dodoxandClaude Sonnet 5
7a538cb300
- puga/: cached FIO + PRUNplanner clients, market view with order-book walk, econ formulas ported from PRUNplanner (tested against its suite and live FIO), saturation model v1 (reviewed by Opus) - tools/: scan (depth-aware), price, book, chain, state sync, plan_push (dry run default, [PuGa]-prefixed plans only), legacy prun_scan/prun_cxarb - docs/: mechanics (PRUNplanner is source of truth), roadmap, decisions, saturation design, archived handoff - secrets stay in .env (gitignored); ref/ holds PRUNplanner source (ignored) Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
41 lines
1.7 KiB
Python
41 lines
1.7 KiB
Python
import math
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from puga import saturation as s, market, fio
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def test_tref_uses_min_and_poisson_floor():
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assert s.tref(60, 40) == 40
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assert s.tref(15, 13) < 13 # low volume gets a lower bound
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assert s.tref(0, 0) == 0
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def test_n_out_penalises_queue_and_thin_demand():
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free = s.n_out(100, 0, 10_000, 5) # no queue, ample demand
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assert math.isclose(free, 0.25 * 100 / 5)
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assert s.n_out(100, 7000, 10_000, 5) < free # 70 days of queue cuts it
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assert s.n_out(100, 0, 100, 5) < free # demand only 1 day of flow cuts it
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assert s.n_out(0, 0, 100, 5) == 0
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def test_thin_flag():
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assert s.is_thin(1.3, 100, 5) and not s.is_thin(60, 500, 5)
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def test_p_patient_clamps_and_falls_to_bid_when_oversupplied():
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asks = [(100, 50), (110, 50), (120, 50)]
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assert s.p_patient(asks, 10, 20, bid=90, vwap7=105, vwap30=105, ask=100) == 90 # we out-produce flow: sell at bid
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p = s.p_patient(asks, 30, 1, 90, 200, 200, 100) # ample flow: capped by ask level 100
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assert p == 100
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def test_walk_treats_mm_null_count_as_unlimited(monkeypatch):
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monkeypatch.setattr(fio, "order_book", lambda m, c, r=False: {
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"SellingOrders": [], "BuyingOrders": [{"ItemCount": 4, "ItemCost": 90}, {"ItemCount": None, "ItemCost": 80}]})
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r = market.walk("X", "AI1", 1000, "sell")
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assert r["filled"] == 1000 and not r["short"] and r["worst"] == 80
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def test_effective_supply_ignores_stale_far_asks():
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asks = [(100, 10), (110, 20), (150, 1500)]
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assert s.effective_supply(asks, 100) == 30 # 1500 units at 1.5x are not competition
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assert s.effective_supply(asks, None) == 1530
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