Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase3-formula-contract-20260827

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

src/quant_engine/alpha_factors.py

@@ -15,8 +15,9 @@ v1.2.0 Phase 0：5 个基础算子 + 5 个 alpha 公式（alpha001–alpha005）
 
 from __future__ import annotations
 
-from collections.abc import Callable
+from collections.abc import Callable, Mapping
-from typing import Any
+from types import MappingProxyType
+from typing import Any, cast
 
 import numpy as np
 import pandas as pd
@@ -3092,6 +3093,184 @@ def parse_alpha_formula(formula_str: str) -> dict[str, Any]:
     return parsed
 
 
+# ── Phase 3 formula contract: frozen alpha001-alpha050 surface ──────────────
+
+# Formula functions remain the implementation source of truth.  This contract
+# freezes their callable surface separately from formula dependencies so that
+# historical compatibility-only arguments remain explicit without rewriting
+# formulas or changing direct-call APIs.
+ALPHA158_PHASE3_FORMULA_CONTRACT_VERSION = "1.0.0"
+ALPHA158_PHASE3_FORMULA_CATALOG_SHA256 = (
+    "9a3360e5ee77a85a35d3c2fdab1efaa531fa0c263a2cb2bb5b965a1fb96fe1bd"
+)
+
+_PHASE3_FORMULA_FUNCTIONS: dict[str, Callable[..., pd.Series]] = {
+    "alpha_001": alpha_001,
+    "alpha_002": alpha_002,
+    "alpha_003": alpha_003,
+    "alpha_004": alpha_004,
+    "alpha_005": alpha_005,
+    "alpha_006": alpha_006,
+    "alpha_007": alpha_007,
+    "alpha_008": alpha_008,
+    "alpha_009": alpha_009,
+    "alpha_010": alpha_010,
+    "alpha_011": alpha_011,
+    "alpha_012": alpha_012,
+    "alpha_013": alpha_013,
+    "alpha_014": alpha_014,
+    "alpha_015": alpha_015,
+    "alpha_016": alpha_016,
+    "alpha_017": alpha_017,
+    "alpha_018": alpha_018,
+    "alpha_019": alpha_019,
+    "alpha_020": alpha_020,
+    "alpha_021": alpha_021,
+    "alpha_022": alpha_022,
+    "alpha_023": alpha_023,
+    "alpha_024": alpha_024,
+    "alpha_025": alpha_025,
+    "alpha_026": alpha_026,
+    "alpha_027": alpha_027,
+    "alpha_028": alpha_028,
+    "alpha_029": alpha_029,
+    "alpha_030": alpha_030,
+    "alpha_031": alpha_031,
+    "alpha_032": alpha_032,
+    "alpha_033": alpha_033,
+    "alpha_034": alpha_034,
+    "alpha_035": alpha_035,
+    "alpha_036": alpha_036,
+    "alpha_037": alpha_037,
+    "alpha_038": alpha_038,
+    "alpha_039": alpha_039,
+    "alpha_040": alpha_040,
+    "alpha_041": alpha_041,
+    "alpha_042": alpha_042,
+    "alpha_043": alpha_043,
+    "alpha_044": alpha_044,
+    "alpha_045": alpha_045,
+    "alpha_046": alpha_046,
+    "alpha_047": alpha_047,
+    "alpha_048": alpha_048,
+    "alpha_049": alpha_049,
+    "alpha_050": alpha_050,
+}
+
+_PHASE3_FORMULA_INPUT_OVERRIDES: dict[str, list[str]] = {
+    "alpha_011": ["close", "high", "low"],
+    "alpha_035": ["volume"],
+    "alpha_036": ["close"],
+    "alpha_040": ["high", "low"],
+    "alpha_042": ["close"],
+    "alpha_043": ["volume"],
+}
+
+_PHASE3_INPUT_CATEGORIES = {
+    1: "single",
+    2: "pair",
+    3: "triple",
+    4: "quadruple",
+}
+
+
+def _phase3_call_inputs(function: Callable[..., pd.Series]) -> list[str]:
+    import inspect
+
