fix: enforce canonical factor contract json (#15)
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This commit was merged in pull request #15.
This commit is contained in:
2026-09-01 08:36:41 +08:00
parent e782e223f7
commit 62ed09842d
9 changed files with 3858 additions and 22 deletions
+51
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@@ -7,6 +7,13 @@ import pandas as pd
import pytest
import quant_engine.alpha_factors as alpha_factors_module
from quant_engine.factor_contracts import (
FactorContractError,
FactorInput,
ProducerIdentity,
factor_definition_from_alpha158,
factor_input_schema_digest,
)
from quant_engine.alpha_factors import (
ALPHA158_REGISTRY,
ALPHA158_PHASE1_OPERATOR_SPECS,
@@ -434,6 +441,50 @@ def test_alpha_registry_required_fields():
assert required <= set(meta.keys()), f"{alpha_id} missing fields"
def test_alpha_registry_adapts_to_definition_without_copying_formula_or_inputs():
factor_input = FactorInput(
"market",
"sha256:" + "1" * 64,
tuple(ALPHA158_REGISTRY["alpha_005"]["inputs"]),
)
definition = factor_definition_from_alpha158(
"alpha_005",
version="1.0.0",
parameters={},
inputs=(factor_input,),
implementation_digest="sha256:" + "2" * 64,
input_schema_digest=factor_input_schema_digest((factor_input,)),
valid_from="2026-01-01T00:00:00Z",
valid_until="2027-01-01T00:00:00Z",
warmup_sessions=10,
lag_sessions=1,
producer=ProducerIdentity("quant_engine", "1.0.0"),
code_revision="c" * 40,
)
assert definition.formula == ALPHA158_REGISTRY["alpha_005"]["formula"]
assert definition.inputs[0].required_columns == tuple(
ALPHA158_REGISTRY["alpha_005"]["inputs"]
)
incomplete = FactorInput("market", "sha256:" + "1" * 64, ("close",))
with pytest.raises(FactorContractError, match="exactly correspond"):
factor_definition_from_alpha158(
"alpha_005",
version="1.0.0",
parameters={},
inputs=(incomplete,),
implementation_digest="sha256:" + "2" * 64,
input_schema_digest=factor_input_schema_digest((incomplete,)),
valid_from="2026-01-01T00:00:00Z",
valid_until="2027-01-01T00:00:00Z",
warmup_sessions=10,
lag_sessions=1,
producer=ProducerIdentity("quant_engine", "1.0.0"),
code_revision="c" * 40,
)
def test_get_alpha_meta_success():
"""已知 alpha_id 返回完整 meta。"""
meta = get_alpha_meta("alpha_001")