Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase4-formula-contract-20260828

# 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
@@ -344,6 +345,233 @@ def evaluate_phase1_operator(
     return operator(series, window)
 
 
+# ── Phase 2 cumulative operator contract ──────────────────────────────
+
+# Phase 2 is cumulative: downstream callers can upgrade to one dispatch
+# surface covering every existing alpha158 building block, while Phase 1
+# names, metadata, ordering, and evaluation remain unchanged.
+ALPHA158_PHASE2_MAX_WINDOW = ALPHA158_PHASE1_MAX_WINDOW
+
+ALPHA158_PHASE2_OPERATOR_SPECS: dict[str, dict[str, Any]] = {
+    name: {
+        **spec,
+        "parameters": ["window"] if bool(spec["windowed"]) else [],
+    }
+    for name, spec in ALPHA158_PHASE1_OPERATOR_SPECS.items()
+}
+ALPHA158_PHASE2_OPERATOR_SPECS.update(
+    {
+        "ts_argmin": {
+            "name": "ts_argmin",
+            "formula": "ts_argmin(series, window)",
+            "inputs": ["series"],
+            "parameters": ["window"],
+            "windowed": True,
+        },
+        "ts_argmax": {
+            "name": "ts_argmax",
+            "formula": "ts_argmax(series, window)",
+            "inputs": ["series"],
+            "parameters": ["window"],
+            "windowed": True,
+        },
+        "product": {
+            "name": "product",
+            "formula": "product(series, window)",
+            "inputs": ["series"],
+            "parameters": ["window"],
+            "windowed": True,
+        },
+        "returns": {
+            "name": "returns",
+            "formula": "returns(series)",
+            "inputs": ["series"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "scale": {
+            "name": "scale",
+            "formula": "scale(series)",
+            "inputs": ["series"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "signed_power": {
+            "name": "signed_power",
+            "formula": "signed_power(series, exponent)",
+            "inputs": ["series"],
+            "parameters": ["exponent"],
+            "windowed": False,
+        },
+        "stddev": {
+            "name": "stddev",
+            "formula": "stddev(series, window)",
+            "inputs": ["series"],
+            "parameters": ["window"],
+            "windowed": True,
+        },
+        "covariance": {
+            "name": "covariance",
+            "formula": "covariance(series, secondary, window)",
+            "inputs": ["series", "secondary"],
+            "parameters": ["window"],
+            "windowed": True,
+        },
+        "log": {
+            "name": "log",
+            "formula": "log(series)",
+            "inputs": ["series"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "abs_series": {
+            "name": "abs_series",
+            "formula": "abs_series(series)",
+            "inputs": ["series"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "sign": {
+            "name": "sign",
+            "formula": "sign(series)",
+            "inputs": ["series"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "max_pair": {
+            "name": "max_pair",
+            "formula": "max_pair(series, secondary)",
+            "inputs": ["series", "secondary"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "min_pair": {
+            "name": "min_pair",
+            "formula": "min_pair(series, secondary)",
+            "inputs": ["series", "secondary"],
+            "parameters": [],
+            "windowed": False,
+        },
+        "indneutralize": {
+            "name": "indneutralize",
+            "formula": "indneutralize(series, groups)",
+            "inputs": ["series", "groups"],
+            "parameters": [],
+            "windowed": False,
+        },
+    }
+)
+
+_PHASE2_OPERATOR_FUNCTIONS: dict[str, Callable[..., pd.Series]] = {
+    **_PHASE1_OPERATOR_FUNCTIONS,
+    "ts_argmin": ts_argmin,
+    "ts_argmax": ts_argmax,
+    "product": product,
+    "returns": returns,
+    "scale": scale,
+    "signed_power": signed_power,
+    "stddev": stddev,
+    "covariance": covariance,
+    "log": log,
+    "abs_series": abs_series,
+    "sign": sign,
+    "max_pair": max_pair,
+    "min_pair": min_pair,
+    "indneutralize": indneutralize,
+}
+
+_PHASE2_WINDOWED_OPERATORS = frozenset(
+    name for name, spec in ALPHA158_PHASE2_OPERATOR_SPECS.items() if bool(spec["windowed"])
+)
+_PHASE2_BINARY_OPERATORS = frozenset({"correlation", "covariance", "max_pair", "min_pair"})
+
+
+def list_phase2_operators() -> tuple[str, ...]:
+    """Return all Phase 2 operator names in stable cumulative order."""