+    parameters = list(inspect.signature(function).parameters.values())
+    if any(
+        parameter.kind is not inspect.Parameter.POSITIONAL_OR_KEYWORD
+        or parameter.default is not inspect.Parameter.empty
+        for parameter in parameters
+    ):
+        raise RuntimeError(f"unsupported formula signature for {function.__name__}")
+    return ["open" if parameter.name == "open_" else parameter.name for parameter in parameters]
+
+
+def _phase3_string_list(meta: dict[str, Any], field: str, alpha_id: str) -> list[str]:
+    value = meta[field]
+    if not isinstance(value, list) or not all(isinstance(item, str) for item in value):
+        raise RuntimeError(f"{field} must be a list of strings for {alpha_id}")
+    return list(value)
+
+
+def _build_phase3_formula_specs() -> dict[str, dict[str, Any]]:
+    specs: dict[str, dict[str, Any]] = {}
+    for alpha_id, function in _PHASE3_FORMULA_FUNCTIONS.items():
+        meta = ALPHA158_REGISTRY[alpha_id]
+        call_inputs = _phase3_call_inputs(function)
+        formula_inputs = _PHASE3_FORMULA_INPUT_OVERRIDES.get(alpha_id, call_inputs)
+        input_category = _PHASE3_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_PHASE3_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": list(formula_inputs),
+            "input_category": input_category,
+        }
+    return specs
+
+
+def _freeze_phase3_formula_specs(
+    specs: dict[str, dict[str, Any]],
+) -> Mapping[str, Mapping[str, Any]]:
+    frozen_specs: dict[str, Mapping[str, Any]] = {}
+    for alpha_id, spec in specs.items():
+        frozen_specs[alpha_id] = MappingProxyType(
+            {field: tuple(value) if isinstance(value, list) else value for field, value in spec.items()}
+        )
+    return MappingProxyType(frozen_specs)
+
+
+ALPHA158_PHASE3_FORMULA_SPECS: Mapping[str, Mapping[str, Any]] = (
+    _freeze_phase3_formula_specs(_build_phase3_formula_specs())
+)
+
+
+def list_phase3_formulas() -> tuple[str, ...]:
+    """Return the frozen alpha001-alpha050 formula IDs in stable order."""
+    return tuple(ALPHA158_PHASE3_FORMULA_SPECS)
+
+
+def evaluate_phase3_formula(name: str, **inputs: pd.Series) -> pd.Series:
+    """Evaluate a Phase 3 formula with an exact, alignment-safe input contract."""
+    if name not in ALPHA158_PHASE3_FORMULA_SPECS:
+        raise KeyError(f"formula {name!r} not registered")
+
+    spec = ALPHA158_PHASE3_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 not primary.index.equals(inputs[field].index):
+            raise ValueError(f"{field} index must align with {primary_field}")
+
+    function = _PHASE3_FORMULA_FUNCTIONS[name]
+    return function(*(inputs[field] for field in required_inputs))
+
+
 __all__ = [
     "rank",
     "delta",
@@ -3125,6 +3304,11 @@ __all__ = [
     "ALPHA158_PHASE2_OPERATOR_SPECS",
     "list_phase2_operators",
     "evaluate_phase2_operator",
+    "ALPHA158_PHASE3_FORMULA_CONTRACT_VERSION",
+    "ALPHA158_PHASE3_FORMULA_CATALOG_SHA256",
+    "ALPHA158_PHASE3_FORMULA_SPECS",
+    "list_phase3_formulas",
+    "evaluate_phase3_formula",
     "alpha_001",
     "alpha_002",
     "alpha_003",

