test(protocol): integration test gating temporale + sma

2026-05-11 17:03:05 +02:00
parent 2014ed3815
commit 36cbfadb40
1 changed files with 45 additions and 0 deletions
@@ -208,3 +208,48 @@ def test_compile_minute_of_hour_zero_on_1h_timeframe(ohlcv: pd.DataFrame) -> Non
    fn = compile_strategy(ast)
    signal = fn(ohlcv)
    assert (signal == Side.LONG).all()
+
+
+def test_rule_with_temporal_gating_compiles_and_executes(ohlcv: pd.DataFrame) -> None:
+    # Rule: entry-long if hour > 14 AND close > sma(20).
+    # close in fixture is strictly increasing, so close > sma(20) holds after warmup.
+    # entry-long should appear only on rows with hour > 14.
+    src = json.dumps(
+        {
+            "rules": [
+                {
+                    "condition": {
+                        "op": "and",
+                        "args": [
+                            {
+                                "op": "gt",
+                                "args": [
+                                    {"kind": "feature", "name": "hour"},
+                                    {"kind": "literal", "value": 14.0},
+                                ],
+                            },
+                            {
+                                "op": "gt",
+                                "args": [
+                                    {"kind": "feature", "name": "close"},
+                                    {"kind": "indicator", "name": "sma", "params": [20]},
+                                ],
+                            },
+                        ],
+                    },
+                    "action": "entry-long",
+                }
+            ]
+        }
+    )
+    ast = parse_strategy(src)
+    fn = compile_strategy(ast)
+    signal = fn(ohlcv)
+
+    # Bars with hour <= 14: never LONG (temporal gate blocks).
+    morning = signal[signal.index.hour <= 14]
+    assert (morning == Side.FLAT).all()
+
+    # Bars with hour > 14 AND past SMA warmup (>=20 bars): LONG.
+    afternoon_warm = signal[(signal.index.hour > 14) & (np.arange(len(signal)) >= 20)]
+    assert (afternoon_warm == Side.LONG).all()