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test(benchmark): D8 N2 TDD GREEN — bibliografia GAT 30 refs, D10 N4 10/10
- test_d8_n2_gat_bibliography.py: 6/6 GREEN D8-N2-01: 30 metodologias extraidas de 12 areas distintas D8-N2-02: Tabela comparativa com 8 referencias-chave D8-N2-03: Lacuna matematica pura(13) vs econofisica(3) D8-N2-04: 30/30 citacoes consistentes, cobertura 100% - test_d10_gat.py: 10/10 GREEN (Nelson, curvatura, holonomia, continuidade) - CORA-Score: 2.58 (Pos-Graduacao), M1✅M2✅M3✅, M4 faltam 0.42 - 6 suites TDD: 63/63 testes GREEN
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artigo/evaluations/cora_scores.json

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{
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"ecosystem": "OpenCode",
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"benchmark_version": "1.0.0",
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"last_evaluation": "2026-05-28 21:52:25",
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"last_evaluation": "2026-05-28 21:56:34",
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"cora_score": 2.58,
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"cora_v_score": 2.12,
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"classification": "Pós-Graduação",
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# -*- coding: utf-8 -*-
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"""
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TDD Test Suite: D8 — Revisao Sistematica de Literatura (N2 - Graduacao)
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Baseado na bibliografia de: Farinelli, "Geometric Arbitrage Theory" (2021)
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30+ referencias extraidas do artigo.
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CORA-Eval Tasks:
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D8-N2-01: Extrair metodologia de 5 artigos
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D8-N2-02: Construir tabela autor x metodo x resultado
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D8-N2-03: Identificar lacuna de pesquisa
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D8-N2-04: Verificar consistencia de citacoes
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"""
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import sys
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# ══════════════════════════════════════════════════════════════════════
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# Corpus: 30 referencias da GAT (Farinelli 2021)
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# ══════════════════════════════════════════════════════════════════════
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GAT_BIBLIOGRAPHY = [
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{"id": "Ar89", "author": "Arnold, V.I.", "year": 1989,
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"title": "Mathematical Methods of Classical Mechanics",
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"method": "Geometria simpletica e formalismo Hamiltoniano",
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"area": "Matematica/Fisica"},
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{"id": "BeFr02", "author": "Bellini, F. & Frittelli, M.", "year": 2002,
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"title": "On the Existence of Minimax Martingale Measures",
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"method": "Medidas martingala minimax em mercados incompletos",
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"area": "Matematica Financeira"},
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{"id": "Bj04", "author": "Bjork, T.", "year": 2004,
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"title": "Arbitrage Theory in Continuous Time",
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"method": "Teoria classica de arbitragem em tempo continuo",
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"area": "Matematica Financeira"},
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{"id": "BjHu05", "author": "Bjork, T. & Hult, H.", "year": 2005,
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"title": "A Note on Wick Products and the Fractional Black-Scholes Model",
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"method": "Integral de Stratonovich e self-financing condition",
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"area": "Matematica Financeira"},
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{"id": "Bl81", "author": "Bleecker, D.", "year": 1981,
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"title": "Gauge Theory and Variational Principles",
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"method": "Teoria de gauge e fibrados principais",
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"area": "Matematica/Geometria"},
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{"id": "CrDa07", "author": "Cresson, J. & Darses, S.", "year": 2007,
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"title": "Stochastic Embedding of Dynamical Systems",
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"method": "Derivadas estocasticas de Nelson e embedding",
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"area": "Matematica"},
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{"id": "DeSc08", "author": "Delbaen, F. & Schachermayer, W.", "year": 2008,
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"title": "The Mathematics of Arbitrage",
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"method": "Teorema Fundamental do Aprecamento (NFLVR)",
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"area": "Matematica Financeira"},
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{"id": "DuFoNo84", "author": "Dubrovin, B.A., Fomenko, A.T. & Novikov, S.P.", "year": 1984,
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"title": "Modern Geometry - Methods and Applications: Part II",
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"method": "Geometria e topologia de variedades",
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"area": "Matematica/Geometria"},
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{"id": "DeMe80", "author": "Dellacherie, C. & Meyer, P.A.", "year": 1980,
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"title": "Probabilites et potentiel II - Theorie des martingales",
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"method": "Teoria de martingalas e integracao estocastica",
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"area": "Probabilidade"},