tests/test_alpha_factors.py

@@ -6,10 +6,14 @@ import numpy as np
 import pandas as pd
 import pytest
 
+import quant_engine.alpha_factors as alpha_factors_module
 from quant_engine.alpha_factors import (
     ALPHA158_REGISTRY,
     ALPHA158_PHASE1_OPERATOR_SPECS,
     ALPHA158_PHASE2_OPERATOR_SPECS,
+    ALPHA158_PHASE3_FORMULA_CATALOG_SHA256,
+    ALPHA158_PHASE3_FORMULA_CONTRACT_VERSION,
+    ALPHA158_PHASE3_FORMULA_SPECS,
     alpha_001,
     alpha_002,
     alpha_003,
@@ -170,8 +174,10 @@ from quant_engine.alpha_factors import (
     alpha_158,
     evaluate_phase1_operator,
     evaluate_phase2_operator,
+    evaluate_phase3_formula,
     list_phase1_operators,
     list_phase2_operators,
+    list_phase3_formulas,
     correlation,
     covariance,
     decay_linear,
@@ -1463,3 +1469,175 @@ def test_phase2_dispatch_validates_primary_series_and_unused_parameters():
         evaluate_phase2_operator("rank", values, groups=pd.Series(["x", "x", "x"]))
     with pytest.raises(ValueError, match="maximum"):
         evaluate_phase2_operator("product", values, window=253)
+
+
+# ── Alpha158 Phase 3: versioned alpha001-alpha050 formula contract ──────────
+
+
+def _phase3_market_inputs() -> dict[str, pd.Series]:
+    positions = np.arange(80, dtype=float)
+    index = pd.RangeIndex(len(positions), name="row")
+    open_ = pd.Series(100.0 + positions * 0.2 + np.sin(positions / 4.0), index=index)
+    close = pd.Series(100.5 + positions * 0.18 + np.cos(positions / 5.0), index=index)
+    high = pd.Series(np.maximum(open_, close) + 1.0, index=index)
+    low = pd.Series(np.minimum(open_, close) - 1.0, index=index)
+    volume = pd.Series(1_000.0 + positions**1.3 + 20.0 * np.sin(positions / 3.0), index=index)
+    vwap = (open_ + close + high + low) / 4.0
+    return {
+        "open": open_,
+        "close": close,
+        "high": high,
+        "low": low,
+        "volume": volume,
+        "vwap": vwap,
+    }
+
+
+def test_phase3_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(1, 51))
+    expected_fields = {
+        "name",
+        "contract_version",
+        "formula",
+        "category",
+        "complexity",
+        "parameters",
+        "description",
+        "references",
+        "call_inputs",
+        "formula_inputs",
+        "input_category",
+    }
+
+    assert ALPHA158_PHASE3_FORMULA_CONTRACT_VERSION == "1.0.0"
+    assert list_phase3_formulas() == expected_ids
+    assert tuple(ALPHA158_PHASE3_FORMULA_SPECS) == expected_ids
+    assert Counter(
+        spec["input_category"] for spec in ALPHA158_PHASE3_FORMULA_SPECS.values()
+    ) == {"single": 19, "pair": 26, "triple": 4, "quadruple": 1}
+
+    for alpha_id, spec in ALPHA158_PHASE3_FORMULA_SPECS.items():
+        assert set(spec) == expected_fields
+        assert spec["name"] == alpha_id
+        assert spec["contract_version"] == ALPHA158_PHASE3_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_PHASE3_FORMULA_SPECS.items()
+    }
+    encoded = json.dumps(
+        serializable_specs,
+        sort_keys=True,
+        separators=(",", ":"),
+        ensure_ascii=False,
+    ).encode()
+    assert hashlib.sha256(encoded).hexdigest() == ALPHA158_PHASE3_FORMULA_CATALOG_SHA256
+    assert ALPHA158_PHASE3_FORMULA_CATALOG_SHA256 == (
+        "9a3360e5ee77a85a35d3c2fdab1efaa531fa0c263a2cb2bb5b965a1fb96fe1bd"
+    )
+
+
+def test_phase3_formula_catalog_is_recursively_immutable():
+    import operator
+
+    with pytest.raises(TypeError):
+        operator.setitem(ALPHA158_PHASE3_FORMULA_SPECS, "alpha_001", {})
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE3_FORMULA_SPECS["alpha_001"],
+            "formula",
+            "changed",
+        )
+    with pytest.raises(TypeError):
+        operator.setitem(
+            ALPHA158_PHASE3_FORMULA_SPECS["alpha_001"]["call_inputs"],
+            0,
+            "volume",
+        )
+
+
+def test_phase3_catalog_freezes_callable_signatures_without_rewriting_formulas():
+    import inspect
+
+    legacy_formula_input_differences = {
+        "alpha_011": ("close", "high", "low"),
+        "alpha_035": ("volume",),
+        "alpha_036": ("close",),
+        "alpha_040": ("high", "low"),
+        "alpha_042": ("close",),
+        "alpha_043": ("volume",),
+    }
+
+    for alpha_id, spec in ALPHA158_PHASE3_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"] == legacy_formula_input_differences.get(
+            alpha_id,
+            signature_inputs,
+        )
+
+    assert ALPHA158_PHASE3_FORMULA_SPECS["alpha_035"]["call_inputs"] == (
+        "close",
+        "volume",
+    )
+    assert ALPHA158_REGISTRY["alpha_035"]["inputs"] == ["volume"]
+
+
+def test_phase3_dispatch_matches_all_existing_alpha001_alpha050_functions():
+    inputs = _phase3_market_inputs()
+
+    for alpha_id, spec in ALPHA158_PHASE3_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_phase3_formula(
+            alpha_id,
+            **{name: inputs[name] for name in reversed(call_inputs)},
+        )
+        pd.testing.assert_series_equal(actual, expected)
+
+
+def test_phase3_dispatch_rejects_unknown_missing_extra_and_non_series_inputs():
+    inputs = _phase3_market_inputs()
+
+    with pytest.raises(KeyError, match="not registered"):
+        evaluate_phase3_formula("alpha_051", close=inputs["close"])
+    with pytest.raises(ValueError, match=r"missing inputs.*volume"):
+        evaluate_phase3_formula("alpha_005", close=inputs["close"])
+    with pytest.raises(ValueError, match=r"unexpected inputs.*vwap"):
+        evaluate_phase3_formula(
+            "alpha_005",
+            close=inputs["close"],
+            volume=inputs["volume"],
+            vwap=inputs["vwap"],
+        )
+    with pytest.raises(TypeError, match="close must be a pandas Series"):
+        evaluate_phase3_formula(  # type: ignore[arg-type]
+            "alpha_005",
+            close=[1.0, 2.0],
+            volume=inputs["volume"],
+        )
+
+
+def test_phase3_dispatch_rejects_implicit_series_alignment():
+    inputs = _phase3_market_inputs()
+    misaligned_volume = inputs["volume"].rename(index={79: 80})
+
+    with pytest.raises(ValueError, match="volume index must align with close"):
+        evaluate_phase3_formula(
+            "alpha_005",
+            close=inputs["close"],
+            volume=misaligned_volume,
+        )