Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity
f784e93 verified | from __future__ import annotations | |
| import json | |
| from dataclasses import asdict | |
| from pathlib import Path | |
| import pytest | |
| from microstructure.exploratory_trade_study import ( | |
| ExploratoryStudyError, | |
| _checksums, | |
| _load_config, | |
| verify_exploratory_run, | |
| ) | |
| from microstructure.provenance import sha256_file | |
| def test_exploratory_config_freezes_four_date_roles() -> None: | |
| root = Path(__file__).resolve().parents[1] | |
| config = _load_config(root / "configs" / "exploratory_aggtrades_2026-08-05_08.toml") | |
| assert tuple((item.date.isoformat(), item.role) for item in config.periods) == ( | |
| ("2026-08-05", "train"), | |
| ("2026-08-06", "validation"), | |
| ("2026-08-07", "primary_test"), | |
| ("2026-08-08", "replication_test"), | |
| ) | |
| assert config.study.evidence_tier == "PUBLIC_ARCHIVE_EXPLORATORY" | |
| assert config.quality.allow_quality_warnings is True | |
| assert not any(asdict(config.claims).values()) | |
| def test_exploratory_verifier_rejects_external_input_tamper(tmp_path: Path) -> None: | |
| external = tmp_path / "external.bin" | |
| external.write_bytes(b"input\n") | |
| run = tmp_path / "run" | |
| (run / "data").mkdir(parents=True) | |
| (run / "run_manifest.json").write_text("{}\n", encoding="utf-8") | |
| (run / "data" / "input_evidence.json").write_text( | |
| json.dumps( | |
| { | |
| "raw_manifest": str(external), | |
| "raw_manifest_sha256": sha256_file(external), | |
| "files": [ | |
| { | |
| "absolute_path": str(external), | |
| "sha256": sha256_file(external), | |
| "bytes": external.stat().st_size, | |
| } | |
| ], | |
| } | |
| ) | |
| + "\n", | |
| encoding="utf-8", | |
| ) | |
| _checksums(run) | |
| (run / "_SUCCESS").write_bytes(b"complete\n") | |
| assert verify_exploratory_run(run)["integrity"] == "verified" | |
| external.write_bytes(b"tampered\n") | |
| with pytest.raises(ExploratoryStudyError, match="external input changed"): | |
| verify_exploratory_run(run) | |