feat: publish crypto lifecycle inputs

Co-Authored-By: Codex <noreply@openai.com>

Author: Pigbibi

.github/workflows/publish-lifecycle-inputs.yml

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+name: Publish Lifecycle Inputs
+
+on:
+  schedule:
+    - cron: "0 4 * * 1"
+  workflow_dispatch:
+
+permissions:
+  contents: read
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref_name }}
+  cancel-in-progress: false
+
+jobs:
+  publish:
+    if: github.ref == format('refs/heads/{0}', github.event.repository.default_branch)
+    runs-on: [self-hosted, Linux, X64]
+    timeout-minutes: 60
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v6
+
+      - name: Set up Python
+        uses: actions/setup-python@v6
+        with:
+          python-version: "3.11"
+
+      - name: Install dependencies
+        run: |
+          set -euo pipefail
+          python -m pip install --upgrade pip
+          requirements_file=requirements-lock.txt
+          if [ ! -f "${requirements_file}" ]; then requirements_file=requirements.txt; fi
+          python -m pip install -r "${requirements_file}"
+
+      - name: Download real Binance history
+        run: |
+          set -euo pipefail
+          python scripts/download_history.py --top-liquid 30 --force-exchange-info
+
+      - name: Export production research inputs
+        run: |
+          set -euo pipefail
+          python scripts/export_lifecycle_preflight_inputs.py \
+            --universe-mode broad_liquid \
+            --output-dir "${RUNNER_TEMP}/crypto-lifecycle-inputs"
+
+      - name: Upload lifecycle inputs
+        uses: actions/upload-artifact@v7
+        with:
+          name: crypto-lifecycle-inputs-${{ github.run_id }}-${{ github.run_attempt }}
+          path: ${{ runner.temp }}/crypto-lifecycle-inputs
+          if-no-files-found: error
+          retention-days: 30

scripts/export_lifecycle_preflight_inputs.py

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+#!/usr/bin/env python3
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from pathlib import Path
+
+import pandas as pd
+
+PROJECT_ROOT = Path(__file__).resolve().parents[1]
+if str(PROJECT_ROOT) not in sys.path:
+    sys.path.insert(0, str(PROJECT_ROOT))
+
+from src.config import load_config
+from src.pipeline import run_research_pipeline
+
+PANEL_COLUMNS = ("in_universe", "open", "final_score")
+COMBO_SYMBOLS = ("BTCUSDT", "ETHUSDT")
+
+
+def export_lifecycle_inputs(panel: pd.DataFrame, output_dir: Path) -> dict[str, object]:
+    if list(panel.index.names) != ["date", "symbol"]:
+        raise ValueError("research panel must use a date/symbol MultiIndex")
+    missing = sorted(set((*PANEL_COLUMNS, "close")) - set(panel.columns))
+    if missing:
+        raise ValueError(f"research panel is missing columns: {', '.join(missing)}")
+
+    frame = panel.reset_index().copy()
+    frame["date"] = pd.to_datetime(frame["date"], errors="coerce").dt.tz_localize(None).dt.normalize()
+    frame["symbol"] = frame["symbol"].astype(str).str.strip().str.upper()
+    lifecycle_panel = frame[["date", "symbol", *PANEL_COLUMNS]].dropna(subset=["date", "open", "final_score"])
+    if lifecycle_panel.empty:
+        raise ValueError("research panel has no scored lifecycle rows")
+
+    market_history = frame.loc[frame["symbol"].isin(COMBO_SYMBOLS), ["date", "symbol", "close"]].dropna()
+    missing_combo = sorted(set(COMBO_SYMBOLS) - set(market_history["symbol"]))
+    if missing_combo:
+        raise ValueError(f"research panel is missing combo symbols: {', '.join(missing_combo)}")
+
+    output_dir.mkdir(parents=True, exist_ok=True)
+    panel_path = output_dir / "research_panel.csv.gz"
+    market_path = output_dir / "market_history.csv.gz"
+    manifest_path = output_dir / "manifest.json"
+    lifecycle_panel.to_csv(panel_path, index=False, compression="gzip")
+    market_history.to_csv(market_path, index=False, compression="gzip")
+    manifest = {
+        "contract_version": "crypto.lifecycle_preflight.v1",
+        "panel_rows": int(len(lifecycle_panel)),
+        "panel_symbols": sorted(lifecycle_panel["symbol"].unique().tolist()),
+        "market_rows": int(len(market_history)),
+        "market_symbols": sorted(market_history["symbol"].unique().tolist()),
+        "start_date": lifecycle_panel["date"].min().date().isoformat(),
+        "end_date": lifecycle_panel["date"].max().date().isoformat(),
+    }
+    manifest_path.write_text(json.dumps(manifest, indent=2, sort_keys=True) + "\n", encoding="utf-8")
+    return manifest
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="Export real production research inputs for lifecycle drift preflight.")
+    parser.add_argument("--config", default="config/default.yaml")
+    parser.add_argument("--universe-mode", default="broad_liquid")
+    parser.add_argument("--output-dir", type=Path, required=True)
+    args = parser.parse_args()
+
+    config = load_config(args.config)
+    result = run_research_pipeline(config, universe_mode=args.universe_mode)
+    manifest = export_lifecycle_inputs(result["panel"], args.output_dir)
+    print(manifest)
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

tests/test_export_lifecycle_preflight_inputs.py

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+from __future__ import annotations
+
+import json
+from pathlib import Path
+
+import pandas as pd
+
+from scripts.export_lifecycle_preflight_inputs import export_lifecycle_inputs
+
+
+def test_export_lifecycle_inputs_writes_real_panel_contract(tmp_path: Path) -> None:
+    dates = pd.date_range("2024-01-01", periods=10, freq="D")
+    symbols = ("BTCUSDT", "ETHUSDT", "SOLUSDT")
+    index = pd.MultiIndex.from_product([dates, symbols], names=["date", "symbol"])
+    panel = pd.DataFrame(index=index)
+    panel["in_universe"] = True
+    panel["open"] = range(1, len(panel) + 1)
+    panel["close"] = panel["open"] + 0.5
+    panel["final_score"] = 0.75
+
+    manifest = export_lifecycle_inputs(panel, tmp_path)
+
+    exported_panel = pd.read_csv(tmp_path / "research_panel.csv.gz")
+    market_history = pd.read_csv(tmp_path / "market_history.csv.gz")
+    persisted_manifest = json.loads((tmp_path / "manifest.json").read_text())
+    assert set(exported_panel.columns) == {"date", "symbol", "in_universe", "open", "final_score"}
+    assert set(market_history["symbol"]) == {"BTCUSDT", "ETHUSDT"}
+    assert manifest == persisted_manifest
+    assert manifest["contract_version"] == "crypto.lifecycle_preflight.v1"

tests/test_publish_lifecycle_inputs_workflow.py

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+from pathlib import Path
+
+
+def test_publish_lifecycle_inputs_workflow_uses_real_research_pipeline() -> None:
+    workflow = (
+        Path(__file__).resolve().parents[1] / ".github" / "workflows" / "publish-lifecycle-inputs.yml"
+    ).read_text(encoding="utf-8")
+
+    assert "scripts/download_history.py --top-liquid 30" in workflow
+    assert "scripts/export_lifecycle_preflight_inputs.py" in workflow
+    assert "--universe-mode broad_liquid" in workflow
+    assert "crypto-lifecycle-inputs-${{ github.run_id }}-${{ github.run_attempt }}" in workflow
+    assert "if-no-files-found: error" in workflow