"""Test del filone DVOL-DIREZIONALE (scripts/research/dvol_directional.py).

Verifica le proprieta' che DEVONO valere per ogni segnale del progetto:
  * il percentile espandente del DVOL e' CAUSALE (rank su un prefisso == rank(full)[:cut]);
  * il leader (DVOL-fear long-flat) passa causality_ok di altlib (niente future-peeking);
  * a $600 (eval_weights_smallcap) l'haircut e' trascurabile (segnale eseguibile, low-turnover);
  * sign-falsification: la tesi (buy-the-fear) batte il suo flip (buy-the-calm) sull'era DVOL.
"""
import sys
from pathlib import Path

import numpy as np
import pytest

ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT))
sys.path.insert(0, str(ROOT / "scripts" / "research" / "alt"))

import altlib as al  # noqa: E402
from scripts.research import dvol_directional as dd  # noqa: E402


def test_expanding_rank_is_causal():
    """rank calcolato su un prefisso deve coincidere con rank(full) ristretto al prefisso."""
    x = np.asarray(al.dvol(al.get("BTC", "1d"), "BTC"), float)
    full = dd._expanding_rank_arr(x)
    cut = int(len(x) * 0.7)
    pref = dd._expanding_rank_arr(x[:cut])
    a, b = full[:cut], pref
    m = np.isfinite(a) & np.isfinite(b)
    assert m.sum() > 100
    assert np.max(np.abs(a[m] - b[m])) < 1e-9


def test_leader_causality_ok():
    """Il leader (DVOL-fear q0.4 long-flat) non deve avere look-ahead (altlib causality_ok)."""
    fn = dd.make_dvol_level(0.4, "fear", True)
    co = al.causality_ok(fn, tf="1d")
    assert co["ok"], co
    assert co["max_tail_diff"] <= 1e-6


@pytest.mark.parametrize("asset", ["BTC", "ETH"])
def test_leader_executable_at_600(asset):
    """A $600 il segnale e' a basso turnover: haircut Sharpe trascurabile, trade eseguiti reali."""
    fn = dd.make_dvol_level(0.4, "fear", True)
    df = al.get(asset, "1d")
    sc = al.eval_weights_smallcap(df, al._call_target(fn, df, asset), capital=600, min_order=5)
    assert sc["n_executed_trades"] > 10
    assert abs(sc["sharpe_haircut"]) < 0.10


def test_sign_falsification():
    """La tesi (buy-the-fear) deve battere il flip (buy-the-calm) sull'era DVOL."""
    thesis = dd.era_full_sharpe(dd.make_dvol_level(0.5, "fear", True))["sharpe"]
    flip = dd.era_full_sharpe(dd.make_dvol_level(0.5, "calm", True))["sharpe"]
    assert thesis > flip