"""Test del filone B — INTRADAY REGIME (scripts/research/intraday_regime.py).

Verifica leggera e veloce (un solo asset) che:
  * i target factory producano array della lunghezza giusta e CAUSALI (no look-ahead);
  * il meccanismo ERM (efficiency-ratio regime momentum) sia long/short di natura;
  * la cella canonica ERM 8h L=2 thr=0.35 abbia Sharpe FULL positivo netto fee (sanity dell'edge).
NB: NON costruisce la baseline TP01/SKH01 (lento) — quello e' nello script di ricerca.
"""
import sys
import importlib.util

import numpy as np

sys.path.insert(0, "/opt/docker/PythagorasGoal/scripts/research/alt")
import altlib as al  # noqa: E402

_spec = importlib.util.spec_from_file_location(
    "intraday_regime", "/opt/docker/PythagorasGoal/scripts/research/intraday_regime.py")
ir = importlib.util.module_from_spec(_spec)
_spec.loader.exec_module(ir)


def test_erm_target_shape_and_ls():
    df = al.get("BTC", "8h")
    tgt = ir.make_erm(tf="8h", L_days=2.0, thr=0.35, long_flat=False)(df)
    assert len(tgt) == len(df)
    assert np.isfinite(tgt).all()
    # L/S: deve esistere sia esposizione long sia short (non e' long-only)
    assert (tgt > 0).any() and (tgt < 0).any()
    # long_flat=True -> nessuno short
    tgt_lf = ir.make_erm(tf="8h", L_days=2.0, thr=0.35, long_flat=True)(df)
    assert (tgt_lf >= -1e-9).all()


def test_erm_causal_no_leak():
    # causality_ok ricalcola il target su prefissi troncati e pretende che la coda combaci
    res = al.causality_ok(ir.make_erm(tf="8h", L_days=2.0, thr=0.35, long_flat=False),
                          tf="8h", assets=("BTC",))
    assert res["ok"], f"look-ahead in ERM: {res}"


def test_erm_winner_positive_full_sharpe():
    fn = ir.make_erm(tf="8h", L_days=2.0, thr=0.35, long_flat=False)
    for a in ("BTC", "ETH"):
        df = al.get(a, "8h")
        ev = al.eval_weights(df, fn(df), fee_side=0.0005)   # 0.10% RT
        assert ev["full"]["sharpe"] > 0.5, f"{a} full Sharpe {ev['full']['sharpe']}"


def test_vbr_and_tod_causal():
    for fn in (ir.make_vbr(tf="8h", k=1.0, atr_win=14, long_flat=False),
               ir.make_tod(tf="1h", long_flat=True)):
        res = al.causality_ok(fn, tf=("8h" if fn is not None else "1h"),
                              assets=("BTC",)) if False else None
    # VBR causale (8h) e TOD causale (1h), un asset per velocita'
    assert al.causality_ok(ir.make_vbr(tf="8h", k=1.0, atr_win=14, long_flat=False),
                           tf="8h", assets=("BTC",))["ok"]
    assert al.causality_ok(ir.make_tod(tf="1h", long_flat=True),
                           tf="1h", assets=("BTC",))["ok"]