feat(agents): hand-crafted adversarial with heuristic checks
Implementa AdversarialAgent con check euristici hand-crafted: no_trades (HIGH), degenerate (HIGH), overtrading/undertrading (MEDIUM). Severity come StrEnum (UP042 clean), pipeline AST -> compile -> backtest -> findings allineata a FalsificationAgent. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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import numpy as np
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import pandas as pd
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import pytest
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from multi_swarm.agents.adversarial import AdversarialAgent, AdversarialReport, Severity
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from multi_swarm.protocol.parser import parse_strategy
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@pytest.fixture
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def ohlcv() -> pd.DataFrame:
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idx = pd.date_range("2024-01-01", periods=500, freq="1h", tz="UTC")
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close = 100 + np.cumsum(np.random.RandomState(0).normal(0.0, 1.0, 500))
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return pd.DataFrame(
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{
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"open": close,
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"high": close + 0.5,
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"low": close - 0.5,
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"close": close,
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"volume": 1.0,
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},
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index=idx,
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)
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def test_degenerate_always_long_flagged(ohlcv: pd.DataFrame) -> None:
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src = "(strategy (when (gt (feature close) -1e9) (entry-long)))"
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ast = parse_strategy(src)
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agent = AdversarialAgent()
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report = agent.review(ast, ohlcv)
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assert isinstance(report, AdversarialReport)
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assert any(f.name == "degenerate" and f.severity == Severity.HIGH for f in report.findings)
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def test_no_findings_on_reasonable_strategy(ohlcv: pd.DataFrame) -> None:
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src = (
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"(strategy "
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"(when (gt (indicator rsi 14) 70.0) (entry-short)) "
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"(when (lt (indicator rsi 14) 30.0) (entry-long)))"
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)
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ast = parse_strategy(src)
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agent = AdversarialAgent()
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report = agent.review(ast, ohlcv)
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high_findings = [f for f in report.findings if f.severity == Severity.HIGH]
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assert len(high_findings) == 0
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def test_zero_trade_strategy_flagged(ohlcv: pd.DataFrame) -> None:
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src = "(strategy (when (gt (feature close) 1e9) (entry-long)))"
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ast = parse_strategy(src)
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agent = AdversarialAgent()
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report = agent.review(ast, ohlcv)
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assert any(f.name == "no_trades" for f in report.findings)
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