fix: harden backtest contract boundaries

This commit is contained in:
ao gong
2026-09-01 12:17:16 +08:00
parent e1e10ce293
commit 36d444924a
4 changed files with 301 additions and 9 deletions
+2 -2
View File
@@ -1,8 +1,8 @@
{
"run_id": "rhbacktestrunv1:sha256:5036c771c44a2adade9ea590eee0d8cf824ff8f519fadd8ba424e5d914856386",
"replay_spec_digest": "sha256:20f07fcb526bc38b4ba3d71d6c3b00a8c63ad96cab0fecd869326503ab42d98b",
"manifest_id": "rhbacktestevidencev1:sha256:47e86c53e696672a8931e1cb496b6a48344a4ffbf84bbec4818ea2671fee8d42",
"evidence_digest": "sha256:907775054f4316bcb2f559a3068493210cebaa97bb90e462ba39ae0762eea98e",
"manifest_id": "rhbacktestevidencev1:sha256:f94733e849433f62f3da1e1ec8999891b93d49c7d657832d64e64bef9e211117",
"evidence_digest": "sha256:f3913894d032c389c64eef59058b3cbc694cb9cc14ce9cee2699f0068200b650",
"table_content_digests": {
"run": "sha256:7d947ec93f714641669cbb14bd69dd8cf30387aabb7f3a086918fc2e878ab05c",
"signals": "sha256:72dc15064cc45d7c51d2dd4b8c3a6d8c7d4155232d5d70d3c9e7697fab70ce50",
+89
View File
@@ -16,6 +16,7 @@ import pytest
from quant_engine.artifact import (
BacktestEvidenceManifest,
EvidenceQualification,
RESEARCH_ARTIFACT_SCHEMA_VERSION,
ResearchRunArtifact,
build_backtest_evidence_manifest,
build_legacy_backtest_evidence_manifest,
@@ -310,6 +311,50 @@ def test_backtest_run_ref_rejects_unclosed_upstream_and_unsafe_scalars() -> None
_assert_error(factor_type, BacktestContractErrorCode.TYPE_ERROR, "$.factor_set")
def test_run_ref_rejects_aliases_locators_unsafe_integers_and_invalid_text() -> None:
with pytest.raises(BacktestContractError) as mutable_alias:
_run_ref(strategy_id="latest")
_assert_error(
mutable_alias,
BacktestContractErrorCode.INVALID_FORMAT,
"$.strategy_id",
)
with pytest.raises(BacktestContractError) as physical_uri:
_run_ref(execution_model_version="s3://model-bucket/current")
_assert_error(
physical_uri,
BacktestContractErrorCode.INVALID_FORMAT,
"$.execution_model_version",
)
with pytest.raises(BacktestContractError) as unsafe_seed:
_run_ref(random_seed=2**53)
_assert_error(
unsafe_seed,
BacktestContractErrorCode.INVALID_VALUE,
"$.random_seed",
)
with pytest.raises(BacktestContractError) as invalid_unicode:
_run_ref(strategy_id="\ud800")
_assert_error(
invalid_unicode,
BacktestContractErrorCode.INVALID_FORMAT,
"$.strategy_id",
)
run_ref = _run_ref()
mixed_keys = run_ref.to_dict()
mixed_keys[1] = "not-a-contract-key" # type: ignore[index]
snapshot, foundation, factor_set = _accepted_authorities()
with pytest.raises(BacktestContractError) as invalid_key:
BacktestRunRef.from_dict(
mixed_keys,
dataset_snapshot=snapshot,
foundation=foundation,
factor_set=factor_set,
)
_assert_error(invalid_key, BacktestContractErrorCode.TYPE_ERROR, "$")
def test_replay_lineage_is_acyclic_and_cannot_claim_changed_inputs() -> None:
parent = _run_ref()
replay = _run_ref(
@@ -462,6 +507,50 @@ def test_manifest_rejects_missing_mismatched_or_duplicate_evidence() -> None:
)
def test_manifest_binds_supported_schema_and_has_collision_free_cell_encoding() -> None:
run_ref = _run_ref()
artifact = _artifact(run_ref)
with pytest.raises(BacktestContractError) as unsupported_schema:
build_backtest_evidence_manifest(
run_ref,
replace(artifact, schema_version="999.0.0"),
artifact_available_at="2026-01-08T02:05:00Z",
)
_assert_error(
unsupported_schema,
BacktestContractErrorCode.INVALID_VALUE,
"$.artifact.schema_version",
)
identities: set[str] = set()
for value in (float("nan"), float("inf"), float("-inf")):
performance = artifact.performance
performance.loc[0, "alpha"] = value
manifest = build_backtest_evidence_manifest(
run_ref,
replace(artifact, _performance=performance),
artifact_available_at="2026-01-08T02:05:00Z",
)
assert manifest.artifact_schema_version == RESEARCH_ARTIFACT_SCHEMA_VERSION
identities.add(manifest.manifest_id)
assert len(identities) == 3
unsupported = artifact.performance.astype(object)
unsupported.loc[0, "alpha"] = object()
with pytest.raises(BacktestContractError) as unsupported_cell:
build_backtest_evidence_manifest(
run_ref,
replace(artifact, _performance=unsupported),
artifact_available_at="2026-01-08T02:05:00Z",
)
_assert_error(
unsupported_cell,
BacktestContractErrorCode.TYPE_ERROR,
"$.artifact.tables.performance.rows[0].alpha",
)
def test_legacy_bridge_is_explicit_and_cannot_be_contract_qualified() -> None:
run_ref = _run_ref()
legacy_run = BacktestRun(