"""Lock del forward-monitor STATARB-RESID (scripts/live/paper_statarb.py):
  * config CONGELATA (W=45, sgn=+1) — non deve cambiare silenziosamente;
  * advance() processa SOLO le barre forward ed è IDEMPOTENTE alla punta;
  * a 1d il libro REAL-$600 traccia il MODELED (haircut di fill piccolo).
Il segnale è quello esatto dello sweep (orthogonal_signals) → niente reimplementazione.
"""
import sys
from pathlib import Path

ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT / "scripts" / "live"))
import paper_statarb as ps  # noqa: E402


def _fresh_state(j, back):
    ts, _, pos, _ = ps._signal(j)
    start = int(ts[-back - 1])
    return dict(start_ts=start, last_ts=start, n_bars=0,
                pos_modeled=float(pos[-back - 1]), pos_real=float(pos[-back - 1]),
                cap_modeled=ps.MODELED_CAPITAL, cap_real=ps.REAL_CAPITAL,
                peak_modeled=ps.MODELED_CAPITAL, peak_real=ps.REAL_CAPITAL,
                dd_modeled=0.0, dd_real=0.0, n_trades=0)


def _redirect(tmp_path, monkeypatch):
    monkeypatch.setattr(ps, "STATE_DIR", tmp_path)
    monkeypatch.setattr(ps, "STATE_FILE", tmp_path / "state.json")
    monkeypatch.setattr(ps, "RETURNS_FILE", tmp_path / "returns.jsonl")
    monkeypatch.setattr(ps, "TRADES_FILE", tmp_path / "trades.jsonl")


def test_frozen_config():
    """La cella vincente in-sample è W=45 sgn=+1 (relative-momentum, non mean-reversion)."""
    assert ps.W_FROZEN == 45
    assert ps.SGN_FROZEN == +1


def test_advance_processes_forward_then_idempotent(tmp_path, monkeypatch):
    _redirect(tmp_path, monkeypatch)
    j = ps.build_joint("1d")
    ts, *_ = ps._signal(j)
    st = _fresh_state(j, back=60)
    st = ps.advance(st, j)
    assert st["n_bars"] == 60                      # ha processato le 60 barre forward
    assert st["last_ts"] == int(ts[-1])
    assert st["cap_modeled"] != ps.MODELED_CAPITAL  # l'equity si è mossa
    # idempotente: ri-avanzare alla punta non aggiunge barre né muove l'equity
    eq_before = st["cap_modeled"]
    st2 = ps.advance(dict(st), j)
    assert st2["n_bars"] == 60
    assert st2["cap_modeled"] == eq_before


def test_real600_tracks_modeled_low_turnover(tmp_path, monkeypatch):
    _redirect(tmp_path, monkeypatch)
    j = ps.build_joint("1d")
    st = ps.advance(_fresh_state(j, back=250), j)
    rm = st["cap_modeled"] / ps.MODELED_CAPITAL - 1
    rr = st["cap_real"] / ps.REAL_CAPITAL - 1
    assert abs(rm - rr) < 0.05                      # haircut di fill piccolo a 1d ($600)