from __future__ import annotations from tools.calibrate_torch_thresholds import ( CalibrationResult, ForecastRecord, _apply_platt_calibration, _choose_recommendation, _fit_platt_calibration, _entry_validation_skill, ) def _result(*, trades: int, average: float, total: float, profit_factor: float) -> CalibrationResult: return CalibrationResult( edge=0.05, probability=0.52, confidence=0.4, trades=trades, wins=max(0, trades // 2), win_rate=0.5, total_net_percent=total, average_net_percent=average, max_drawdown_percent=1.0, profit_factor=profit_factor, score=1.0, ) def _record(index: int, probability: float, future: float) -> ForecastRecord: return ForecastRecord( symbol="BTCUSDT", index=index, timestamp=index, close=100.0, high=101.0, low=99.0, next_open=100.0, next_timestamp=index + 1, atr=1.0, expected_percent=0.1, probability_up=probability, confidence=0.5, skill=0.1, q50_percent=0.1, block_entry=False, future_net_percent=future, benchmark_entry=False, benchmark_exit=False, ) def test_calibration_does_not_fallback_to_too_few_trades() -> None: selected = _choose_recommendation( [_result(trades=1, average=2.0, total=2.0, profit_factor=999.0)], min_trades=30, ) assert selected is None def test_calibration_selects_only_viable_result() -> None: viable = _result(trades=30, average=0.2, total=6.0, profit_factor=1.4) assert _choose_recommendation([viable], min_trades=30) is viable def test_platt_calibration_learns_probability_direction_from_train_records() -> None: records = [ _record(index, 0.8 if index % 2 else 0.2, -1.0 if index % 2 else 1.0) for index in range(100) ] calibration = _fit_platt_calibration(records) calibrated = _apply_platt_calibration( [_record(101, 0.8, -1.0), _record(102, 0.2, 1.0)], calibration, ) assert calibration["slope"] < 0 assert calibrated[0].probability_up < calibrated[1].probability_up def test_entry_quality_never_falls_back_to_holdout_skill() -> None: entry = {"validation_skill": 0.12, "skill": 0.99, "holdout_skill": 0.99} assert _entry_validation_skill(entry) == 0.12 assert _entry_validation_skill({"skill": 0.99, "holdout_skill": 0.99}) == 0.0