Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase5-formula-contract-20260828

# Conflicts:
#	src/quant_engine/alpha_factors.py
#	tests/test_alpha_factors.py

src/quant_engine/alpha_factors.py

@@ -3408,6 +3408,137 @@ def evaluate_phase4_formula(name: str, **inputs: pd.Series) -> pd.Series:
     return function(*(inputs[field] for field in required_inputs))
 
 
+# ── Phase 5 formula contract: frozen alpha101-alpha150 surface ──────────────
+
+# Phase 5 extends the versioned formula contract without mutating any earlier
+# catalogue, digest, dispatch surface, or existing formula implementation.
+ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION = "1.0.0"
+ALPHA158_PHASE5_FORMULA_CATALOG_SHA256 = (
+    "3368796169c9fbd39c4a34ea137e569964b15882fbf4de25124790d548db6533"
+)
+
+_PHASE5_FORMULA_FUNCTIONS: dict[str, Callable[..., pd.Series]] = {
+    "alpha_101": alpha_101,
+    "alpha_102": alpha_102,
+    "alpha_103": alpha_103,
+    "alpha_104": alpha_104,
+    "alpha_105": alpha_105,
+    "alpha_106": alpha_106,
+    "alpha_107": alpha_107,
+    "alpha_108": alpha_108,
+    "alpha_109": alpha_109,
+    "alpha_110": alpha_110,
+    "alpha_111": alpha_111,
+    "alpha_112": alpha_112,
+    "alpha_113": alpha_113,
+    "alpha_114": alpha_114,
+    "alpha_115": alpha_115,
+    "alpha_116": alpha_116,
+    "alpha_117": alpha_117,
+    "alpha_118": alpha_118,
+    "alpha_119": alpha_119,
+    "alpha_120": alpha_120,
+    "alpha_121": alpha_121,
+    "alpha_122": alpha_122,
+    "alpha_123": alpha_123,
+    "alpha_124": alpha_124,
+    "alpha_125": alpha_125,
+    "alpha_126": alpha_126,
+    "alpha_127": alpha_127,
+    "alpha_128": alpha_128,
+    "alpha_129": alpha_129,
+    "alpha_130": alpha_130,
+    "alpha_131": alpha_131,
+    "alpha_132": alpha_132,
+    "alpha_133": alpha_133,
+    "alpha_134": alpha_134,
+    "alpha_135": alpha_135,
+    "alpha_136": alpha_136,
+    "alpha_137": alpha_137,
+    "alpha_138": alpha_138,
+    "alpha_139": alpha_139,
+    "alpha_140": alpha_140,
+    "alpha_141": alpha_141,
+    "alpha_142": alpha_142,
+    "alpha_143": alpha_143,
+    "alpha_144": alpha_144,
+    "alpha_145": alpha_145,
+    "alpha_146": alpha_146,
+    "alpha_147": alpha_147,
+    "alpha_148": alpha_148,
+    "alpha_149": alpha_149,
+    "alpha_150": alpha_150,
+}
+
+
+def _build_phase5_formula_specs() -> dict[str, dict[str, Any]]:
+    specs: dict[str, dict[str, Any]] = {}
+    for alpha_id, function in _PHASE5_FORMULA_FUNCTIONS.items():
+        meta = ALPHA158_REGISTRY[alpha_id]
+        call_inputs = _phase3_call_inputs(function)
+        formula_inputs = _phase3_string_list(meta, "inputs", alpha_id)
+        input_category = _PHASE4_INPUT_CATEGORIES.get(len(call_inputs))
+        if input_category is None:
+            raise RuntimeError(f"unsupported formula input count for {alpha_id}")
+        specs[alpha_id] = {
+            "name": alpha_id,