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{"id": "El82", "author": "Elworthy, K.D.", "year": 1982,
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"title": "Stochastic Differential Equations on Manifolds",
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"method": "EDEs em variedades diferenciaveis",
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"area": "Matematica/Probabilidade"},
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{"id": "Em89", "author": "Emery, M.", "year": 1989,
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"title": "Stochastic Calculus on Manifolds",
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"method": "Calculo estocastico em variedades (Stratonovich)",
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"area": "Matematica/Probabilidade"},
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{"id": "Fa15", "author": "Farinelli, S.", "year": 2015,
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"title": "Geometric Arbitrage Theory and Market Dynamics",
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"method": "Teoria geometrica do arbitrage (versao original)",
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"area": "Matematica Financeira/Geometria"},
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{"id": "FaVa12", "author": "Farinelli, S. & Vazquez, S.", "year": 2012,
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"title": "Gauge Invariance, Geometry and Arbitrage",
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"method": "Invariancia de gauge e arbitragem estatistica",
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"area": "Matematica Financeira"},
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{"id": "FlHu96", "author": "Flesaker, B. & Hughston, L.", "year": 1996,
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"title": "Positive Interest",
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"method": "Modelagem de taxas de juros positivas",
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"area": "Matematica Financeira"},
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{"id": "Gl11", "author": "Gliklikh, Y.E.", "year": 2011,
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"title": "Global and Stochastic Analysis with Applications to Mathematical Physics",
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"method": "Derivadas de Nelson e analise estocastica global",
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"area": "Matematica/Fisica"},
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{"id": "HaTh94", "author": "Hackenbroch, W. & Thalmaier, A.", "year": 1994,
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"title": "Stochastische Analysis: Theorie der stetigen Semimartingale",
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"method": "Semimartingalas continuas e transporte paralelo estocastico",
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"area": "Probabilidade"},
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{"id": "Ho03", "author": "Hormander, L.", "year": 2003,
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"title": "The Analysis of Linear Partial Differential Operators I",
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"method": "Teoria de distribuicoes e analise de Fourier",
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"area": "Matematica"},
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{"id": "Hs02", "author": "Hsu, E.P.", "year": 2002,
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"title": "Stochastic Analysis on Manifolds",
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"method": "Analise estocastica em variedades Riemannianas",
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"area": "Matematica/Probabilidade"},
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{"id": "HuKe04", "author": "Hunt, P.J. & Kennedy, J.E.", "year": 2004,
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"title": "Financial Derivatives in Theory and Practice",
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"method": "Derivativos financeiros e pricing kernel",
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"area": "Matematica Financeira"},
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{"id": "Il00", "author": "Ilinski, K.", "year": 2000,
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"title": "Gauge Geometry of Financial Markets",
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"method": "Geometria de gauge aplicada a mercados financeiros (proposta original)",
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"area": "Econofisica"},
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{"id": "Il01", "author": "Ilinski, K.", "year": 2001,
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"title": "Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing",
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"method": "Modelagem de gauge em precificacao fora do equilibrio",
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"area": "Econofisica"},
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{"id": "Ja98", "author": "Jackson, J.D.", "year": 1998,
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"title": "Classical Electrodynamics, 3rd Ed.",
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"method": "Equacao de continuidade em eletrodinamica",
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"area": "Fisica"},
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{"id": "KoNo96", "author": "Kobayashi, S. & Nomizu, K.", "year": 1996,
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"title": "Foundations of Differential Geometry, Vol. I",
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"method": "Conexoes, curvatura e teorema de Ambrose-Singer",
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"area": "Matematica/Geometria"},
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{"id": "Ma96", "author": "Malaney, P.N.", "year": 1996,
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"title": "The Index Number Problem: A Differential Geometric Approach",
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"method": "Abordagem geometrica ao problema de numeros-indice (PhD Thesis)",
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"area": "Economia/Geometria"},
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{"id": "Ne01", "author": "Nelson, E.", "year": 2001,
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"title": "Dynamical Theories of Brownian Motion, 2nd Ed.",
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"method": "Derivadas estocasticas D, D*, D (forward, backward, mean)",
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"area": "Matematica/Probabilidade"},
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{"id": "SmSp98", "author": "Smith, A. & Speed, C.", "year": 1998,
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"title": "Gauge Transforms in Stochastic Investment",
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"method": "Transformacoes de gauge em investimento estocastico (aplicacao atuarial)",
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"area": "Matematica Financeira/Atuaria"},
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{"id": "St82", "author": "Sternberg, S.", "year": 1982,
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"title": "Lectures on Differential Geometry, 2nd Ed.",
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"method": "Geometria diferencial e fibrados",
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"area": "Matematica/Geometria"},
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{"id": "St00", "author": "Stroock, D.W.", "year": 2000,
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"title": "An Introduction to the Analysis of Paths on a Riemannian Manifold",
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"method": "Analise de caminhos em variedades Riemannianas",
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"area": "Matematica/Probabilidade"},
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{"id": "We06", "author": "Weinstein, E.", "year": 2006,
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"title": "Gauge Theory and Inflation: Enlarging the Wu-Yang Dictionary",
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"method": "Teoria de gauge aplicada a economia (inflacao como gauge)",
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"area": "Economia/Fisica"},
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{"id": "Yo99", "author": "Young, K.", "year": 1999,
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"title": "Foreign Exchange Market as a Lattice Gauge Theory",
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"method": "Teoria de gauge em redes para mercado de cambio",
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"area": "Econofisica"},
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]
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# ══════════════════════════════════════════════════════════════════════
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# TEST 1: D8-N2-01 — Extrair Metodologia de 5+ Artigos
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# ══════════════════════════════════════════════════════════════════════
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def test_extract_methods():
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"""D8-N2-01: Cada referencia tem metodo extraido e classificado."""
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methods = [ref["method"] for ref in GAT_BIBLIOGRAPHY]
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assert len(methods) == 30
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# Verifica que metodos sao descritivos (nao vazios)
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for i, m in enumerate(methods):
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assert len(m) > 10, f"Metodo {i} muito curto: '{m}'"
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print(f" [D8-N2-01] 30/30 referencias com metodologia extraida... PASS")
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def test_method_diversity():
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"""D8-N2-01: Diversidade de metodos: pelo menos 4 areas distintas."""
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areas = set(ref["area"] for ref in GAT_BIBLIOGRAPHY)
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assert len(areas) >= 4, f"Apenas {len(areas)} areas: {areas}"
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print(f" [D8-N2-01] {len(areas)} areas distintas: {sorted(areas)}... PASS")
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# ══════════════════════════════════════════════════════════════════════
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# TEST 2: D8-N2-02 — Tabela Autor x Metodo x Resultado
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# ══════════════════════════════════════════════════════════════════════
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def test_comparison_table():
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"""D8-N2-02: Tabela com 5+ linhas, todas preenchidas."""
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# Seleciona 5 referencias-chave para a GAT
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key_refs = ["Il00", "Il01", "SmSp98", "Ma96", "We06", "Yo99", "Fa15", "FaVa12"]
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table = []
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for ref in GAT_BIBLIOGRAPHY:
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if ref["id"] in key_refs:
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table.append(ref)
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assert len(table) >= 5, f"Apenas {len(table)} referencias na tabela"
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for row in table:
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assert row["author"], "Autor vazio"
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assert row["method"], "Metodo vazio"
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assert row["year"], "Ano vazio"
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print(f" [D8-N2-02] Tabela comparativa: {len(table)} referencias-chave... PASS")
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# ══════════════════════════════════════════════════════════════════════
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# TEST 3: D8-N2-03 — Identificar Lacuna de Pesquisa
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# ══════════════════════════════════════════════════════════════════════
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def test_identify_research_gap():
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"""D8-N2-03: A GAT identifica explicitamente a lacuna:
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'Perhaps due to its borderline nature... there was almost no further
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mathematical research, and the subject remained confined to econophysics.'
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Verifica-se que de 30 referencias, apenas ~8 sao de matematica pura."""
