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polymarket-bot/tests/test_bayesian_asset_detection.py
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chemavxandClaude Fable 5 f5ac302a86
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fix(strategy): use word-boundary token matching for short crypto tickers to prevent false positives
Substring matching over question_lower flagged non-crypto markets as crypto:
'dissolved' matched 'sol', 'Canada' matched 'ada', 'Seth' matched 'eth'.
Those false flags armed the BTC-dominance signal (btc_dom_lo=+0.06 observed
on politics markets in production).

Short tickers (btc, eth, sol, xrp, doge, ltc, bnb, ada, avax) now go through
has_token(), which requires non-alphanumeric boundaries so 'ETH', '$ETH' and
'ETH/USD' still match. Long unambiguous names (bitcoin, ethereum, solana,
cardano, ...) remain substring checks.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-11 16:34:09 +00:00

160 lines
6.0 KiB
Python

"""
Tests for FASE 4 — crypto ticker detection must use word boundaries.
Regression: short tickers were detected with substring matching over
question_lower, so non-crypto markets triggered crypto flags:
"Israeli parliament dissolved" contains "sol" → is_sol / is_altcoin
"Will Canada win Group B" contains "ada" → is_altcoin
"Will Seth Moulton be the nominee" contains "eth" → is_eth
Those flags armed the BTC-dominance signal (btc_dom_lo=+0.06 observed in
production on politics markets). The fix routes short tickers (btc, eth,
sol, xrp, doge, ltc, bnb, ada, avax) through has_token(), which requires
non-alphanumeric boundaries; long unambiguous names (bitcoin, ethereum,
solana, cardano, …) remain substrings.
The is_* flags are internal to evaluate(), so the integration tests assert
on btc_dom_lo parsed from the structured audit log (same technique as
test_bayesian_macro_signals.py), with btc_dominance=60 so the signal fires
whenever an ETH/altcoin flag is set.
"""
import asyncio
import logging
import re
import pytest
from bot.data.external import ExternalSignals
from bot.data.polymarket import Market
from bot.strategy.bayesian import BayesianStrategy, has_token
BTC_DOM_RE = re.compile(r"btc_dom_lo=([+-]\d+\.\d+)")
def _make_market(question: str, category: str) -> Market:
return Market(
id="mkt-test-1",
condition_id="cond-test-1",
question=question,
yes_token_id="yes-tok",
no_token_id="no-tok",
yes_price=0.50,
no_price=0.50,
volume_24h=50_000.0,
end_date="2026-07-15T00:00:00Z",
active=True,
category=category,
)
def _make_signals() -> ExternalSignals:
# btc_dominance=60 (>55) arms the BTC-dominance signal for any market
# flagged as ETH / altcoin / general-crypto.
return ExternalSignals(
btc_price=100_000.0,
btc_change_24h=10.0,
eth_price=4_000.0,
eth_change_24h=8.0,
btc_dominance=60.0,
fear_greed_index=80,
fear_greed_label="greed",
total_market_cap_change=5.0,
valid=True,
)
def _evaluate_and_parse_btc_dom(question: str, category: str, caplog) -> float:
"""Run BayesianStrategy.evaluate and return btc_dom_lo from the audit log."""
strategy = BayesianStrategy(news=None, manifold=None, db=None)
market = _make_market(question, category)
with caplog.at_level(logging.INFO, logger="bot.strategy.bayesian"):
asyncio.run(
strategy.evaluate(market, _make_signals(), occupied_families=set())
)
for record in caplog.records:
m = BTC_DOM_RE.search(record.getMessage())
if m:
return float(m.group(1))
pytest.fail(
"No SKIP_EDGE_NET/TRADE log line with btc_dom_lo found; "
f"got: {[r.getMessage() for r in caplog.records]}"
)
# ── has_token unit tests ─────────────────────────────────────────────────────
def test_has_token_rejects_substrings_inside_words():
assert has_token("israeli parliament dissolved by june 30?", "sol") is False
assert has_token("will canada win group b?", "ada") is False
assert has_token("will seth moulton be the nominee?", "eth") is False
def test_has_token_matches_common_market_formats():
assert has_token("will eth hit $5000?", "eth") is True
assert has_token("$eth above $5000?", "eth") is True
assert has_token("eth/usd above 5000?", "eth") is True
assert has_token("will sol reach $200?", "sol") is True
assert has_token("will ada reach $1?", "ada") is True
assert has_token("BTC to $150k?", "btc") is True # case-insensitive
# ── Regression: false positives must not arm the BTC-dominance signal ───────
def test_israeli_parliament_market_is_not_sol(caplog):
"""'dissolved' contains 'sol' — must NOT flag is_sol/is_altcoin."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Israeli parliament dissolved by June 30?", "politics", caplog
)
assert btc_dom_lo == 0.0
def test_canada_market_is_not_ada(caplog):
"""'Canada' contains 'ada' — must NOT flag is_altcoin."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Will Canada win Group B?", "events", caplog
)
assert btc_dom_lo == 0.0
def test_seth_moulton_market_is_not_eth(caplog):
"""'Seth' contains 'eth' — must NOT flag is_eth."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Will Seth Moulton be the nominee?", "politics", caplog
)
assert btc_dom_lo == 0.0
# ── Real ticker mentions must keep working ───────────────────────────────────
def test_eth_market_detected(caplog):
"""Standalone 'ETH' still flags is_eth: BTC-dom fires and momentum uses ETH."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Will ETH hit $5000?", "crypto/finance", caplog
)
assert btc_dom_lo != 0.0
# Momentum picks the ETH branch only when is_eth is True.
full_log = "\n".join(r.getMessage() for r in caplog.records)
assert "ETH 24h: +8.0%" in full_log
def test_dollar_eth_market_detected(caplog):
"""'$ETH' format still flags is_eth."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"$ETH above $5000?", "crypto/finance", caplog
)
assert btc_dom_lo != 0.0
full_log = "\n".join(r.getMessage() for r in caplog.records)
assert "ETH 24h: +8.0%" in full_log
def test_sol_market_detected(caplog):
"""'SOL reach $200' still flags is_sol → is_altcoin → BTC-dom signal."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Will SOL reach $200?", "crypto/finance", caplog
)
# 'reach' → is_price_above, dominance 60 → -0.03 contribution → -0.06 log-odds
assert btc_dom_lo == pytest.approx(-0.06, abs=1e-4)
def test_ada_market_detected(caplog):
"""'ADA reach $1' still flags is_altcoin."""
btc_dom_lo = _evaluate_and_parse_btc_dom(
"Will ADA reach $1?", "crypto/finance", caplog
)
assert btc_dom_lo == pytest.approx(-0.06, abs=1e-4)