107 lines
2.9 KiB
Bash
Executable File
107 lines
2.9 KiB
Bash
Executable File
#!/usr/bin/env bash
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# Backtest gate for PR/push/scheduled verification.
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set -euo pipefail
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MODE="${BACKTEST_MODE:-auto}" # auto | smoke | full
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BASE_REF="${BASE_REF:-origin/main}" # used when MODE=auto
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FORCE_FULL="${FORCE_FULL_BACKTEST:-false}"
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LOG_DIR="${LOG_DIR:-data/backtest-gate}"
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mkdir -p "$LOG_DIR"
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STAMP="$(date -u +%Y%m%d_%H%M%S)"
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LOG_FILE="$LOG_DIR/backtest_gate_${STAMP}.log"
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log() {
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printf '%s %s\n' "$(date -u +%Y-%m-%dT%H:%M:%SZ)" "$1" | tee -a "$LOG_FILE"
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}
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run_cmd() {
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log "[RUN] $*"
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"$@" 2>&1 | tee -a "$LOG_FILE"
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}
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resolve_mode_from_changes() {
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if [ "$FORCE_FULL" = "true" ]; then
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echo "full"
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return
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fi
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if ! git rev-parse --verify "$BASE_REF" >/dev/null 2>&1; then
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log "[WARN] BASE_REF not found: $BASE_REF; fallback to full"
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echo "full"
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return
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fi
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changed_files="$(git diff --name-only "$BASE_REF"...HEAD || true)"
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if [ -z "$changed_files" ]; then
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log "[INFO] no changed files between $BASE_REF...HEAD; skip backtest gate"
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echo "skip"
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return
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fi
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log "[INFO] changed files from $BASE_REF...HEAD:"
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while IFS= read -r line; do
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[ -n "$line" ] && log " - $line"
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done <<< "$changed_files"
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# Backtest-sensitive areas: analysis/strategy/runtime execution semantics.
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if printf '%s\n' "$changed_files" | rg -q \
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'^(src/analysis/|src/strategy/|src/strategies/|src/main.py|src/markets/|src/broker/|tests/test_backtest_|tests/test_triple_barrier.py|tests/test_walk_forward_split.py|tests/test_main.py|docs/ouroboros/)'
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then
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echo "full"
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else
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echo "skip"
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fi
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}
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SMOKE_TESTS=(
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tests/test_backtest_pipeline_integration.py
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tests/test_triple_barrier.py
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tests/test_walk_forward_split.py
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tests/test_backtest_cost_guard.py
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tests/test_backtest_execution_model.py
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)
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FULL_TESTS=(
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tests/test_backtest_pipeline_integration.py
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tests/test_triple_barrier.py
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tests/test_walk_forward_split.py
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tests/test_backtest_cost_guard.py
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tests/test_backtest_execution_model.py
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tests/test_main.py
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)
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main() {
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log "[INFO] backtest gate started mode=$MODE base_ref=$BASE_REF force_full=$FORCE_FULL"
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selected_mode="$MODE"
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if [ "$MODE" = "auto" ]; then
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selected_mode="$(resolve_mode_from_changes)"
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fi
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case "$selected_mode" in
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skip)
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log "[PASS] backtest gate skipped (no backtest-sensitive changes)"
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exit 0
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;;
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smoke)
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run_cmd python3 -m pytest -q "${SMOKE_TESTS[@]}"
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log "[PASS] smoke backtest gate passed"
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;;
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full)
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run_cmd python3 -m pytest -q "${SMOKE_TESTS[@]}"
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# Runtime semantics tied to v2 staged-exit must remain covered in full gate.
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run_cmd python3 -m pytest -q tests/test_main.py -k \
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"staged_exit_override or runtime_exit_cache_cleared or run_daily_session_applies_staged_exit_override_on_hold"
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log "[PASS] full backtest gate passed"
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;;
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*)
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log "[FAIL] invalid BACKTEST_MODE=$selected_mode (expected auto|smoke|full)"
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exit 2
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;;
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esac
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}
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main "$@"
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