595dc5da0e
The Phase-0b venue re-home reset the crypto sleeves' forward OOS clock to 2026-07-14 (definition-hash change → auto-re-inception). Since these were faithful re-homes (same edge + PIT data, record_mode=recompute), the pre-re-home days are still valid OOS; on 2026-07-15 they were recovered by backdating the active anchors' t0 in the DB (unlock 06-20 → recon-gate PASS +4.57%; xsfunding/positioning/bybit_4edge/levered → 8d). That backdate lived ONLY in the DB — a full operational-Postgres rebuild would let the anchors re-incept to `today` and silently lose the recovered window. This makes it reproducible from git (the SSOT): - forward_definition.inception_override(sid): returns a definition's declared `inception_t0.date`, VERSION-PINNED (honored only when its `version` == the definition's current version — a genuine re-tune bumps `version`, auto-ignoring a stale pin and correctly getting a fresh today-clock). Lives OUTSIDE `params` so it is NOT hashed — declaring it never itself re-inceptions (verified: the five sleeves' definition_hash is byte-identical to their live DB anchors). - run_track: at inception, t0 = inception_override(sid) if present AND <= today, else today (never incept in the future — clock-skew/not-yet-reached pins fall back to today). - registry: xsfunding/unlock/positioning/bybit_4edge/bybit_4edge_levered carry their pinned pre-re-home t0 (07-07/06-20/07-06/07-07/07-07, version 2). Tests: inception_override version match/stale/absent + not-hashed + a regression pin on the recovered dates; run_track honors the pin, ignores a version-stale pin, and falls back to today for a future pin. 262 forward/registry tests pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
215 lines
12 KiB
Python
215 lines
12 KiB
Python
import datetime as dt
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from fxhnt.adapters.persistence.forward_nav import ForwardNavRepo
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from fxhnt.application.forward_engine import run_track
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def _repo(tmp_path):
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repo = ForwardNavRepo(f"sqlite:///{tmp_path}/eng.db")
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repo.migrate()
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return repo
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class _RecomputeStrat:
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"""A recompute strategy: full series every call (independent of last_date)."""
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def __init__(self, series):
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self._series = series
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def advance(self, last_date, extra):
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return list(self._series), extra
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def test_first_run_inceptions_at_today(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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# register a throwaway recompute track definition
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "recompute"}})
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strat = _RecomputeStrat([("2026-07-06", 0.01), ("2026-07-07", 0.02), ("2026-07-08", 0.03)])
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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a = repo.active_anchor("t_rec")
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assert a.t0 == "2026-07-08" and out["reinception"] is True
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# recompute filtered to >= t0 → only the 07-08 row is booked
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assert out["days"] == 1 and repo.nav_history("t_rec")[-1].date == "2026-07-08"
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def test_unchanged_hash_preserves_t0_and_recomputes(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "recompute"}})
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# seed an anchor at an earlier T0 by running "in the past"
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strat = _RecomputeStrat([("2026-07-06", 0.01), ("2026-07-07", 0.02), ("2026-07-08", 0.03)])
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run_track(repo, "t_rec", strat, today="2026-07-06", at=dt.datetime(2026, 7, 6, 23, 30))
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert repo.active_anchor("t_rec").t0 == "2026-07-06" and out["reinception"] is False
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assert out["days"] == 3 # recompute over [2026-07-06, today] = all 3 rows
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def test_param_change_reinceptions(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "recompute"}})
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strat = _RecomputeStrat([("2026-07-06", 0.01), ("2026-07-08", 0.03)])
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run_track(repo, "t_rec", strat, today="2026-07-06", at=dt.datetime(2026, 7, 6, 23, 30))
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# change a param → hash changes → re-inception at today
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registry.STRATEGY_REGISTRY["t_rec"]["definition"]["params"] = {"v": 2}
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert out["reinception"] is True and repo.active_anchor("t_rec").t0 == "2026-07-08"
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def test_inception_honors_override_date_not_today(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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# a faithful re-home pins its pre-re-home OOS start; inception must use it, not today, so the recovered
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# window is recomputed (this is what a DB rebuild reproduces from git instead of a manual anchor backdate).
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 2, "record_mode": "recompute",
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"inception_t0": {"date": "2026-06-20", "version": 2}}})
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strat = _RecomputeStrat([("2026-06-20", 0.01), ("2026-07-07", 0.02), ("2026-07-08", 0.03)])
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert repo.active_anchor("t_rec").t0 == "2026-06-20" and out["reinception"] is True
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assert out["days"] == 3 # recompute over [2026-06-20, today] = all 3 rows, not just today
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def test_inception_ignores_stale_override_on_version_bump(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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# the override is declared for v2, but the live definition is v3 (a genuine re-tune) → the OOS clock must
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# legitimately restart at today; the version-stale pin is ignored.
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 3}, "version": 3, "record_mode": "recompute",
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"inception_t0": {"date": "2026-06-20", "version": 2}}})
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strat = _RecomputeStrat([("2026-06-20", 0.01), ("2026-07-08", 0.03)])
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert repo.active_anchor("t_rec").t0 == "2026-07-08" and out["reinception"] is True
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assert out["days"] == 1
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def test_inception_override_in_the_future_falls_back_to_today(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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# a pin LATER than today (clock skew, or a not-yet-reached inception) must not incept in the future —
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# it falls back to today so the OOS clock starts sanely, never negative.
