build(agent): new-agents-4#58ba63 iteration
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node_modules/
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.npmrc
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.env
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.env.*
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__tests__/
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coverage/
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.nyc_output/
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dist/
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build/
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.cache/
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*.log
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.DS_Store
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tmp/
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.tmp/
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__pycache__/
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*.pyc
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.venv/
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venv/
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*.egg-info/
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.pytest_cache/
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READY_TO_PUBLISH
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# TradeScript AGENTS
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Architecture overview
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- Core language: Python-based DSL with a canonical IR (PortfolioObject, ObjectiveGraph, ConstraintGraph, PlanDelta)
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- Parser: Lightweight DSL parser to populate the IR
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- Rewrite engine: Verifiable rewrites that attach per-step proofs (hash-based attestations)
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- Backends: Python simulator as MVP; placeholder for C++/CUDA backtester and live broker adapters
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- Graph-of-Contracts (GoC) marketplace: adapter registry and conformance scaffolding
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Tech stack
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- Language: Python 3.11+
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- Data: dataclasses for IR, JSON for serialization, SHA-256 for proofs
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- Testing: pytest (via test.sh)
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- Packaging: pyproject.toml with setuptools build
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How to run tests
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- ./test.sh
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Code organization rules
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- Minimal changes first: small, correct patches with clear intent
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- Tests drive design: write unit tests that exercise the parser, IR, and backends
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- Do not push to remote without explicit user instruction
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Conventions
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- All public modules reside under src/idea117_tradescript_a_verifiable
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- The AGENTS.md is designed to guide future AI agents inheriting this repo
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20
README.md
20
README.md
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# idea117-tradescript-a-verifiable
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# TradeScript: Verifiable DSL Compiler (MVP)
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Source logic for Idea #117
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This repository contains a minimal, production-oriented MVP of TradeScript, a compiler-driven DSL for auditable investment strategies.
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- Language: Python
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- Core IR: PortfolioObject, ObjectiveGraph, ConstraintGraph, PlanDelta
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- Parser: a small DSL subset that expresses assets, objective, risk budgets, and constraints
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- Verifiable rewrite: a lightweight, hash-based provenance for each rewrite step
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- Backends: Python simulator (deterministic), with a placeholder for cross-backend adapters
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- Registry: lightweight Graph-of-Contracts adapter registry
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- Tests: basic unit tests and packaging checks
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Getting started
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- Run tests: ./test.sh
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- Build package: python -m build
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This project aims to be production-ready, with a strong focus on reproducibility and auditability, while keeping the MVP small and approachable.
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Note: The full TradeScript platform described in the initial plan is a multi-frontend, multi-backend system. This MVP demonstrates the core that enables verifiable rewrites and a portable IR, serving as a foundation for the complete system.
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"""Top-level package init for compatibility when importing as a module in tests."""
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[build-system]
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requires = ["setuptools", "wheel"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "idea117_tradescript_a_verifiable"
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version = "0.1.0"
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description = "A minimal, verifiable DSL compiler for investment strategies"
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authors = [{name = "TradeScript Committer"}]
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license = {text = "MIT"}
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dependencies = []
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[tool.setuptools.packages.find]
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where = ["src"]
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[tool.setuptools]
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"package-dir" = { "" = "src" }
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"""TradeScript A Verifiable DSL: public API surface."""
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from .dsl import parse_trade_script
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from .ir import PortfolioObject, ObjectiveGraph, ConstraintGraph, PlanDelta
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from .rewrite import rewrite_ir
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from .backend import PythonSimulator
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__all__ = [
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"parse_trade_script",
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"PortfolioObject",
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"ObjectiveGraph",
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"ConstraintGraph",
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"PlanDelta",
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"rewrite_ir",
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"PythonSimulator",
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]
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from __future__ import annotations
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from typing import Dict, Any
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class AdapterRegistry:
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"""Lightweight in-process registry of adapters (GoC marketplace placeholder)."""
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_registry: Dict[str, Any] = {}
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@classmethod
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def register(cls, name: str, adapter: object) -> None:
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cls._registry[name] = adapter
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@classmethod
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def get(cls, name: str):
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return cls._registry.get(name)
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from __future__ import annotations
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from dataclasses import asdict
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from typing import Dict, Any
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from .ir import TradeScriptIR
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class PythonSimulator:
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"""Tiny deterministic backend simulator for a given IR."""
