Tighten qualified signal gate
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This commit is contained in:
2026-07-04 13:51:44 +02:00
parent 23d1db1f30
commit 65335cf1f3
4 changed files with 74 additions and 20 deletions
+11
View File
@@ -2,6 +2,7 @@
from __future__ import annotations
import json
from datetime import date, datetime, timedelta, timezone
import pytest
@@ -127,6 +128,15 @@ def _make_setup(
detected: datetime | None = None,
**kwargs,
) -> TradeSetup:
targets_json = kwargs.pop(
"targets_json",
json.dumps([{
"price": target,
"rr_ratio": rr,
"probability": 50.0,
"is_primary": True,
}]),
)
return TradeSetup(
ticker_id=ticker.id,
direction=direction,
@@ -136,6 +146,7 @@ def _make_setup(
rr_ratio=rr,
composite_score=50.0,
detected_at=detected or datetime(2026, 1, 2, 21, 0, tzinfo=timezone.utc),
targets_json=targets_json,
**kwargs,
)
+33 -6
View File
@@ -4,10 +4,15 @@ from __future__ import annotations
from types import SimpleNamespace
from app.services.qualification import best_target_probability, setup_qualifies
from app.services.qualification import (
best_target_probability,
primary_target_probability,
setup_qualifies,
)
# Default gate: floors only; the momentum selection is off (0). Conviction /
# conflict / target-probability are optional tighteners, off here.
# conflict are optional tighteners, off here. Target probability is always
# required because qualified means the headline target is evidence-backed.
DEFAULT_GATE = {
"min_momentum_percentile": 0.0,
"min_rr": 1.2,
@@ -68,6 +73,15 @@ class TestFloors:
s = _setup(direction="long", target=120.0, stop_loss=95.0, current_price=94.0)
assert setup_qualifies(s, DEFAULT_GATE) is False
def test_missing_target_probability_fails(self):
assert setup_qualifies(_setup(targets=[]), DEFAULT_GATE) is False
def test_non_primary_target_probability_still_passes(self):
assert setup_qualifies(
_setup(targets=[{"probability": 42.0}]),
DEFAULT_GATE,
) is True
class TestMomentumGate:
def test_top_momentum_passes(self):
@@ -76,15 +90,17 @@ class TestMomentumGate:
def test_below_threshold_fails(self):
assert setup_qualifies(_setup(momentum_percentile=50.0), MOMENTUM_GATE) is False
def test_missing_percentile_defers_to_floors(self):
# No percentile attached (e.g. production not yet wired) → the momentum
# gate is skipped and the setup still clears on the floors.
assert setup_qualifies(_setup(), MOMENTUM_GATE) is True
def test_missing_percentile_fails_when_gate_active(self):
# No residual rank means the production momentum edge was not measured.
assert setup_qualifies(_setup(), MOMENTUM_GATE) is False
def test_threshold_zero_disables_gate(self):
# min_momentum_percentile 0 → a low-momentum name still passes.
assert setup_qualifies(_setup(momentum_percentile=10.0), DEFAULT_GATE) is True
def test_threshold_zero_allows_missing_percentile(self):
assert setup_qualifies(_setup(), DEFAULT_GATE) is True
def test_missing_key_defaults_off(self):
legacy = {k: v for k, v in DEFAULT_GATE.items() if k != "min_momentum_percentile"}
assert setup_qualifies(_setup(momentum_percentile=10.0), legacy) is True
@@ -146,3 +162,14 @@ class TestBestTargetProbability:
def test_empty_is_zero(self):
assert best_target_probability(_setup(targets=[])) == 0.0
def test_primary_probability_prefers_starred_target(self):
s = _setup(targets=[
{"probability": 70.0},
{"probability": 45.0, "is_primary": True},
])
assert primary_target_probability(s) == 45.0
def test_primary_probability_falls_back_to_best(self):
s = _setup(targets=[{"probability": 40.0}, {"probability": 72.0}])
assert primary_target_probability(s) == 72.0