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 2, "record_mode": "recompute",
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"inception_t0": {"date": "2026-12-31", "version": 2}}})
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strat = _RecomputeStrat([("2026-07-08", 0.03)])
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out = run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert repo.active_anchor("t_rec").t0 == "2026-07-08" # today, not the future pin
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assert out["days"] == 1
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class _ObservedStrat:
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"""An observed strategy: books TODAY on the carried book, returns updated positions."""
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def __init__(self, ret_by_day):
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self._r = ret_by_day
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def advance(self, last_date, extra):
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# book today's return; carry a trivial position
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day = extra.get("_today")
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return [(day, self._r[day])], {"positions": {"X": 1.0}, "_today": day}
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def test_observed_mode_appends_and_carries_state(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_obs",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "observed"}})
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strat = _ObservedStrat({"2026-07-07": 0.001, "2026-07-08": 0.002})
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# NOTE: run_track injects today into extra as "_today" for observed strategies (see impl)
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run_track(repo, "t_obs", strat, today="2026-07-07", at=dt.datetime(2026, 7, 7, 23, 30))
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out = run_track(repo, "t_obs", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert repo.record_series("t_obs") == [("2026-07-07", 0.001), ("2026-07-08", 0.002)]
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assert repo.get_book_state("t_obs")["positions"] == {"X": 1.0}
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assert out["days"] == 2
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class _CapturingObservedStrat:
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"""An observed strategy that records the `extra` it was called with, so a test can assert whether
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carried book-state (e.g. `positions`) was reset before booking."""
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def __init__(self, ret_by_day):
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self._r = ret_by_day
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self.seen_extra: dict | None = None
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def advance(self, last_date, extra):
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self.seen_extra = dict(extra)
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day = extra.get("_today")
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return [(day, self._r[day])], {"positions": {"Y": 2.0}, "_today": day}
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def test_observed_reinception_resets_carried_book_state(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_obs",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "observed"}})
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strat = _ObservedStrat({"2026-07-07": 0.001})
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run_track(repo, "t_obs", strat, today="2026-07-07", at=dt.datetime(2026, 7, 7, 23, 30))
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assert repo.get_book_state("t_obs")["positions"] == {"X": 1.0} # carried book-state from day 1
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# param change → re-inception; the carried book-state (positions built under the OLD definition) must
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# be cleared before the next booking, not carried forward into the fresh log.
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registry.STRATEGY_REGISTRY["t_obs"]["definition"]["params"] = {"v": 2}
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strat2 = _CapturingObservedStrat({"2026-07-08": 0.002})
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run_track(repo, "t_obs", strat2, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert "positions" not in strat2.seen_extra # empty carry — the stale {"X": 1.0} was reset
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assert repo.get_book_state("t_obs")["positions"] == {"Y": 2.0} # the new definition's own booking
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def test_reinception_purges_stale_nav_rows(tmp_path, monkeypatch):
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "recompute"}})
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strat = _RecomputeStrat([("2026-07-06", 0.01), ("2026-07-08", 0.03)])
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run_track(repo, "t_rec", strat, today="2026-07-06", at=dt.datetime(2026, 7, 6, 23, 30))
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assert [r.date for r in repo.nav_history("t_rec")] == ["2026-07-06", "2026-07-08"]
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# param change → re-inception at t0=2026-07-08; the stale 2026-07-06 row must be purged
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registry.STRATEGY_REGISTRY["t_rec"]["definition"]["params"] = {"v": 2}
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run_track(repo, "t_rec", strat, today="2026-07-08", at=dt.datetime(2026, 7, 8, 23, 30))
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assert [r.date for r in repo.nav_history("t_rec")] == ["2026-07-08"] # clean start, no stale row
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def test_invalid_record_mode_raises_before_persisting_anchor(tmp_path, monkeypatch):
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import pytest
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_bad",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "bogus"}})
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with pytest.raises(ValueError):
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run_track(repo, "t_bad", _RecomputeStrat([]), today="2026-07-08", at=dt.datetime(2026, 7, 8))
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assert repo.active_anchor("t_bad") is None # no broken anchor persisted
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def test_anchor_loss_fails_loud_not_silent_reinception(tmp_path, monkeypatch):
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import pytest
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from sqlalchemy.orm import Session
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from fxhnt.adapters.persistence.cockpit_models import StrategyAnchorRow
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repo = _repo(tmp_path)
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from fxhnt import registry
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monkeypatch.setitem(registry.STRATEGY_REGISTRY, "t_rec",
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{"display_name": "T", "sleeve": "x", "gate_spec": {},
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"definition": {"params": {"v": 1}, "version": 1, "record_mode": "recompute"}})
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strat = _RecomputeStrat([("2026-07-06", 0.01)])
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run_track(repo, "t_rec", strat, today="2026-07-06", at=dt.datetime(2026, 7, 6, 23, 30)) # inception + record
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# simulate anchor-row loss (bad DB restore) while the forward record persists
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with Session(repo._engine) as s:
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s.query(StrategyAnchorRow).filter_by(strategy_id="t_rec").delete()
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s.commit()
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with pytest.raises(RuntimeError):
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run_track(repo, "t_rec", strat, today="2026-07-07", at=dt.datetime(2026, 7, 7, 23, 30))
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# and confirm no fresh anchor was written by the failed call
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assert repo.active_anchor("t_rec") is None
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