momentum devandClaude Fable 5
40e51c8dd5
Tests whether a PROSPECTIVE forecaster (owner or local LLM) carries signal the machine levers never found. Picks land premarket via dashboard panel or research/llm_picker.py (Ollama); research/pick_scoring.py judges them under a pre-registered bar (n>=40, >=30 sessions, mean >=+0.5%/pick net, median>0, both halves positive). Picks after 9:30 ET stored but flagged invalid. Shadow-only: human_picks is never read by the live loop. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
56 lines
1.9 KiB
Python
56 lines
1.9 KiB
Python
"""Pick journal + scorer: the smallest checks that fail if the logic breaks."""
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from datetime import datetime, timedelta
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from zoneinfo import ZoneInfo
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import pytest
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from research.pick_journal import add_pick, ensure_schema, list_picks
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from research.pick_scoring import score_pick
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from storage.db_pg import get_connection
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ET_ = ZoneInfo("America/New_York")
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@pytest.fixture()
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def con():
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c = get_connection(":memory:")
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yield c
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c.close()
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def test_pick_validity_locks_at_open(con):
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early = datetime(2026, 8, 20, 9, 29, tzinfo=ET_)
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late = datetime(2026, 8, 20, 9, 31, tzinfo=ET_)
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assert add_pick(con, "aapl", now=early)["valid"] is True
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assert add_pick(con, "TSLA", now=late)["valid"] is False
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picks = list_picks(con, early.date())
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assert [p["symbol"] for p in picks] == ["AAPL", "TSLA"]
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assert [p["valid"] for p in picks] == [True, False]
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def test_pick_rejects_garbage(con):
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with pytest.raises(ValueError):
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add_pick(con, "")
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with pytest.raises(ValueError):
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add_pick(con, "TOOLONGG")
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with pytest.raises(ValueError):
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add_pick(con, "AAPL", direction="sideways")
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def test_score_pick_long_and_short(con):
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ensure_schema(con)
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d = datetime(2026, 8, 20).date()
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base = datetime(2026, 8, 20, 9, 30)
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for i, (o, c) in enumerate([(10.0, 10.2), (10.2, 10.5), (10.5, 11.0)]):
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con.execute(
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"INSERT INTO minute_bars (symbol, timestamp, session_date, is_premarket, "
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"is_regular_hours, is_afterhours, open, high, low, close, volume) "
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"VALUES (?, ?, ?, false, true, false, ?, ?, ?, ?, 1000)",
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["TEST", base + timedelta(minutes=i), d, o, max(o, c), min(o, c), c])
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s = score_pick(con, "TEST", d, "long")
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# entry 10.0 open, exit 11.0 close: raw +10%, minus 2% cost (>=$3)
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assert abs(s["net"] - 0.08) < 1e-9
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s2 = score_pick(con, "TEST", d, "short")
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assert abs(s2["net"] - (-0.12)) < 1e-9
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assert score_pick(con, "NOPE", d, "long") is None
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