+    return tuple(ALPHA158_PHASE2_OPERATOR_SPECS)
+
+
+def _validate_phase2_window(name: str, window: int | None) -> int:
+    if isinstance(window, bool) or not isinstance(window, int) or window <= 0:
+        raise ValueError(f"window must be a positive integer for {name}")
+    if window > ALPHA158_PHASE2_MAX_WINDOW:
+        raise ValueError(
+            f"window exceeds maximum supported value {ALPHA158_PHASE2_MAX_WINDOW} for {name}"
+        )
+    return window
+
+
+def evaluate_phase2_operator(
+    name: str,
+    series: pd.Series,
+    secondary: pd.Series | None = None,
+    *,
+    window: int | None = None,
+    exponent: float | None = None,
+    groups: pd.Series | None = None,
+) -> pd.Series:
+    """Evaluate any existing alpha158 building block through a strict contract.
+
+    Phase 2 rejects implicit alignment, missing required arguments, unused
+    arguments, unbounded windows, and non-finite exponents before dispatch.
+    """
+    if name not in ALPHA158_PHASE2_OPERATOR_SPECS:
+        raise KeyError(f"operator {name!r} not registered")
+    if not isinstance(series, pd.Series):
+        raise TypeError("series must be a pandas Series")
+
+    validated_window: int | None = None
+    if name in _PHASE2_WINDOWED_OPERATORS:
+        validated_window = _validate_phase2_window(name, window)
+    elif window is not None:
+        raise ValueError(f"window is not supported for {name}")
+
+    if name in _PHASE2_BINARY_OPERATORS:
+        if secondary is None:
+            raise ValueError(f"secondary is required for {name}")
+        if not isinstance(secondary, pd.Series):
+            raise TypeError("secondary must be a pandas Series")
+        if not series.index.equals(secondary.index):
+            raise ValueError("secondary index must align with series")
+    elif secondary is not None:
+        raise ValueError(f"secondary is not supported for {name}")
+
+    validated_exponent: float | None = None
+    if name == "signed_power":
+        if (
+            isinstance(exponent, bool)
+            or not isinstance(exponent, (int, float))
+            or not np.isfinite(exponent)
+        ):
+            raise ValueError("exponent must be a finite number for signed_power")
+        validated_exponent = float(exponent)
+    elif exponent is not None:
+        raise ValueError(f"exponent is not supported for {name}")
+
+    if name == "indneutralize":
+        if groups is None:
+            raise ValueError("groups is required for indneutralize")
+        if not isinstance(groups, pd.Series):
+            raise TypeError("groups must be a pandas Series")
+        if not series.index.equals(groups.index):
+            raise ValueError("groups index must align with series")
+    elif groups is not None:
+        raise ValueError(f"groups is not supported for {name}")
+
+    operator = _PHASE2_OPERATOR_FUNCTIONS[name]
+    if name == "signed_power":
+        return operator(series, validated_exponent)
+    if name == "indneutralize":
+        return operator(series, groups)
+    if name in {"correlation", "covariance"}:
+        return operator(series, secondary, validated_window)
+    if name in {"max_pair", "min_pair"}:
+        return operator(series, secondary)
+    if validated_window is not None:
+        return operator(series, validated_window)
+    return operator(series)
+
+
 # ── 组合算子（alpha158 公式样本） ─────────────────────────
 
 
@@ -2865,6 +3093,321 @@ 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))
+
+
+# ── Phase 4 formula contract: frozen alpha051-alpha100 surface ──────────────
+
+# Phase 4 extends the versioned formula contract without mutating the Phase 3
+# catalogue, digest, dispatch surface, or the existing formula functions.
+ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION = "1.0.0"
+ALPHA158_PHASE4_FORMULA_CATALOG_SHA256 = (
+    "858daf5e2abab5063fc28fcf7c79936096e2c76dde582fc7bab78b3458f17054"
+)
+
+_PHASE4_FORMULA_FUNCTIONS: dict[str, Callable[..., pd.Series]] = {
+    "alpha_051": alpha_051,
+    "alpha_052": alpha_052,
+    "alpha_053": alpha_053,
+    "alpha_054": alpha_054,
+    "alpha_055": alpha_055,
+    "alpha_056": alpha_056,
+    "alpha_057": alpha_057,
+    "alpha_058": alpha_058,
+    "alpha_059": alpha_059,
+    "alpha_060": alpha_060,
+    "alpha_061": alpha_061,
+    "alpha_062": alpha_062,
+    "alpha_063": alpha_063,
+    "alpha_064": alpha_064,
+    "alpha_065": alpha_065,
+    "alpha_066": alpha_066,
+    "alpha_067": alpha_067,
+    "alpha_068": alpha_068,
+    "alpha_069": alpha_069,
+    "alpha_070": alpha_070,
+    "alpha_071": alpha_071,
+    "alpha_072": alpha_072,
+    "alpha_073": alpha_073,
+    "alpha_074": alpha_074,
+    "alpha_075": alpha_075,
+    "alpha_076": alpha_076,
+    "alpha_077": alpha_077,
+    "alpha_078": alpha_078,
+    "alpha_079": alpha_079,
+    "alpha_080": alpha_080,
+    "alpha_081": alpha_081,
+    "alpha_082": alpha_082,
+    "alpha_083": alpha_083,
+    "alpha_084": alpha_084,
+    "alpha_085": alpha_085,
+    "alpha_086": alpha_086,
+    "alpha_087": alpha_087,
+    "alpha_088": alpha_088,
+    "alpha_089": alpha_089,
+    "alpha_090": alpha_090,
+    "alpha_091": alpha_091,
+    "alpha_092": alpha_092,
+    "alpha_093": alpha_093,
+    "alpha_094": alpha_094,
+    "alpha_095": alpha_095,
+    "alpha_096": alpha_096,
+    "alpha_097": alpha_097,
+    "alpha_098": alpha_098,
+    "alpha_099": alpha_099,
+    "alpha_100": alpha_100,
+}
+
+_PHASE4_INPUT_CATEGORIES = {
+    1: "single",
+    2: "pair",
+    3: "triple",
+    4: "quadruple",
+    5: "quintuple",
+}
+
+
+def _build_phase4_formula_specs() -> dict[str, dict[str, Any]]:
+    specs: dict[str, dict[str, Any]] = {}
+    for alpha_id, function in _PHASE4_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_PHASE4_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_PHASE4_FORMULA_SPECS: Mapping[str, Mapping[str, Any]] = (
+    _freeze_phase3_formula_specs(_build_phase4_formula_specs())
+)
+
+
+def list_phase4_formulas() -> tuple[str, ...]:
+    """Return the frozen alpha051-alpha100 formula IDs in stable order."""
+    return tuple(ALPHA158_PHASE4_FORMULA_SPECS)
+
+
+def evaluate_phase4_formula(name: str, **inputs: pd.Series) -> pd.Series:
+    """Evaluate a Phase 4 formula with an exact, alignment-safe input contract."""
+    if name not in ALPHA158_PHASE4_FORMULA_SPECS:
+        raise KeyError(f"formula {name!r} not registered")
+
+    spec = ALPHA158_PHASE4_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 = _PHASE4_FORMULA_FUNCTIONS[name]
+    return function(*(inputs[field] for field in required_inputs))
+
+
 __all__ = [
     "rank",
     "delta",
@@ -2894,6 +3437,20 @@ __all__ = [
     "ALPHA158_PHASE1_OPERATOR_SPECS",
     "list_phase1_operators",
     "evaluate_phase1_operator",
+    "ALPHA158_PHASE2_MAX_WINDOW",
+    "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",
+    "ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION",
+    "ALPHA158_PHASE4_FORMULA_CATALOG_SHA256",
+    "ALPHA158_PHASE4_FORMULA_SPECS",
+    "list_phase4_formulas",
+    "evaluate_phase4_formula",
     "alpha_001",
     "alpha_002",
     "alpha_003",

tests/test_alpha_factors.py

@@ -6,9 +6,17 @@ 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,
+    ALPHA158_PHASE4_FORMULA_CATALOG_SHA256,
+    ALPHA158_PHASE4_FORMULA_CONTRACT_VERSION,
+    ALPHA158_PHASE4_FORMULA_SPECS,
     alpha_001,
     alpha_002,
     alpha_003,
@@ -168,7 +176,13 @@ from quant_engine.alpha_factors import (
     alpha_157,
     alpha_158,
     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,
@@ -1328,3 +1342,450 @@ def test_phase1_dispatch_rejects_window_above_supported_limit():
 
     with pytest.raises(ValueError, match="maximum"):
         evaluate_phase1_operator("ts_mean", values, window=2**63)
+
+
+# ── v1.2.0 Phase 2: cumulative deterministic operator contract ─────────────
+
+
+def test_phase2_operator_catalog_is_cumulative_stable_and_serializable():
+    """Phase 2 exposes all existing building blocks without changing Phase 1."""
