Isolate legacy range-grid features

This commit is contained in:
2026-07-13 07:57:52 +02:00
parent 37836f8824
commit f7c2e35e29
7 changed files with 223 additions and 40 deletions
+58 -4
View File
@@ -759,22 +759,76 @@ def test_window_setups_too_short_returns_empty():
def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
monkeypatch.setenv("BACKTEST_SR_VARIANT", "production_control")
assert bt._sr_research_variant() == "production_control"
for variant in (
"production_control",
"legacy_range_grid_touch",
"legacy_range_grid_neutral",
):
monkeypatch.setenv("BACKTEST_SR_VARIANT", variant)
assert bt._sr_research_variant() == variant
monkeypatch.setenv("BACKTEST_SR_VARIANT", "not-a-variant")
with pytest.raises(ValueError, match="Unknown BACKTEST_SR_VARIANT"):
bt._sr_research_variant()
def test_geometry_neutral_strength_is_enforced_after_zone_clustering():
@pytest.mark.parametrize(
("variant", "neutral_strength"),
[
("legacy_range_grid_touch", False),
("legacy_range_grid_neutral", True),
],
)
def test_window_setups_routes_explicit_range_grid(
monkeypatch,
variant,
neutral_strength,
):
captured = {}
def fake_detector(*args, **kwargs):
captured.update(kwargs)
return []
monkeypatch.setenv("BACKTEST_SR_VARIANT", variant)
monkeypatch.setattr(bt, "detect_sr_levels_legacy", fake_detector)
records = [
SimpleNamespace(
date=date(2024, 1, 1) + timedelta(days=i),
open=100.0,
high=101.0,
low=99.0,
close=100.0,
volume=1_000_000,
)
for i in range(bt.MIN_LOOKBACK)
]
assert bt._window_setups(records, {}, {}) == []
assert captured == {
"include_pivots": False,
"neutral_strength": neutral_strength,
"explicit_range_grid": True,
}
@pytest.mark.parametrize(
"variant",
["legacy_geometry_neutral", "legacy_range_grid_neutral"],
)
def test_neutral_strength_is_enforced_after_zone_clustering(variant):
levels = [
SimpleNamespace(strength=100),
SimpleNamespace(strength=75),
]
result = bt._apply_zone_strength_variant(levels, "legacy_geometry_neutral")
result = bt._apply_zone_strength_variant(levels, variant)
assert [level.strength for level in result] == [50, 50]
def test_touch_strength_survives_post_cluster_research_hook():
levels = [SimpleNamespace(strength=82), SimpleNamespace(strength=37)]
result = bt._apply_zone_strength_variant(levels, "legacy_range_grid_touch")
assert [level.strength for level in result] == [82, 37]
def test_backtest_entry_bounds_validate_dates(monkeypatch):
monkeypatch.setenv("BACKTEST_ENTRY_START", "2024-07-01")
monkeypatch.setenv("BACKTEST_ENTRY_END", "2024-12-31")
+64
View File
@@ -6,6 +6,8 @@ from app.services.sr_service import (
MAX_LEVELS,
_bar_respect_weight,
_cap_levels,
_legacy_range_grid_nodes,
_legacy_volume_profile_nodes,
_merge_levels,
_round_number_candidates,
_strength_from_respects,
@@ -267,3 +269,65 @@ class TestDetectSrLevels:
assert pivots and traffic
assert all(level["sources"] == ["pivot_point"] for level in pivots)
assert all(level["sources"] == ["volume_profile"] for level in traffic)
def test_legacy_profile_union_matches_explicit_range_grid(self):
highs, lows, closes, volumes = _make_series(n=500)
deployed = _legacy_volume_profile_nodes(highs, lows, closes, volumes)
explicit = _legacy_range_grid_nodes(highs, lows, closes)
assert sorted(deployed) == explicit
assert len(explicit) == 20
def test_explicit_range_grid_is_volume_independent(self):
highs, lows, closes, volumes = _make_series(n=500)
shifted_volumes = [volume * (i + 1) for i, volume in enumerate(volumes)]
baseline = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
explicit_range_grid=True,
)
shifted = detect_sr_levels_legacy(
highs,
lows,
closes,
shifted_volumes,
include_pivots=False,
explicit_range_grid=True,
)
assert shifted == baseline
def test_explicit_range_grid_neutral_changes_only_strength(self):
highs, lows, closes, volumes = _make_series(n=500)
touch = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
explicit_range_grid=True,
)
neutral = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
neutral_strength=True,
explicit_range_grid=True,
)
touch_by_price = {level["price_level"]: level for level in touch}
neutral_by_price = {level["price_level"]: level for level in neutral}
assert neutral_by_price.keys() == touch_by_price.keys()
for price, neutral_level in neutral_by_price.items():
assert neutral_level["strength"] == 50
assert {
key: value
for key, value in neutral_level.items()
if key != "strength"
} == {
key: value
for key, value in touch_by_price[price].items()
if key != "strength"
}