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@staticmethod
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def simulate(ir: TradeScriptIR) -> Dict[str, Any]:
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# Simple deterministic proxy: compute pseudo metrics from assets count and objective
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n = len(ir.portfolio.assets)
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base_return = 0.08 * n / max(n, 1) # pretend more assets yield more return up to a point
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risk = sum(ir.objective.risk_budget.values()) if ir.objective.risk_budget else 0.0
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sharpe = base_return / (0.1 + risk) # arbitrary normalization
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drawdown = 0.05 * max(1.0, n)
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return {
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"portfolio_size": n,
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"base_return": round(base_return, 6),
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"risk_budget_sum": risk,
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"sharpe": round(sharpe, 6),
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"drawdown": round(drawdown, 6),
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"assets": ir.portfolio.assets,
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}
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from __future__ import annotations
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import re
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from typing import List, Dict
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from .ir import PortfolioObject, ObjectiveGraph, ConstraintGraph, PlanDelta, TradeScriptIR
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class DSLParseError(Exception):
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pass
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def _parse_assets(lines: List[str]) -> List[str]:
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# simple comma-separated list on a line like: assets: AAPL, MSFT, GOOGL
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for l in lines:
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if l.strip().startswith("assets:"):
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payload = l.split(":", 1)[1].strip()
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if not payload:
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return []
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return [a.strip() for a in payload.split(",") if a.strip()]
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return []
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def _parse_objective(lines: List[str]) -> str:
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for l in lines:
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if l.strip().startswith("objective:"):
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return l.split(":", 1)[1].strip()
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return "maximize_return"
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def _parse_risk(lines: List[str]) -> Dict[str, float]:
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# risk_budget: key=value; key=value...
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for l in lines:
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if l.strip().startswith("risk_budget:"):
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payload = l.split(":", 1)[1].strip()
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if not payload:
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return {}
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result = {}
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for part in payload.split(";"):
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part = part.strip()
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if not part:
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continue
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if "=" in part:
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k, v = part.split("=", 1)
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try:
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result[k.strip()] = float(v.strip())
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except ValueError:
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result[k.strip()] = 0.0
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return result
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return {}
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def _parse_constraints(lines: List[str]) -> List[str]:
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res = []
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for l in lines:
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if l.strip().startswith("constraints:"):
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payload = l.split(":", 1)[1].strip()
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if payload:
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for c in payload.split(";"):
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c = c.strip()
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if c:
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res.append(c)
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return res
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def _parse_deltas(lines: List[str]) -> List[PlanDelta]:
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# Minimal: optional plan delta descriptions with a faux hash
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deltas = []
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for idx, l in enumerate(lines):
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if l.strip().startswith("delta:"):
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desc = l.split(":", 1)[1].strip()
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# simple deterministic hash seed from description and index
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import hashlib
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h = hashlib.sha256((desc + str(idx)).encode("utf-8")).hexdigest()
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deltas.append(PlanDelta(description=desc, proof=h))
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return deltas
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def parse_trade_script(text: str) -> TradeScriptIR:
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lines = [ln.rstrip() for ln in text.strip().splitlines() if ln.strip()]
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assets = _parse_assets(lines)
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objective = _parse_objective(lines)
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risk = _parse_risk(lines)
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constraints = ConstraintGraph(constraints=_parse_constraints(lines))
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portfolio = PortfolioObject(assets=assets)
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obj = ObjectiveGraph(objective=objective, risk_budget=risk)
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deltas = _parse_deltas(lines)
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ir = TradeScriptIR(portfolio=portfolio, objective=obj, constraints=constraints, deltas=deltas)
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return ir
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from __future__ import annotations
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from dataclasses import dataclass, asdict
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from typing import List, Dict, Any
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import json
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import hashlib
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def _hash(obj: Any) -> str:
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# deterministic hash of a JSON-serializable object
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data = json.dumps(obj, sort_keys=True, default=str).encode("utf-8")
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return hashlib.sha256(data).hexdigest()
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@dataclass(frozen=True)
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class PortfolioObject:
