"""TP_PHANTOM (2026-06-11): il tocco TP che esiste solo nel feed (spike-print testnet) NON deve chiudere — il LIMIT resting sul book reale e' l'oracolo: zero fill + prezzo lontano dal livello = wick fantasma -> exit soppressa. Con fill reale (anche parziale), o prezzo realmente oltre il livello, o worker senza esecuzione -> comportamento storico.""" import pandas as pd from src.live.strategy_worker import StrategyWorker from src.live.strategy_loader import load_strategy def _df(last_high, last_low, n=120, price=100.0): c = [price] * n h = [price] * n l = [price] * n h[-1] = last_high l[-1] = last_low ts = (pd.date_range("2024-01-01", periods=n, freq="1h", tz="UTC").astype("int64") // 10**6) return pd.DataFrame({"timestamp": ts, "open": c, "high": h, "low": l, "close": c, "volume": 1.0}) class _FakeExecutor: """Solo cio' che serve al gate + alla _real_close di un eventuale exit.""" def __init__(self, tp_filled_amount=0.0): self.tp_filled_amount = tp_filled_amount self.verify_polls = 1 self.verify_sleep = 0.0 def resting_fills(self, instrument, order_id): return self.tp_filled_amount, 102.0 if self.tp_filled_amount else None, 0.0 def cancel_order(self, order_id): return {"state": "cancelled"} def close_amount(self, instrument, side, amount, label=""): class F: verified = True amount = 0.01 fill_price = 100.0 fee_usd = 0.01 order_id = "X" return F() def _long_worker(tmp, executor=None): w = StrategyWorker(strategy=load_strategy("MR01_bollinger_fade"), asset="BTC", tf="1h", capital=1000.0, data_dir=tmp, executor=executor, exec_instrument="BTC_USDC-PERPETUAL" if executor else None) w._notify = lambda *a, **k: None w.in_position = True w.direction = 1 w.entry_price = 100.0 w.tp = 102.0 w.sl = 98.0 w.max_bars = 24 w.bars_held = 1 w.last_bar_ts = 0 if executor: w.real_in_position = True w.real_side = "buy" w.real_amount = 0.01 w.real_entry_price = 100.0 w.real_entry_notional = 1.0 w.real_tp_order_id = "TP-1" return w def test_phantom_touch_suppressed(tmp_path): # wick a 102.5 nel feed, resting zero-fill, close 100 lontano dal TP -> NON chiude w = _long_worker(tmp_path, executor=_FakeExecutor(tp_filled_amount=0.0)) w.tick(_df(last_high=102.5, last_low=99.5)) assert w.in_position assert w.real_in_position def test_real_fill_closes(tmp_path): # stesso wick ma il resting HA fillato -> tocco reale -> chiude w = _long_worker(tmp_path, executor=_FakeExecutor(tp_filled_amount=0.01)) w.tick(_df(last_high=102.5, last_low=99.5)) assert not w.in_position def test_price_beyond_tp_closes_without_fill(tmp_path): # close corrente OLTRE il TP (gap fra poll): tocco genuino anche a zero fill w = _long_worker(tmp_path, executor=_FakeExecutor(tp_filled_amount=0.0)) df = _df(last_high=103.0, last_low=99.5) df.loc[df.index[-1], "close"] = 102.6 w.tick(df) assert not w.in_position def test_no_executor_keeps_legacy_behavior(tmp_path): # worker senza esecuzione reale: il gate non si applica (parita' storica) w = _long_worker(tmp_path, executor=None) w.tick(_df(last_high=102.5, last_low=99.5)) assert not w.in_position def test_phantom_does_not_block_other_exits(tmp_path): # tocco TP fantasma E max_bars raggiunto nello stesso tick -> esce a time_limit w = _long_worker(tmp_path, executor=_FakeExecutor(tp_filled_amount=0.0)) w.bars_held = 24 w.tick(_df(last_high=102.5, last_low=99.5)) assert not w.in_position