8c89396987
Fixes nonsensical "Conservative @ 90%" on far targets (AJG: +39% target labelled Conservative/90%). - Probability = chance of touching the level within the outcome horizon under a driftless random walk: 2*(1 - Phi(d / (ATR*sqrt(T)))), T=30d to match the outcome evaluator. Distance (in ATR) dominates; strength and alignment modulate modestly. Far targets are now correctly low-prob. - Classification derived from that probability (>=60 Conservative, 40-60 Moderate, <40 Aggressive) instead of distance-rank. - Combined with the most-likely-worthwhile primary pick, the nearest strong resistance becomes the Conservative primary; far levels demote to low-probability stretch targets. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
203 lines
6.7 KiB
Python
203 lines
6.7 KiB
Python
from __future__ import annotations
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from dataclasses import dataclass
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from app.services.recommendation_service import (
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_build_reasoning,
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_choose_recommended_action,
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_select_primary_target,
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direction_analyzer,
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probability_estimator,
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signal_conflict_detector,
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target_generator,
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)
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_DEFAULT_CFG = {
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"recommendation_high_confidence_threshold": 70.0,
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"recommendation_moderate_confidence_threshold": 50.0,
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"recommendation_confidence_diff_threshold": 20.0,
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}
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@dataclass
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class _SRLevelStub:
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id: int
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price_level: float
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type: str
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strength: int
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def test_high_confidence_long_example():
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dimension_scores = {
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"technical": 75.0,
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"momentum": 68.0,
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"fundamental": 55.0,
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}
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confidence = direction_analyzer.calculate_confidence(
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direction="long",
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dimension_scores=dimension_scores,
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sentiment_classification="bullish",
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conflicts=[],
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)
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assert confidence > 70.0
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def test_high_confidence_short_example():
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dimension_scores = {
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"technical": 30.0,
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"momentum": 35.0,
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"fundamental": 45.0,
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}
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confidence = direction_analyzer.calculate_confidence(
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direction="short",
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dimension_scores=dimension_scores,
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sentiment_classification="bearish",
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conflicts=[],
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)
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assert confidence > 70.0
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def test_short_confidence_low_on_strongly_bullish_stock():
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"""The CNC case: technical 92 / momentum 99 must make SHORT confidence low."""
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dims = {"technical": 92.0, "momentum": 99.0, "fundamental": 96.0}
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short_conf = direction_analyzer.calculate_confidence(
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direction="short", dimension_scores=dims, sentiment_classification="neutral", conflicts=[],
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)
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long_conf = direction_analyzer.calculate_confidence(
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direction="long", dimension_scores=dims, sentiment_classification="neutral", conflicts=[],
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)
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assert short_conf < 20.0 # not 55
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assert long_conf > 90.0
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def test_action_neutral_when_bias_direction_has_no_setup():
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"""Strong LONG bias but only a SHORT setup is tradeable → NEUTRAL, not LONG_HIGH."""
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action = _choose_recommended_action(
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long_confidence=100.0, short_confidence=5.0, config=_DEFAULT_CFG,
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available_directions={"short"},
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)
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assert action == "NEUTRAL"
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# With the long setup available, the same numbers give LONG_HIGH
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action_ok = _choose_recommended_action(
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long_confidence=100.0, short_confidence=5.0, config=_DEFAULT_CFG,
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available_directions={"long", "short"},
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)
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assert action_ok == "LONG_HIGH"
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def test_reasoning_explains_missing_setup():
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reasoning = _build_reasoning(
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action="NEUTRAL", long_confidence=100.0, short_confidence=5.0, conflicts=[],
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dimension_scores={"technical": 92.0, "momentum": 99.0},
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sentiment_classification="neutral", config=_DEFAULT_CFG,
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available_directions={"short"},
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)
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assert "bias is LONG" in reasoning
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assert "no high-conviction long setup" in reasoning.lower()
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def test_primary_target_is_most_likely_worthwhile_not_lottery():
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targets = [
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{"price": 110.0, "rr_ratio": 2.0, "probability": 65.0}, # worthwhile, most likely ← primary
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{"price": 120.0, "rr_ratio": 3.5, "probability": 50.0},
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{"price": 140.0, "rr_ratio": 6.0, "probability": 15.0}, # far lottery — not chosen
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]
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primary = _select_primary_target(targets)
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assert primary is not None
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assert primary["price"] == 110.0
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def test_primary_target_skips_sub_threshold_rr():
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targets = [
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{"price": 102.0, "rr_ratio": 1.0, "probability": 95.0}, # high prob but trivial R:R — skipped
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{"price": 115.0, "rr_ratio": 2.5, "probability": 60.0}, # most likely above the R:R floor ← primary
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]
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primary = _select_primary_target(targets)
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assert primary is not None
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assert primary["price"] == 115.0
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def test_primary_target_none_when_empty():
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assert _select_primary_target([]) is None
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def test_detects_sentiment_technical_conflict():
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conflicts = signal_conflict_detector.detect_conflicts(
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dimension_scores={"technical": 72.0, "momentum": 55.0, "fundamental": 50.0},
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sentiment_classification="bearish",
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)
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assert any("sentiment-technical" in conflict for conflict in conflicts)
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def test_generate_targets_respects_direction_and_order():
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sr_levels = [
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_SRLevelStub(id=1, price_level=110.0, type="resistance", strength=80),
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_SRLevelStub(id=2, price_level=115.0, type="resistance", strength=70),
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_SRLevelStub(id=3, price_level=120.0, type="resistance", strength=60),
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_SRLevelStub(id=4, price_level=95.0, type="support", strength=75),
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]
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targets = target_generator.generate_targets(
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direction="long",
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entry_price=100.0,
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stop_loss=96.0,
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sr_levels=sr_levels, # type: ignore[arg-type]
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atr_value=2.0,
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)
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assert len(targets) >= 1
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assert all(target["price"] > 100.0 for target in targets)
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distances = [target["distance_from_entry"] for target in targets]
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assert distances == sorted(distances)
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def test_probability_decreases_with_distance():
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"""A far target must be far less likely than a near one — no 90% at +39%."""
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config = {
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"recommendation_signal_alignment_weight": 0.15,
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"recommendation_sr_strength_weight": 0.20,
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}
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dims = {"technical": 50.0, "momentum": 50.0} # neutral, isolate the distance term
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def prob(atr_multiple: float, strength: float = 50.0) -> float:
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return probability_estimator.estimate_probability(
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{"sr_strength": strength, "distance_atr_multiple": atr_multiple},
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dims, None, "long", config,
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)
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near = prob(1.5)
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mid = prob(4.0)
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far = prob(10.0)
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# Monotonic decay with distance
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assert near > mid > far
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# Near target is genuinely likely; a 10-ATR target is a long shot
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assert near > 60
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assert far < 25
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def test_far_target_not_high_probability_even_with_strong_level():
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"""The AJG case: a far target stays low-probability even at max strength."""
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config = {"recommendation_sr_strength_weight": 0.20, "recommendation_signal_alignment_weight": 0.15}
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# ~10 ATR away, strongest possible level, fully aligned bullish
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p = probability_estimator.estimate_probability(
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{"sr_strength": 100, "distance_atr_multiple": 10.0},
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{"technical": 80.0, "momentum": 80.0}, "bullish", "long", config,
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)
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assert p < 40 # nowhere near 90
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def test_classify_by_probability_thresholds():
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from app.services.recommendation_service import _classify_by_probability
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assert _classify_by_probability(75) == "Conservative"
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assert _classify_by_probability(50) == "Moderate"
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assert _classify_by_probability(20) == "Aggressive"
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