Initial commit: Add project files
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using KArtSell.BuildingBlocks.DataIntegrity;
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namespace KArtSell.SignalEngine.UnitTests.BuildingBlocks;
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public sealed class PitRecordMetadataTests
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{
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[Fact]
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public void Quarantined_record_is_never_usable()
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{
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var published = new DateTimeOffset(2026, 1, 2, 0, 0, 0, TimeSpan.Zero);
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var record = new PitRecordMetadata(
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"source-1", published, published, published.AddMinutes(1), published, null,
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0, "hash", "dataset", DataQualityStatus.Quarantined);
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Assert.False(record.IsUsableAt(published.AddDays(1)));
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}
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[Fact]
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public void Pass_record_is_usable_only_after_publication()
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{
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var published = new DateTimeOffset(2026, 1, 2, 0, 0, 0, TimeSpan.Zero);
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var record = new PitRecordMetadata(
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"source-1", published, published, published.AddMinutes(1), published, null,
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0, "hash", "dataset", DataQualityStatus.Pass);
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Assert.False(record.IsUsableAt(published.AddTicks(-1)));
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Assert.True(record.IsUsableAt(published));
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}
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}
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using KArtSell.BuildingBlocks.Versioning;
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namespace KArtSell.SignalEngine.UnitTests.BuildingBlocks;
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public sealed class VersionSetTests
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{
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[Fact]
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public void Blank_version_component_is_rejected()
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{
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var value = new VersionSet("dataset", "data", "model", "config", "", "contract");
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Assert.Throws<ArgumentException>(value.EnsureValid);
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}
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}
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@@ -0,0 +1,12 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<IsPackable>false</IsPackable>
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<IsTestProject>true</IsTestProject>
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</PropertyGroup>
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<ItemGroup>
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<ProjectReference Include="../../src/KArtSell.Modules.SignalEngine/KArtSell.Modules.SignalEngine.csproj" />
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<PackageReference Include="Microsoft.NET.Test.Sdk" />
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<PackageReference Include="xunit" />
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<PackageReference Include="xunit.runner.visualstudio" PrivateAssets="all" />
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</ItemGroup>
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</Project>
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@@ -0,0 +1,64 @@
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using KArtSell.Modules.SignalEngine.Domain;
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namespace KArtSell.SignalEngine.UnitTests;
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public sealed class ReentryStateMachineTests
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{
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[Fact]
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public void Reentry_requires_wait_spacing_trend_breakout_and_asset_confirmation()
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{
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var state = ReentryStateMachine.Evaluate(
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ReentryState.Watching,
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new ReentryInput(10, 10, true, true, true, false, false));
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Assert.Equal(ReentryState.Ready, state);
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}
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[Fact]
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public void Missing_asset_confirmation_keeps_watch_open()
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{
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var state = ReentryStateMachine.Evaluate(
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ReentryState.Watching,
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new ReentryInput(10, 10, true, true, false, false, false));
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Assert.Equal(ReentryState.Watching, state);
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}
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[Fact]
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public void Executed_stage_moves_to_reentered_then_watching_when_stages_remain()
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{
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var reentered = ReentryStateMachine.Evaluate(
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ReentryState.Ready,
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new ReentryInput(10, 10, true, true, true, false, false,
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StageExecuted: true, HasRemainingStages: true));
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var next = ReentryStateMachine.Evaluate(
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reentered,
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new ReentryInput(10, 0, true, true, true, false, false,
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HasRemainingStages: true));
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Assert.Equal(ReentryState.Reentered, reentered);
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Assert.Equal(ReentryState.Watching, next);
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}
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[Fact]
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public void Last_executed_stage_moves_to_open()
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{
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var next = ReentryStateMachine.Evaluate(
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ReentryState.Reentered,
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new ReentryInput(20, 10, true, true, true, false, false,
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HasRemainingStages: false));
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Assert.Equal(ReentryState.Open, next);
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}
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[Fact]
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public void Hard_impairment_closes_watch()
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{
