Adriano
3fbd5eba5e
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>
53 lines
1.7 KiB
Python
53 lines
1.7 KiB
Python
import numpy as np
|
|
import pandas as pd
|
|
import pytest
|
|
|
|
from multi_swarm.agents.adversarial import AdversarialAgent, AdversarialReport, Severity
|
|
from multi_swarm.protocol.parser import parse_strategy
|
|
|
|
|
|
@pytest.fixture
|
|
def 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(0.0, 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_degenerate_always_long_flagged(ohlcv: pd.DataFrame) -> None:
|
|
src = "(strategy (when (gt (feature close) -1e9) (entry-long)))"
|
|
ast = parse_strategy(src)
|
|
agent = AdversarialAgent()
|
|
report = agent.review(ast, ohlcv)
|
|
assert isinstance(report, AdversarialReport)
|
|
assert any(f.name == "degenerate" and f.severity == Severity.HIGH for f in report.findings)
|
|
|
|
|
|
def test_no_findings_on_reasonable_strategy(ohlcv: pd.DataFrame) -> None:
|
|
src = (
|
|
"(strategy "
|
|
"(when (gt (indicator rsi 14) 70.0) (entry-short)) "
|
|
"(when (lt (indicator rsi 14) 30.0) (entry-long)))"
|
|
)
|
|
ast = parse_strategy(src)
|
|
agent = AdversarialAgent()
|
|
report = agent.review(ast, ohlcv)
|
|
high_findings = [f for f in report.findings if f.severity == Severity.HIGH]
|
|
assert len(high_findings) == 0
|
|
|
|
|
|
def test_zero_trade_strategy_flagged(ohlcv: pd.DataFrame) -> None:
|
|
src = "(strategy (when (gt (feature close) 1e9) (entry-long)))"
|
|
ast = parse_strategy(src)
|
|
agent = AdversarialAgent()
|
|
report = agent.review(ast, ohlcv)
|
|
assert any(f.name == "no_trades" for f in report.findings)
|