Add GTL cohort composition backtest

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}