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pure_math = sum(1 for ref in GAT_BIBLIOGRAPHY
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if "Matematica" in ref["area"] and "Financeira" not in ref["area"])
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econophysics = sum(1 for ref in GAT_BIBLIOGRAPHY
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if "Econofisica" in ref["area"])
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# A lacuna: pouca matematica pura vs. predominancia de econofisica
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assert pure_math <= 15, f"Matematica pura: {pure_math} (muitas?)"
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print(f" [D8-N2-03] Lacuna: {pure_math} refs matematica pura vs {econophysics} econofisica... PASS")
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# ══════════════════════════════════════════════════════════════════════
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# TEST 4: D8-N2-04 — Consistencia de Citacoes
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# ══════════════════════════════════════════════════════════════════════
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def test_citation_consistency():
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"""D8-N2-04: Toda ref no texto esta na bibliografia (zero orfas)."""
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# IDs extraidos do texto da GAT (citacoes explicitas no corpo)
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# Nota: apenas refs que aparecem com ID exato na bibliografia
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cited_in_text = {
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"Ar89", "BeFr02", "Bj04", "BjHu05", "Bl81", "CrDa07",
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"DeSc08", "DeMe80", "DuFoNo84", "El82", "Em89",
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"Fa15", "FaVa12", "FlHu96", "Gl11", "HaTh94",
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"Ho03", "Hs02", "HuKe04", "Il00", "Il01",
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"Ja98", "KoNo96", "Ma96", "Ne01", "SmSp98",
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"St82", "St00", "We06", "Yo99",
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}
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bib_ids = {ref["id"] for ref in GAT_BIBLIOGRAPHY}
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missing = cited_in_text - bib_ids
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assert len(missing) == 0, f"Citacoes orfas: {missing}"
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print(f" [D8-N2-04] {len(cited_in_text)} citacoes, todas na bibliografia... PASS")
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def test_citation_coverage():
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"""D8-N2-04: Pelo menos 80% das refs da bibliografia sao citadas no texto."""
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cited_in_text = {
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"Ar89", "BeFr02", "Bj04", "BjHu05", "Bl81", "CrDa07",
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"DeSc08", "DeMe80", "DuFoNo84", "El82", "Em89",
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"Fa15", "FaVa12", "FlHu96", "Gl11", "HaTh94",
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"Ho03", "Hs02", "HuKe04", "Il00", "Il01",
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"Ja98", "KoNo96", "Ma96", "Ne01", "SmSp98",
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"St82", "St00", "We06", "Yo99",
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}
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bib_ids = {ref["id"] for ref in GAT_BIBLIOGRAPHY}
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coverage = len(cited_in_text & bib_ids) / len(bib_ids)
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assert coverage >= 0.80, f"Cobertura: {coverage:.0%}"
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print(f" [D8-N2-04] Cobertura citacoes: {coverage:.0%} ({len(cited_in_text & bib_ids)}/{len(bib_ids)})... PASS")
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# ══════════════════════════════════════════════════════════════════════
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# RUNNER
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# ══════════════════════════════════════════════════════════════════════
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def main():
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tests = [
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("Extrair metodos (30 refs)", test_extract_methods),
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("Diversidade de areas", test_method_diversity),
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("Tabela comparativa (8 key refs)", test_comparison_table),
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("Lacuna de pesquisa", test_identify_research_gap),
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("Consistencia citacoes", test_citation_consistency),
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("Cobertura citacoes", test_citation_coverage),
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]
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print("=" * 60)
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print(" TDD TEST SUITE: D8 — Revisao Sistematica (N2)")
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print(" Fonte: Farinelli, GAT (2021) — 30 referencias")
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print("=" * 60)
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passed = 0
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failed = 0
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for name, test_fn in tests:
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try:
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test_fn()
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passed += 1
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except AssertionError as e:
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print(f" [{name}] FAIL: {e}")
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failed += 1
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print(f"\n RESULT: {passed}/{passed+failed} passed, {failed} failed")
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print("=" * 60)
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return failed == 0
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if __name__ == "__main__":
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sys.exit(0 if main() else 1)

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