Adriano
44eb6436c1
Sostituisce la grammatica S-expression con uno schema JSON stretto. La grammatica S-expression falliva il parsing nel 64% delle generazioni del modello Qwen3-235B sul run reale; JSON e' nativo per gli LLM moderni e si parsa con json.loads. Cambiamenti principali: - grammar.py: costanti rinominate LOGICAL_OPS / COMPARATOR_OPS / CROSSOVER_OPS / ACTION_VALUES / KIND_VALUES. - parser.py: nuovo AST a dataclass tipizzato (OpNode, IndicatorNode, FeatureNode, LiteralNode, Rule, Strategy); parse_strategy ora consuma JSON tramite json.loads. - validator.py: walk dispatchato per tipo (isinstance) invece di pattern-matching su 'kind'; arity check su operatori e indicator. - compiler.py: traversal del nuovo AST tipizzato, dispatch per isinstance; logica indicator/feature/literal invariata. - hypothesis.py: prompt SYSTEM riscritto con esempi JSON e vincoli espliciti su no-nesting; estrazione via fence ```json``` + fallback brace-balanced. - __init__.py: re-export pubblico delle entita' del protocollo. - Tutti i test (parser, validator, compiler, hypothesis_agent, falsification, adversarial, e2e, smoke_run) migrati a JSON. - Rimossa dipendenza sexpdata da pyproject.toml + uv.lock. Test: 135 passed (era 122; aggiunti casi parser/validator). ruff + mypy strict clean. Smoke run end-to-end OK. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
109 lines
3.0 KiB
Python
109 lines
3.0 KiB
Python
from __future__ import annotations
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import json
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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.backtest.orders import Side
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from multi_swarm.protocol.compiler import compile_strategy
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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=200, freq="1h", tz="UTC")
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close = np.linspace(100, 120, 200)
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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_compile_simple_long(ohlcv: pd.DataFrame) -> None:
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src = json.dumps(
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{
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"rules": [
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{
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"condition": {
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"op": "lt",
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"args": [
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{"kind": "indicator", "name": "rsi", "params": [14]},
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{"kind": "literal", "value": 100.0},
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],
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},
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"action": "entry-long",
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}
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]
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}
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)
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ast = parse_strategy(src)
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fn = compile_strategy(ast)
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signals = fn(ohlcv)
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assert isinstance(signals, pd.Series)
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assert (signals == Side.LONG).all() or (signals.dropna() == Side.LONG).all()
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def test_compile_no_match_is_flat(ohlcv: pd.DataFrame) -> None:
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src = json.dumps(
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{
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"rules": [
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{
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"condition": {
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"op": "gt",
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"args": [
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{"kind": "indicator", "name": "rsi", "params": [14]},
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{"kind": "literal", "value": 1000.0},
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],
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},
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"action": "entry-long",
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}
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]
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}
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)
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ast = parse_strategy(src)
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fn = compile_strategy(ast)
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signals = fn(ohlcv)
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assert (signals == Side.FLAT).any()
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def test_compile_two_rules_priority(ohlcv: pd.DataFrame) -> None:
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src = json.dumps(
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{
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"rules": [
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{
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"condition": {
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"op": "gt",
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"args": [
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{"kind": "feature", "name": "close"},
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{"kind": "literal", "value": 110.0},
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],
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},
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"action": "entry-long",
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},
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{
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"condition": {
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"op": "lt",
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"args": [
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{"kind": "feature", "name": "close"},
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{"kind": "literal", "value": 105.0},
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],
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},
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"action": "entry-short",
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},
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]
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}
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)
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ast = parse_strategy(src)
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fn = compile_strategy(ast)
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signals = fn(ohlcv)
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last = signals.iloc[-1]
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assert last == Side.LONG # close finale e' 120, regola 1 matcha
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