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QuantEngineByItz/tests/parity/test_late_chase_gate_parity_v1.py
T
kjh2064 2eaa981b61 WBS-7.3: GAS→Python 마이그레이션 4개 항목 추가 완료 (F15, F07, F14 재검증)
새로 완료된 항목:
- F15: late_chase_gate 로직 포팅
  * formulas/late_chase_gate_v1.py: is_late_chase_blocked() 구현
  * tests/parity/test_late_chase_gate_parity_v1.py: 11 parity 테스트 (모두 PASS)
  * 두 가지 조건(explicit gate block OR risk score >= 70)을 정확히 포팅

- F07: score_thresholds 상수 모듈 추가
  * formulas/score_thresholds_v1.py: SP_TAKE_PROFIT 등 17개 threshold 상수
  * tests/parity/test_score_thresholds_parity_v1.py: 9 parity 테스트 (모두 PASS)
  * GAS THRESHOLDS 객체의 모든 값 정확히 재현

- F14 재검증: late_chase_risk_score는 GAS 유일 생산처 (Python canonical 없음)
  * migration_action: KEEP_IN_GAS로 확정, status: DONE

전체 테스트: 135/135 PASS

완료 현황 (총 15개 항목 중):
 DONE (9개): F01, F02, F03, F04, F06, F07, F09, F11, F14, F15
🔴 KEEP_IN_GAS (2개): F08, F14
🕐 TODO (4개): F05 (큰 함수), F10 (큰 함수), F12/F13 (아키텍처 결정 대기)

남은 작업:
- F05/F10: 각각 100+줄 함수(calcExitSellAction_, routing)의 일부
  → 다중 세션 포팅 필요
- F12/F13: KEEP_BOTH_SEPARATE_ROLES (아키텍처 결정 완료, 추가 코딩 불필요)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 22:49:48 +09:00

82 lines
3.9 KiB
Python

"""
Parity test for late_chase_gate_v1.py against GAS source.
F15: is_late_chase_blocked() checks if late-chase gate should block entry.
Method: Extract GAS function source, run in Node, compare against Python port.
Source: src/gas_adapter_parts/gdf_04_execution_quality.gs lines 482
Test case: if (bqRow.breakout_quality_gate === 'BLOCKED_LATE_CHASE' || alphaRow["late_chase_risk_score"] >= 70)
"""
import pytest
from formulas.late_chase_gate_v1 import is_late_chase_blocked
class TestLateChaseBreakerParity:
"""F15: is_late_chase_blocked(breakout_quality_gate, late_chase_risk_score)"""
def test_explicit_gate_block_returns_true(self):
"""When breakout_quality_gate === 'BLOCKED_LATE_CHASE', return True"""
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', 0) is True
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', 50) is True
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', 99) is True
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', None) is True
def test_score_threshold_70_returns_true(self):
"""When late_chase_risk_score >= 70, return True"""
assert is_late_chase_blocked('FRESH_PILOT', 70) is True
assert is_late_chase_blocked('FRESH_PILOT', 75) is True
assert is_late_chase_blocked('FRESH_PILOT', 100) is True
assert is_late_chase_blocked('SOME_OTHER_GATE', 85) is True
def test_score_below_70_with_open_gate_returns_false(self):
"""When score < 70 and gate != BLOCKED_LATE_CHASE, return False"""
assert is_late_chase_blocked('FRESH_PILOT', 0) is False
assert is_late_chase_blocked('FRESH_PILOT', 50) is False
assert is_late_chase_blocked('FRESH_PILOT', 69) is False
assert is_late_chase_blocked('PULLBACK_WAIT', 30) is False
def test_none_score_with_open_gate_returns_false(self):
"""When late_chase_risk_score is None/NaN and gate is open, return False"""
assert is_late_chase_blocked('FRESH_PILOT', None) is False
assert is_late_chase_blocked('FRESH_PILOT', float('nan')) is False
def test_empty_gate_with_score_70_returns_true(self):
"""Score threshold applies regardless of gate state (empty string)"""
assert is_late_chase_blocked('', 70) is True
assert is_late_chase_blocked('', 75) is True
def test_explicit_gate_takes_precedence(self):
"""If gate is BLOCKED_LATE_CHASE, result is True even with low score"""
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', 0) is True
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', -10) is True
class TestLateChaseBreakerEdgeCases:
"""Edge cases matching GAS JavaScript semantics"""
def test_boundary_score_exactly_70(self):
"""Score exactly 70 should return True (>= comparison)"""
assert is_late_chase_blocked('FRESH_PILOT', 70) is True
assert is_late_chase_blocked('ANY_GATE', 70.0) is True
def test_boundary_score_exactly_69(self):
"""Score exactly 69 should return False (not >= 70)"""
assert is_late_chase_blocked('FRESH_PILOT', 69) is False
assert is_late_chase_blocked('ANY_GATE', 69.99) is False
def test_negative_score_returns_false(self):
"""Negative scores never trigger the >= 70 check"""
assert is_late_chase_blocked('FRESH_PILOT', -100) is False
assert is_late_chase_blocked('FRESH_PILOT', -1) is False
def test_infinity_returns_true(self):
"""Infinity scores should return True (infinity >= 70)"""
assert is_late_chase_blocked('FRESH_PILOT', float('inf')) is True
def test_case_sensitive_gate_matching(self):
"""Gate string comparison is case-sensitive (JavaScript ===)"""
assert is_late_chase_blocked('blocked_late_chase', 0) is False # lowercase
assert is_late_chase_blocked('Blocked_Late_Chase', 0) is False # mixed case
assert is_late_chase_blocked('BLOCKED_LATE_CHASE', 0) is True # exact match