refine strategy variant lab

tests/unit/test_backtest_service.py

@@ -118,15 +118,15 @@ def test_assigns_raw_and_residual_percentiles_independently():
     assert by_resid[0.10] == 0.0
 
 
-def test_spy_200_risk_scale_halves_risk_below_sma():
-    base = date(2025, 1, 1)
-    closes = {base + timedelta(days=i): 100.0 for i in range(210)}
-    closes[base + timedelta(days=210)] = 80.0
+def test_strategy_variants_keep_only_current_research_candidates():
+    variants = {cfg["variant"]: cfg for cfg in bt.STRATEGY_VARIANTS}
 
-    scale = bt._spy_200_risk_scale(closes)
-
-    assert scale[(base + timedelta(days=199)).toordinal()] == 1.0
-    assert scale[(base + timedelta(days=210)).toordinal()] == 0.5
+    assert "raw_80_regime_scaled" not in variants
+    assert "residual_80_regime_scaled" not in variants
+    assert "residual_90_fixed10" not in variants
+    assert variants["raw_90_fixed15"]["max_positions"] == 15
+    assert variants["residual_80_fixed20"]["max_positions"] == 20
+    assert all(cfg["risk_scale"] is None for cfg in bt.STRATEGY_VARIANTS)
 
 
 def test_strategy_variant_sims_emit_fixed_variants_without_mutating_qualified(monkeypatch):
@@ -169,7 +169,7 @@ def test_strategy_variant_sims_emit_fixed_variants_without_mutating_qualified(mo
     assert [r["variant"] for r in rows] == [cfg["variant"] for cfg in bt.STRATEGY_VARIANTS]
     assert all(call["exit_policy"] == "hold" for call in calls)
     assert any(call["ranking_key"] == "residual_momentum_percentile" for call in calls)
-    assert any(call["max_positions"] == 15 for call in calls)
+    assert any(call["max_positions"] == 20 for call in calls)
     assert cands[0]["qualified"] is False
 
 
@@ -180,10 +180,12 @@ def test_build_research_recommendation_applies_promotion_rules():
              "max_drawdown_pct": 20.0, "cagr_pct": 30.0},
             {"variant": "residual_80_fixed10", "label": "Residual", "sharpe": 1.35,
              "max_drawdown_pct": 21.0, "cagr_pct": 31.0, "risk_scale": None},
-            {"variant": "raw_80_regime_scaled", "label": "Scaled", "sharpe": 1.1,
-             "max_drawdown_pct": 15.0, "cagr_pct": 27.0},
+            {"variant": "residual_80_fixed20", "label": "Residual 20", "sharpe": 1.40,
+             "max_drawdown_pct": 20.5, "cagr_pct": 32.0, "risk_scale": None},
             {"variant": "raw_90_fixed10", "label": "Cutoff 90", "sharpe": 1.25,
              "max_drawdown_pct": 19.0, "cagr_pct": 28.0},
+            {"variant": "raw_90_fixed15", "label": "Cutoff 90 / 15", "sharpe": 1.30,
+             "max_drawdown_pct": 18.0, "cagr_pct": 29.0},
         ]},
     }
 
@@ -191,8 +193,9 @@ def test_build_research_recommendation_applies_promotion_rules():
     by_topic = {item["topic"]: item for item in rec["items"]}
 
     assert by_topic["residual_momentum"]["candidate"] is True
-    assert by_topic["regime_scaling"]["candidate"] is True
+    assert "Residual 20" in by_topic["residual_momentum"]["text"]
     assert by_topic["cutoff_90"]["candidate"] is True
+    assert "Cutoff 90 / 15" in by_topic["cutoff_90"]["text"]
 
 
 class TestStopFillR: