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Merged
Pigbibi merged 1 commit into from
Jun 19, 2026
Merged

Add SOXL signal consumer contract #146

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2 changes: 2 additions & 0 deletions src/us_equity_strategies/signals/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,7 @@
MARKET_SIGNAL_REFERENCE_CONSUMPTION_AUDIT,
MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF,
MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF_INDEX,
SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER,
SUPPORTED_MARKET_SIGNAL_REFERENCE_TYPES,
extract_consumer_market_signal_inputs_from_reference,
normalize_market_signal_fallback_mode,
Expand Down Expand Up @@ -152,6 +153,7 @@
"MARKET_SIGNAL_REFERENCE_CONSUMPTION_AUDIT",
"MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF",
"MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF_INDEX",
"SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER",
"SUPPORTED_MARKET_SIGNAL_REFERENCE_TYPES",
"extract_consumer_market_signal_inputs_from_reference",
"normalize_market_signal_fallback_mode",
Expand Down
3 changes: 3 additions & 0 deletions src/us_equity_strategies/signals/runtime_market_signal_inputs.py
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Expand Up @@ -23,6 +23,9 @@

IBIT_SMART_DCA_MARKET_SIGNAL_CONSUMER = "us_equity:ibit_smart_dca"
NASDAQ_SP500_SMART_DCA_MARKET_SIGNAL_CONSUMER = "us_equity:nasdaq_sp500_smart_dca"
SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER = (
"us_equity:soxl_soxx_trend_income"
)
MARKET_SIGNAL_REFERENCE_CONSUMPTION_AUDIT = "consumption_audit"
MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF = "platform_handoff"
MARKET_SIGNAL_REFERENCE_PLATFORM_HANDOFF_INDEX = "platform_handoff_index"
Expand Down
18 changes: 18 additions & 0 deletions src/us_equity_strategies/signals/signal_bundle_contract.py
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Expand Up @@ -64,6 +64,24 @@
"rsi14",
),
},
"us_equity:soxl_soxx_trend_income": {
"SOXL": (

@chatgpt-codex-connector chatgpt-codex-connector Bot Jun 19, 2026

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P2 Badge Normalize SOXL symbols before fallback validation

When a SOXL/SOXX signal bundle uses the documented lowercase soxl/soxx symbols, the normal consumer validation accepts it because symbols are normalized and _canonical_market_data preserves the original keys. If fallback_mode=last_valid later loads that cached payload, _validate_market_signal_inputs_for_consumer does an exact derived_indicators.get(symbol) using this new uppercase SOXL contract key, so the fallback rejects a cache entry that the primary extraction path accepted; normalize the fallback lookup or align the contract casing with the canonical input shape.

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"price",
"ma_trend",
),
"SOXX": (
"price",
"ma_trend",
"ma20",
"ma20_slope",
"rsi14",
"rsi14_dynamic_threshold",
"bb_upper",
"realized_volatility_10",
"realized_volatility_10_dynamic_threshold",
"realized_volatility_10_dynamic_sample_count",
),
},
"research:nasdaq_sp500_external_context_precomputed": {
"US-EQUITY-CONTEXT": (
"breadth_above_sma200_pct",
Expand Down
12 changes: 12 additions & 0 deletions tests/test_runtime_market_signal_inputs.py
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Expand Up @@ -5,6 +5,18 @@
from us_equity_strategies.signals import runtime_market_signal_inputs as runtime_inputs


def test_runtime_market_signal_consumer_constants_are_exported():
assert runtime_inputs.IBIT_SMART_DCA_MARKET_SIGNAL_CONSUMER == (
"us_equity:ibit_smart_dca"
)
assert runtime_inputs.NASDAQ_SP500_SMART_DCA_MARKET_SIGNAL_CONSUMER == (
"us_equity:nasdaq_sp500_smart_dca"
)
assert runtime_inputs.SOXL_SOXX_TREND_INCOME_MARKET_SIGNAL_CONSUMER == (
"us_equity:soxl_soxx_trend_income"
)


def test_extract_consumer_market_signal_inputs_from_reference_uses_handoff_index(monkeypatch, tmp_path):
calls: dict[str, object] = {}