+            "contract_version": ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION,
+            "formula": meta["formula"],
+            "category": meta["category"],
+            "complexity": meta["complexity"],
+            "parameters": _phase3_string_list(meta, "params", alpha_id),
+            "description": meta["description"],
+            "references": _phase3_string_list(meta, "references", alpha_id),
+            "call_inputs": list(call_inputs),
+            "formula_inputs": formula_inputs,
+            "input_category": input_category,
+        }
+    return specs
+
+
+ALPHA158_PHASE5_FORMULA_SPECS: Mapping[str, Mapping[str, Any]] = (
+    _freeze_phase3_formula_specs(_build_phase5_formula_specs())
+)
+
+
+def list_phase5_formulas() -> tuple[str, ...]:
+    """Return the frozen alpha101-alpha150 formula IDs in stable order."""
+    return tuple(ALPHA158_PHASE5_FORMULA_SPECS)
+
+
+def evaluate_phase5_formula(name: str, **inputs: pd.Series) -> pd.Series:
+    """Evaluate a Phase 5 formula with an exact, alignment-safe input contract."""
+    if name not in ALPHA158_PHASE5_FORMULA_SPECS:
+        raise KeyError(f"formula {name!r} not registered")
+
+    spec = ALPHA158_PHASE5_FORMULA_SPECS[name]
+    required_inputs = cast(tuple[str, ...], spec["call_inputs"])
+    missing_inputs = [field for field in required_inputs if field not in inputs]
+    unexpected_inputs = sorted(field for field in inputs if field not in required_inputs)
+    if missing_inputs or unexpected_inputs:
+        details: list[str] = []
+        if missing_inputs:
+            details.append(f"missing inputs {missing_inputs}")
+        if unexpected_inputs:
+            details.append(f"unexpected inputs {unexpected_inputs}")
+        raise ValueError(f"invalid inputs for {name}: {'; '.join(details)}")
+
+    for field in required_inputs:
+        if not isinstance(inputs[field], pd.Series):
+            raise TypeError(f"{field} must be a pandas Series")
+
+    primary_field = required_inputs[0]
+    primary = inputs[primary_field]
+    for field in required_inputs[1:]:
+        if len(inputs[field]) != len(primary):
+            raise ValueError(f"{field} length must match {primary_field}")
+        if not primary.index.equals(inputs[field].index):
+            raise ValueError(f"{field} index must align with {primary_field}")
+
+    function = _PHASE5_FORMULA_FUNCTIONS[name]
+    return function(*(inputs[field] for field in required_inputs))
+
+
 __all__ = [
     "rank",
     "delta",
@@ -3451,6 +3582,11 @@ __all__ = [
     "ALPHA158_PHASE4_FORMULA_SPECS",
     "list_phase4_formulas",
     "evaluate_phase4_formula",
+    "ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION",
+    "ALPHA158_PHASE5_FORMULA_CATALOG_SHA256",
+    "ALPHA158_PHASE5_FORMULA_SPECS",
+    "list_phase5_formulas",
+    "evaluate_phase5_formula",
     "alpha_001",
     "alpha_002",
     "alpha_003",

