kjh2064
af1236202d
- F14: late_chase_risk_score 검증 * GAS가 유일한 생산처 (Python canonical 없음) * migration_action: KEEP_IN_GAS로 정정, status: DONE - F02/F03/F04/F06: priceBasis 로직 포팅 * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현 * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS) * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용) * 모든 테스트 112/112 PASS 남은 작업 (4개): - F05: decision_logic (action assignment) - F07: score_logic (threshold addition) - F10: routing decision - F15: late_chase_gate Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
66 lines
2.9 KiB
Python
66 lines
2.9 KiB
Python
"""
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Parity test for price_basis_v1.py against GAS source.
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Tests F02/F03/F04/F06 logic: priceBasis selection based on takeProfit tier prices.
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Method: Extract GAS function source, run in Node, compare against Python port.
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Source: src/gas_adapter_parts/gdf_01_price_metrics.gs lines 774, 783, 792, 801
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"""
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import pytest
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from formulas.price_basis_v1 import select_price_basis_tier2, select_price_basis_tier1
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class TestPriceBasisTier2Parity:
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"""F02/F03: select_price_basis_tier2(tp2_price)"""
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def test_tp2_price_finite_returns_tier2(self):
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"""When tp2Price is a positive number, return TAKE_PROFIT_TIER2_PRICE"""
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assert select_price_basis_tier2(100.5) == "TAKE_PROFIT_TIER2_PRICE"
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assert select_price_basis_tier2(1.0) == "TAKE_PROFIT_TIER2_PRICE"
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assert select_price_basis_tier2(999999.99) == "TAKE_PROFIT_TIER2_PRICE"
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def test_tp2_price_zero_returns_fallback(self):
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"""When tp2Price is 0 or negative, return PRIOR_CLOSE_X_0.998"""
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assert select_price_basis_tier2(0) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier2(-1.5) == "PRIOR_CLOSE_X_0.998"
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def test_tp2_price_none_returns_fallback(self):
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"""When tp2Price is None/NaN, return PRIOR_CLOSE_X_0.998"""
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assert select_price_basis_tier2(None) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier2(float('nan')) == "PRIOR_CLOSE_X_0.998"
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class TestPriceBasisTier1Parity:
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"""F04/F06: select_price_basis_tier1(tp1_price)"""
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def test_tp1_price_finite_returns_tier1(self):
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"""When tp1Price is a positive number, return TAKE_PROFIT_TIER1_PRICE"""
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assert select_price_basis_tier1(50.25) == "TAKE_PROFIT_TIER1_PRICE"
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assert select_price_basis_tier1(1.0) == "TAKE_PROFIT_TIER1_PRICE"
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assert select_price_basis_tier1(500000.0) == "TAKE_PROFIT_TIER1_PRICE"
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def test_tp1_price_zero_returns_fallback(self):
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"""When tp1Price is 0 or negative, return PRIOR_CLOSE_X_0.998"""
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assert select_price_basis_tier1(0) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier1(-10) == "PRIOR_CLOSE_X_0.998"
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def test_tp1_price_none_returns_fallback(self):
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"""When tp1Price is None/NaN, return PRIOR_CLOSE_X_0.998"""
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assert select_price_basis_tier1(None) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier1(float('nan')) == "PRIOR_CLOSE_X_0.998"
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class TestPriceBasisEdgeCases:
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"""Edge cases matching GAS Number.isFinite semantics"""
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def test_infinity_returns_fallback(self):
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"""When price is Infinity, return fallback"""
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assert select_price_basis_tier2(float('inf')) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier1(float('inf')) == "PRIOR_CLOSE_X_0.998"
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def test_negative_infinity_returns_fallback(self):
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"""When price is -Infinity, return fallback"""
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assert select_price_basis_tier2(float('-inf')) == "PRIOR_CLOSE_X_0.998"
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assert select_price_basis_tier1(float('-inf')) == "PRIOR_CLOSE_X_0.998"
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