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@@ -8,6 +8,7 @@ import pytest
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from quant_engine.alpha_factors import (
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ALPHA158_REGISTRY,
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ALPHA158_PHASE1_OPERATOR_SPECS,
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alpha_001,
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alpha_002,
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alpha_003,
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@@ -166,6 +167,8 @@ from quant_engine.alpha_factors import (
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alpha_156,
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alpha_157,
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alpha_158,
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evaluate_phase1_operator,
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list_phase1_operators,
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correlation,
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covariance,
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decay_linear,
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@@ -1232,3 +1235,89 @@ def test_parse_alpha_formula_round_trip_jsonb():
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serialized = json.dumps(parsed)
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assert isinstance(serialized, str)
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assert "ts_rank" in serialized
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# ── v1.2.0 Phase 1: deterministic operator dispatch contract ──────────────
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def test_phase1_operator_catalog_is_explicit_and_serializable():
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"""Phase 1 exposes a stable, JSON-friendly catalog for downstream callers."""
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import json
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expected = {
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"rank",
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"delta",
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"ts_mean",
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"ts_std",
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"ts_rank",
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"correlation",
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"ts_min",
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"ts_max",
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"ts_sum",
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"decay_linear",
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}
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assert set(list_phase1_operators()) == expected
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assert set(ALPHA158_PHASE1_OPERATOR_SPECS) == expected
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json.dumps(ALPHA158_PHASE1_OPERATOR_SPECS)
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for name, spec in ALPHA158_PHASE1_OPERATOR_SPECS.items():
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assert spec["name"] == name
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assert isinstance(spec["inputs"], list)
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assert isinstance(spec["formula"], str)
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def test_phase1_unary_operators_preserve_index_and_are_deterministic():
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values = pd.Series([1.0, 2.0, 3.0, 4.0], index=["a", "b", "c", "d"])
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first = evaluate_phase1_operator("rank", values)
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second = evaluate_phase1_operator("rank", values)
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pd.testing.assert_series_equal(first, second)
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assert first.index.equals(values.index)
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assert first.iloc[-1] == pytest.approx(1.0)
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@pytest.mark.parametrize(
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("name", "window"),
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[
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("delta", 2),
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("ts_mean", 2),
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("ts_std", 2),
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("ts_rank", 2),
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("ts_min", 2),
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("ts_max", 2),
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("ts_sum", 2),
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("decay_linear", 2),
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],
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)
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def test_phase1_windowed_operators_require_explicit_window(name: str, window: int):
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values = pd.Series([1.0, 2.0, 3.0, 4.0])
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result = evaluate_phase1_operator(name, values, window=window)
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assert result.index.equals(values.index)
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with pytest.raises(ValueError, match="window"):
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evaluate_phase1_operator(name, values)
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with pytest.raises(ValueError, match="positive integer"):
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evaluate_phase1_operator(name, values, window=1.5) # type: ignore[arg-type]
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def test_phase1_binary_correlation_requires_aligned_secondary_input():
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values = pd.Series([1.0, 2.0, 3.0, 4.0])
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other = pd.Series([4.0, 3.0, 2.0, 1.0])
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result = evaluate_phase1_operator("correlation", values, other, window=2)
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assert result.iloc[-1] == pytest.approx(-1.0)
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with pytest.raises(ValueError, match="secondary"):
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evaluate_phase1_operator("correlation", values, window=2)
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def test_phase1_dispatch_rejects_unknown_or_unused_arguments():
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values = pd.Series([1.0, 2.0, 3.0])
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with pytest.raises(KeyError, match="not registered"):
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evaluate_phase1_operator("unknown", values)
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with pytest.raises(ValueError, match="window"):
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evaluate_phase1_operator("rank", values, window=2)
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with pytest.raises(ValueError, match="secondary"):
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evaluate_phase1_operator("rank", values, values)
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