"""Independent public diagnostic audit (Python 3.10+, standard library only). Download this file plus funding.json/events.json/cross.json and the three *-diagnostics.csv files into one directory. Run: python reproduce.py Checks derived published diagnostics. Raw price/return/source validity requires the original official archives or entitled Market Events releases. """ import csv import json from collections import Counter, defaultdict from datetime import datetime from pathlib import Path P = Path(__file__).resolve().parent load = lambda n: json.loads((P / n).read_text()) rows = lambda n: list(csv.DictReader((P / n).open(newline=""))) yes = lambda v: v == "True" instant = lambda s: datetime.fromisoformat(s.replace("Z", "+00:00")).timestamp() funding = load("funding.json") fd = rows("funding-diagnostics.csv") for expected in funding["sensitivity"]: rs = [r for r in fd if int(r["assumed_oi_publication_delay_seconds"]) == expected["assumed_oi_publication_delay_seconds"]] assert len(rs) == expected["settlements"] ages = [instant(r["settlement_utc"]) - instant(r["matched_oi_utc"]) if r["matched_oi_utc"] else None for r in rs] for r, age in zip(rs, ages): assert age is None or abs(age - float(r["oi_age_seconds"])) < 1e-5 assert age is None or age + 1e-6 >= expected["assumed_oi_publication_delay_seconds"] assert sum(a == 0 for a in ages) == expected["exact_matches"] assert sum(a is not None and 0 <= a <= 300 for a in ages) == expected["within_300s"] assert sum(a is not None and 0 <= a <= 900 for a in ages) == expected["within_900s"] for expected in funding["contracts"]: rs = [r for r in fd if r["symbol"] == expected["symbol"] and r["assumed_oi_publication_delay_seconds"] == "0"] assert len(rs) == expected["funding_rows"] assert sum(yes(r["exact_event_time_match"]) for r in rs) == expected["exact_matches"] assert sum(yes(r["within_300s"]) for r in rs) == expected["asof_300s"] events = load("events.json") ed = rows("event-diagnostics.csv") assert len(ed) == events["rows"] == len({r["diagnostic_id"] for r in ed}) local = lambda r: r["feature_status"] == "locally_known" and yes(r["pit_flag"]) and yes(r["available_by_sample_time"]) eligible = lambda r: local(r) and yes(r["valid_active_buy"]) and yes(r["complete_values_24h"]) assert [len(ed), sum(local(r) for r in ed), sum(local(r) and yes(r["valid_active_buy"]) for r in ed), sum(eligible(r) for r in ed)] == [r["rows"] for r in events["funnel"]] assert dict(Counter(r["sample_type"] for r in ed)) == events["samples"] for h, expected in events["outcomes"].items(): assert dict(Counter(r[f"status_{h}"] for r in ed)) == expected for m in events["matrix"]: rs = [r for r in ed if r["symbol"] == m["symbol"] and r["event_kind"] == m["event_kind"]] assert len(rs) == m["rows"] assert sum(local(r) for r in rs) == m["locally_known"] assert sum(yes(r["complete_values_24h"]) for r in rs) == m["descriptive_24h"] assert sum(eligible(r) for r in rs) == m["strict_active_buy_24h"] cross = load("cross.json") cd = rows("cross-diagnostics.csv") for expected in cross["sensitivity"]: groups = defaultdict(list) for r in cd: if r["symbol"] == expected["symbol"] and r["quote"] == "USDT": groups[r["grid_utc"]].append(r) count = 0 for group in groups.values(): fresh = [] for r in group: age = instant(r["grid_utc"]) - instant(r["observed_at_utc"]) if r["observed_at_utc"] else None assert age is None or abs(age - float(r["local_age_seconds"])) < 1e-5 fresh.append(age is not None and 0 <= age <= expected["tolerance_seconds"]) count += len(group) == 3 and all(fresh) assert count == expected["all_three_locally_fresh"] print(json.dumps({"status":"PASS", "funding_diagnostics":len(fd), "event_diagnostics":len(ed), "cross_diagnostics":len(cd), "event_matrix_cells":len(events["matrix"]), "limitation":"Independent reaggregation of public diagnostics; not independent raw-source certification."}))