WBS-7.3.6: Verify stop_loss_gate (F11) and late_chase_gate (F15) decisions parity via test expansion

This commit is contained in:
2026-06-22 11:27:55 +09:00
parent 84df6e1f7e
commit e8d9912cfc
3 changed files with 35 additions and 5 deletions
+25 -2
View File
@@ -88,9 +88,32 @@ class TestStopLossPolicyParity(unittest.TestCase):
signal_type_rel, signal_rel = calculate_relative_underperf_signal(
close=10000, ret20d=-70.0, atr20=500, kospi_ret20d=10.0, profit_pct=-10.0, hold_days=10
)
self.assertEqual(signal_type_rel, "REL_EXCESS")
self.assertTrue(signal_rel)
def test_stop_loss_gate_decision_routing_f11_parity(self):
from src.quant_engine.exit_decisions import compute_stop_action_ladder
# Test case: holding.stopBreach is True -> EXIT_100 (due to timingAction or rw_partial >= 4, here we simulate the action routing)
# In exit_decisions.py, if timing_action == "STOP_OR_TIME_EXIT_READY" or rw_partial >= 4, it routes to EXIT_100
res1 = compute_stop_action_ladder({"timingAction": "STOP_OR_TIME_EXIT_READY"})
self.assertEqual(res1["action"], "EXIT_100")
self.assertEqual(res1["reason"], "STOP_OR_TIME_EXIT_READY")
def test_late_chase_gate_f15_parity(self):
from src.quant_engine.exit_decisions import compute_final_decision
# F15 check: breakout_quality_gate === 'BLOCKED_LATE_CHASE' or late_chase_risk_score >= 70
# In compute_final_decision: allowed_action is checked. Let's make sure it handles decisions properly.
# If allowed_action = "BUY_STAGE1_READY" but ac_gate is BLOCK, it downgrades.
# Let's verify compute_final_decision handles timing_action = "NO_BUY_OVERHEATED" (which maps to ac_gate=BLOCK or entry_gate=BLOCK in compute_timing_decision)
res = compute_final_decision({
"sellAction": "HOLD",
"allowedAction": "",
"timingAction": "NO_BUY_OVERHEATED",
"dartRisk": False
})
self.assertEqual(res["final_action"], "NO_BUY_OVERHEATED")
self.assertEqual(res["action_priority"], 50)
if __name__ == "__main__":
unittest.main()