"""Test del filone XS-v3: varianti STRUTTURALI di momentum cross-sectional
(scripts/research/xsec_v3_momstruct). Verifica i GATE strutturali, non i numeri esatti (storia
corta, ricerca): gli engine sono CAUSALI (prefix-consistency, zero look-ahead, anche quello
volatility-managed custom) e una cella della griglia ESEGUE producendo una serie finita non degenere.
"""
from __future__ import annotations
import sys
from pathlib import Path

PROJECT_ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(PROJECT_ROOT))
import numpy as np

from src.portfolio.sleeves import XS_UNIVERSE

import importlib.util
_spec = importlib.util.spec_from_file_location(
    "xsec_v3_momstruct", PROJECT_ROOT / "scripts" / "research" / "xsec_v3_momstruct.py")
v3 = importlib.util.module_from_spec(_spec)
_spec.loader.exec_module(v3)
xv = v3.xv


def _majors():
    return xv.load_matrix(XS_UNIVERSE)


def test_std_engine_variants_are_causal():
    """RAMOM/ACCEL/FIP usano xs_engine: ricostruiti su un prefisso, la coda combacia bit-a-bit
    con la run completa (gate #2 della metodologia)."""
    PX, VOL = _majors()
    vdefs = v3.variants()
    for name, cfg in (("RAMOM", dict(L=30, H=10, k=5)),
                      ("ACCEL", dict(Ls=30, Ll=60, H=5, k=8)),
                      ("FIP", dict(L=60, H=10, k=5))):
        res = xv.causality_prefix_check(PX, VOL, vdefs[name]["builder"], cfg)
        assert res["ok"], f"{name} look-ahead: max_tail_diff={res['max_tail_diff']}"
        assert res["max_tail_diff"] == 0.0


def test_volscaled_engine_is_causal():
    """L'engine volatility-managed custom (vol-target sulla vol di MERCATO, shift 1) e' causale."""
    PX, VOL = _majors()
    v = v3.variants()["VOLSC"]
    res = v3.caus_check_mktvol(PX, VOL, v["builder"], dict(L=60, H=5, k=8), B_mkt=v["B_mkt"])
    assert res["ok"], f"VOLSC look-ahead: max_tail_diff={res['max_tail_diff']}"
    assert res["max_tail_diff"] == 0.0


def test_grid_cell_executes_finite():
    """Una cella di ogni variante esegue e produce una serie GIORNALIERA finita e non degenere."""
    PX, VOL = _majors()
    vdefs = v3.variants()
    for name, cfg in (("RAMOM", dict(L=60, H=10, k=5)),
                      ("ACCEL", dict(Ls=30, Ll=90, H=5, k=8)),
                      ("FIP", dict(L=90, H=10, k=8)),
                      ("VOLSC", dict(L=60, H=5, k=8))):
        daily, turn = v3.run_variant_cfg(PX, VOL, vdefs[name], cfg)
        assert len(daily) > 60
        assert np.isfinite(daily.values).all()
        assert daily.std() > 0
        assert turn > 0