import pytest
from scripts.portfolios._defs import PORTFOLIOS


def test_port06_cap_backtest_numbers_locked():
    r = PORTFOLIOS["PORT06"].backtest()
    # regression-lock dei numeri del default (cap pairs 0.33) — vedi report_families.
    # Aggiornato 2026-05-31: il recupero dati BNB/DOGE/XRP (29 mag) ha ampliato la
    # copertura storica -> metriche migliorate (Sharpe 6.07->6.47, OOS 8.19->8.82,
    # DD 4.9%->4.1%). Nuovo baseline atteso, non una regressione.
    # Aggiornato 2026-06-09: aggiunto lo sleeve BLEND PR_ETHBTC_15M (ETH/BTC pairs 15m
    # flat-skip, mezza size) -> FULL 6.47->7.20, OOS 8.82->9.66, DD 4.1%->3.7%.
    # Aggiornato 2026-06-09 (2): + XS01 (reversione cross-sectional 8 asset, PAPER) ->
    # FULL 7.20->7.34, OOS 9.66->10.07, FULL DD 3.68->3.46 (OOS DD +0.17pp).
    assert r.full["sharpe"] == pytest.approx(7.34, abs=0.15)
    assert r.oos["sharpe"] == pytest.approx(10.07, abs=0.25)
    assert r.full["dd"] == pytest.approx(3.46, abs=0.5)