Completes the Phase 2 loop: the catalyst score now actually reaches the runtime decision, not just the pure functions. Gated behind its own flag so enabling the Phase 1 advisory/dashboard never silently changes trade scoring. - OllamaConfig.catalyst_score_enabled (NEWS_CATALYST_SCORE_ENABLED, default off). - Watcher accepts an optional catalyst_score_provider (symbol -> 0..1 | None) and passes it into evaluate_setup; a None provider reproduces today's behavior. The provider is injected so runtime/ stays free of research/ imports. - run_live_paper: one TTL-cached catalyst provider shared by the watcher and the execution service; the watcher gets the score provider only when the blend is enabled. step_arm gains a gated graded ranking multiplier (bullish catalyst boosts by 1+gain*score; a confirmed dilutive offering is sunk below the armed cut), falling back to the existing binary news boost when off. - Add the enrich task to the run_pass pipeline order so a single --once pass also runs enrichment (previously only the continuous loop did). - .env.example documents the new flags; watcher tests cover the blend + the no-op None-provider case. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01M5HTMkaadGDnAPtXe2hWwg
154 lines
5.0 KiB
Python
154 lines
5.0 KiB
Python
"""Watcher state machine tests (Milestone 4)."""
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from datetime import date
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import pandas as pd
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import pytest
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from runtime.watcher import WatchCandidate, Watcher, WatcherConfig
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from storage.event_schema import EventMode
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from storage.event_store import EventStore
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from tests.synthetic import SESSION_DATE, bull_flag_bars, fading_bars, tiny_bars
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class FakeProvider:
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def __init__(self):
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self.candidates: list[WatchCandidate] = []
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self.bars: dict[str, pd.DataFrame] = {}
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def get_candidates(self, session_date: date):
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return self.candidates
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def get_bars(self, symbol: str, session_date: date):
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return self.bars.get(symbol, pd.DataFrame())
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@pytest.fixture
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def store():
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s = EventStore(":memory:")
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yield s
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s.close()
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@pytest.fixture
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def provider():
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p = FakeProvider()
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p.candidates = [
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WatchCandidate("GOOD", previous_close=10.0, avg_daily_volume=500_000),
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WatchCandidate("FADE", previous_close=10.0, avg_daily_volume=500_000),
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WatchCandidate("TINY", previous_close=5.0),
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]
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p.bars = {
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"GOOD": bull_flag_bars("GOOD"),
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"FADE": fading_bars("FADE"),
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"TINY": tiny_bars("TINY"),
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}
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return p
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def make_watcher(store, provider, **kw):
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config = WatcherConfig(
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session_id="test-session", mode=EventMode.PAPER, min_quality=0.0, **kw
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)
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return Watcher(store, provider, config)
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def test_tick_classifies_ready_blocked(store, provider):
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watcher = make_watcher(store, provider)
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result = watcher.tick(SESSION_DATE)
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# TINY has < min_bars, so it stays "watching" and is not evaluated
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assert result.evaluated == 2
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assert "GOOD" in result.ready
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assert "FADE" in result.blocked
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assert "TINY" not in result.ready and "TINY" not in result.blocked
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assert set(result.discovered) == {"GOOD", "FADE", "TINY"}
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def test_tick_emits_canonical_events(store, provider):
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make_watcher(store, provider).tick(SESSION_DATE)
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assert len(store.query_events(event_type="symbol_discovered")) == 3
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assert len(store.query_events(event_type="signal_ready", symbol="GOOD")) == 1
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assert len(store.query_events(event_type="criteria_evaluated")) == 2
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assert len(store.query_events(event_type="signal_blocked")) >= 1
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states = store.query_events(event_type="symbol_state_changed", symbol="GOOD")
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assert states # discovered -> ... -> ready transitions recorded
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def _ready_quality(store, symbol="GOOD"):
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import json
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events = store.query_events(event_type="signal_ready", symbol=symbol)
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assert events, "expected a signal_ready event"
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payload = json.loads(events[-1]["payload_json"])
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data = payload.get("signal_data") or payload.get("payload", {}).get("signal_data")
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return data["quality_score"]
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def test_catalyst_score_provider_lifts_quality(store, provider):
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# baseline: no provider -> today's exact quality score
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base = make_watcher(store, provider)
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base.tick(SESSION_DATE)
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baseline_q = _ready_quality(store)
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# a strong bullish catalyst for GOOD raises its blended quality score
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store2 = EventStore(":memory:")
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try:
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watcher = Watcher(
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store2, provider,
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WatcherConfig(session_id="t2", mode=EventMode.PAPER, min_quality=0.0),
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catalyst_score_provider=lambda sym: 1.0 if sym == "GOOD" else None,
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)
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watcher.tick(SESSION_DATE)
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boosted_q = _ready_quality(store2)
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finally:
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store2.close()
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assert boosted_q > baseline_q
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def test_none_catalyst_provider_is_unchanged(store, provider):
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# an explicit provider that returns None must reproduce the baseline exactly
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base = make_watcher(store, provider)
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base.tick(SESSION_DATE)
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baseline_q = _ready_quality(store)
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store2 = EventStore(":memory:")
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try:
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watcher = Watcher(
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store2, provider,
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WatcherConfig(session_id="t3", mode=EventMode.PAPER, min_quality=0.0),
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catalyst_score_provider=lambda sym: None,
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)
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watcher.tick(SESSION_DATE)
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assert _ready_quality(store2) == baseline_q
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finally:
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store2.close()
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def test_signal_ready_debounced_across_ticks(store, provider):
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watcher = make_watcher(store, provider)
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watcher.tick(SESSION_DATE)
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watcher.tick(SESSION_DATE)
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# ready emitted once even though GOOD stays ready
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assert len(store.query_events(event_type="signal_ready", symbol="GOOD")) == 1
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# discovery also only once
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assert len(store.query_events(event_type="symbol_discovered", symbol="GOOD")) == 1
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def test_max_symbols_cap(store, provider):
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watcher = make_watcher(store, provider, max_symbols=1)
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result = watcher.tick(SESSION_DATE)
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assert result.evaluated == 1
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def test_provider_failure_is_caught(store):
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class Broken:
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def get_candidates(self, session_date):
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return [WatchCandidate("BOOM")]
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def get_bars(self, symbol, session_date):
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raise RuntimeError("data source down")
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result = make_watcher(store, Broken()).tick(SESSION_DATE)
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assert result.errors
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assert result.ready == []
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