Add honest Torch validation gate

2026-06-25 06:19:14 +03:00
parent bb3b4070f6
commit 4a24419a30
11 changed files with 839 additions and 147 deletions
@@ -284,6 +284,40 @@ def test_torch_forecast_blocks_without_valid_torch_model(make_settings, tmp_path
    assert signal.diagnostics["checks"]["torch_model_ok"] is False


+def test_torch_forecast_blocks_failed_quality_gate(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        time_series_min_edge_percent=0.10,
+        time_series_min_probability_up=0.57,
+        max_position_usdt=25,
+        stop_loss_percent=0.04,
+    )
+    strategy = SpotStrategy(settings)
+    ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
+
+    signal = strategy.entry_signal(
+        "BTCUSDT",
+        [],
+        ticker,
+        open_positions_for_symbol=0,
+        forecast={
+            "usable": True,
+            "model": "torch_gru",
+            "expected_return_percent": 0.36,
+            "probability_up": 0.66,
+            "skill": 0.22,
+            "block_entry": False,
+            "quality_gate_passed": False,
+            "quality_gate": {"status": "fail"},
+        },
+        account={"equity": 100.0},
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["checks"]["quality_gate_ok"] is False
+
+
 def test_torch_forecast_probe_buys_on_positive_high_probability(make_settings, tmp_path) -> None:
    settings = make_settings(
        tmp_path,