diff --git a/src/portfolio_optimiser/ir.py b/src/portfolio_optimiser/ir.py new file mode 100644 index 0000000..9ee6ea0 --- /dev/null +++ b/src/portfolio_optimiser/ir.py @@ -0,0 +1,44 @@ +"""Typed Pydantic IR for a candidate cost-saving measure (B1). + +Pure module — **no** ``agent_framework`` and no solver. The two structural invariants +(non-negative quantities; a claimed saving may not exceed the affected items' own total) +are enforced at construction by Pydantic, so a malformed proposal can never be built. This +IR is the D7-portable contract both the deterministic validator and the LLM->IR generator +speak. +""" + +from __future__ import annotations + +from pydantic import BaseModel, Field, model_validator + + +class AffectedItem(BaseModel): + """One project cost line a proposal claims to save against.""" + + code: str + quantity: float = Field(ge=0) # quantities must be >= 0 + unit_cost: float = Field(gt=0) + + @property + def total(self) -> float: + return self.quantity * self.unit_cost + + +class SavingsProposal(BaseModel): + """Typed IR for a candidate cost-saving measure (B1).""" + + project_id: str + measure: str + affected_items: list[AffectedItem] = Field(min_length=1) + claimed_saving_nok: float = Field(gt=0) + # code -> (low_unit_cost, high_unit_cost) for the Monte Carlo step; empty = degenerate. + assumptions: dict[str, tuple[float, float]] = Field(default_factory=dict) + + @model_validator(mode="after") + def _claim_within_affected_total(self) -> SavingsProposal: + total = sum(item.total for item in self.affected_items) + if self.claimed_saving_nok > total: + raise ValueError( + f"claimed saving {self.claimed_saving_nok} exceeds affected items' total {total}" + ) + return self diff --git a/src/portfolio_optimiser/validator.py b/src/portfolio_optimiser/validator.py new file mode 100644 index 0000000..62b6ed1 --- /dev/null +++ b/src/portfolio_optimiser/validator.py @@ -0,0 +1,173 @@ +"""Deterministic, blocking hybrid validator (B1) — the obligatory, non-optional gate. + +Pure module: **NO** ``agent_framework`` import (D7-portable core). Three stages over the +typed IR (``ir.py``): + +1. **Pydantic IR** invariants already ran at construction (``ir.SavingsProposal``). +2. **PuLP solver-in-the-loop** — a real CBC solve bounds the maximum feasible saving (R2). + CBC ships in PuLP's wheel; if it is genuinely absent the step **escalates** + (``CbcUnavailable``) — no silent LP-relaxation fallback. +3. **Monte Carlo** — stdlib ``random`` (seeded ``_MC_SEED``) + ``statistics.quantiles`` over + uncertain unit-costs give P10/P50/P90 of the feasible saving. + +The structural block (stage 4) returns a ``Rejection`` that is a *different type* from +``ValidatedProposal`` and carries no percentiles, so it can never be consumed as validated. + +Promoted verbatim from ``spikes/c_validator.py``. The one deliberate change vs the spike: +``self_repair`` no longer borrows the harness ``Budget`` (that pulls ``agent_framework`` via +``spikes/_harness``) — it loops directly on ``max_attempts``; the token-budget bound is +layered on by the Step 10 generate loop, keeping THIS module pure. +""" + +from __future__ import annotations + +import random +import statistics +import warnings +from collections.abc import Callable +from contextlib import contextmanager +from dataclasses import dataclass + +import pulp + +from portfolio_optimiser.ir import AffectedItem, SavingsProposal +from portfolio_optimiser.reference_domain import Project + +MAX_SAVING_FRACTION = 0.30 +"""Policy cap: at most 30% of an affected item's cost is realistically recoverable as a +saving. The LP bounds the feasible saving by this fraction.""" + +_MC_SAMPLES = 512 +_MC_SEED = 20260624 + + +class CbcUnavailable(RuntimeError): + """PuLP's bundled CBC solver is not available — escalate (no silent fallback).""" + + +@contextmanager +def _quiet_pulp(): + """Silence PuLP 3.x's ``PULP_CBC_CMD`` DeprecationWarning. The bundled CBC is only + reachable via ``PULP_CBC_CMD``; PuLP 4.0 will require ``pip install pulp[cbc]`` + + COIN_CMD (a migration note). The warning is cosmetic here.""" + with warnings.catch_warnings(): + warnings.simplefilter("ignore", DeprecationWarning) + yield + + +@dataclass(frozen=True) +class ValidatedProposal: + """A proposal that passed every stage. Carries the Monte Carlo percentiles.""" + + proposal: SavingsProposal + p10: float + p50: float + p90: float + nominal_feasible: float + + +@dataclass(frozen=True) +class Rejection: + """A structurally-blocked proposal. Distinct type, no percentiles — it can never be + consumed as a ``ValidatedProposal``.""" + + proposal: SavingsProposal + reason: str + + +def _solve_max_feasible(items: list[AffectedItem], fraction: float) -> float: + """Real CBC solve: maximize total saving subject to a per-item upper bound and a + global fraction cap. Raises ``CbcUnavailable`` if CBC is genuinely missing.""" + with _quiet_pulp(): + solver = pulp.PULP_CBC_CMD(msg=False) + if not solver.available(): + raise CbcUnavailable("PuLP's bundled CBC solver is not available on this platform") + prob = pulp.LpProblem("max_feasible_saving", pulp.LpMaximize) + xs = [pulp.LpVariable(f"x_{i}", lowBound=0, upBound=it.total) for i, it in enumerate(items)] + prob += pulp.lpSum(xs) + prob += pulp.lpSum(xs) <= fraction * sum(it.total for it in items) + status = prob.solve(solver) + if pulp.LpStatus[status] != "Optimal": + raise CbcUnavailable( + f"CBC did not reach an optimal solution (status={pulp.LpStatus[status]})" + ) + return float(pulp.value(prob.objective)) + + +def _monte_carlo( + proposal: SavingsProposal, *, fraction: float = MAX_SAVING_FRACTION +) -> tuple[float, float, float]: + """Vary uncertain unit-costs (seeded) and return (P10, P50, P90) of the feasible + saving. Uses the LP's closed-form optimum (= fraction x sum of sampled totals), which + is exact here, so we do NOT spawn a CBC subprocess per sample (D6).""" + rng = random.Random(_MC_SEED) + feasibles: list[float] = [] + for _ in range(_MC_SAMPLES): + total = 0.0 + for item in proposal.affected_items: + rng_range = proposal.assumptions.get(item.code) + unit_cost = rng.uniform(*rng_range) if rng_range else item.unit_cost + total += item.quantity * unit_cost + feasibles.append(fraction * total) + deciles = statistics.quantiles(feasibles, n=10, method="inclusive") + return deciles[0], deciles[4], deciles[8] # P10, P50, P90 + + +def validate_proposal(proposal: SavingsProposal) -> ValidatedProposal | Rejection: + """Deterministic blocking validation. Returns a ``ValidatedProposal`` only when the + claim is feasible; otherwise a ``Rejection`` that cannot be consumed as validated.""" + # Stage 1 (Pydantic) already ran at construction. Stage 2: real CBC solve. + nominal = _solve_max_feasible(proposal.affected_items, MAX_SAVING_FRACTION) + # Stage 3: Monte Carlo percentiles of the feasible saving. + p10, p50, p90 = _monte_carlo(proposal) + # Stage 4: structural block — a claim above the optimistic feasible (P90) is out of range. + if proposal.claimed_saving_nok > p90: + return Rejection( + proposal=proposal, + reason=f"claimed saving {proposal.claimed_saving_nok:.0f} exceeds P90 feasible {p90:.0f}", + ) + return ValidatedProposal(proposal=proposal, p10=p10, p50=p50, p90=p90, nominal_feasible=nominal) + + +def self_repair( + generate: Callable[[int], SavingsProposal], + *, + max_attempts: int = 3, +) -> ValidatedProposal | Rejection: + """Call ``generate(attempt)`` and validate; retry on rejection up to ``max_attempts``, + then hard-stop and return the last rejection. Attempts-bounded — never loops forever + (B4). The token-budget bound is layered on by the Step 10 generate loop, not here (this + module stays pure: no ``agent_framework`` import).""" + if