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Merged
proerror77 merged 1 commit into from
Aug 3, 2026
Merged

fix(alpha): verify CEX baseline evidence lineage #668

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166 changes: 143 additions & 23 deletions rust_hft/alpha-harness/domain/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -2171,6 +2171,7 @@ impl CexBaselineModelV1 {
pub enum CexBaselineCartNodeV1 {
Leaf {
value: f64,
sample_count: usize,
},
Split {
feature_index: usize,
Expand Down Expand Up @@ -2333,6 +2334,8 @@ impl CexBaselineArtifactV1 {
self.evaluation_policy.validate()?;
self.baseline_policy.validate()?;
self.evaluation.validate()?;
let (evaluation_protocol, _) = self.evaluation.protocol_binding()?;
validate_baseline_fold_schedule(&self.folds, &evaluation_protocol.walk_forward)?;
if self.evaluation.evaluator_version != CEX_BASELINE_WALK_FORWARD_EVALUATOR_VERSION
|| self.evaluation.protocol_binding()?.1 != self.evaluation_policy.content_sha256
|| self.evaluation.formula_config()? != self.baseline_policy.evaluator_config
Expand Down Expand Up @@ -2397,25 +2400,22 @@ impl CexBaselineArtifactV1 {
pub fn validate_binding(
&self,
mission: &CexResearchMissionArtifactV1,
policy: &CexBaselinePolicyV1,
factor_bank: &CexFactorBankRevisionV2,
) -> Result<(), DomainError> {
mission.validate()?;
policy.validate()?;
factor_bank.validate()?;
self.validate()?;
let expected_factor_ids = factor_bank
.entries
.iter()
.map(|entry| entry.factor_id.clone())
.collect::<Vec<_>>();
let mut expected_factor_ids = expected_factor_ids;
expected_factor_ids.sort();
let expected_factor_ids = expected_factor_ids(factor_bank);
if self.mission_id != mission.semantic_id()?
|| self.factor_bank_revision_id != factor_bank.revision_id
|| self.factor_ids != expected_factor_ids
|| self.research_dataset != factor_bank.research_dataset
|| self.walk_forward_partition != factor_bank.walk_forward_partition
|| self.evaluation_policy != mission.spec.policies.evaluation
|| self.target.horizon != mission.spec.instrument.horizon
|| self.baseline_policy != *policy
|| !mission
.spec
.hypotheses
Expand All @@ -2424,8 +2424,7 @@ impl CexBaselineArtifactV1 {
{
return Err(DomainError::InvalidCexBaseline("artifact binding drifted"));
}
self.baseline_policy
.validate_binding(&mission.spec.policies.baseline)
policy.validate_binding(&mission.spec.policies.baseline)
}

fn expected_artifact_id(&self) -> Result<String, DomainError> {
Expand Down Expand Up @@ -2454,6 +2453,63 @@ fn fold_ranges_hash(fold: &CexBaselineFoldV1) -> Result<String, DomainError> {
})
}

fn expected_factor_ids(factor_bank: &CexFactorBankRevisionV2) -> Vec<String> {
let mut factor_ids = factor_bank
.entries
.iter()
.map(|entry| entry.factor_id.clone())
.collect::<Vec<_>>();
factor_ids.sort();
factor_ids
}

fn validate_baseline_fold_schedule(
folds: &[CexBaselineFoldV1],
walk_forward: &EvaluationWalkForwardV1,
) -> Result<(), DomainError> {
let fold_step = walk_forward
.validation_rows
.checked_add(walk_forward.embargo_rows)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?;
if folds.len() != walk_forward.fold_count {
return Err(DomainError::InvalidCexBaseline(
"fold count is not bound to evaluation protocol",
));
}
let mut previous_validation_end = None;
for (index, fold) in folds.iter().enumerate() {
let train_end = walk_forward
.initial_train_rows
.checked_add(
index
.checked_mul(fold_step)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?,
)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?;
let validation_start = train_end
.checked_add(walk_forward.purge_rows)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?;
let validation_end = validation_start
.checked_add(walk_forward.validation_rows)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?;
let embargo_end = validation_end
.checked_add(walk_forward.embargo_rows)
.ok_or(DomainError::InvalidCexBaseline("fold schedule overflows"))?;
if fold.train_range != CexBaselineRangeV1::new(0, train_end)
|| fold.purge_range != CexBaselineRangeV1::new(train_end, validation_start)
|| fold.validation_range != CexBaselineRangeV1::new(validation_start, validation_end)
|| fold.embargo_range != CexBaselineRangeV1::new(validation_end, embargo_end)
|| previous_validation_end.is_some_and(|end| fold.validation_range.start < end)
{
return Err(DomainError::InvalidCexBaseline(
"fold schedule is not bound to evaluation protocol",
));
}
previous_validation_end = Some(validation_end);
}
Ok(())
}

