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