max_attempts <= 0: + raise ValueError(f"max_attempts must be positive, got {max_attempts}") + last: Rejection | None = None + for attempt in range(1, max_attempts + 1): + result = validate_proposal(generate(attempt)) + if isinstance(result, ValidatedProposal): + return result + last = result + assert last is not None + return last + + +def proposal_for( + project: Project, + codes: list[str], + *, + claimed_saving_nok: float, + measure: str = "Reduce scope on selected cost codes", + assumptions: dict[str, tuple[float, float]] | None = None, +) -> SavingsProposal: + """Build a ``SavingsProposal`` from a real reference project's cost items (helper).""" + items = [ + AffectedItem(code=ci.code, quantity=ci.quantity, unit_cost=ci.unit_cost) + for ci in project.cost_items + if ci.code in codes + ] + return SavingsProposal( + project_id=project.id, + measure=measure, + affected_items=items, + claimed_saving_nok=claimed_saving_nok, + assumptions=assumptions or {}, + ) diff --git a/tests/test_validator.py b/tests/test_validator.py new file mode 100644 index 0000000..2638a24 --- /dev/null +++ b/tests/test_validator.py @@ -0,0 +1,77 @@ +"""Step 2 tests — the promoted blocking validator + IR (B1). Crafted IR, deterministic. + +Determinism is asserted over FIXED inputs (seed 20260624), never through an LLM. The +out-of-range path returns a ``Rejection`` that carries no percentiles, so it can never be +consumed as validated. Pattern: tests/spikes/test_c_validator.py. +""" + +import pytest +from pydantic import ValidationError + +from portfolio_optimiser.ir import SavingsProposal +from portfolio_optimiser.reference_domain import load_reference_projects +from portfolio_optimiser.validator import ( + Rejection, + ValidatedProposal, + proposal_for, + validate_proposal, +) + +_ASSUMPTIONS = {"05.2": (200.0, 230.0), "03.1": (290.0, 330.0)} + + +@pytest.fixture(scope="module") +def project(): + return load_reference_projects()[0] # FV42-GSV-E1 + + +def _valid(project) -> SavingsProposal: + # Affected total ~1.48M NOK; 30% feasible cap ~0.44M. Claim 200k is comfortably feasible. + return proposal_for( + project, ["05.2", "03.1"], claimed_saving_nok=200_000, assumptions=_ASSUMPTIONS + ) + + +def _out_of_range(project) -> SavingsProposal: + # Constructs fine (800k <= 1.48M total) but far exceeds the ~0.44M feasible cap. + return proposal_for( + project, ["05.2", "03.1"], claimed_saving_nok=800_000, assumptions=_ASSUMPTIONS + ) + + +def test_valid_proposal_yields_ordered_percentiles(project) -> None: + result = validate_proposal(_valid(project)) + assert isinstance(result, ValidatedProposal) + assert result.p10 <= result.p50 <= result.p90 # P10 <= P50 <= P90 + assert result.nominal_feasible > 0 # the CBC solve produced a feasible bound + + +def test_out_of_range_is_structurally_blocked(project) -> None: + result = validate_proposal(_out_of_range(project)) + assert isinstance(result, Rejection) + assert result.reason # carries a human-readable reason + # A Rejection carries no percentiles -> it can never be consumed as validated. + with pytest.raises(AttributeError): + _ = result.p50 # type: ignore[attr-defined] + + +def test_monte_carlo_is_reproducible(project) -> None: + a = validate_proposal(_valid(project)) + b = validate_proposal(_valid(project)) + assert isinstance(a, ValidatedProposal) and isinstance(b, ValidatedProposal) + assert (a.p10, a.p50, a.p90) == (b.p10, b.p50, b.p90) + + +def test_pydantic_blocks_negative_quantity() -> None: + with pytest.raises(ValidationError): + SavingsProposal( + project_id="X", + measure="bad", + affected_items=[{"code": "A", "quantity": -1, "unit_cost": 10}], + claimed_saving_nok=1, + ) + + +def test_pydantic_blocks_claim_above_affected_total(project) -> None: + with pytest.raises(ValidationError): + proposal_for(project, ["05.2"], claimed_saving_nok=99_000_000)