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var state = ReentryStateMachine.Evaluate(
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ReentryState.Watching,
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new ReentryInput(100, 100, true, true, true, true, false));
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Assert.Equal(ReentryState.Closed, state);
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}
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}
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@@ -0,0 +1,10 @@
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using KArtSell.Modules.SignalEngine.Domain;
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namespace KArtSell.SignalEngine.UnitTests;
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public sealed class SellDecisionEvidenceGuardTests
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{
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[Fact] public void Rejects_lookahead_and_unit_confusion() {
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var now=DateTimeOffset.UtcNow;
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Assert.Throws<InvalidOperationException>(()=>SellDecisionEvidenceGuard.EnsureValid(new("e","d","m","c","sha",now,now.AddMinutes(1),.2m,.3m,.1m,.2m)));
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Assert.Throws<ArgumentOutOfRangeException>(()=>SellDecisionEvidenceGuard.EnsureValid(new("e","d","m","c","sha",now,now,20m,.3m,.1m,.2m)));
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}
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}
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@@ -0,0 +1,167 @@
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using KArtSell.Modules.SignalEngine.Domain;
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using KArtSell.Modules.SignalEngine.Domain.Policies;
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namespace KArtSell.SignalEngine.UnitTests;
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public sealed class SellPolicyChainTests
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{
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private static SellPolicyChain CreateSut() => new(new ISellPolicy[]
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{
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new OpportunityCostPolicy(),
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new ConcentrationLiquidityPolicy(),
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new TwoCloseFloorBreachPolicy(),
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new GapFloorBreachPolicy(),
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new PortfolioSurvivalPolicy(),
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new HardImpairmentPolicy()
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});
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[Fact]
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public void Hard_impairment_cannot_be_overridden_by_lower_priority_policy()
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{
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var input = BaseInput() with
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{
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HardImpairmentApproved = true,
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CapitalFloorBreached = true,
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GapBelowFloorAtr = 2.0m,
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ConsecutiveCloseBreaches = 3,
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OpportunityEdgeLowerBound = 0.10m,
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OpportunitySellRatioOfLot = 0.25m
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};
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var result = CreateSut().Evaluate(input);
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Assert.Equal("ALG-SELL-001", result.PolicyId);
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Assert.Equal(SellAction.FullSell, result.Action);
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Assert.Equal(1m, result.SellRatioOfLot);
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Assert.False(result.ReentryEligible);
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Assert.Single(result.PolicyTrace);
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Assert.Equal(PolicyDisposition.Applied, result.PolicyTrace[0].Disposition);
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}
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[Fact]
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public void Portfolio_survival_outranks_profit_floor_and_may_cross_strategic_core()
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{
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var input = BaseInput() with
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{
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CurrentSecurityPortfolioWeight = 0.40m,
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CurrentLotPortfolioWeight = 0.20m,
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StrategicCoreFloorWeight = 0.30m,
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CapitalFloorBreached = true,
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SurvivalSellRatioOfLot = 0.75m,
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GapBelowFloorAtr = 2.0m
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};
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var result = CreateSut().Evaluate(input);
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Assert.Equal("ALG-SELL-PORT-001", result.PolicyId);
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Assert.Equal(0.75m, result.SellRatioOfLot);
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Assert.Equal(0.25m, result.TargetSecurityPortfolioWeightAfter);
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}
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[Fact]
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public void Lot_relative_ratio_uses_lot_weight_not_whole_security_weight()
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{
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var input = BaseInput() with
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{
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CurrentSecurityPortfolioWeight = 0.60m,
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CurrentLotPortfolioWeight = 0.20m,
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StrategicCoreFloorWeight = 0.50m,
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GapBelowFloorAtr = 2.0m
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};
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var result = CreateSut().Evaluate(input);
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Assert.Equal("ALG-SELL-002", result.PolicyId);
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Assert.Equal(0.40m, result.SellRatioOfLot);
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Assert.Equal(0.52m, result.TargetSecurityPortfolioWeightAfter);
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Assert.False(result.PolicyTrace.Single(x => x.PolicyId == "ALG-SELL-002").StrategicCoreClampApplied);
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}
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[Fact]
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public void Strategic_core_clamps_lot_ratio_when_only_part_of_lot_is_sellable()
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{
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var input = BaseInput() with
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{
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CurrentSecurityPortfolioWeight = 0.60m,
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CurrentLotPortfolioWeight = 0.40m,
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StrategicCoreFloorWeight = 0.50m,
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GapBelowFloorAtr = 2.0m
