from pathlib import Path from src.portfolio.ledger import PortfolioLedger def test_alloc_split_by_weights(tmp_path): L = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) alloc = L.allocate({"a": 0.6, "b": 0.4}) assert alloc == {"a": 600.0, "b": 400.0} def test_alloc_conserves_total_with_reserved(tmp_path): # un worker in posizione (reserved) trattiene capitale != alloc: i flat si # dividono il RESTO per peso rinormalizzato e Σalloc == total (no doppio conteggio). # Regressione del bug 2026-06-13 (MR02_BTC 15m in-pos al ribilancio: +4.77 fantasma). L = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) alloc = L.allocate({"a": 0.5, "b": 0.25, "c": 0.25}, reserved={"a": 181.0}) assert abs(sum(alloc.values()) - 1000.0) < 1e-6 # equity conservata assert alloc["a"] == 181.0 # in-pos tiene il suo # b e c si dividono 819 per peso 0.25/0.25 -> 409.5 ciascuno assert abs(alloc["b"] - 409.5) < 1e-6 and abs(alloc["c"] - 409.5) < 1e-6 def test_alloc_no_reserved_is_legacy(tmp_path): L = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) assert L.allocate({"a": 0.6, "b": 0.4}) == {"a": 600.0, "b": 400.0} def test_update_tracks_equity_and_dd(tmp_path): L = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) L.update_equity({"a": 700.0, "b": 500.0}) assert L.equity == 1200.0 and L.peak == 1200.0 and L.max_dd == 0.0 L.update_equity({"a": 500.0, "b": 400.0}) assert L.equity == 900.0 assert abs(L.max_dd - 25.0) < 1e-9 def test_persist_and_resume(tmp_path): L = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) L.update_equity({"a": 1100.0}) L.save() L2 = PortfolioLedger("PORTX", total_capital=1000.0, data_dir=tmp_path) assert L2.equity == 1100.0 and L2.peak == 1100.0 assert (tmp_path / "PORTX" / "equity.jsonl").exists()