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QuantEngineByItz/tools/validate_prediction_accuracy_harness_v2.py

132 lines
4.6 KiB
Python

"""validate_prediction_accuracy_harness_v2.py — PREDICTION_ACCURACY_HARNESS_VALIDATE_V2
Temp/prediction_accuracy_harness_v2.json의 기본 구조와 허용된 데이터 게이트 상태를 검증한다.
현재는 운영 T+5/T+20 표본이 부족할 수 있으므로 INSUFFICIENT_SAMPLES는 허용한다.
"""
from __future__ import annotations
import argparse
import json
from pathlib import Path
from typing import Any
ROOT = Path(__file__).resolve().parents[1]
DEFAULT_INPUT = ROOT / "Temp" / "prediction_accuracy_harness_v2.json"
DEFAULT_OUT = ROOT / "Temp" / "validate_prediction_accuracy_harness_v2.json"
FORMULA_ID = "PREDICTION_ACCURACY_HARNESS_VALIDATE_V2"
ALLOWED_CALIBRATION = {
"CALIBRATED",
"MONITOR",
"PAE_CALIBRATION_REQUIRED",
"BUY_PROPOSAL_FROZEN_RECOMMEND",
"INSUFFICIENT_SAMPLES",
}
def _load(path: Path) -> Any:
if not path.exists():
return {}
try:
return json.loads(path.read_text(encoding="utf-8"))
except Exception:
return {}
def _is_dict(value: Any) -> bool:
return isinstance(value, dict)
def _ensure_fields(payload: dict[str, Any], path: str, fields: list[str], errors: list[str]) -> None:
block = payload
if path:
for part in path.split("."):
block = block.get(part) if isinstance(block, dict) else None
if not isinstance(block, dict):
errors.append(f"{path or 'root'} must be object")
return
for field in fields:
if field not in block:
errors.append(f"missing field: {path + '.' if path else ''}{field}")
def main() -> int:
ap = argparse.ArgumentParser()
ap.add_argument("--input", default=str(DEFAULT_INPUT))
ap.add_argument("--out", default=str(DEFAULT_OUT))
args = ap.parse_args()
input_path = Path(args.input)
input_path = input_path if input_path.is_absolute() else ROOT / input_path
out_path = Path(args.out)
out_path = out_path if out_path.is_absolute() else ROOT / out_path
payload = _load(input_path)
errors: list[str] = []
if not _is_dict(payload):
errors.append("payload must be object")
else:
if payload.get("formula_id") != "PREDICTION_ACCURACY_HARNESS_V2":
errors.append("formula_id mismatch")
calibration_state = str(payload.get("calibration_state") or "")
if calibration_state not in ALLOWED_CALIBRATION:
errors.append(f"calibration_state={calibration_state}")
for key in [
"as_of_date",
"data_origin_audit",
"windows",
"evaluation_methodology",
]:
if key not in payload:
errors.append(f"missing field: {key}")
audit = payload.get("data_origin_audit")
if isinstance(audit, dict):
for key in [
"operational_sample_count",
"replay_sample_count",
"untagged_row_count",
"unrealized_outcome_row_count",
"replay_in_live_stats",
"operational_only_accuracy",
]:
if key not in audit:
errors.append(f"missing field: data_origin_audit.{key}")
for key in [
"t1_op_rate", "t1_sample", "t5_op_rate", "t5_sample",
"t20_op_rate", "t20_sample", "t20_replay_rate", "t20_replay_sample",
"t20_replay_avg_return_pct", "t20_replay_stdev_return_pct",
"window_90d_rate",
]:
if key not in payload:
errors.append(f"missing field: {key}")
windows = payload.get("windows")
if isinstance(windows, dict):
_ensure_fields(windows, "t1", ["all", "30d", "7d"], errors)
_ensure_fields(windows, "t5", ["all", "active_passive", "30d", "90d"], errors)
_ensure_fields(windows, "t20", ["operational", "operational_30d", "replay", "replay_return_dist"], errors)
else:
errors.append("windows must be object")
t5_sample = payload.get("t5_sample")
if isinstance(t5_sample, int) and t5_sample < 30 and calibration_state != "INSUFFICIENT_SAMPLES":
errors.append("t5_sample < 30 requires INSUFFICIENT_SAMPLES")
result = {
"formula_id": FORMULA_ID,
"gate": "PASS" if not errors else "FAIL",
"checked_file": str(Path(args.input).as_posix()),
"errors": errors,
}
out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
print(json.dumps(result, ensure_ascii=False, indent=2))
return 0 if not errors else 1
if __name__ == "__main__":
raise SystemExit(main())