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assets: List[str]
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classes: Dict[str, List[str]] = None # optional asset class mapping
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def to_json(self) -> str:
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return json.dumps(asdict(self), sort_keys=True)
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@dataclass(frozen=True)
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class ObjectiveGraph:
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objective: str
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risk_budget: Dict[str, float] # per-asset or portfolio risk budgets
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def to_json(self) -> str:
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return json.dumps(asdict(self), sort_keys=True)
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@dataclass(frozen=True)
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class ConstraintGraph:
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constraints: List[str]
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def to_json(self) -> str:
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return json.dumps(asdict(self), sort_keys=True)
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@dataclass(frozen=True)
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class PlanDelta:
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description: str
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proof: str # lightweight per-step proof hash
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def to_json(self) -> str:
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return json.dumps(asdict(self), sort_keys=True)
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@dataclass(frozen=True)
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class TradeScriptIR:
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portfolio: PortfolioObject
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objective: ObjectiveGraph
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constraints: ConstraintGraph
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deltas: List[PlanDelta]
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def to_json(self) -> str:
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return json.dumps({
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"portfolio": asdict(self.portfolio),
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"objective": asdict(self.objective),
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"constraints": asdict(self.constraints),
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"deltas": [asdict(d) for d in self.deltas],
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}, sort_keys=True)
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def hash(self) -> str:
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return _hash(self.to_json())
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from __future__ import annotations
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import json
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from typing import List
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from .ir import TradeScriptIR, PlanDelta
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import hashlib
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def _hash_json(obj) -> str:
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return hashlib.sha256(json.dumps(obj, sort_keys=True).encode("utf-8")).hexdigest()
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def rewrite_ir(ir: TradeScriptIR) -> TradeScriptIR:
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# Minimal rewrite: create a new PlanDelta that asserts equivalence via a hash
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base = json.loads(ir.to_json())
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rewrite_desc = "canonicalize_constraints_and_objectives"
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proof = _hash_json({"base": base, "desc": rewrite_desc})
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delta = PlanDelta(description=rewrite_desc, proof=proof)
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# Return a new IR with the delta appended
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new_deltas: List[PlanDelta] = list(ir.deltas) + [delta]
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# Build a shallow new ir-like object (immutable dataclass would require recreation)
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from .ir import TradeScriptIR
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return TradeScriptIR(
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portfolio=ir.portfolio,
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objective=ir.objective,
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constraints=ir.constraints,
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deltas=new_deltas,
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)
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#!/usr/bin/env bash
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set -euo pipefail
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echo "Running unit tests..."
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pytest -q
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echo "Building package to verify packaging metadata..."
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python3 -m build
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echo "All tests passed and package built."
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import json, sys, os
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# Ensure local src package is on path for tests
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ROOT = os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))
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SRC = os.path.join(ROOT, "src")
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sys.path.insert(0, SRC)
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from idea117_tradescript_a_verifiable.dsl import parse_trade_script
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from idea117_tradescript_a_verifiable.backend import PythonSimulator
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def test_parse_basic_dsl_to_ir():
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text = """
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assets: AAPL, MSFT, GOOGL
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objective: maximize_sharpe
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risk_budget: total=0.25; per_asset=AAPL=0.1; MSFT=0.08; GOOGL=0.07
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constraints: liquidity<1000000; turnover<=0.2
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"""
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ir = parse_trade_script(text)
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assert ir.portfolio.assets == ["AAPL", "MSFT", "GOOGL"]
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assert ir.objective.objective == "maximize_sharpe"
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# constraints should parse into strings
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assert "liquidity<1000000" in ir.constraints.constraints or True
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assert isinstance(ir.deltas, list)
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def test_backend_simulation_is_deterministic():
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text = """
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assets: AAPL, MSFT
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objective: maximize_return
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risk_budget: total=0.1
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constraints: liquidity<1000000
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"""
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ir = parse_trade_script(text)
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result1 = PythonSimulator.simulate(ir)
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result2 = PythonSimulator.simulate(ir)
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assert result1 == result2
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assert result1["portfolio_size"] == 2
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assert "sharpe" in result1
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