Trading Bot HQ Models & runs Tests Research Shadow paper

🧪 Test suite

ALL 274 PASSED live pytest run of bot/tests · executed 03:34:03, took 99.7s ↻ live re-run available on the local HQ only

Every guard on the machinery: fills and R-math, cost itemization (incl. the frozen Dukascopy hash and the Vantage variant), kill criteria, gate fail-closed behavior, registry lineage discipline, executor/MT5 wiring. Research scripts (scans, runners) are governed by their pre-registrations and null batteries instead — see engine/scans/.

test_costmodel.py 5/5

✓ test_sessions
✓ test_rollover_spread_dwarfs_london
✓ test_triple_swap_wednesday
✓ test_stop_exit_costs_more_than_target_exit
✓ test_gross_edge_can_die_net

test_costmodel_eth.py 5/5

✓ test_eth_vantage_variant_exists_with_documented_constants
✓ test_eth_vantage_flat_across_sessions
✓ test_eth_vantage_round_trip_bp_in_documented_range
✓ test_eth_vantage_costs_more_bp_than_btc_vantage
✓ test_frozen_hashes_unmoved_by_adding_eth_vantage

test_costmodel_vantage.py 3/3

✓ test_vantage_variant_exists_with_documented_constants
✓ test_vantage_round_trip_cheaper_than_dukascopy_variant
✓ test_frozen_btcusd_dukascopy_hash_unmoved

test_costmodel_xrp.py 6/6

✓ test_xrp_vantage_variant_exists_with_documented_constants
✓ test_xrp_vantage_flat_across_sessions
✓ test_xrp_vantage_round_trip_bp_in_documented_range
✓ test_xrp_vantage_costs_more_bp_than_eth_or_btc_vantage
✓ test_xrp_vantage_slippage_matches_eth_vantage_transplant
✓ test_frozen_hashes_unmoved_by_adding_xrp_vantage

test_edgelab.py 21/21

✓ test_validation_request_raises
✓ test_vault_request_raises
✓ test_unknown_symbol_raises
✓ test_research_files_never_leave_the_window
✓ test_feature_definitions_match_hand_computation
✓ test_baseline_matches_direct_rolling
✓ test_h4_ignition_columns_match_direct_computation
✓ test_close_hour_utc_matches_direct_computation
✓ test_merge_level_features_passthrough_when_no_parquet
✓ test_merge_level_features_joins_by_index
✓ test_merge_level_features_raises_on_column_collision
✓ test_random_data_yields_no_signed_signal
✓ test_config_round_trip
✓ test_variants_dict_passthrough
✓ test_ledger_append_and_cumulative
✓ test_ledger_alters_legacy_table_preserving_rows
✓ test_benjamini_hochberg_all_reject
✓ test_benjamini_hochberg_step_up_single
✓ test_benjamini_hochberg_step_up_rescues_middle
✓ test_benjamini_hochberg_empty
✓ test_ledger_pvalues_feed_fdr

test_engine.py 4/4

✓ test_breakout_long_target
✓ test_breakout_long_stopped
✓ test_one_trade_per_day
✓ test_net_always_below_gross

test_executor.py 8/8

✓ test_stopless_order_refused
✓ test_duplicate_submit_adopts_existing
✓ test_client_order_id_deterministic
✓ test_reconcile_detects_orphan_and_halts
✓ test_reconcile_missing_position_flagged_but_no_halt
✓ test_daily_loss_breaker_trips_and_unlocks_next_session
✓ test_anomaly_halt_blocks_wide_spread_and_fails_closed
✓ test_gatekeeper_breaker_outranks_everything

test_expansion.py 11/11

✓ test_detects_single_displacement_event
✓ test_trade_enters_after_pullback_with_structural_stop
✓ test_full_giveback_cancels
✓ test_no_resumption_no_trade
✓ test_stop_hit_loses_about_one_r
✓ test_baseline_mode_trades_same_event_coin_flip
✓ test_min_baseline_suppresses_zero_baseline_event
✓ test_rollover_event_end_dropped
✓ test_rollover_entry_search_cancelled
✓ test_stop_floor_binds_and_sets_flag
✓ test_v1_defaults_unchanged_no_floor_no_guard