fn artifact_partition_hash(artifact: &CexBaselineArtifactV1) -> Result<String, DomainError> {
let folds = artifact
.folds
Expand Down Expand Up @@ -2509,7 +2565,10 @@ fn validate_cart_node(
return Err(DomainError::InvalidCexBaseline("CART exceeds max depth"));
}
match node {
CexBaselineCartNodeV1::Leaf { value } if value.is_finite() => Ok(()),
CexBaselineCartNodeV1::Leaf {
value,
sample_count,
} if value.is_finite() && *sample_count >= policy.cart_min_leaf => Ok(()),
CexBaselineCartNodeV1::Split {
feature_index,
threshold,
Expand Down Expand Up @@ -2666,29 +2725,42 @@ impl CexBaselineGateV1 {

pub fn validate_binding(
&self,
mission: &CexResearchMissionArtifactV1,
policy: &CexBaselinePolicyV1,
factor_bank: &CexFactorBankRevisionV2,
ridge: Option<&CexBaselineArtifactV1>,
cart: Option<&CexBaselineArtifactV1>,
) -> Result<(), DomainError> {
mission.validate()?;
policy.validate()?;
self.validate()?;
factor_bank.validate()?;
if self.factor_bank_revision_id != factor_bank.revision_id {
let mission_id = mission.semantic_id()?;
policy.validate_binding(&mission.spec.policies.baseline)?;
if self.mission_id != mission_id
|| self.policy_id != policy.policy_id
|| self.policy_hash != policy.content_hash()?
|| self.factor_bank_revision_id != factor_bank.revision_id
{
return Err(DomainError::InvalidCexBaseline(
"baseline gate factor bank drifted",
"baseline gate producer binding drifted",
));
}
match (ridge, cart, &self.ridge_artifact_id, &self.cart_artifact_id) {
(None, None, None, None) if factor_bank.entries.is_empty() => Ok(()),
(None, None, None, None) if factor_bank.entries.is_empty() => {
if Self::empty_factor_bank(mission_id, policy, factor_bank)? != *self {
return Err(DomainError::InvalidCexBaseline(
"empty baseline gate binding drifted",
));
}
Ok(())
}
(Some(ridge), Some(cart), Some(ridge_id), Some(cart_id))
if ridge.artifact_id == *ridge_id && cart.artifact_id == *cart_id =>
{
let expected_factor_ids = factor_bank
.entries
.iter()
.map(|entry| entry.factor_id.clone())
.collect::<BTreeSet<_>>()
.into_iter()
.collect::<Vec<_>>();
ridge.validate_binding(mission, policy, factor_bank)?;
cart.validate_binding(mission, policy, factor_bank)?;
let expected_factor_ids = expected_factor_ids(factor_bank);
if ridge.factor_ids != expected_factor_ids || cart.factor_ids != expected_factor_ids
{
return Err(DomainError::InvalidCexBaseline(
Expand Down Expand Up @@ -6088,7 +6160,7 @@ mod tests {
evaluation.score = adjusted_score;
evaluation.metrics.adjusted_score = adjusted_score;
evaluation.validate().unwrap();
let ranges = [0, 35, 70].map(|offset| { let t = 200 + offset; (CexBaselineRangeV1::new(0, t), CexBaselineRangeV1::new(t, t + 5), CexBaselineRangeV1::new(t + 5, t + 35), CexBaselineRangeV1::new(t + 35, t + 36)) });
let ranges = [0, 31, 62].map(|offset| { let t = 200 + offset; (CexBaselineRangeV1::new(0, t), CexBaselineRangeV1::new(t, t + 5), CexBaselineRangeV1::new(t + 5, t + 35), CexBaselineRangeV1::new(t + 35, t + 36)) });
let folds = |model: CexBaselineModelV1| ranges.iter().enumerate().map(|(i, (train, purge, validation, embargo))| CexBaselineFoldV1::new(i + 1, *train, *purge, *validation, *embargo, vec![0.1; 30], model.clone()).unwrap()).collect::<Vec<_>>();
let partition_hash = canonical_json_hash(&serde_json::json!({"research_dataset": &bank.research_dataset, "folds": ranges.iter().map(|(train, purge, validation, embargo)| serde_json::json!({"train": train, "purge": purge, "validation": validation, "embargo": embargo})).collect::<Vec<_>>() })).unwrap();
let partition = CexResearchContentRefV1 {
Expand All @@ -6107,7 +6179,7 @@ mod tests {
let ridge = CexBaselineArtifactV1::new("mission-1".to_string(), bank.revision_id.clone(), factor_ids, target, bank.research_dataset, partition, bank.evaluation_policy, policy, CexBaselineModelKindV1::Ridge, folds(CexBaselineModelV1::Ridge { intercept: 0.0, means: vec![0.0], scales: vec![1.0], coefficients: vec![0.1] }), evaluation).unwrap();
let mut cart = ridge.clone();
cart.model_kind = CexBaselineModelKindV1::ShallowCart;
for fold in &mut cart.folds { fold.model = CexBaselineModelV1::ShallowCart { root: CexBaselineCartNodeV1::Leaf { value: 0.1 } }; }
for fold in &mut cart.folds { fold.model = CexBaselineModelV1::ShallowCart { root: CexBaselineCartNodeV1::Leaf { value: 0.1, sample_count: 5 } }; }
cart.artifact_id = cart.expected_artifact_id().unwrap();
let _gate = CexBaselineGateV1::new(&ridge, &cart).unwrap();

