AdrianoDev
4d9db750be
- pyproject.toml: ruff target-version py311 → py313 (auto-fix 42 lint warnings via UP rules); aggiunto consider_namespace_packages = true che risolve la collisione conftest tra servizi e permette di lanciare pytest sull'intera suite cross-servizio. - mcp_common.audit: nuovo helper audit_write_op() con logger dedicato mcp.audit. Wirato su tutti i write endpoint di deribit, bybit, alpaca e hyperliquid (place_order, place_combo_order, cancel_*, set_*, close_*, transfer_*, switch_*, amend_*) con principal + target + payload non-sensibile + result summarizzato. - mcp_common.app_factory: ExchangeAppSpec + run_exchange_main() centralizza il boilerplate dei __main__.py (configure_root_logging, fail_fast_if_missing, summarize, load creds, resolve_environment, load token store, uvicorn). I 4 __main__.py exchange ridotti da ~60 LOC ognuno a ~25 LOC dichiarativi. mcp_common.env_validation promosso da mcp_deribit (mantenuto re-export shim per back-compat test_env_validation). - 8 test nuovi (4 audit + 4 app_factory). Suite full: 450/450 verdi. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
52 lines
1.6 KiB
Python
52 lines
1.6 KiB
Python
from __future__ import annotations
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import random
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from mcp_common.stats import cointegration_test
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def test_cointegrated_synthetic_pair():
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"""Costruisco coppia cointegrata: B random walk, A = 2*B + noise stazionario."""
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r = random.Random(1)
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b = [100.0]
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for _ in range(300):
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b.append(b[-1] + r.gauss(0, 1))
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a = [2 * b[i] + r.gauss(0, 0.5) for i in range(len(b))]
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out = cointegration_test(a, b)
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assert out["cointegrated"] is True
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assert out["beta"] == pytest_approx(2.0, rel=0.05)
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assert out["adf_t_stat"] is not None
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assert out["adf_t_stat"] < -2.86
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def test_not_cointegrated_independent_walks():
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"""Due random walk indipendenti → spread non stazionario → no cointegration."""
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r = random.Random(2)
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a = [100.0]
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b = [100.0]
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for _ in range(300):
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a.append(a[-1] + r.gauss(0, 1))
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b.append(b[-1] + r.gauss(0, 1))
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out = cointegration_test(a, b)
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# Per due RW indipendenti, t-stat ADF è solitamente > -2.86 → non cointegrate
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assert out["cointegrated"] is False or out["adf_t_stat"] > -3.0
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def test_cointegration_short_series():
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out = cointegration_test([1.0, 2.0], [3.0, 4.0])
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assert out["cointegrated"] is None
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assert out["beta"] is None
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def test_cointegration_mismatched_length():
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out = cointegration_test([1.0, 2.0, 3.0], [1.0, 2.0])
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assert out["cointegrated"] is None
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def pytest_approx(value, rel):
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"""Tiny helper to avoid importing pytest just for approx."""
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class _Approx:
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def __eq__(self, other):
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return abs(other - value) <= abs(value) * rel
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return _Approx()
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