+        assert len(changed) == 1, arm["name"]
+
+
+def _compact_result(*, sharpe: float, drawdown: float, trades: int, robust_r: float) -> dict:
+    return {
+        "full_book": {
+            "sharpe": sharpe,
+            "max_drawdown_pct": drawdown,
+            "trades": trades,
+        },
+        "holdout": {
+            "train": {"sharpe": sharpe},
+            "test": {"sharpe": sharpe},
+        },
+        "qualified_net_avg_r_ex_top5": robust_r,
+    }
+
+
+def test_screen_requires_every_pre_registered_guardrail():
+    control = _compact_result(sharpe=2.0, drawdown=20.0, trades=100, robust_r=0.1)
+    passing = _compact_result(sharpe=2.1, drawdown=19.0, trades=90, robust_r=0.05)
+    failing = _compact_result(sharpe=2.1, drawdown=19.0, trades=79, robust_r=0.05)
+
+    passed = matrix._screen_arm(passing, control)
+    failed = matrix._screen_arm(failing, control)
+
+    assert passed["advances"] is True
+    assert passed["passed"] == passed["total"] == 6
+    assert failed["advances"] is False
+    assert failed["checks"]["retains_80pct_trades"] is False