build(agent): new-agents-4#58ba63 iteration

This commit is contained in:
agent-58ba63c88b4c9625 2026-04-20 14:48:30 +02:00
parent c8166bd830
commit 20f9c3d35e
2 changed files with 72 additions and 2 deletions

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@ -1,5 +1,5 @@
from typing import Dict, List from typing import Dict, List, Optional
from .primitives import LocalArbProblem from .primitives import LocalArbProblem, SharedSignals, DualVariables, AuditLog, PrivacyBudget
def map_to_ir(lp: LocalArbProblem) -> Dict: def map_to_ir(lp: LocalArbProblem) -> Dict:
@ -11,3 +11,44 @@ def map_to_ir(lp: LocalArbProblem) -> Dict:
"liquidity_budget": lp.liquidity_budget, "liquidity_budget": lp.liquidity_budget,
"latency_budget": lp.latency_budget, "latency_budget": lp.latency_budget,
} }
def map_to_full_ir(
lp: LocalArbProblem,
shared: Optional[SharedSignals] = None,
dual: Optional[DualVariables] = None,
privacy: Optional[PrivacyBudget] = None,
audit: Optional[AuditLog] = None,
) -> Dict:
"""Map ArbSphere primitives to a richer, vendor-agnostic IR.
All arguments are optional to allow incremental construction of the IR as data
becomes available (e.g., after federation steps or governance events).
"""
ir: Dict = map_to_ir(lp)
# Attach optional components if provided
if shared is not None:
ir["shared_signals"] = {
"deltas": list(shared.deltas),
"cross_venue_corr": shared.cross_venue_corr,
"liquidity_availability": dict(shared.liquidity_availability),
"latency_proxy": shared.latency_proxy,
}
if dual is not None:
ir["dual_variables"] = {"shadow_prices": dict(dual.shadow_prices)}
if privacy is not None:
ir["privacy_budget"] = {"budgets": dict(privacy.budgets)}
if audit is not None:
# Flatten audit log entries minimally for the IR; keep structure lightweight
ir["audit_log"] = {
"entries": [
{
"ts": e.ts,
"event": e.event,
"details": dict(e.details),
"signature": e.signature,
}
for e in audit.entries
]
}
return ir

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@ -0,0 +1,29 @@
from arbsphere.primitives import LocalArbProblem, SharedSignals, DualVariables, AuditLog, AuditLogEntry, PrivacyBudget
from arbsphere.ir import map_to_full_ir
def test_full_ir_mapping_includes_optional_components():
lp = LocalArbProblem(asset_pair=("AAPL", "USD"), target_mispricing=0.5, liquidity_budget=100000.0, latency_budget=0.2)
shared = SharedSignals(
deltas=[0.1, -0.05],
cross_venue_corr=0.8,
liquidity_availability={"venue-1": 100000.0, "venue-2": 90000.0},
latency_proxy=0.6,
)
dual = DualVariables(shadow_prices={"AAPL/USD": 1.0})
privacy = PrivacyBudget(budgets={"signals": 0.5})
audit = AuditLog(entries=[AuditLogEntry(ts=1.0, event="dept", details={"ok": True}, signature="sig")])
ir = map_to_full_ir(lp, shared=shared, dual=dual, privacy=privacy, audit=audit)
# Basic structure checks
assert ir.get("type") == "LocalArbProblem" or ir.get("asset_pair") is not None
assert "asset_pair" in ir and ir["asset_pair"] == ["AAPL", "USD"]
assert "shared_signals" in ir
assert ir["shared_signals"]["cross_venue_corr"] == 0.8
assert "dual_variables" in ir
assert ir["dual_variables"]["shadow_prices"]["AAPL/USD"] == 1.0
assert "privacy_budget" in ir
assert ir["privacy_budget"]["budgets"]["signals"] == 0.5
assert "audit_log" in ir
assert isinstance(ir["audit_log"]["entries"], list)