Cap DEB training version backtest

This commit is contained in:
2569718930@qq.com
2026-06-07 23:05:45 +08:00
parent 39026344dc
commit c3f9b974c3
2 changed files with 36 additions and 1 deletions
+32
View File
@@ -1,4 +1,5 @@
from web.services.ops_api import _build_training_accuracy_payload
from datetime import date, timedelta
def test_training_accuracy_payload_includes_recent_deb_summary():
@@ -36,3 +37,34 @@ def test_training_accuracy_payload_includes_recent_deb_summary():
assert payload["deb_summary"]["recent_14d"]["samples"] == 5
assert "deb_v1_raw" in payload["deb_summary"]["versions"]
assert "deb_v2_bucket_calibrated" in payload["deb_summary"]["versions"]
def test_training_accuracy_payload_caps_version_backtest_samples(monkeypatch):
start = date(2025, 1, 1)
history = {
"alpha": {
(start + timedelta(days=idx)).isoformat(): {
"actual_high": 20.0 + (idx % 3),
"deb_prediction": 20.0 + (idx % 3),
}
for idx in range(405)
}
}
captured = {}
def fake_backtest(rows, **_kwargs):
row_list = list(rows)
captured["count"] = len(row_list)
captured["first_date"] = row_list[0]["target_date"]
return {"versions": {}}
monkeypatch.setattr("src.analysis.deb_evaluation.backtest_deb_versions", fake_backtest)
_build_training_accuracy_payload(
history,
{"alpha": {"name": "Alpha"}},
today_str="2026-03-01",
)
assert captured["count"] == 400
assert captured["first_date"] == "2025-01-06"
+4 -1
View File
@@ -18,6 +18,8 @@ from web.services.observation_freshness import (
from web.core import GrantPointsRequest
import web.routes as legacy_routes
_DEB_VERSION_BACKTEST_SAMPLE_LIMIT = 400
def _sf(value: Any) -> Optional[float]:
try:
@@ -2455,8 +2457,9 @@ def _build_training_accuracy_payload(
recent_7_start = (today_date - timedelta(days=7)).isoformat()
recent_14_start = (today_date - timedelta(days=14)).isoformat()
end_date = (today_date - timedelta(days=1)).isoformat()
version_rows = all_rows[-_DEB_VERSION_BACKTEST_SAMPLE_LIMIT:]
versions = backtest_deb_versions(
all_rows,
version_rows,
min_train_samples=2,
).get("versions", {})