# -*- coding: utf-8 -*- """P3-S.2 SPEC TESTS — LIQUIDITY SWEEP (synthetic, dari PROJECT SEMANTIC SPECIFICATION v1). Truth : docs/SMC_LIQUIDITY_SWEEP_SPEC_v1.md -> spec_oracle() di file ini (expected result di spec_test_cases_liquidity_sweep.json diturunkan dari SPEC, BUKAN dari kode). Code under : DetectLiquidityGrabs (EA AlgoForge_Backtest_Baseline.mq5) + emission audit g_feat[7] (P3-S.0) -> code_port() — hasilnya DILAPORKAN sebagai observasi konformansi, BUKAN definisi truth. Disiplin P3-S.2: - spec oracle vs expected : ASSERT (spec = truth) - code port vs spec : REPORT (differential conformance observation) - tidak ada AUC/PF/backtest/human annotation/ML di file ini. Usage: python spec_tests_liquidity_sweep.py Output: output/spec_tests_liquidity_sweep_report.json """ import json import os import sys import numpy as np HERE = os.path.dirname(os.path.abspath(__file__)) # ---- konstanta dari SPEC (mirror smc_semantic_common; sengaja lokal agar oracle # independen dari kode yang sedang diaudit) ---- GRAB_WINDOW = 8 SEQ_WINDOW = 40 INTERNAL_LEN = 5 W_LO = 604 # batas bawah window referensi (kasus cache penuh) -> p >= max(95, t-604) EPS = 1e-9 # ===================================================================== # SPEC ORACLE (truth) — diturunkan langsung dari SMC_LIQUIDITY_SWEEP_SPEC_v1.md # ===================================================================== def spec_oracle(h, l, c, decision_bar, refs, grab_window=GRAB_WINDOW, seq_window=SEQ_WINDOW, window=None): """Evaluator SPEC (S3-S9). refs : [(p, lvl, is_high)] — daftar referensi (internal swing pivot) yang SUDAH valid pada decision_bar (hasil pembentukan referensi). window : opsional [lo, hi] filter bar referensi (SPEC S3). Return : (onsets, f7) ; onsets = [(b, dir, lvl, p)] kronologis; f7 = array int[decision_bar+1] (lifecycle NO_SWEEP/ONSET/ACTIVE/EXPIRED). """ if window is not None: lo, hi = window refs = [(p, lvl, ih) for (p, lvl, ih) in refs if lo <= p <= hi] onsets = [] for (p, lvl, ih) in refs: # kronologis (p naik) last = min(decision_bar, p + grab_window) # SPEC S4: b in (p, p+GRAB_WINDOW] for b in range(p + 1, last + 1): if ih and h[b] > lvl and c[b] < lvl: # buy-side swept -> dir -1 (SPEC S5) onsets.append((b, -1, lvl, p)) break # satu onset per referensi (first-match) if (not ih) and l[b] < lvl and c[b] > lvl: # sell-side swept -> dir +1 onsets.append((b, 1, lvl, p)) break # lifecycle (SPEC S8/S9): f7[r] = dir onset terbaru dgn b<=r dan r-b<=SEQ_WINDOW f7 = np.zeros(decision_bar + 1, dtype=int) for (b, d, lvl, p) in onsets: # urutan kronologis; onset lebih baru upto = min(decision_bar, b + seq_window) # menimpa (supersession) f7[b:upto + 1] = d return onsets, f7 # ===================================================================== # CODE PORT (implementasi yang diaudit) — semantik EA DetectLiquidityGrabs # ===================================================================== def code_port(h, l, c, decision_bar, refs, grab_window=GRAB_WINDOW, seq_window=SEQ_WINDOW, window=None): """Port setia EA AlgoForge_Backtest_Baseline.mq5 DetectLiquidityGrabs + emission ComputeMLFeatures g_feat[7] (P3-S.0 fix, AF_BT_SEQ_WINDOW). refs : daftar pivot internal g_ip[] pada decision_bar (sudah windowed EA). Return: (cur_sb, cur_sd, f7) — bar onset terakhir, arah state, f7 final. Perbedaan vs spec_oracle: - guard `b > cur_sb` STRICT -> pada bar yang sama, pivot pertama (terlama) yang menang (tie-break berbeda dgn oracle); unreachable dgn data konsisten. - state g_swpDir/g_swpBar persist (bukan event); expiration hanya di emission. """ if window is not None: lo, hi = window refs = [(p, lvl, ih) for (p, lvl, ih) in refs if lo <= p <= hi] cur_sb, cur_sd = -1, 0 for (p, lvl, ih) in refs: last = min(decision_bar, p + grab_window) for b in range(p + 1, last + 1): if ih and h[b] > lvl and c[b] < lvl: if b > cur_sb: cur_sb, cur_sd = b, -1 break if (not ih) and l[b] < lvl and c[b] > lvl: if b > cur_sb: cur_sb, cur_sd = b, 1 break # emission f7 (EA): (tc-1 - g_swpBar) <= SEQ_WINDOW ? g_swpDir : 0 f7 = 0 if (cur_sb < 0 or (decision_bar - cur_sb) > seq_window) else cur_sd return cur_sb, cur_sd, f7 # ===================================================================== # HELPERS # ===================================================================== def materialize(case): """Baris OHLC -> arrays o,h,l,c ; dukungan bar_spec (generator + patches).""" if "bar_spec" in case: bs = case["bar_spec"] bars = [list(bs["neutral"]) for _ in range(bs["count"])] for (idx, ohlc) in bs["patches"]: