공식 레지스트리와 생성물 동기화
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"""Golden tests for WALK_FORWARD_BOOTSTRAP_V1 (governance/todo/v8_9_p3_adoption_plan.yaml P3-B).
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"""Auto-generated golden test stub for WALK_FORWARD_BOOTSTRAP_V1."""
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Maps to v8.9 proposal golden cases V89_014 (same_regime_sample_low) and
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V89_048 (solver_failure -- here, no historical_returns at all).
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"""
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from __future__ import annotations
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def test_walk_forward_bootstrap_v1_golden_stub_exists() -> None:
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assert 'WALK_FORWARD_BOOTSTRAP_V1'
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import importlib.util
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import random
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[3]
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MODULE_PATH = ROOT / "tools" / "build_walk_forward_bootstrap_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_walk_forward_bootstrap_v1", MODULE_PATH)
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module = importlib.util.module_from_spec(spec)
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assert spec.loader is not None
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spec.loader.exec_module(module)
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return module
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def _sample_returns(n=30):
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rng = random.Random(1)
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return [
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{"date": f"2026-01-{i:02d}", "regime_state": "RISK_ON" if i % 2 == 0 else "RISK_OFF", "net_return_after_cost_pct": rng.uniform(-2, 2)}
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for i in range(1, n + 1)
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]
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def test_v89_014_regime_filter_with_no_matches_returns_empty_not_substituted() -> None:
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mod = _load_module()
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rng = random.Random(1)
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distribution = mod.regime_matched_resample(_sample_returns(), "NEVER_SEEN_REGIME", 50, rng)
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assert distribution == []
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def test_v89_048_no_historical_returns_yields_empty_resample() -> None:
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mod = _load_module()
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rng = random.Random(1)
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distribution = mod.walk_forward_resample([], 50, rng)
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assert distribution == []
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def test_walk_forward_uses_only_out_of_sample_70_30_split() -> None:
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mod = _load_module()
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rng = random.Random(1)
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returns = _sample_returns(20)
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distribution = mod.walk_forward_resample(returns, resample_count=20, rng=rng)
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assert len(distribution) == 20
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def test_regime_matched_resamples_only_from_filtered_regime() -> None:
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mod = _load_module()
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rng = random.Random(1)
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returns = _sample_returns(30)
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risk_on_values = {r["net_return_after_cost_pct"] for r in returns if r["regime_state"] == "RISK_ON"}
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distribution = mod.regime_matched_resample(returns, "RISK_ON", 50, rng)
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assert all(v in risk_on_values for v in distribution)
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def test_walk_forward_bootstrap_v1_declares_outputs() -> None:
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outputs = []
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assert isinstance(outputs, list)
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assert outputs
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