freqtrade/docs/P09_ACCEPTANCE.md

P09x Acceptance Criteria

This document defines the acceptance criteria for the P09x (Universe Scan) component in mock mode (BREEZE_MOCK=1).

Scanner Robustness

• Priority: Stocks must be processed before indices in the whitelist generation.
• Fail-Safe: If an underlying fails to scan (e.g., missing data in mock master), the scanner must log the error to skipped_underlyings and continue with the rest of the universe.
• Empty Whitelist: If no pairs are selected, the output file must contain an empty list [] and the report must indicate status: empty.

Deterministic Behavior

• Sorted Output: The generated pairs.json must always be sorted alphabetically.
• Consistent SHASUM: Running the scanner multiple times on the same date with the same config and master file must yield the same SHA256 sum for the output files.

Report Content

• Selected Components: The report must explicitly list selected_indices and selected_stocks.
• Reasoning: Any skipped underlyings must have a clear reason (e.g., no options, no CE+PE available, or error: ...).
• Policy Metadata: The report should reflect the chosen_expiry and chosen_atm_strike for each selected underlying.

Verification Command

unset PYTHONPATH && export BREEZE_MOCK=1 && .venv/bin/python scripts/universe_scan_and_generate_pairs.py \
  --mode mock \
  --strategy-config user_data/india_strategy.yaml \
  --out user_data/generated/p09x_pairs.json