test_failed_break_scan.py 8/8

✓ test_failed_up_fast_event
✓ test_failed_down_slow_event
✓ test_never_reenters_no_event
✓ test_reentry_outside_window_no_event
✓ test_nan_level_skipped
✓ test_debounce_skips_break_in_horizon_window
✓ test_debounce_default_horizon_is_max_tested
✓ test_causality_truncation_identity

test_gate.py 11/11

✓ test_pass_decision
✓ test_resize_down_clamped_to_valid_range
✓ test_api_error_fails_closed
✓ test_slow_response_fails_closed
✓ test_garbage_output_fails_closed
✓ test_null_size_factor_on_pass_is_not_garbage
✓ test_refusal_fails_closed
✓ test_version_changes_with_prompt_and_model
✓ test_shadow_hits_target
✓ test_shadow_hits_stop_with_slippage
✓ test_shadow_no_bars_returns_none

test_gatestate.py 37/37

✓ test_spread_ratio_arithmetic
✓ test_drag_estimate_matches_hand_computed
✓ test_minutes_since_last_bar_and_scheduled_events_passthrough
✓ test_event_rate_ratio_arithmetic
✓ test_zero_events_gives_zero_rate_and_null_atr_ratio_not_corrupt
✓ test_strategy_rolling_net_r_passthrough_and_optional
✓ test_none_book_gives_null_level_fields_not_corrupt
✓ test_book_present_populates_level_fields
✓ test_stop_side_level_between_detects_a_level_in_the_stop_band
✓ test_session_block_boundaries[0-asia-False]
✓ test_session_block_boundaries[7-asia-False]
✓ test_session_block_boundaries[8-europe-True]
✓ test_session_block_boundaries[15-europe-True]
✓ test_session_block_boundaries[16-us-False]
✓ test_session_block_boundaries[23-us-False]
✓ test_weekend_flag
✓ test_h4_boundary_window_edges[0-True]
✓ test_h4_boundary_window_edges[14-True]
✓ test_h4_boundary_window_edges[15-False]
✓ test_h4_boundary_window_edges[16-False]
✓ test_h4_boundary_window_edges[30-False]
✓ test_h4_boundary_window_edges[59-False]
✓ test_h4_window_false_off_boundary_hour
✓ test_displacement_multiple_and_streak_computed
✓ test_streak_sign_follows_direction
✓ test_documented_failure_modes_passthrough
✓ test_empty_bars_corrupt
✓ test_none_bars_corrupt
✓ test_missing_now_corrupt
✓ test_negative_spread_corrupt
✓ test_zero_session_median_corrupt
✓ test_zero_stop_distance_corrupt
✓ test_bad_direction_corrupt
✓ test_missing_minutes_since_last_bar_corrupt
✓ test_nan_research_baseline_corrupt
✓ test_short_window_nan_displacement_corrupt
✓ test_now_before_any_bar_close_corrupt

test_goldenset.py 9/9

✓ test_scenarios_file_well_formed
✓ test_perfect_gate_is_deployable
✓ test_one_regression_blocks_deployment
✓ test_v2_scenarios_file_well_formed
✓ test_v2_scenario_classes_present
✓ test_v1_still_12_and_independently_runnable
✓ test_v2_perfect_gate_deployable_via_checker
✓ test_v2_multi_decision_tolerance_enforced_by_existing_checker
✓ test_timeout_counts_as_veto_but_reported_distinctly

test_htf_level_features.py 4/4

✓ test_efficiency_ratio_hand_fixtures
✓ test_htf_book_excludes_m15_and_round_minor
✓ test_htf_batch_matches_per_bar_oracle
✓ test_causality_truncation_identity

test_killcriteria.py 8/8

✓ test_edge_kill_needs_sample_first
✓ test_edge_kill_triggers_at_threshold
✓ test_drawdown_halt_multiplier
✓ test_drawdown_halt_fails_closed_without_mentor_figure
✓ test_baseline_kill_only_on_complete_window
✓ test_gate_kill_deletes_worthless_gate
✓ test_gate_kill_waits_for_sample_and_window
✓ test_evaluate_all_reports_every_criterion

