Add GTL cohort composition backtest

tests/unit/test_backtest_service.py

@@ -805,6 +805,7 @@ def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
         "production_structural_overlay",
         "explicit_target_ladder",
         "gtl_tuning",
+        "gtl_confirmation",
     ):
         monkeypatch.setenv("BACKTEST_SR_VARIANT", variant)
         assert bt._sr_research_variant() == variant
@@ -864,6 +865,7 @@ def test_residual_arms_change_only_the_primary_rr_floor():
         activation,
     ) == 1.5
     assert bt._primary_min_rr_for_variant("gtl_tuning", activation) == 1.5
+    assert bt._primary_min_rr_for_variant("gtl_confirmation", activation) == 1.5
 
 
 def test_gtl_research_config_parses_and_rejects_unknown_fields():
@@ -883,6 +885,29 @@ def test_gtl_research_config_parses_and_rejects_unknown_fields():
         bt._parse_gtl_research_config("{")
 
 
+def test_gtl_confirmation_config_parses_and_validates_composition():
+    config = bt._parse_gtl_confirmation_config(json.dumps({
+        "name": "touch_strength_intersection",
+        "mode": "intersection",
+        "confirmations": [
+            {"name": "touch", "touch_tolerance": 0.0025},
+            {"name": "strength", "strength_scale": 1000.0},
+        ],
+    }))
+    assert config.name == "touch_strength_intersection"
+    assert config.mode == "intersection"
+    assert len(config.confirmations) == 2
+    assert config.confirmations[0].touch_tolerance == 0.0025
+    assert config.confirmations[1].strength_scale == 1000.0
+
+    with pytest.raises(ValueError, match="exactly one tuned variant"):
+        bt._parse_gtl_confirmation_config(json.dumps({
+            "name": "invalid_union",
+            "mode": "union",
+            "confirmations": [],
+        }))
+
+
 def test_structural_overlay_tags_production_geometry_without_replacing_it(monkeypatch):
     production = {
         "direction": "long",
@@ -1031,6 +1056,77 @@ def test_window_setups_routes_gtl_tuning_config(monkeypatch):
     assert captured["config"].grid_bins == 12
 
 
+def test_gtl_confirmation_intersection_keeps_control_geometry(monkeypatch):
+    production = [{
+        "direction": "long",
+        "target": 111.0,
+        "rr": 2.2,
+        "meets_core": True,
+        "sr_variant": bt.EXPLICIT_TARGET_LADDER_VARIANT,
+    }]
+
+    def fake_window_setups(*args, sr_variant=None, gtl_research_config=None, **kwargs):
+        if sr_variant == bt.EXPLICIT_TARGET_LADDER_VARIANT:
+            return production
+        assert sr_variant == bt.GTL_TUNING_VARIANT
+        return [{
+            "direction": "long",
+            "target": 115.0,
+            "rr": 3.0,
+            "meets_core": gtl_research_config.name == "pass",
+        }]
+
+    monkeypatch.setattr(bt, "_window_setups", fake_window_setups)
+    research = bt.GTLConfirmationConfig(
+        name="two_filters",
+        mode="intersection",
+        confirmations=(
+            bt.GTLResearchConfig(name="pass"),
+            bt.GTLResearchConfig(name="fail"),
+        ),
+    )
+    rows = bt._gtl_confirmation_window_setups(
+        [], {}, {}, confirmation_config=research
+    )
+
+    assert len(rows) == 1
+    assert rows[0]["target"] == 111.0
+    assert rows[0]["rr"] == 2.2
+    assert rows[0]["meets_core"] is False
+    assert rows[0]["gtl_confirmation_passes"] == [True, False]
+    assert production[0]["meets_core"] is True
+
+
+def test_gtl_confirmation_union_uses_tuned_geometry_only_for_addition(monkeypatch):
+    production = [
+        {"direction": "long", "target": 111.0, "meets_core": False},
+        {"direction": "short", "target": 90.0, "meets_core": True},
+    ]
+    tuned = [
+        {"direction": "long", "target": 115.0, "meets_core": True},
+        {"direction": "short", "target": 85.0, "meets_core": False},
+    ]
+
+    def fake_window_setups(*args, sr_variant=None, **kwargs):
+        return production if sr_variant == bt.EXPLICIT_TARGET_LADDER_VARIANT else tuned
+
+    monkeypatch.setattr(bt, "_window_setups", fake_window_setups)
+    research = bt.GTLConfirmationConfig(
+        name="strength_union",
+        mode="union",
+        confirmations=(bt.GTLResearchConfig(name="strength"),),
+    )
+    rows = bt._gtl_confirmation_window_setups(
+        [], {}, {}, confirmation_config=research
+    )
+    by_direction = {row["direction"]: row for row in rows}
+
+    assert by_direction["long"]["target"] == 115.0
+    assert by_direction["long"]["gtl_confirmation_source"] == "tuned_addition"
+    assert by_direction["short"]["target"] == 90.0
+    assert by_direction["short"]["gtl_confirmation_source"] == "control"
+
+
 @pytest.mark.parametrize(
     "variant",
     ["legacy_geometry_neutral", "legacy_range_grid_neutral"],

tests/unit/test_gtl_confirmation_matrix.py

@@ -0,0 +1,39 @@
+"""Tests for the evidence-selected GTL composition matrix."""
+
+from __future__ import annotations
+
+from scripts import run_gtl_confirmation_matrix as matrix
+
+
+def test_confirmation_matrix_is_pre_registered_and_well_formed():
+    assert len(matrix.GTL_CONFIRMATION_ARMS) == 13
+    assert matrix.GTL_CONFIRMATION_ARMS[0]["name"] == "control"
+    names = [arm["name"] for arm in matrix.GTL_CONFIRMATION_ARMS]
+    assert len(names) == len(set(names))
+
+    for arm in matrix.GTL_CONFIRMATION_ARMS:
+        config = matrix._config(arm)
+        assert config["mode"] in {"intersection", "union"}
+        if config["mode"] == "union":
+            assert len(config["confirmations"]) == 1
+        for confirmation in config["confirmations"]:
+            assert confirmation["name"] in {
+                "touch_0_25pct",
+                "strength_1000",
+                "merge_0_25pct",
+                "pivots_none",
+            }
+
+
+def test_signature_uses_only_control_parity_fields():
+    arm = {
+        "candidates": 100,
+        "qualified": 10,
+        "qualified_net_avg_r": 0.2,
+        "qualified_net_avg_r_ex_top5": 0.05,
+        "full_book": {"sharpe": 2.0},
+        "holdout": {"train": {"sharpe": 1.0}},
+        "unrelated": "ignored",
+    }
+    assert "unrelated" not in matrix._signature(arm)
+    assert matrix._signature(arm)["full_book"] == {"sharpe": 2.0}