"""Lock 2026-06-26 (equity MR + check rete): la mean-reversion "sottoquotata" daily NON batte il
buy&hold, e il check dati dalla rete (IB vs Yahoo) deve concordare adjusted-vs-adjusted.
Diario docs/diary/2026-06-26-equity-meanrev-network-check.md."""
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"))

from eq_meanrev_ib import rsi, mr_target, backtest, metrics, buyhold, yahoo_daily  # type: ignore
from eqlib import load_eq  # type: ignore

import pandas as pd


def test_rsi_in_bounds():
    c = np.cumprod(1 + np.linspace(-0.02, 0.02, 300))
    r = rsi(c, 2)
    assert np.nanmin(r) >= 0.0 and np.nanmax(r) <= 100.0


def test_mr_target_binary_and_has_trades():
    """La posizione è 0/1 ed entra solo da sottoquotata (genera scambi, exposure < 50%)."""
    c = load_eq("SPY")["close"].astype(float).values
    pos = mr_target(c)
    assert set(np.unique(pos)).issubset({0.0, 1.0})
    expo = pos.mean()
    assert 0.02 < expo < 0.5            # mean-reversion = poco investito


def test_meanrev_does_not_beat_buyhold_holdout():
    """Verdetto onesto: la MR daily NON batte il buy&hold risk-adjusted nel hold-out su SPY."""
    HO = pd.Timestamp("2015-01-01", tz="UTC")
    mr = metrics(backtest("SPY"), lo=HO)["sharpe"]
    bh = buyhold("SPY", lo=HO)["sharpe"]
    assert mr <= bh + 0.05             # non supera il benchmark (entro rumore)


@pytest.mark.network
def test_ib_feed_concords_with_network_source():
    """Check dati dalla rete: i rendimenti IB (adjusted) concordano con Yahoo adjclose a pochi bps."""
    ib = load_eq("SPY")["close"].astype(float); ib.index = ib.index.normalize()
    yh = yahoo_daily("SPY")["adjclose"]
    J = pd.concat({"a": ib, "b": yh}, axis=1, join="inner").dropna().tail(120)
    d = (J["a"].pct_change() - J["b"].pct_change()).abs().dropna()
    assert d.max() < 0.001             # <10bps adjusted-vs-adjusted
    assert abs(J["a"].iloc[-1] / J["b"].iloc[-1] - 1) < 0.002