"""Lock del 5o sleeve GTAA01 (promosso 2026-07-01) e del registry a 5 sleeve.

Pin degli invarianti decisi nel diario 2026-07-01-strategy-wave-6threads.md (addendum GTAA):
  * registry = 5 sleeve, pesi 33/15/12/20/20 (somma 1), GTAA01 presente @0.20;
  * convenzione cross-venue: weekend/festivi = 0.0 (capitale IB fermo, NON rinormalizzato);
  * attivazione nel book all'era crypto (2019-03-14) — niente 1996-2019 di solo-GTAA;
  * il book live Deribit (deribit_book_sleeves) NON include GTAA (resta TP01+SKH01 75/25).
"""
import sys
from pathlib import Path

import numpy as np
import pandas as pd
import pytest

sys.path.insert(0, str(Path(__file__).resolve().parents[1]))

from src.portfolio.sleeves import GTAA_BOOK_ACTIVATION, _gtaa_daily_returns, active_sleeves, deribit_book_sleeves


def test_registry_5_sleeve_pesi():
    sl = active_sleeves()
    w = {s.name: s.weight for s in sl}
    assert len(sl) == 5
    assert w == {"TP01_trend_1d": 0.33, "XS01_xsec_hl": 0.15, "VRP01_shortvol": 0.12,
                 "SKH01_skyhook": 0.20, "GTAA01_eq_trend": 0.20}
    assert sum(w.values()) == pytest.approx(1.0)


def test_gtaa_weekend_zero_e_attivazione():
    r = _gtaa_daily_returns()
    assert r.index.min() == GTAA_BOOK_ACTIVATION            # niente storia pre-book nel registry
    assert r.index.freqstr in ("D", "1D") or (r.index[1:] - r.index[:-1] == pd.Timedelta("1D")).all()
    wknd = r[r.index.dayofweek >= 5]                        # sab/dom: capitale equity fermo
    assert len(wknd) > 100 and float(np.abs(wknd.values).max()) == 0.0
    wk = r[r.index.dayofweek < 5]
    assert float(np.abs(wk.values).sum()) > 0               # nei feriali la strategia vive


def test_book_live_deribit_non_include_gtaa():
    names = [s.name for s in deribit_book_sleeves()]
    assert names == ["TP01_trend_1d", "SKH01_skyhook"]      # esecuzione live invariata