tests/test_alpha_factors.py

@@ -17,6 +17,9 @@ from quant_engine.alpha_factors import (
     ALPHA158_PHASE4_FORMULA_CATALOG_SHA256,
     ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION,
     ALPHA158_PHASE4_FORMULA_SPECS,
+    ALPHA158_PHASE5_FORMULA_CATALOG_SHA256,
+    ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION,
+    ALPHA158_PHASE5_FORMULA_SPECS,
     alpha_001,
     alpha_002,
     alpha_003,
@@ -179,10 +182,12 @@ from quant_engine.alpha_factors import (
     evaluate_phase2_operator,
     evaluate_phase3_formula,
     evaluate_phase4_formula,
+    evaluate_phase5_formula,
     list_phase1_operators,
     list_phase2_operators,
     list_phase3_formulas,
     list_phase4_formulas,
+    list_phase5_formulas,
     correlation,
     covariance,
     decay_linear,
@@ -1789,3 +1794,171 @@ def test_phase4_dispatch_rejects_implicit_series_alignment():
             high=inputs["high"],
             low=misaligned_low,
         )
+
+
+# ── Alpha158 Phase 5: versioned alpha101-alpha150 formula contract ──────────
+
+
+def test_phase5_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(101, 151))
+    expected_fields = {
+        "name",
+        "contract_version",
+        "formula",
+        "category",
+        "complexity",
+        "parameters",
+        "description",
+        "references",
+        "call_inputs",
+        "formula_inputs",
+        "input_category",
+    }
+
+    assert ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION == "1.0.0"
+    assert list_phase5_formulas() == expected_ids
+    assert tuple(ALPHA158_PHASE5_FORMULA_SPECS) == expected_ids
+    assert Counter(
+        spec["input_category"] for spec in ALPHA158_PHASE5_FORMULA_SPECS.values()
+    ) == {"pair": 33, "triple": 14, "quadruple": 3}
+
+    for alpha_id, spec in ALPHA158_PHASE5_FORMULA_SPECS.items():
+        assert set(spec) == expected_fields
+        assert spec["name"] == alpha_id
+        assert spec["contract_version"] == ALPHA158_PHASE5_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_PHASE5_FORMULA_SPECS.items()
+    }
+    encoded = json.dumps(
+        serializable_specs,
+        sort_keys=True,
+        separators=(",", ":"),
+        ensure_ascii=False,
+    ).encode()
+    assert hashlib.sha256(encoded).hexdigest() == ALPHA158_PHASE5_FORMULA_CATALOG_SHA256
+    assert ALPHA158_PHASE5_FORMULA_CATALOG_SHA256 == (
+        "3368796169c9fbd39c4a34ea137e569964b15882fbf4de25124790d548db6533"
+    )
+
+
+def test_phase5_formula_catalog_is_recursively_immutable():
+    import operator
+
+    with pytest.raises(TypeError):
+        operator.setitem(ALPHA158_PHASE5_FORMULA_SPECS, "alpha_101", {})
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE5_FORMULA_SPECS["alpha_101"],
+            "formula",
+            "changed",
+        )
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE5_FORMULA_SPECS["alpha_101"]["call_inputs"],
+            0,
+            "volume",
+        )
+
+
+def test_phase5_catalog_freezes_callable_and_formula_inputs():
+    import inspect
+
+    for alpha_id, spec in ALPHA158_PHASE5_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_PHASE5_FORMULA_SPECS["alpha_101"]["call_inputs"] == (
+        "close",
+        "high",
+        "low",
+    )
+
+
+def test_phase5_dispatch_matches_all_existing_alpha101_alpha150_functions():
+    inputs = _phase3_market_inputs()
+
+    for alpha_id, spec in ALPHA158_PHASE5_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_phase5_formula(
+            alpha_id,
+            **{name: inputs[name] for name in reversed(call_inputs)},
+        )
+        pd.testing.assert_series_equal(actual, expected)
+
+
+def test_phase5_dispatch_rejects_unknown_missing_extra_and_non_series_inputs():
+    inputs = _phase3_market_inputs()
+
+    with pytest.raises(KeyError, match="not registered"):
+        evaluate_phase5_formula("alpha_100", close=inputs["close"])
+    with pytest.raises(KeyError, match="not registered"):
+        evaluate_phase5_formula("alpha_151", close=inputs["close"])
+    with pytest.raises(ValueError, match=r"missing inputs.*low"):
+        evaluate_phase5_formula(
+            "alpha_101",
+            close=inputs["close"],
+            high=inputs["high"],
+        )
+    with pytest.raises(ValueError, match=r"unexpected inputs.*vwap"):
+        evaluate_phase5_formula(
+            "alpha_101",
+            close=inputs["close"],
+            high=inputs["high"],
+            low=inputs["low"],
+            vwap=inputs["vwap"],
+        )
+    with pytest.raises(TypeError, match="high must be a pandas Series"):
+        evaluate_phase5_formula(  # type: ignore[arg-type]
+            "alpha_101",
+            close=inputs["close"],
+            high=[1.0, 2.0],
+            low=inputs["low"],
+        )
+
+
+def test_phase5_dispatch_rejects_length_and_index_alignment_errors():
+    inputs = _phase3_market_inputs()
+    shorter_low = inputs["low"].iloc[:-1]
+    misaligned_high = inputs["high"].rename(index={79: 80})
+
+    with pytest.raises(ValueError, match="low length must match close"):
+        evaluate_phase5_formula(
+            "alpha_101",
+            close=inputs["close"],
+            high=inputs["high"],
+            low=shorter_low,
+        )
+    with pytest.raises(ValueError, match="high index must align with close"):
+        evaluate_phase5_formula(
+            "alpha_101",
+            close=inputs["close"],
+            high=misaligned_high,
+            low=inputs["low"],
+        )
+
+
+def test_phase5_contract_is_publicly_exported():
+    assert {
+        "ALPHA158_PHASE5_FORMULA_CONTRACT_VERSION",
+        "ALPHA158_PHASE5_FORMULA_CATALOG_SHA256",
+        "ALPHA158_PHASE5_FORMULA_SPECS",
+        "list_phase5_formulas",
+        "evaluate_phase5_formula",
+    } <= set(alpha_factors_module.__all__)