release: v0.8.6

python/tests/test_diagnostics.py

@@ -0,0 +1,108 @@
+"""Regression tests for the diagnostics config-preparation path.
+
+Guards the fix for the bug where ``detect_lookahead`` / ``check_exposure_stability``
+crashed with a dict ``universe`` (e.g. ``{"binance": ["BTC-USDT:perp"]}``):
+they serialized the config without resolving the universe, so ``config.to_json()``
+emitted a JSON *map* while the Rust loader expects a *sequence*
+(``ValueError: invalid type: map, expected a sequence``).
+
+The fix routes diagnostics through the same preparation as ``run()`` via
+``_prepare_for_diagnostics``. These tests assert that helper resolves a dict
+universe into a list of integer SymbolIds (so serialization is a JSON array),
+without needing a Pro license or real market data.
+"""
+import json
+import sqlite3
+
+import manifoldbt as bt
+from manifoldbt.diagnostics import _prepare_for_diagnostics
+
+
+def _make_metadata_db(path):
+    """Create a minimal metadata sqlite with one resolvable symbol (id=1)."""
+    conn = sqlite3.connect(path)
+    conn.execute(
+        "CREATE TABLE symbols ("
+        "id INTEGER PRIMARY KEY, base_currency TEXT, quote_currency TEXT, "
+        "asset_class TEXT, exchange TEXT, ticker TEXT)"
+    )
+    conn.execute(
+        "INSERT INTO symbols VALUES (1, 'BTC', 'USDT', 'CryptoPerpetual', "
+        "'BINANCE', 'BTC-USDT:perp')"
+    )
+    conn.commit()
+    conn.close()
+    return str(path)
+
+
+class _StubStore:
+    """Minimal DataStore stand-in.
+
+    ``_resolve_normalized`` only needs ``metadata_db()`` (+ ``resolve_symbol``
+    as a fallback). ``dataset()`` raises so ``_resolve_store`` returns the store
+    unchanged instead of trying to swap datasets on disk.
+    """
+
+    def __init__(self, db_path):
+        self._db = db_path
+
+    def metadata_db(self):
+        return self._db
+
+    def dataset(self):
+        raise NotImplementedError
+
+    def resolve_symbol(self, name):  # fallback, not expected to be hit here
+        return 1
+
+
+def _simple_strategy():
+    return (
+        bt.Strategy.create("regression")
+        .signal("s", bt.lit(1.0))
+        .size(bt.col("s"))
+    )
+
+
+def test_prepare_for_diagnostics_resolves_dict_universe(tmp_path):
+    """A dict universe must become a list of ints before serialization."""
+    db = _make_metadata_db(tmp_path / "metadata.sqlite")
+    store = _StubStore(db)
+
+    config = bt.BacktestConfig(
+        universe={"binance": ["BTC-USDT:perp"]},
+        time_range_start=0,
+        time_range_end=4_000_000_000,
+        bar_interval={"Hours": 1},
+        initial_capital=1000.0,
+    )
+
+    prepared, _ = _prepare_for_diagnostics(config, _simple_strategy(), store)
+
+    # Core invariant: universe is a list of ints, never a dict.
+    assert isinstance(prepared.universe, list)
+    assert prepared.universe == [1]
+
+    # And the JSON the Rust loader sees is an array, not a map (the crash cause).
+    universe_json = json.loads(prepared.to_json())["universe"]
+    assert isinstance(universe_json, list)
+    assert universe_json == [1]
+
+
+def test_prepare_for_diagnostics_passes_through_list_universe(tmp_path):
+    """An already-resolved list universe is left intact."""
+    db = _make_metadata_db(tmp_path / "metadata.sqlite")
+    store = _StubStore(db)
+
+    config = bt.BacktestConfig(
+        universe=[1],
+        time_range_start=0,
+        time_range_end=4_000_000_000,
+        bar_interval={"Hours": 1},
+        initial_capital=1000.0,
+    )
+
+    prepared, _ = _prepare_for_diagnostics(config, _simple_strategy(), store)
+
+    assert prepared.universe == [1]
+    assert json.loads(prepared.to_json())["universe"] == [1]

python/tests/test_doc_api_contract.py

@@ -0,0 +1,60 @@
+"""Doc <-> code signature contract.
+
+These assertions encode the public signatures and helper outputs that the
+online documentation and the interactive notebook rely on. They are cheap,
+IO-free, and Pro-free, and exist to catch *doc drift*: if a documented kwarg,
+preset, or helper shape changes in the code, a doc snippet silently breaks.
+
+This guards, among others:
+  * ``plot.monte_carlo`` exposing ``n_simulations`` (NOT ``n_paths``) -- the
+    notebook bug where ``n_paths=`` raised TypeError.
+  * ``Slippage.volume_impact`` emitting ``impact_coeff``/``exponent`` -- the
+    notebook bug where ``{"coefficient": ...}`` failed Rust deserialization.
+  * ``DataStore`` accepting ``mega``/``arrow_dir`` -- the doc signature that
+    omitted them.
+"""
+import inspect
+
+import manifoldbt as bt
+
+
+def test_monte_carlo_uses_n_simulations_not_n_paths():
+    params = inspect.signature(bt.plot.monte_carlo).parameters
+    assert "n_simulations" in params
+    assert "n_paths" not in params  # the notebook snippet bug
+
+
+def test_slippage_helper_shapes_match_serde():
+    # Keys must match the Rust SlippageConfig serde variants exactly.
+    assert bt.Slippage.volume_impact(0.1) == {
+        "VolumeImpact": {"impact_coeff": 0.1, "exponent": 1.5}
+    }
+    assert bt.Slippage.fixed_bps(2.0) == {"FixedBps": {"bps": 2.0}}
+
+
+def test_interval_helper_shapes():
+    assert bt.Interval.seconds(1) == {"Seconds": 1}
+    assert bt.Interval.minutes(1) == {"Minutes": 1}
+    assert bt.Interval.hours(12) == {"Hours": 12}
+    assert bt.Interval.days(1) == {"Days": 1}
+
+
+def test_fee_presets_match_documented_values():
+    # Documented under #configuration > FeeConfig Presets.
+    perps = bt.FeeConfig.binance_perps()
+    assert (perps.maker_fee_bps, perps.taker_fee_bps) == (2.0, 5.0)
+    spot = bt.FeeConfig.binance_spot()
+    assert (spot.maker_fee_bps, spot.taker_fee_bps) == (10.0, 10.0)
+
+
+def test_datastore_accepts_mega_and_arrow_dir_kwargs(tmp_path):
+    # The real signature is (data_root, metadata_db, dataset, mega, arrow_dir).
+    # We only assert the kwargs are *accepted* (no TypeError for unknown kwarg);
+    # any runtime/IO error from opening an empty dir is fine for this contract.
+    for kw in ("mega", "arrow_dir"):
+        try:
+            bt.DataStore(str(tmp_path), dataset="bars_1m", **{kw: str(tmp_path)})
+        except TypeError as exc:  # unexpected keyword argument -> contract broken
+            raise AssertionError(f"DataStore rejected kwarg {kw!r}: {exc}")
+        except Exception:
+            pass  # non-TypeError (e.g. cannot open store) -> kwarg was accepted