update model version

tests/test_experiments.py

@@ -0,0 +1,54 @@
+from __future__ import annotations
+
+import unittest
+
+import numpy as np
+
+from cbpred.experiments import (
+    _CROSS_COLUMNS,
+    _GLOBAL_COLUMNS,
+    _cross_sectional_context,
+    experiment_variants,
+    feature_names,
+)
+from cbpred.pipeline import aggregate_8h, compute_indicators
+
+from tests.test_pipeline import make_hour_rows
+
+
+class ExperimentFeatureTests(unittest.TestCase):
+    def test_variant_feature_counts(self):
+        counts = {variant.name: len(feature_names(variant)) for variant in experiment_variants()}
+        self.assertEqual(counts["baseline"], 182)
+        self.assertEqual(counts["compact7"], 164)
+        self.assertEqual(counts["compact6"], 146)
+        self.assertEqual(counts["rsi_sma"], 236)
+        self.assertEqual(counts["global6"], 188)
+        self.assertEqual(counts["cross4"], 186)
+        self.assertEqual(counts["global_cross"], 192)
+
+    def test_cross_sectional_context_is_ranked_by_timestamp(self):
+        frames = {
+            f"COIN{index}": aggregate_8h(make_hour_rows(0, 8 * 90, index * 0.1))
+            for index in range(4)
+        }
+        indicators = {symbol: compute_indicators(frame) for symbol, frame in frames.items()}
+        profiles = {
+            symbol: {
+                "asset_atr_price_top20_median": 0.05,
+                "asset_quote_volume_top20_median_log": 12.0 + index,
+            }
+            for index, symbol in enumerate(frames)
+        }
+        global_context, cross_context = _cross_sectional_context(indicators, profiles)
+        self.assertEqual(list(global_context.columns), list(_GLOBAL_COLUMNS))
+        self.assertEqual(set(next(iter(cross_context.values())).columns), set(_CROSS_COLUMNS))
+        self.assertEqual(len(cross_context), 4)
+        for frame in cross_context.values():
+            values = frame.iloc[20].to_numpy(dtype=float)
+            self.assertTrue(np.isfinite(values).all())
+            self.assertTrue(np.all((0.0 < values) & (values <= 1.0)))
+
+
+if __name__ == "__main__":
+    unittest.main()