import assert from "node:assert/strict"; import fs from "node:fs"; const report = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-3-audit.json", import.meta.url), "utf8")); const independent = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-3-independent-audit.json", import.meta.url), "utf8")); const candidate = report.candidates.find(row => row.rule.id === "fade_h12_w3_m0.08_accelerating_v1_All_All"); assert.equal(report.markets, 2000); assert.equal(report.observations, 534894); assert.equal(report.methodology.costCents, 2); assert.deepEqual(report.methodology.entryPriceRange, [0.08, 0.92]); assert.deepEqual(report.methodology.returnWinsorization, [-1, 2]); assert.ok(candidate, "The deployed Strategy 3 rule is missing from the audit artifact"); assert.equal(candidate.rule.horizon, 12); assert.equal(candidate.rule.window, 3); assert.equal(candidate.rule.minMove, 0.08); assert.equal(candidate.rule.confirmation, "accelerating"); assert.equal(candidate.passesHoldout, true); assert.equal(candidate.passesEventHoldout, true); assert.equal(candidate.passesArchive, false); for (const partition of ["train", "validation", "holdout", "eventHoldout"]) { assert.ok(candidate[partition].events >= 80, `${partition} lacks independent event support`); assert.ok(candidate[partition].lower > 0, `${partition} lower confidence bound is not positive`); } assert.equal(independent.activeMarketsSkipped, 2000); assert.equal(independent.markets, 1000); assert.equal(independent.observations, 246580); assert.equal(independent.methodology.costCents, 2); assert.deepEqual(independent.methodology.returnWinsorization, [-1, 2]); assert.equal(independent.exactStrategy3.rule.id, candidate.rule.id); for (const partition of ["train", "validation", "holdout", "eventHoldout"]) { assert.ok(independent.exactStrategy3[partition].mean > 0, `${partition} independent mean is not positive`); } assert.ok(independent.exactStrategy3.eventHoldout.events >= 60); assert.ok(independent.exactStrategy3.eventHoldout.lower > 0); assert.ok(independent.exactStrategy3.train.lower < 0, "Independent train limitation must remain visible"); assert.ok(independent.exactStrategy3.holdout.lower < 0, "Independent chronological limitation must remain visible"); console.log("shock audit artifact verified");