test_ledger.py 7/7

✓ test_pass_row_roundtrips
✓ test_veto_without_counterfactual_refused
✓ test_timeout_veto_and_resize_also_need_counterfactual
✓ test_bad_enums_refused
✓ test_gate_attribution_view
✓ test_fill_drift
✓ test_persists_across_reopen

test_levels.py 12/12

✓ test_decay_weight_halflife
✓ test_round_grid_steps_at_declared_price_points
✓ test_largest_step_le_family_boundaries
✓ test_round_grid_lines_are_exact_multiples_within_10pct
✓ test_causality_a_truncated_rebuild_matches_full
✓ test_causality_b_pivot_born_at_exact_confirmation
✓ test_fixture_a_pivot_plus_touch_hand_computed_score
✓ test_fixture_b_break_sets_broken_at_and_keeps_level
✓ test_fixture_c_two_pivots_merge_with_weighted_center
✓ test_standing_prior_day_and_week_levels
✓ test_features_at_scenario
✓ test_batch_level_features_matches_per_timestamp_reference

test_montecarlo.py 20/20

✓ test_determinism_under_seed
✓ test_different_seed_gives_different_draws
✓ test_block_bootstrap_shows_wider_drawdown_tail_than_iid_shuffle
✓ test_max_drawdown_hand_computed
✓ test_longest_losing_streak_hand_computed
✓ test_time_under_water_hand_computed
✓ test_max_drawdown_zero_for_monotonic_gains
✓ test_max_drawdown_empty_array
✓ test_ruin_probability_monotone_in_risk_fraction
✓ test_ruin_probability_zero_when_risk_is_tiny_and_losses_are_bounded
✓ test_percentiles_collapse_to_a_point_when_block_is_the_whole_sequence
✓ test_observed_percentile_is_between_0_and_100
✓ test_empty_trades_handled_gracefully
✓ test_single_trade_handled_gracefully
✓ test_missing_column_raises_clear_error
✓ test_missing_timestamp_column_raises_clear_error
✓ test_integer_block_length_chunks_in_original_order
✓ test_week_blocks_group_by_iso_week
✓ test_invalid_block_spec_raises
✓ test_summary_is_json_serializable_on_a_realistic_sequence

test_mt5bridge.py 7/7

✓ test_place_maps_identity_and_stop
✓ test_stopless_order_never_reaches_terminal
✓ test_place_timeout_raises_not_resends
✓ test_comment_mangling_broker_falls_back_to_magic
✓ test_idempotent_submitter_adopts_after_timeout_retry
✓ test_reconcile_sees_bridge_positions
✓ test_pending_orders_are_not_positions

test_paper_daemon.py 10/10

✓ test_streakfollow_atr_bars_matches_feature_store
✓ test_streakfollow_stats_match_build_features
✓ test_daemon_replay_matches_registered_runner
✓ test_bar_integrity_gap_fails_closed
✓ test_staleness_fails_closed_no_new_entries
✓ test_idempotent_restep_no_double_processing
✓ test_session_row_is_shadow_not_shakedown
✓ test_daemon_never_writes_registry
✓ test_catchup_pagination_backfills_gap_over_999_bars
✓ test_catchup_pagination_runaway_cap_logs_event

test_paperloop.py 21/21

✓ test_replay_feed_returns_bars_in_order_then_none
✓ test_livefeed_rejects_stale_bar_fail_closed
✓ test_livefeed_accepts_fresh_bar_and_dedups_on_repeat_poll
✓ test_livefeed_handles_microsecond_timestamps
✓ test_livefeed_retries_with_backoff_then_fails_closed
✓ test_livefeed_clamps_poll_below_floor
✓ test_m5_aggregation_matches_batch_resample
✓ test_floor_5min
✓ test_shadow_displacement_matches_batch_events_for
✓ test_shadow_displacement_silent_while_in_position
✓ test_costmodel_constants_used_are_as_expected
✓ test_broker_stop_gap_pessimism_long
✓ test_broker_stop_gap_pessimism_short
✓ test_broker_same_bar_stop_out_is_exactly_minus_one_r
✓ test_broker_time_exit
✓ test_broker_refuses_stopless_intent
✓ test_broker_one_position_at_a_time
✓ test_broker_writes_fills_to_dedicated_db_never_registry
✓ test_session_writes_heartbeat
✓ test_session_daily_breaker_trips_and_halts_session
✓ test_session_summary_counts_m5_events_from_adapter

