feat(agents): market summary builder for hypothesis prompt

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

tests/unit/test_market_summary.py

@@ -0,0 +1,33 @@
+import numpy as np
+import pandas as pd
+
+from multi_swarm.agents.market_summary import build_market_summary
+
+
+def test_build_summary_basic() -> None:
+    idx = pd.date_range("2024-01-01", periods=200, freq="1h", tz="UTC")
+    np.random.seed(0)
+    close = 100 + np.cumsum(np.random.normal(0, 1, 200))
+    df = pd.DataFrame(
+        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
+        index=idx,
+    )
+    s = build_market_summary(df, symbol="BTC/USDT", timeframe="1h")
+    assert s.symbol == "BTC/USDT"
+    assert s.timeframe == "1h"
+    assert s.n_bars == 200
+    assert isinstance(s.return_mean, float)
+    assert isinstance(s.return_std, float)
+    assert s.volatility_regime in {"low", "medium", "high"}
+
+
+def test_volatility_regime_high_for_volatile() -> None:
+    idx = pd.date_range("2024-01-01", periods=200, freq="1h", tz="UTC")
+    np.random.seed(0)
+    close = 100 + np.cumsum(np.random.normal(0, 5.0, 200))  # alta vol
+    df = pd.DataFrame(
+        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
+        index=idx,
+    )
+    s = build_market_summary(df, symbol="BTC/USDT", timeframe="1h")
+    assert s.volatility_regime in {"medium", "high"}