Expand All @@ -6134,6 +6206,54 @@ mod tests {
gate.failure_codes,
[CexBaselineFailureCodeV1::EmptyFactorBank]
);
assert!(gate.validate_binding(&empty, None, None).is_ok());
let mut control_mission = cex_mission_artifact(Utc::now());
control_mission.spec.policies.baseline = CexResearchContentRefV1 {
id: policy.policy_id.clone(),
content_sha256: policy.content_hash().unwrap(),
};
control_mission.validate().unwrap();
let mission_id = control_mission.semantic_id().unwrap();
let gate = CexBaselineGateV1::empty_factor_bank(mission_id, &policy, &empty).unwrap();
assert!(gate
.validate_binding(&control_mission, &policy, &empty, None, None)
.is_ok());

let mut mission_drift = control_mission.clone();
mission_drift.spec.objective.push_str(" drift");
assert!(gate
.validate_binding(&mission_drift, &policy, &empty, None, None)
.is_err());

let mut policy_drift = policy.clone();
policy_drift.policy_id = "other-baseline-policy".to_string();
assert!(gate
.validate_binding(&control_mission, &policy_drift, &empty, None, None)
.is_err());

let mut leaf_count_drift = cart.clone();
if let CexBaselineModelV1::ShallowCart {
root: CexBaselineCartNodeV1::Leaf { sample_count, .. },
} = &mut leaf_count_drift.folds[0].model
{
*sample_count = 4;
}
leaf_count_drift.artifact_id = leaf_count_drift.expected_artifact_id().unwrap();
assert!(leaf_count_drift.validate().is_err());

let mut range_drift = cart;
range_drift.folds[1].validation_range.start += 1;
range_drift.folds[1].validation_range.end += 1;
let hash = fold_ranges_hash(&range_drift.folds[1]).unwrap();
range_drift.folds[1].fold_id = CexResearchContentRefV1 {
id: format!("cex-baseline-fold-2-{hash}"),
content_sha256: hash,
};
let partition_hash = artifact_partition_hash(&range_drift).unwrap();
range_drift.walk_forward_partition = CexResearchContentRefV1 {
id: format!("cex-walk-forward-partition-{partition_hash}"),
content_sha256: partition_hash,
};
range_drift.artifact_id = range_drift.expected_artifact_id().unwrap();
assert!(range_drift.validate().is_err());
}
}
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