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Pigbibi merged 2 commits into from
Aug 6, 2026
Merged

test: characterize SOXL core-only regime boundary #312

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cec87ba
test: characterize SOXL core-only regime boundary
Pigbibi Aug 6, 2026
5eaaa28
test: exercise unavailable regime in SOXL consumer
Pigbibi Aug 6, 2026
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48 changes: 47 additions & 1 deletion tests/test_market_regime_control_consumption.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,9 @@

from quant_platform_kit.strategy_contracts import StrategyContext

from us_equity_strategies.entrypoints._common import apply_market_regime_control_to_weights
from us_equity_strategies.entrypoints._common import (
apply_market_regime_control_to_weights,
)


def _market_regime_payload(route: str, scalar: float, *, authorized: bool = True) -> dict[str, object]:
Expand Down Expand Up @@ -50,6 +52,31 @@ def _market_regime_payload(route: str, scalar: float, *, authorized: bool = True
}


def _core_only_unavailable_regime() -> dict[str, object]:
unavailable = {"enabled": False, "available": False}
return {
"profile": "market_regime_control",
"schema_version": "soxl_core_only_market_regime_unavailable.v1",
"as_of": "2026-05-28",
"candidate_id": "SOXL_P3_CORE_ONLY_9_INPUT_V1",
"market_regime_control_enabled": False,
"component_signals": {
name: dict(unavailable)
for name in (
"crisis",
"macro",
"taco",
"panic_reversal",
"volatility_delever_price_rebound",
)
},
"execution_controls": {
"position_control_allowed": False,
"consumption_evidence_status": "static_research_only",
},
}


def test_market_regime_control_weight_consumer_scales_risk_weight_to_safe_haven() -> None:
weights, diagnostics = apply_market_regime_control_to_weights(
{"AAPL": 0.80, "BOXX": 0.20},
Expand Down Expand Up @@ -120,3 +147,22 @@ def test_market_regime_control_weight_consumer_does_not_apply_unapproved_positio
assert diagnostics["market_regime_control_position_control_authorized"] is False
assert diagnostics["market_regime_control_consumption_evidence_status"] == "notification_only"
assert diagnostics["market_regime_control_applied"] is False


def test_core_only_unavailable_regime_cannot_change_weights_when_consumer_is_enabled() -> None:
weights, diagnostics = apply_market_regime_control_to_weights(
{"SOXL": 0.70, "SOXX": 0.20, "BOXX": 0.10},
market_regime_control_config={"market_regime_control_enabled": True},
ctx=StrategyContext(
as_of="2026-05-28",
artifacts={"market_regime_control": _core_only_unavailable_regime()},
),
safe_haven="BOXX",
)

assert weights == {"SOXL": 0.70, "SOXX": 0.20, "BOXX": 0.10}
assert diagnostics["market_regime_control_found"] is True
assert diagnostics["market_regime_control_active"] is False
assert diagnostics["market_regime_control_position_control_allowed"] is False
assert diagnostics["market_regime_control_position_control_authorized"] is False
assert diagnostics["market_regime_control_applied"] is False
76 changes: 76 additions & 0 deletions tests/test_strategy_plans.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1887,6 +1887,82 @@ def test_soxl_soxx_trend_income_can_disable_market_regime_control_position_effec
self.assertAlmostEqual(plan["targets"]["BOXX"], 100000.0 * 0.10)
self.assertFalse(plan["notification_context"]["risk_controls"]["market_regime_control"]["enabled"])

def test_soxl_soxx_trend_income_unavailable_regime_cannot_change_targets(self):
_skip_if_missing_numeric_stack()
from us_equity_strategies.strategies.soxl_soxx_trend_income import (
SOXX_GATE_TIERED_BLEND_MODE,
build_rebalance_plan as build_soxl_soxx_plan,
)

account_state = {
"available_cash": 5000.0,
"market_values": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 100000.0, "QQQI": 0.0, "SPYI": 0.0},
"quantities": {"SOXL": 0, "SOXX": 0, "BOXX": 1000, "QQQI": 0, "SPYI": 0},
"sellable_quantities": {"SOXL": 0, "SOXX": 0, "BOXX": 1000, "QQQI": 0, "SPYI": 0},
"total_strategy_equity": 100000.0,
"metadata": {
"market_regime_control": {
"profile": "market_regime_control",
"schema_version": "soxl_core_only_market_regime_unavailable.v1",
"candidate_id": "SOXL_P3_CORE_ONLY_9_INPUT_V1",
"market_regime_control_enabled": False,
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"component_signals": {
name: {"enabled": False, "available": False}
for name in (
"crisis",
"macro",
"taco",
"panic_reversal",
"volatility_delever_price_rebound",
)
},
"execution_controls": {
"position_control_allowed": False,
"consumption_evidence_status": "static_research_only",
},
}
},
}

plan = build_soxl_soxx_plan(
{
"soxl": {"price": 50.0, "ma_trend": 45.0},
"soxx": {"price": 109.0, "ma_trend": 100.0},
},
account_state,
trend_ma_window=140,
translator=_translator,
cash_reserve_ratio=0.03,
min_trade_ratio=0.01,
min_trade_floor=100.0,
rebalance_threshold_ratio=0.01,
income_layer_start_usd=150000.0,
income_layer_max_ratio=0.15,
income_layer_qqqi_weight=0.70,
income_layer_spyi_weight=0.30,
attack_allocation_mode=SOXX_GATE_TIERED_BLEND_MODE,
blend_gate_trend_source="SOXX",
trend_entry_buffer=0.08,
trend_mid_buffer=0.06,
trend_exit_buffer=0.02,
blend_gate_soxl_weight=0.70,
blend_gate_mid_soxl_weight=0.65,
blend_gate_active_soxx_weight=0.20,
blend_gate_defensive_soxx_weight=0.15,
market_regime_control_enabled=True,
market_regime_control_apply_risk_reduced=True,
)

self.assertTrue(plan["market_regime_control_found"])
self.assertFalse(plan["market_regime_control_active"])
self.assertFalse(plan["market_regime_control_applied"])
self.assertFalse(plan["market_regime_control_position_control_allowed"])
self.assertFalse(plan["market_regime_control_position_control_authorized"])
self.assertEqual(plan["active_risk_asset"], "SOXX+SOXL")
self.assertAlmostEqual(plan["targets"]["SOXL"], 100000.0 * 0.70)
self.assertAlmostEqual(plan["targets"]["SOXX"], 100000.0 * 0.20)
self.assertAlmostEqual(plan["targets"]["BOXX"], 100000.0 * 0.10)

def test_soxl_soxx_trend_income_legacy_crisis_adapter_maps_to_market_regime_risk_off(self):
_skip_if_missing_numeric_stack()
from us_equity_strategies.strategies.soxl_soxx_trend_income import (
Expand Down