Use unified market signal profile registry (#198)

Author: Pigbibi

market_signal_runtime.py

@@ -5,21 +5,15 @@
 from typing import Any, Callable, Iterable
 
 from us_equity_strategies.signals import (
-    IBIT_SMART_DCA_MARKET_SIGNAL_CONSUMER,
     MARKET_SIGNAL_REFERENCE_CONSUMPTION_AUDIT,
     MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF,
     MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF_INDEX,
-    SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER,
+    default_market_signal_inputs_when_unconfigured,
     extract_consumer_market_signal_inputs_from_reference,
+    market_signal_consumer_for_strategy_profile,
 )
 
 
-IBIT_SMART_DCA_PROFILE = "ibit_smart_dca"
-SOXL_SOXX_TREND_INCOME_PROFILE = "soxl_soxx_trend_income"
-MARKET_SIGNAL_CONSUMER_BY_PROFILE = {
-    IBIT_SMART_DCA_PROFILE: IBIT_SMART_DCA_MARKET_SIGNAL_CONSUMER,
-    SOXL_SOXX_TREND_INCOME_PROFILE: SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER,
-}
 DEFAULT_MARKET_SIGNAL_CACHE_DIR = "/tmp/quant-platform-market-signals"
 
 
@@ -33,7 +27,7 @@ def resolve_external_market_signal_inputs(
     client_factory: Any = None,
 ) -> dict[str, Any]:
     normalized_profile = str(strategy_profile or "").strip().lower()
-    consumer = MARKET_SIGNAL_CONSUMER_BY_PROFILE.get(normalized_profile)
+    consumer = market_signal_consumer_for_strategy_profile(normalized_profile)
     if consumer is None:
         return {}
     if "derived_indicators" not in {str(item) for item in available_inputs or ()}:
@@ -46,9 +40,7 @@ def resolve_external_market_signal_inputs(
                 f"{normalized_profile} external market signal is required "
                 "but no signal reference is configured"
             )
-        if normalized_profile == IBIT_SMART_DCA_PROFILE:
-            return {"derived_indicators": {}}
-        return {}
+        return default_market_signal_inputs_when_unconfigured(normalized_profile)
 
     market_inputs, metadata = extract_consumer_market_signal_inputs_from_reference(
         reference,

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@46ca4ea3de8f98a58e2dd86158e7f2070d085cd1
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@6518b33136c3ff0d2fdf8fe12ecce2fc296eb2ca
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@a8e8385c6d7daf2510888cdb40d1daffdc13fb72
 hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@ec54c685b7dbea931016854db081b8eeaaaef7d2
 pandas
 requests

tests/test_market_signal_runtime.py

@@ -52,6 +52,16 @@ def test_soxl_without_reference_preserves_legacy_inputs():
     ) == {}
 
 
+def test_nasdaq_without_reference_preserves_legacy_inputs():
+    settings = SimpleNamespace(market_signal_required=False)
+
+    assert market_signal_runtime.resolve_external_market_signal_inputs(
+        strategy_profile="nasdaq_sp500_smart_dca",
+        available_inputs={"derived_indicators"},
+        runtime_settings=settings,
+    ) == {}
+
+
 def test_soxl_required_reference_missing_raises():
     settings = SimpleNamespace(market_signal_required=True)
 
@@ -129,6 +139,74 @@ def fake_extract(
     )
 
 
+def test_nasdaq_handoff_index_reference_is_extracted(monkeypatch, tmp_path):
+    calls: dict[str, object] = {}
+
+    def fake_extract(
+        reference,
+        *,
+        reference_type,
+        consumer,
+        cache_dir,
+        as_of,
+        client_factory=None,
+        fallback_mode=None,
+        fallback_max_stale_days=None,
+    ):
+        calls["extract"] = (
+            reference,
+            reference_type,
+            consumer,
+            cache_dir,
+            as_of,
+            client_factory,
+            fallback_mode,
+            fallback_max_stale_days,
+        )
+        return {
+            "derived_indicators": {
+                "QQQ": {"close": 450.0, "sma200_gap": 0.08},
+                "SPY": {"close": 520.0, "sma200_gap": 0.05},
+            }
+        }, {
+            "reference_type": reference_type,
+            "source_uri": reference,
+            "materialized_count": 2,
+        }
+
+    monkeypatch.setattr(
+        market_signal_runtime,
+        "extract_consumer_market_signal_inputs_from_reference",
+        fake_extract,
+    )
+    settings = SimpleNamespace(
+        market_signal_handoff_index_uri="gs://signals/platform_handoffs/index.json",
+        market_signal_cache_dir=str(tmp_path),
+        market_signal_required=True,
+        market_signal_fallback_mode="last_valid",
+        market_signal_max_stale_days=4,
+    )
+
+    assert market_signal_runtime.resolve_external_market_signal_inputs(
+        strategy_profile="nasdaq_sp500_smart_dca",
+        available_inputs={"derived_indicators"},
+        runtime_settings=settings,
+        as_of=datetime(2026, 6, 19, tzinfo=timezone.utc),
+        logger=lambda _message: None,
+        client_factory=object,
+    )["derived_indicators"]["QQQ"]["close"] == 450.0
+    assert calls["extract"] == (
+        "gs://signals/platform_handoffs/index.json",
+        "platform_handoff_index",
+        "us_equity:nasdaq_sp500_smart_dca",
+        tmp_path,
+        "2026-06-19",
+        object,
+        "last_valid",
+        4,
+    )
+
+
 def test_soxl_handoff_index_reference_is_extracted(monkeypatch, tmp_path):
     calls: dict[str, object] = {}