Cap DEB training version backtest
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@@ -1,4 +1,5 @@
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from web.services.ops_api import _build_training_accuracy_payload
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from datetime import date, timedelta
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def test_training_accuracy_payload_includes_recent_deb_summary():
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@@ -36,3 +37,34 @@ def test_training_accuracy_payload_includes_recent_deb_summary():
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assert payload["deb_summary"]["recent_14d"]["samples"] == 5
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assert "deb_v1_raw" in payload["deb_summary"]["versions"]
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assert "deb_v2_bucket_calibrated" in payload["deb_summary"]["versions"]
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def test_training_accuracy_payload_caps_version_backtest_samples(monkeypatch):
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start = date(2025, 1, 1)
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history = {
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"alpha": {
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(start + timedelta(days=idx)).isoformat(): {
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"actual_high": 20.0 + (idx % 3),
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"deb_prediction": 20.0 + (idx % 3),
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}
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for idx in range(405)
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}
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}
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captured = {}
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def fake_backtest(rows, **_kwargs):
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row_list = list(rows)
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captured["count"] = len(row_list)
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captured["first_date"] = row_list[0]["target_date"]
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return {"versions": {}}
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monkeypatch.setattr("src.analysis.deb_evaluation.backtest_deb_versions", fake_backtest)
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_build_training_accuracy_payload(
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history,
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{"alpha": {"name": "Alpha"}},
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today_str="2026-03-01",
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)
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assert captured["count"] == 400
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assert captured["first_date"] == "2025-01-06"
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@@ -18,6 +18,8 @@ from web.services.observation_freshness import (
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from web.core import GrantPointsRequest
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import web.routes as legacy_routes
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_DEB_VERSION_BACKTEST_SAMPLE_LIMIT = 400
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def _sf(value: Any) -> Optional[float]:
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try:
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@@ -2455,8 +2457,9 @@ def _build_training_accuracy_payload(
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recent_7_start = (today_date - timedelta(days=7)).isoformat()
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recent_14_start = (today_date - timedelta(days=14)).isoformat()
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end_date = (today_date - timedelta(days=1)).isoformat()
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version_rows = all_rows[-_DEB_VERSION_BACKTEST_SAMPLE_LIMIT:]
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versions = backtest_deb_versions(
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all_rows,
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version_rows,
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min_train_samples=2,
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).get("versions", {})
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