+    import json
+
+    phase1 = list_phase1_operators()
+    expected_phase2 = (
+        *phase1,
+        "ts_argmin",
+        "ts_argmax",
+        "product",
+        "returns",
+        "scale",
+        "signed_power",
+        "stddev",
+        "covariance",
+        "log",
+        "abs_series",
+        "sign",
+        "max_pair",
+        "min_pair",
+        "indneutralize",
+    )
+
+    assert list_phase2_operators() == expected_phase2
+    assert tuple(ALPHA158_PHASE2_OPERATOR_SPECS) == expected_phase2
+    assert tuple(ALPHA158_PHASE1_OPERATOR_SPECS) == phase1
+    json.dumps(ALPHA158_PHASE2_OPERATOR_SPECS)
+    for name, spec in ALPHA158_PHASE2_OPERATOR_SPECS.items():
+        assert spec["name"] == name
+        assert isinstance(spec["inputs"], list)
+        assert isinstance(spec["parameters"], list)
+        assert isinstance(spec["formula"], str)
+
+
+@pytest.mark.parametrize("name", ["ts_argmin", "ts_argmax", "product", "stddev"])
+def test_phase2_windowed_unary_dispatch_is_deterministic(name: str):
+    values = pd.Series([3.0, 1.0, 4.0, 2.0], index=["a", "b", "c", "d"])
+
+    first = evaluate_phase2_operator(name, values, window=3)
+    second = evaluate_phase2_operator(name, values, window=3)
+
+    pd.testing.assert_series_equal(first, second)
+    assert first.index.equals(values.index)
+    with pytest.raises(ValueError, match="window"):
+        evaluate_phase2_operator(name, values)
+
+
+@pytest.mark.parametrize("name", ["returns", "scale", "log", "abs_series", "sign"])
+def test_phase2_unary_dispatch_rejects_unused_arguments(name: str):
+    values = pd.Series([1.0, 2.0, 4.0], index=["a", "b", "c"])
+
+    result = evaluate_phase2_operator(name, values)
+
+    assert result.index.equals(values.index)
+    with pytest.raises(ValueError, match="window"):
+        evaluate_phase2_operator(name, values, window=2)
+    with pytest.raises(ValueError, match="secondary"):
+        evaluate_phase2_operator(name, values, secondary=values)
+
+
+@pytest.mark.parametrize(
+    ("name", "window"),
+    [("correlation", 2), ("covariance", 2), ("max_pair", None), ("min_pair", None)],
+)
+def test_phase2_binary_dispatch_requires_aligned_secondary(name: str, window: int | None):
+    values = pd.Series([1.0, 2.0, 3.0], index=["a", "b", "c"])
+    secondary = pd.Series([3.0, 2.0, 1.0], index=values.index)
+
+    result = evaluate_phase2_operator(name, values, secondary=secondary, window=window)
+
+    assert result.index.equals(values.index)
+    with pytest.raises(ValueError, match="secondary is required"):
+        evaluate_phase2_operator(name, values, window=window)
+    with pytest.raises(ValueError, match="secondary index"):
+        evaluate_phase2_operator(
+            name,
+            values,
+            secondary=secondary.rename(index={"c": "z"}),
+            window=window,
+        )
+
+
+def test_phase2_signed_power_requires_finite_numeric_exponent():
+    values = pd.Series([-4.0, 0.0, 9.0])
+
+    result = evaluate_phase2_operator("signed_power", values, exponent=0.5)
+
+    pd.testing.assert_series_equal(result, pd.Series([-2.0, 0.0, 3.0]))
+    for exponent in (None, True, float("inf"), float("nan"), "2"):
+        with pytest.raises(ValueError, match="exponent"):
+            evaluate_phase2_operator(  # type: ignore[arg-type]
+                "signed_power",
+                values,
+                exponent=exponent,
+            )
+
+
+def test_phase2_indneutralize_requires_aligned_groups():
+    values = pd.Series([1.0, 3.0, 10.0, 14.0], index=["a", "b", "c", "d"])
+    groups = pd.Series(["x", "x", "y", "y"], index=values.index)
+
+    result = evaluate_phase2_operator("indneutralize", values, groups=groups)
+
+    pd.testing.assert_series_equal(result, pd.Series([-1.0, 1.0, -2.0, 2.0], index=values.index))
+    with pytest.raises(ValueError, match="groups is required"):
+        evaluate_phase2_operator("indneutralize", values)
+    with pytest.raises(ValueError, match="groups index"):
+        evaluate_phase2_operator(
+            "indneutralize",
+            values,
+            groups=groups.rename(index={"d": "z"}),
+        )
+
+
+def test_phase2_dispatch_validates_primary_series_and_unused_parameters():
+    values = pd.Series([1.0, 2.0, 3.0])
+
+    with pytest.raises(TypeError, match="series must be a pandas Series"):
+        evaluate_phase2_operator("rank", [1.0, 2.0, 3.0])  # type: ignore[arg-type]
+    with pytest.raises(KeyError, match="not registered"):
+        evaluate_phase2_operator("unknown", values)
+    with pytest.raises(ValueError, match="exponent"):
+        evaluate_phase2_operator("rank", values, exponent=2.0)
+    with pytest.raises(ValueError, match="groups"):
+        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,
+        )
+
+
+# ── 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,
+        )