test_pipeline.py 5/5

✓ test_walkforward_produces_oos
✓ test_baseline_runs_on_windows
✓ test_verdict_fails_on_random_walk
✓ test_load_pair_roundtrip
✓ test_load_pair_refuses_partial_dataset

test_pipeline_e2e.py 4/4

✓ test_full_session_every_path
✓ test_breaker_outranks_gate_pass
✓ test_no_gate_runs_core_alone
✓ test_gate_timeout_fails_closed_with_counterfactual

test_portfolio.py 13/13

✓ test_empty_trades_give_empty_curve_and_deposit_summary
✓ test_flat_mode_is_exactly_deposit_plus_cumsum
✓ test_summary_change_and_drawdown
✓ test_compound_scales_risk_off_running_equity
✓ test_compound_ignores_simulated_dollars_and_reads_r
✓ test_window_is_relative_to_the_curves_own_end_not_today
✓ test_window_carries_the_opening_balance_in
✓ test_period_table_measures_each_window_from_its_own_opening_balance
✓ test_period_table_flags_spans_longer_than_the_run_as_partial
✓ test_percent_is_undefined_once_the_opening_balance_is_not_positive
✓ test_ruin_is_flagged_with_the_date_it_happened
✓ test_headline_states_winning_losing_flat
✓ test_series_is_strictly_increasing_in_time

test_registry.py 8/8

✓ test_same_run_updates_in_place
✓ test_gate_change_is_a_separate_run
✓ test_kinds_do_not_collide
✓ test_bad_kind_refused
✓ test_version_hash_tracks_rule_constants
✓ test_cost_version_tracks_the_charged_costs
✓ test_lineage_is_mandatory_and_validated
✓ test_same_rules_different_lineage_are_separate_runs

test_streak_regime_scan.py 3/3

✓ test_add_vol_regime_matches_hand_computation
✓ test_add_vol_regime_min_periods_one_costs_no_early_events
✓ test_dry_run_local_matches_variant_event_counts

test_tde_events.py 5/5

✓ test_tde_mult_and_body_fraction_hand_computed
✓ test_event_selection_and_wick_veto
✓ test_debounce_rule
✓ test_h4_in_m5_threshold_is_prior_mean
✓ test_truncation_identity_causality

test_tracking.py 4/4

✓ test_fingerprint_missing_file_is_exploratory
✓ test_fingerprint_changes_when_prereg_edited
✓ test_log_run_writes_to_isolated_store
✓ test_log_run_swallows_tracking_failure

test_watchdog.py 5/5

✓ test_fresh_heartbeat_is_ok_and_silent
✓ test_missing_heartbeat_alerts_once_then_cooldown
✓ test_recovery_notice_and_reset
✓ test_beat_roundtrip_and_boundary
✓ test_garbage_heartbeat_file_treated_as_missing

test_xauusd_wiring.py 10/10

✓ test_for_symbol_xauusd_frozen_params
✓ test_for_symbol_case_insensitive
✓ test_for_symbol_fx_matches_legacy_construction[GBPUSD]
✓ test_for_symbol_fx_matches_legacy_construction[EURUSD]
✓ test_for_symbol_fx_matches_legacy_construction[USDJPY]
✓ test_fx_cost_version_stable[GBPUSD]
✓ test_fx_cost_version_stable[EURUSD]
✓ test_fx_cost_version_pinned
✓ test_load_pair_xauusd_frame
✓ test_run_expansion_gold_pip_conversion