import json import numpy as np import pandas as pd import pytest from multi_swarm.agents.falsification import FalsificationAgent, FalsificationReport from multi_swarm.protocol.parser import parse_strategy @pytest.fixture def trending_ohlcv() -> pd.DataFrame: idx = pd.date_range("2024-01-01", periods=500, freq="1h", tz="UTC") close = 100 + np.cumsum(np.random.RandomState(0).normal(0.01, 1.0, 500)) return pd.DataFrame( { "open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0, }, index=idx, ) def test_falsification_returns_report(trending_ohlcv: pd.DataFrame) -> None: src = json.dumps( { "rules": [ { "condition": { "op": "gt", "args": [ {"kind": "indicator", "name": "rsi", "params": [14]}, {"kind": "literal", "value": 70.0}, ], }, "action": "entry-short", }, { "condition": { "op": "lt", "args": [ {"kind": "indicator", "name": "rsi", "params": [14]}, {"kind": "literal", "value": 30.0}, ], }, "action": "entry-long", }, ] } ) ast = parse_strategy(src) agent = FalsificationAgent(fees_bp=5.0, n_trials_dsr=20) report = agent.evaluate(ast, trending_ohlcv) assert isinstance(report, FalsificationReport) assert isinstance(report.sharpe, float) assert isinstance(report.dsr, float) assert 0.0 <= report.dsr <= 1.0 assert isinstance(report.max_drawdown, float) assert isinstance(report.n_trades, int) def test_falsification_zero_trades_returns_zero_metrics(trending_ohlcv: pd.DataFrame) -> None: src = json.dumps( { "rules": [ { "condition": { "op": "gt", "args": [ {"kind": "feature", "name": "close"}, {"kind": "literal", "value": 1e9}, ], }, "action": "entry-long", } ] } ) ast = parse_strategy(src) agent = FalsificationAgent(fees_bp=5.0, n_trials_dsr=20) report = agent.evaluate(ast, trending_ohlcv) assert report.n_trades == 0 assert report.sharpe == 0.0