bars[idx] = list(ohlc) else: bars = [list(b) for b in case["bars"]] arr = np.asarray(bars, dtype=float) return arr[:, 0], arr[:, 1], arr[:, 2], arr[:, 3] def apply_transform(o, h, l, c, refs, transform): if transform is None: return o, h, l, c, refs kind = transform["kind"] if kind == "scale": k = transform["factor"] return o * k, h * k, l * k, c * k, [(p, lvl * k, ih) for (p, lvl, ih) in refs] if kind == "translate": v = transform["value"] return o + v, h + v, l + v, c + v, [(p, lvl + v, ih) for (p, lvl, ih) in refs] raise ValueError("unknown transform " + kind) def apply_mutations(o, h, l, c, mutations): if not mutations: return o, h, l, c o = o.copy(); h = h.copy(); l = l.copy(); c = c.copy() for (idx, ohlc) in mutations: o[idx], h[idx], l[idx], c[idx] = ohlc return o, h, l, c def onsets_equal(a, b): if len(a) != len(b): return False for x, y in zip(a, b): if x[0] != y[0] or x[1] != y[1] or abs(x[2] - y[2]) > EPS or x[3] != y[3]: return False return True def run_case(case): o, h, l, c = materialize(case) refs = [tuple(r) for r in case["given_references"]] db = case["decision_bar"] window = case.get("window") transform = case.get("transform") mutations = case.get("mutations") # --- run spec oracle pada data dasar --- onsets, f7 = spec_oracle(h, l, c, db, refs, window=window) # --- invariant: transform (scale/translate) --- o2, h2, l2, c2, refs2 = apply_transform(o, h, l, c, refs, transform) onsets2, f7_2 = spec_oracle(h2, l2, c2, db, refs2, window=window) # --- invariant: future mutation (T13) --- o3, h3, l3, c3 = apply_mutations(o, h, l, c, mutations) onsets3, f7_3 = spec_oracle(h3, l3, c3, db, refs, window=window) # --- code port (implementasi diaudit) --- cur_sb, cur_sd, f7_code = code_port(h, l, c, db, refs, window=window) exp = case["expected"] checks = {} checks["onsets"] = onsets_equal(onsets, [tuple(e) for e in exp["onsets"]]) checks["f7_at_decision"] = bool(int(f7[db]) == int(exp["f7_at_decision"])) lc = exp.get("lifecycle") if lc: if lc["active_until"] <= db: checks["lifecycle_active_until"] = bool(int(f7[lc["active_until"]]) == int(lc["dir"])) if lc["expired_at"] <= db: checks["lifecycle_expired_at"] = bool(int(f7[lc["expired_at"]]) == 0) # invariance transform: struktural (b, dir, p) identik; level ikut skala/translasi struct = lambda os_: [(b, d, p) for (b, d, lv, p) in os_] checks["invariant_transform"] = bool(struct(onsets2) == struct(onsets) and int(f7_2[db]) == int(f7[db])) checks["invariant_mutation"] = bool(onsets_equal(onsets3, onsets) and int(f7_3[db]) == int(f7[db])) return { "id": case["id"], "title": case["title"], "expected_onsets": exp["onsets"], "expected_f7": exp["f7_at_decision"], "spec_oracle_onsets": [[b, d, round(float(lv), 6), p] for (b, d, lv, p) in onsets], "spec_oracle_f7": int(f7[db]), "code_port_onset_bar": cur_sb, "code_port_dir": cur_sd, "code_port_f7": int(f7_code), "code_matches_spec": bool(int(f7_code) == int(f7[db])), "checks": checks, "pass": all(checks.values()), "note": case.get("note"), } def main(): cases_path = os.path.join(HERE, "spec_test_cases_liquidity_sweep.json") cases = json.load(open(cases_path, encoding="utf-8"))["cases"] results = [run_case(c) for c in cases] n_pass = sum(1 for r in results if r["pass"]) n_total = len(results) print(f"=== P3-S.2 SPEC TESTS — LIQUIDITY SWEEP ({n_pass}/{n_total} PASS) ===") print(f"{'ID':<8} {'PASS':<6} {'f7 spec':<8} {'f7 code':<8} {'match':<6} notes") for r in results: print(f"{r['id']:<8} {str(r['pass']):<6} {r['spec_oracle_f7']:<8} " f"{r['code_port_f7']:<8} {str(r['code_matches_spec']):<6} {r['title'][:44]}") if n_pass != n_total: print("\nFAILED:") for r in results: if not r["pass"]: print(" ", r["id"], r["checks"]) sys.exit(1) print("\nAll spec assertions PASS — expected results are consistent with " "PROJECT SEMANTIC SPECIFICATION v1.") report = { "spec_doc": "docs/SMC_LIQUIDITY_SWEEP_SPEC_v1.md", "phase": "P3-S.2", "generated_utc": __import__("datetime").datetime.now( __import__("datetime").timezone.utc).isoformat(), "constants": {"GRAB_WINDOW": GRAB_WINDOW, "SEQ_WINDOW": SEQ_WINDOW, "INTERNAL_LEN": INTERNAL_LEN, "W_LO": W_LO}, "summary": {"total": n_total, "passed": n_pass, "failed": n_total - n_pass}, "cases": results, } outdir = os.path.join(HERE, "output") os.makedirs(outdir, exist_ok=True) out_path = os.path.join(outdir, "spec_tests_liquidity_sweep_report.json") with open(out_path, "w", encoding="utf-8") as f: json.dump(report, f, indent=2, default=str) print(f"[saved] {out_path}") if __name__ == "__main__": main()