Phase A-C complete: 4 core factors, regime detection, signal tracking, Bayesian expectancy. chanmacro/ (32 files, ~4000 lines): - models: 12 enums + 15 Pydantic v2 models (DateAwareModel, MarketStateVector, etc.) - fetchers: OHLCV + Breadth (from data_provider) + Derivatives (new endpoint) - scoring: Price Structure / Breadth (quantile buckets) / OI Matrix (5 discrete states) / Volatility Regime - regime_detector: 3-state (TREND/RANGE/PANIC), factor-locked (Price+Breadth+Vol), versioned, 2-day confirmation - expectancy: SignalTracker (record+outcomes), TimeDecay (half-life=180d), BayesianExpectancyEngine (Empirical Bayes, Leveled, SufficiencyGuard) - validation: FactorValidator (IC/ICIR/Hit Ratio), RegimeValidator (MI/KL/ANOVA), TransitionValidator (stability) - CLI: fetch|score|regime|track|backfill|expectancy|validate|serve - tests: 52 passing (models, scoring, regime, expectancy) data_provider: - /api/derivatives endpoint: funding rate, OI, OI change, basis - _derivatives storage: same persist pattern as K-line (merge→lock→snapshot→atomic write) - background refresh every 60s Co-Authored-By: Claude <noreply@anthropic.com>
12 lines
342 B
Bash
Executable File
12 lines
342 B
Bash
Executable File
#!/bin/bash
|
|
# run_tests.sh — Run the ChanMacro test suite.
|
|
#
|
|
# Usage:
|
|
# ./run_tests.sh # All tests
|
|
# ./run_tests.sh -v # Verbose
|
|
# ./run_tests.sh -k regime # Only regime tests
|
|
# ./run_tests.sh --cov # With coverage (requires pytest-cov)
|
|
|
|
cd "$(dirname "$0")"
|
|
python -m pytest tests/ "$@" --tb=short
|