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feat: add opportunity evaluation optimizer

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Tacit Lab
2026-04-22 00:29:02 +08:00
parent 436bef4814
commit 076a5f1b1c
11 changed files with 1224 additions and 37 deletions
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117
tests/test_cli.py
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@@ -261,15 +261,18 @@ class CLITestCase(unittest.TestCase):
return_value={"path": "/tmp/dataset.json", "symbols": ["BTCUSDT"]},
) as collect_mock,
patch.object(
cli, "print_output", side_effect=lambda payload, **kwargs: captured.setdefault("payload", payload)
cli,
"print_output",
side_effect=lambda payload, **kwargs: captured.update({"payload": payload, "agent": kwargs["agent"]}),
),
):
result = cli.main(
["opportunity", "dataset", "--symbols", "BTCUSDT", "--simulate-days", "3", "--run-days", "7"]
["opportunity", "dataset", "--symbols", "BTCUSDT", "--simulate-days", "3", "--run-days", "7", "--agent"]
)
self.assertEqual(result, 0)
self.assertEqual(captured["payload"]["path"], "/tmp/dataset.json")
self.assertTrue(captured["agent"])
collect_mock.assert_called_once_with(
config,
symbols=["BTCUSDT"],
@@ -277,3 +280,113 @@ class CLITestCase(unittest.TestCase):
run_days=7.0,
output_path=None,
)
def test_opportunity_evaluate_dispatches_without_private_client(self):
captured = {}
config = {"market": {"default_quote": "USDT"}, "opportunity": {}}
with (
patch.object(cli, "load_config", return_value=config),
patch.object(cli, "_load_spot_client", side_effect=AssertionError("evaluate should use dataset only")),
patch.object(
cli.opportunity_evaluation_service,
"evaluate_opportunity_dataset",
return_value={"summary": {"count": 1, "correct": 1}},
) as evaluate_mock,
patch.object(
cli,
"print_output",
side_effect=lambda payload, **kwargs: captured.update({"payload": payload, "agent": kwargs["agent"]}),
),
):
result = cli.main(
[
"opportunity",
"evaluate",
"/tmp/dataset.json",
"--horizon-hours",
"6",
"--take-profit-pct",
"2",
"--stop-loss-pct",
"1.5",
"--setup-target-pct",
"1",
"--lookback",
"24",
"--top-n",
"3",
"--examples",
"5",
"--agent",
]
)
self.assertEqual(result, 0)
self.assertEqual(captured["payload"]["summary"]["correct"], 1)
self.assertTrue(captured["agent"])
evaluate_mock.assert_called_once_with(
config,
dataset_path="/tmp/dataset.json",
horizon_hours=6.0,
take_profit=0.02,
stop_loss=0.015,
setup_target=0.01,
lookback=24,
top_n=3,
max_examples=5,
)
def test_opportunity_optimize_dispatches_without_private_client(self):
captured = {}
config = {"market": {"default_quote": "USDT"}, "opportunity": {}}
with (
patch.object(cli, "load_config", return_value=config),
patch.object(cli, "_load_spot_client", side_effect=AssertionError("optimize should use dataset only")),
patch.object(
cli.opportunity_evaluation_service,
"optimize_opportunity_model",
return_value={"best": {"summary": {"accuracy": 0.7}}},
) as optimize_mock,
patch.object(
cli,
"print_output",
side_effect=lambda payload, **kwargs: captured.update({"payload": payload, "agent": kwargs["agent"]}),
),
):
result = cli.main(
[
"opportunity",
"optimize",
"/tmp/dataset.json",
"--horizon-hours",
"6",
"--take-profit-pct",
"2",
"--stop-loss-pct",
"1.5",
"--setup-target-pct",
"1",
"--lookback",
"24",
"--top-n",
"3",
"--passes",
"1",
"--agent",
]
)
self.assertEqual(result, 0)
self.assertEqual(captured["payload"]["best"]["summary"]["accuracy"], 0.7)
self.assertTrue(captured["agent"])
optimize_mock.assert_called_once_with(
config,
dataset_path="/tmp/dataset.json",
horizon_hours=6.0,
take_profit=0.02,
stop_loss=0.015,
setup_target=0.01,
lookback=24,
top_n=3,
passes=1,
)