feat: extend alpha formula contract

tests/test_alpha_factors.py

@@ -14,6 +14,9 @@ from quant_engine.alpha_factors import (
     ALPHA158_PHASE3_FORMULA_CATALOG_SHA256,
     ALPHA158_PHASE3_FORMULA_CONTRACT_VERSION,
     ALPHA158_PHASE3_FORMULA_SPECS,
+    ALPHA158_PHASE4_FORMULA_CATALOG_SHA256,
+    ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION,
+    ALPHA158_PHASE4_FORMULA_SPECS,
     alpha_001,
     alpha_002,
     alpha_003,
@@ -175,9 +178,11 @@ from quant_engine.alpha_factors import (
     evaluate_phase1_operator,
     evaluate_phase2_operator,
     evaluate_phase3_formula,
+    evaluate_phase4_formula,
     list_phase1_operators,
     list_phase2_operators,
     list_phase3_formulas,
+    list_phase4_formulas,
     correlation,
     covariance,
     decay_linear,
@@ -1641,3 +1646,146 @@ def test_phase3_dispatch_rejects_implicit_series_alignment():
             close=inputs["close"],
             volume=misaligned_volume,
         )
+
+
+# ── Alpha158 Phase 4: versioned alpha051-alpha100 formula contract ──────────
+
+
+def test_phase4_formula_catalog_is_versioned_exact_and_content_addressed():
+    import hashlib
+    import json
+    from collections import Counter
+
+    expected_ids = tuple(f"alpha_{number:03d}" for number in range(51, 101))
+    expected_fields = {
+        "name",
+        "contract_version",
+        "formula",
+        "category",
+        "complexity",
+        "parameters",
+        "description",
+        "references",
+        "call_inputs",
+        "formula_inputs",
+        "input_category",
+    }
+
+    assert ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION == "1.0.0"
+    assert list_phase4_formulas() == expected_ids
+    assert tuple(ALPHA158_PHASE4_FORMULA_SPECS) == expected_ids
+    assert Counter(
+        spec["input_category"] for spec in ALPHA158_PHASE4_FORMULA_SPECS.values()
+    ) == {"single": 1, "pair": 27, "triple": 11, "quadruple": 10, "quintuple": 1}
+
+    for alpha_id, spec in ALPHA158_PHASE4_FORMULA_SPECS.items():
+        assert set(spec) == expected_fields
+        assert spec["name"] == alpha_id
+        assert spec["contract_version"] == ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION
+        assert spec["formula"] == ALPHA158_REGISTRY[alpha_id]["formula"]
+
+    serializable_specs = {
+        alpha_id: {
+            field: list(value) if isinstance(value, tuple) else value
+            for field, value in spec.items()
+        }
+        for alpha_id, spec in ALPHA158_PHASE4_FORMULA_SPECS.items()
+    }
+    encoded = json.dumps(
+        serializable_specs,
+        sort_keys=True,
+        separators=(",", ":"),
+        ensure_ascii=False,
+    ).encode()
+    assert hashlib.sha256(encoded).hexdigest() == ALPHA158_PHASE4_FORMULA_CATALOG_SHA256
+    assert ALPHA158_PHASE4_FORMULA_CATALOG_SHA256 == (
+        "858daf5e2abab5063fc28fcf7c79936096e2c76dde582fc7bab78b3458f17054"
+    )
+
+
+def test_phase4_formula_catalog_is_recursively_immutable():
+    import operator
+
+    with pytest.raises(TypeError):
+        operator.setitem(ALPHA158_PHASE4_FORMULA_SPECS, "alpha_051", {})
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE4_FORMULA_SPECS["alpha_051"],
+            "formula",
+            "changed",
+        )
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE4_FORMULA_SPECS["alpha_051"]["call_inputs"],
+            0,
+            "volume",
+        )
+
+
+def test_phase4_catalog_freezes_callable_and_formula_inputs():
+    import inspect
+
+    for alpha_id, spec in ALPHA158_PHASE4_FORMULA_SPECS.items():
+        function = getattr(alpha_factors_module, alpha_id)
+        signature_inputs = tuple(
+            "open" if name == "open_" else name
+            for name in inspect.signature(function).parameters
+        )
+        assert spec["call_inputs"] == signature_inputs
+        assert spec["formula_inputs"] == tuple(ALPHA158_REGISTRY[alpha_id]["inputs"])
+
+    assert ALPHA158_PHASE4_FORMULA_SPECS["alpha_055"]["call_inputs"] == (
+        "open",
+        "high",
+        "low",
+        "volume",
+        "close",
+    )
+
+
+def test_phase4_dispatch_matches_all_existing_alpha051_alpha100_functions():
+    inputs = _phase3_market_inputs()
+
+    for alpha_id, spec in ALPHA158_PHASE4_FORMULA_SPECS.items():
+        call_inputs = spec["call_inputs"]
+        function = getattr(alpha_factors_module, alpha_id)
+        expected = function(*(inputs[name] for name in call_inputs))
+        actual = evaluate_phase4_formula(
+            alpha_id,
+            **{name: inputs[name] for name in reversed(call_inputs)},
+        )
+        pd.testing.assert_series_equal(actual, expected)
+
+
+def test_phase4_dispatch_rejects_unknown_missing_extra_and_non_series_inputs():
+    inputs = _phase3_market_inputs()
+
+    with pytest.raises(KeyError, match="not registered"):
+        evaluate_phase4_formula("alpha_050", close=inputs["close"])
+    with pytest.raises(ValueError, match=r"missing inputs.*low"):
+        evaluate_phase4_formula("alpha_051", high=inputs["high"])
+    with pytest.raises(ValueError, match=r"unexpected inputs.*vwap"):
+        evaluate_phase4_formula(
+            "alpha_051",
+            high=inputs["high"],
+            low=inputs["low"],
+            vwap=inputs["vwap"],
+        )
+    with pytest.raises(TypeError, match="high must be a pandas Series"):
+        evaluate_phase4_formula(  # type: ignore[arg-type]
+            "alpha_051",
+            high=[1.0, 2.0],
+            low=inputs["low"],
+        )
+
+
+def test_phase4_dispatch_rejects_implicit_series_alignment():
+    inputs = _phase3_market_inputs()
+    misaligned_low = inputs["low"].rename(index={79: 80})
+
+    with pytest.raises(ValueError, match="low index must align with high"):
+        evaluate_phase4_formula(
+            "alpha_051",
+            high=inputs["high"],
+            low=misaligned_low,
+        )