PythagorasGoal/tests/portfolio/test_real_close_dsl.py

"""_real_close: cancel del disaster-SL (retry + alert orfano) e alert REAL_DIVERGENCE.

Usa un executor finto: nessuna rete, nessun ordine reale.
"""
from types import SimpleNamespace

import pytest

from src.live.execution import Fill
from src.live.strategy_worker import StrategyWorker


class FakeExec:
    verify_polls = 1
    verify_sleep = 0.0
    disaster_sl_pct = 0.30

    def __init__(self, cancel_responses):
        self.cancel_calls = []
        self._responses = list(cancel_responses)

    def cancel_order(self, oid):
        self.cancel_calls.append(oid)
        return self._responses.pop(0) if self._responses else {"state": "error", "error": "boom"}

    def resting_fills(self, instrument, oid):
        return 0.0, None, 0.0

    def close_amount(self, instrument, side, amount, label=None):
        return Fill(instrument, "sell", 0.0, amount, 100.0, 0.0, 0.0,
                    "oid-close", "filled", True, filled_amount=amount)


class FakeFullExec(FakeExec):
    """Aggiunge open/place_tp_limit/place_disaster_sl per testare il ciclo SH01 completo."""
    def __init__(self):
        super().__init__([{"state": "untriggered"}])
        self.tp_calls = 0
        self.dsl_calls = 0
        self.close_amounts = []

    def open(self, instrument, side, notional, label=None):
        amt = round(notional / 100.0, 6)
        return Fill(instrument, side, notional, amt, 100.0, 0.0, 0.05, "oid-open", "filled", True)

    def place_tp_limit(self, *a, **k):
        self.tp_calls += 1                       # NON deve essere chiamato per SH01 (no TP)
        return Fill("x", "sell", 0.0, 0.0, None, 0.0, 0.0, None, None, False)

    def place_disaster_sl(self, instrument, side, amount, stop, label=None):
        self.dsl_calls += 1
        return Fill(instrument, "sell", 0.0, amount, None, 0.0, 0.0, "dsl-1", "untriggered", True)

    def close_amount(self, instrument, side, amount, label=None):
        self.close_amounts.append(amount)
        return Fill(instrument, "sell", 0.0, amount, 105.0, 0.0, 0.05, "oid-close",
                    "filled", True, filled_amount=amount)


def test_sh01_real_open_close_no_tp(tmp_path, monkeypatch):
    """SH01 (no TP/SL, exit a orizzonte): apre reale, NON piazza TP, piazza disaster,
    chiude TUTTA la quota a market reduce-only."""
    from src.live.strategy_worker import StrategyWorker
    from src.strategies.base import Signal
    notified = []
    monkeypatch.setattr("src.live.strategy_worker.notify_event",
                        lambda ev, data=None: notified.append(ev))
    fake = FakeFullExec()
    w = StrategyWorker(strategy=SimpleNamespace(name="SH01_shape_ml", fee_rt=0.001),
                       asset="BTC", tf="1h", capital=100.0, position_size=0.5, leverage=2.0,
                       data_dir=tmp_path, executor=fake, exec_instrument="BTC_USDC-PERPETUAL")
    w._open_position(Signal(idx=0, direction=1, entry_price=100.0,
                            metadata={"max_bars": 12}), 100.0)   # niente tp/sl
    assert w.real_in_position and fake.tp_calls == 0             # nessun TP per SH01
    assert fake.dsl_calls == 1 and w.real_dsl_order_id           # disaster bracket sì
    amt = w.real_amount
    w._close_position(105.0, "time_limit")
    assert not w.real_in_position
    assert fake.close_amounts == [amt]                          # chiude TUTTA la quota a market


def _worker(tmp_path, fake, monkeypatch, notified):
    monkeypatch.setattr("src.live.strategy_worker.notify_event",
                        lambda ev, data=None: notified.append(ev))
    w = StrategyWorker(strategy=SimpleNamespace(name="FAKE", fee_rt=0.001),
                       asset="BTC", tf="1h", capital=100.0, data_dir=tmp_path,
                       executor=fake, exec_instrument="BTC_USDC-PERPETUAL")
    w.real_in_position = True
    w.real_side = "buy"
    w.real_amount = 0.001
    w.real_entry_price = 100.0
    w.real_entry_notional = 0.1
    w.real_dsl_order_id = "DSL-1"
    return w


def test_dsl_cancel_untriggered_is_success(tmp_path, monkeypatch):
    notified = []
    fake = FakeExec([{"order_id": "DSL-1", "state": "untriggered"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(100.0, "time_limit", 0.0)
    assert fake.cancel_calls == ["DSL-1"]            # nessun retry
    assert "REAL_DSL_CANCEL_FAIL" not in notified
    assert w.real_dsl_order_id == ""


def test_dsl_cancel_not_found_logs_but_no_alert(tmp_path, monkeypatch):
    # order_not_found = probabile trigger durante outage: log, NIENTE Telegram, no retry
    notified = []
    fake = FakeExec([{"order_id": "DSL-1", "state": "error", "error": "order_not_found"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(100.0, "time_limit", 0.0)
    assert fake.cancel_calls == ["DSL-1"]
    assert "REAL_DSL_CANCEL_FAIL" not in notified


def test_dsl_cancel_transient_error_retries_then_succeeds(tmp_path, monkeypatch):
    notified = []
    fake = FakeExec([{"state": "error", "error": "timeout"},
                     {"order_id": "DSL-1", "state": "cancelled"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(100.0, "time_limit", 0.0)
    assert fake.cancel_calls == ["DSL-1", "DSL-1"]   # retry eseguito
    assert "REAL_DSL_CANCEL_FAIL" not in notified


def test_dsl_cancel_persistent_error_alerts_orphan(tmp_path, monkeypatch):
    notified = []
    fake = FakeExec([{"state": "error", "error": "timeout"},
                     {"state": "error", "error": "timeout"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(100.0, "time_limit", 0.0)
    assert fake.cancel_calls == ["DSL-1", "DSL-1"]
    assert "REAL_DSL_CANCEL_FAIL" in notified        # stop forse orfano -> Telegram


def test_real_divergence_alert_on_close(tmp_path, monkeypatch):
    # fill reale 100.0 vs sim_exit 105.0 -> ~-476bps -> REAL_DIVERGENCE
    notified = []
    fake = FakeExec([{"order_id": "DSL-1", "state": "untriggered"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(105.0, "take_profit", 0.5)
    assert "REAL_DIVERGENCE" in notified


def test_no_divergence_alert_when_fill_matches(tmp_path, monkeypatch):
    notified = []
    fake = FakeExec([{"order_id": "DSL-1", "state": "untriggered"}])
    w = _worker(tmp_path, fake, monkeypatch, notified)
    w._real_close(100.05, "take_profit", 0.0)        # ~-5bps: sotto soglia
    assert "REAL_DIVERGENCE" not in notified