okx-codex-trader/scripts/design_eth_robust_twap_live_plan.py

from __future__ import annotations

import argparse
import json
from pathlib import Path


ROOT = Path(__file__).resolve().parents[1]
REPORT_DIR = ROOT / "reports" / "eth-exploration"
MARKDOWN_REPORT = REPORT_DIR / "eth-robust-twap-live-plan.md"
JSON_REPORT = REPORT_DIR / "eth-robust-twap-live-plan.json"

REQUIRED_SOURCE_FILES = (
    ROOT / "okx_codex_trader" / "okx_client.py",
    ROOT / "okx_codex_trader" / "cli.py",
    ROOT / "okx_codex_trader" / "paper_engine.py",
    ROOT / "freqtrade" / "README.md",
    ROOT / "freqtrade" / "user_data" / "strategies" / "BtcRsi2Guarded.py",
    ROOT / "scripts" / "search_eth_twap_robustness_10y.py",
    ROOT / "scripts" / "explore_ultrashort.py",
    REPORT_DIR / "eth-twap-robustness-10y-summary.md",
    REPORT_DIR / "eth-twap-robustness-10y-ranked.csv",
)

REQUIRED_MARKDOWN_HEADINGS = (
    "# ETH Robust Price TWAP 15m live execution plan",
    "## Signal clock",
    "## Entry orders",
    "## Partial fills",
    "## Exit and stop",
    "## State file",
    "## Minimum real-funds test",
    "## Commands and files",
)

REQUIRED_JSON_KEYS = (
    "strategy",
    "source_read",
    "signal_clock",
    "entry_orders",
    "partial_fills",
    "exit_and_stop",
    "state_file",
    "minimum_real_funds_test",
    "minimal_implementation_path",
)


def validate() -> list[str]:
    errors: list[str] = []
    for path in REQUIRED_SOURCE_FILES:
        if not path.exists():
            errors.append(f"missing source file: {path.relative_to(ROOT)}")

    if not MARKDOWN_REPORT.exists():
        errors.append(f"missing markdown report: {MARKDOWN_REPORT.relative_to(ROOT)}")
    else:
        text = MARKDOWN_REPORT.read_text(encoding="utf-8")
        for heading in REQUIRED_MARKDOWN_HEADINGS:
            if heading not in text:
                errors.append(f"missing markdown heading: {heading}")
        forbidden_phrases = ("place_order(", "/api/v5/trade/order", "confirm-live")
        for phrase in forbidden_phrases:
            if phrase in text:
                errors.append(f"report must not describe an executable order call: {phrase}")

    if not JSON_REPORT.exists():
        errors.append(f"missing json report: {JSON_REPORT.relative_to(ROOT)}")
    else:
        try:
            payload = json.loads(JSON_REPORT.read_text(encoding="utf-8"))
        except json.JSONDecodeError as exc:
            errors.append(f"json report is invalid: {exc}")
        else:
            if not isinstance(payload, dict):
                errors.append("json report root must be an object")
            else:
                for key in REQUIRED_JSON_KEYS:
                    if key not in payload:
                        errors.append(f"missing json key: {key}")

    return errors


def main() -> int:
    parser = argparse.ArgumentParser()
    parser.add_argument("--json", action="store_true", help="print validation result as JSON")
    args = parser.parse_args()

    errors = validate()
    result = {
        "ok": not errors,
        "checked_reports": [
            str(MARKDOWN_REPORT.relative_to(ROOT)),
            str(JSON_REPORT.relative_to(ROOT)),
        ],
        "errors": errors,
    }
    if args.json:
        print(json.dumps(result, indent=2))
    elif errors:
        print("\n".join(errors))
    else:
        print("eth robust twap live plan static check passed")
    return 1 if errors else 0


if __name__ == "__main__":
    raise SystemExit(main())