Expand Down
94 changes: 83 additions & 11 deletions tests/test_signal_bundle_cli.py
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Expand Up @@ -103,6 +103,31 @@ def _write_platform_handoff_inputs(tmp_path: Path) -> Path:
],
"research_consumers": [],
},
{
"family": "us_equity.semiconductor_rotation_daily",
"canonical_input": "derived_indicators",
"transform": "us_equity.semiconductor_rotation.v1",
"symbols": ["SOXL", "SOXX"],
"derived_indicator_fields": [
"price",
"ma_trend",
"ma20",
"ma20_slope",
"rsi14",
"rsi14_dynamic_threshold",
"bb_upper",
"realized_volatility_10",
"realized_volatility_10_dynamic_threshold",
"realized_volatility_10_dynamic_sample_count",
],
"compatible_profiles": [
"us_equity:soxl_soxx_trend_income",
],
"runtime_consumers": [
"us_equity:soxl_soxx_trend_income",
],
"research_consumers": [],
},
],
},
indent=2,
Expand All @@ -123,8 +148,8 @@ def _write_platform_handoff_inputs(tmp_path: Path) -> Path:
"catalog_sha256": _sha256_path(source_catalog_path),
"catalog_size_bytes": source_catalog_path.stat().st_size,
"catalog_schema_version": "market_signal_source_families.v1",
"family_count": 2,
"known_family_count": 2,
"family_count": 3,
"known_family_count": 3,
"missing_known_families": [],
"all_known_families_present": True,
"all_consumer_contracts_satisfied": True,
Expand Down Expand Up @@ -179,6 +204,28 @@ def _write_platform_handoff_inputs(tmp_path: Path) -> Path:
],
},
},
{
"consumer": "us_equity:soxl_soxx_trend_income",
"canonical_input": "derived_indicators",
"required_indicator_fields_by_symbol": {
"SOXL": [
"price",
"ma_trend",
],
"SOXX": [
"price",
"ma_trend",
"ma20",
"ma20_slope",
"rsi14",
"rsi14_dynamic_threshold",
"bb_upper",
"realized_volatility_10",
"realized_volatility_10_dynamic_threshold",
"realized_volatility_10_dynamic_sample_count",
],
},
},
{
"consumer": "research:ibit_btc_ahr999_precomputed",
"canonical_input": "derived_indicators",
Expand Down Expand Up @@ -265,8 +312,8 @@ def _write_platform_handoff_inputs(tmp_path: Path) -> Path:
"registry_size_bytes": registry_path.stat().st_size,
"registry_schema_version": "market_signal_consumer_contracts.v1",
"canonical_input": "derived_indicators",
"consumer_count": 9,
"known_consumer_count": 9,
"consumer_count": 10,
"known_consumer_count": 10,
"missing_known_consumers": [],
"all_known_consumers_present": True,
},
Expand Down Expand Up @@ -304,10 +351,11 @@ def _write_platform_handoff_inputs(tmp_path: Path) -> Path:
"consumer_contract_registry_manifest_sha256": _sha256_path(
registry_manifest_path
),
"source_family_count": 2,
"source_family_count": 3,
"source_families": [
"crypto.btc_cycle_daily",
"us_equity.technical_daily",
"us_equity.semiconductor_rotation_daily",
],
"all_known_source_families_present": True,
"all_consumer_contracts_satisfied": True,
Expand Down Expand Up @@ -654,9 +702,10 @@ def test_signal_bundle_cli_validates_platform_handoff_manifest(
assert summary["source_families"] == [
"crypto.btc_cycle_daily",
"us_equity.technical_daily",
"us_equity.semiconductor_rotation_daily",
]
assert summary["matched_source_families"] == ["crypto.btc_cycle_daily"]
assert summary["consumer_contract_count"] == 9
assert summary["consumer_contract_count"] == 10
assert summary["all_known_consumers_present"] is True
assert summary["all_runtime_consumers_covered"] is True
assert summary["handoff_linked_manifest_sha256s_verified"] is True
Expand Down Expand Up @@ -699,6 +748,7 @@ def test_signal_bundle_cli_validates_platform_handoff_index(
assert summary["source_families"] == [
"crypto.btc_cycle_daily",
"us_equity.technical_daily",
"us_equity.semiconductor_rotation_daily",
]
assert summary["matched_source_families"] == ["crypto.btc_cycle_daily"]
assert summary["handoff_linked_manifest_sha256s_verified"] is True
Expand Down Expand Up @@ -802,7 +852,7 @@ def test_signal_bundle_cli_validates_research_handoff_manifest(
assert summary["research_artifact_type"] == "btc_cycle_research_csv"
assert summary["research_transform"] == "crypto.btc.ahr999.v1"
assert summary["matched_source_families"] == ["crypto.btc_cycle_daily"]
assert summary["consumer_contract_count"] == 9
assert summary["consumer_contract_count"] == 10
assert summary["research_export_output_csv_verified"] is True
assert summary["handoff_linked_manifest_sha256s_verified"] is True

Expand All @@ -814,7 +864,7 @@ def test_signal_bundle_cli_prints_local_consumer_contract_registry(capsys) -> No
payload = json.loads(capsys.readouterr().out)
assert payload["schema_version"] == "market_signal_consumer_contracts.v1"
assert payload["canonical_input"] == "derived_indicators"
assert len(payload["contracts"]) == 9
assert len(payload["contracts"]) == 10
consumers = [contract["consumer"] for contract in payload["contracts"]]
assert "research:nasdaq_sp500_price_proxy" in consumers
price_proxy_contract = next(
Expand Down Expand Up @@ -942,6 +992,28 @@ def test_signal_bundle_cli_validates_consumer_contract_registry_manifest(
],
},
},
{
"consumer": "us_equity:soxl_soxx_trend_income",
"canonical_input": "derived_indicators",
"required_indicator_fields_by_symbol": {
"SOXL": [
"price",
"ma_trend",
],
"SOXX": [
"price",
"ma_trend",
"ma20",
"ma20_slope",
"rsi14",
"rsi14_dynamic_threshold",
"bb_upper",
"realized_volatility_10",
"realized_volatility_10_dynamic_threshold",
"realized_volatility_10_dynamic_sample_count",
],
},
},
{
"consumer": "research:ibit_btc_ahr999_precomputed",
"canonical_input": "derived_indicators",
Expand Down Expand Up @@ -1038,8 +1110,8 @@ def test_signal_bundle_cli_validates_consumer_contract_registry_manifest(
"registry_size_bytes": registry_path.stat().st_size,
"registry_schema_version": "market_signal_consumer_contracts.v1",
"canonical_input": "derived_indicators",
"consumer_count": 9,
"known_consumer_count": 9,
"consumer_count": 10,
"known_consumer_count": 10,
"missing_known_consumers": [],
"all_known_consumers_present": True,
},
Expand Down Expand Up @@ -1069,7 +1141,7 @@ def test_signal_bundle_cli_validates_consumer_contract_registry_manifest(
assert summary["registry_sha256"] == hashlib.sha256(
registry_path.read_bytes()
).hexdigest()
assert summary["consumer_count"] == 9
assert summary["consumer_count"] == 10
assert summary["all_known_consumers_present"] is True
assert summary["local_contract_registry_verified"] is True
assert summary["canonical_registry_payload_sha256"] == summary[
Expand Down
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