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};
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var result = CreateSut().Evaluate(input);
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Assert.Equal(0.25m, result.SellRatioOfLot);
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Assert.Equal(0.50m, result.TargetSecurityPortfolioWeightAfter);
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Assert.True(result.PolicyTrace.Single(x => x.PolicyId == "ALG-SELL-002").StrategicCoreClampApplied);
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}
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[Fact]
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public void Opportunity_sell_requires_positive_lower_confidence_edge()
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{
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var blocked = CreateSut().Evaluate(BaseInput() with
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{
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OpportunityEdgeLowerBound = 0m,
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OpportunitySellRatioOfLot = 0.20m
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});
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var allowed = CreateSut().Evaluate(BaseInput() with
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{
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OpportunityEdgeLowerBound = 0.01m,
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OpportunitySellRatioOfLot = 0.20m
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});
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Assert.Equal(SellAction.Hold, blocked.Action);
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Assert.Equal("ALG-SELL-005", allowed.PolicyId);
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Assert.Equal(0.20m, allowed.SellRatioOfLot);
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}
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[Fact]
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public void Positive_opportunity_edge_with_zero_requested_ratio_cannot_create_a_sell()
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{
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var result = CreateSut().Evaluate(BaseInput() with
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{
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OpportunityEdgeLowerBound = 0.02m,
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OpportunitySellRatioOfLot = 0m
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});
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Assert.Equal(SellAction.Hold, result.Action);
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var trace = Assert.Single(result.PolicyTrace, x => x.PolicyId == SellPolicyContract.OpportunityCostPolicyId);
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Assert.Equal(PolicyDisposition.Blocked, trace.Disposition);
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Assert.Equal("OPPORTUNITY_RATIO_NOT_POSITIVE", trace.ReasonCode);
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}
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[Fact]
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public void Future_published_evidence_is_rejected()
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{
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var input = BaseInput() with
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{
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PublishedAtCutoff = DateTimeOffset.Parse("2026-08-01T08:00:00Z"),
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AsOf = DateTimeOffset.Parse("2026-08-01T07:00:00Z")
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};
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Assert.Throws<InvalidOperationException>(() => CreateSut().Evaluate(input));
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}
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private static SellDecisionInput BaseInput() => new(
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Guid.Parse("00000000-0000-0000-0000-000000000001"),
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Guid.Parse("00000000-0000-0000-0000-000000000002"),
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"evidence-1",
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"dataset-1",
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"model-1",
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"config-1",
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"code-sha-1",
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DateTimeOffset.Parse("2026-08-01T07:00:00Z"),
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DateTimeOffset.Parse("2026-08-01T06:00:00Z"),
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0.60m,
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0.20m,
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0.30m,
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false,
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false,
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0m,
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0m,
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0,
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true,
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0m,
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0m,
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0m);
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}
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@@ -0,0 +1,27 @@
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using KArtSell.Modules.SignalEngine.Domain;
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namespace KArtSell.SignalEngine.UnitTests;
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public sealed class SellPolicyContractTests
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{
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[Fact]
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public void Policy_ids_and_priorities_are_unique_and_strictly_ordered()
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{
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var definitions = SellPolicyContract.Definitions;
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Assert.Equal(definitions.Count, definitions.Select(x => x.PolicyId).Distinct().Count());
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Assert.Equal(definitions.Count, definitions.Select(x => x.Priority).Distinct().Count());
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Assert.True(definitions.Zip(definitions.Skip(1), (left, right) => left.Priority > right.Priority).All(x => x));
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}
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[Fact]
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public void Approved_ratios_and_thresholds_remain_within_documented_ranges()
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{
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Assert.InRange(SellPolicyContract.HardImpairmentSellRatioOfLot, 0.80m, 1.00m);
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Assert.InRange(SellPolicyContract.GapFloorSellRatioOfLot, 0.30m, 0.50m);
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Assert.InRange(SellPolicyContract.TwoCloseSellRatioOfLot, 0.15m, 0.25m);
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Assert.InRange(SellPolicyContract.OpportunityMinimumSellRatioOfLot, 0.10m, 0.25m);
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Assert.InRange(SellPolicyContract.OpportunityMaximumSellRatioOfLot, 0.10m, 0.25m);
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Assert.True(SellPolicyContract.OpportunityMinimumSellRatioOfLot <= SellPolicyContract.OpportunityMaximumSellRatioOfLot);
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}
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}
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