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QuantEngineByItz/tools/validate_operational_alpha_calibration_v2.py
T

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3.9 KiB
Python

"""validate_operational_alpha_calibration_v2.py — OPERATIONAL_ALPHA_CALIBRATION_VALIDATE_V2
Temp/operational_alpha_calibration_v2.json의 최소 계약을 검증한다.
"""
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" / "operational_alpha_calibration_v2.json"
DEFAULT_OUT = ROOT / "Temp" / "validate_operational_alpha_calibration_v2.json"
FORMULA_ID = "OPERATIONAL_ALPHA_CALIBRATION_VALIDATE_V2"
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 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") != "OPERATIONAL_ALPHA_CALIBRATION_V2":
errors.append("formula_id mismatch")
if payload.get("gate") not in {"PERFORMANCE_READY", "NOT_READY"}:
errors.append(f"gate={payload.get('gate')}")
if "performance_ready" not in payload or not isinstance(payload.get("performance_ready"), bool):
errors.append("performance_ready must be bool")
if "confidence_score" not in payload or not isinstance(payload.get("confidence_score"), (int, float)):
errors.append("confidence_score must be numeric")
for key in ["metrics", "targets", "readiness_reasons"]:
if key not in payload:
errors.append(f"missing field: {key}")
metrics = payload.get("metrics")
if isinstance(metrics, dict):
for key in [
"outcome_quality_score",
"t20_operational_sample",
"t20_operational_pass_rate",
"t5_operational_sample",
"t5_operational_pass_rate",
"trade_quality_t5_score",
"value_damage_pct_avg",
]:
if key not in metrics:
errors.append(f"missing field: metrics.{key}")
targets = payload.get("targets")
if isinstance(targets, dict):
for key in [
"outcome_quality_score_min",
"t20_operational_sample_min",
"t20_operational_pass_rate_min",
"t5_operational_sample_min",
"t5_operational_pass_rate_min",
"trade_quality_t5_score_min",
"value_damage_pct_avg_max",
]:
if key not in targets:
errors.append(f"missing field: targets.{key}")
reasons = payload.get("readiness_reasons")
if isinstance(reasons, list):
if payload.get("gate") == "PERFORMANCE_READY" and reasons:
errors.append("PERFORMANCE_READY must not have readiness reasons")
if payload.get("gate") == "NOT_READY" and not reasons:
errors.append("NOT_READY must have readiness reasons")
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())