feat: require gate reset before post-stop reentry

tests/unit/test_backtest_service.py

@@ -679,11 +679,51 @@ class TestSimulatePortfolio:
         assert sim["trades"] == 1
         assert callback_dates == [self.ORD + 1]
 
-    def test_production_monitor_applies_live_reentry_lockdown(self, monkeypatch):
+    def test_gate_reset_waits_for_failed_evaluation_then_requalification(self):
+        closes = [100.0] * 95
+        entry_ord = self.ORD + bt.MIN_LOOKBACK - 1
+        stop_ord = entry_ord + 1
+        reentry_ord = entry_ord + 3
+        closes[bt.MIN_LOOKBACK] = 94.0
+        closes[bt.MIN_LOOKBACK + 1] = 95.0
+        closes[bt.MIN_LOOKBACK + 2] = 96.0
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        candidates = [
+            _sim_cand("AAA", entry_ord, entry=100.0, stop=95.0, target=120.0),
+            # Still qualified on the stop day: this must not unlock re-entry.
+            _sim_cand("AAA", stop_ord, entry=94.0, stop=89.0, target=110.0),
+            # No candidate on the intervening session means the daily gate
+            # failed. A fresh qualification on the next session may re-enter.
+            _sim_cand("AAA", reentry_ord, entry=96.0, stop=90.0, target=115.0),
+        ]
+        gate_reset = bt._make_gate_reset_reentry_fn(
+            candidates,
+            prices,
+            cadence="daily",
+        )
+
+        sim = bt._simulate_portfolio(
+            candidates,
+            prices,
+            None,
+            "hold",
+            30,
+            post_stop_reentry_fn=gate_reset,
+            include_trades=True,
+        )
+
+        assert sim is not None
+        assert sim["post_stop_reentries"] == 1
+        assert sim["trade_details"][1]["entry_date"] == date.fromordinal(
+            reentry_ord
+        ).isoformat()
+        assert sim["reentry_events"][0]["wait_sessions"] == 2
+
+    def test_production_monitor_applies_live_gate_reset(self, monkeypatch):
         def fake_simulator(*_args, **kwargs):
             return {
                 "trades": 0,
-                "applied_reentry_lockdown": kwargs.get("reentry_cooldown_sessions", 0),
+                "applied_gate_reset": kwargs.get("post_stop_reentry_fn") is not None,
             }
 
         monkeypatch.setattr(bt, "_simulate_portfolio", fake_simulator)
@@ -694,37 +734,38 @@ class TestSimulatePortfolio:
         production_rows = [
             row for row in monitor["runs"] if row["is_production"]
         ]
-        comparison_rows = [
-            row for row in monitor["runs"] if not row["is_production"]
+        immediate_rows = [
+            row for row in monitor["runs"]
+            if row["comparison_arm"] == "live_immediate"
         ]
 
         assert production_rows
         assert all(
-            row["reentry_lockdown_sessions"] == bt.REENTRY_LOCKDOWN_SESSIONS
-            and row["applied_reentry_lockdown"] == bt.REENTRY_LOCKDOWN_SESSIONS
+            row["reentry_policy"] == "gate_reset"
+            and row["applied_gate_reset"] is True
             for row in production_rows
         )
-        assert comparison_rows
+        assert immediate_rows
         assert all(
-            row["reentry_lockdown_sessions"] == 0
-            and row["applied_reentry_lockdown"] == 0
-            for row in comparison_rows
+            row["reentry_policy"] == "immediate"
+            and row["applied_gate_reset"] is False
+            for row in immediate_rows
         )
 
     def test_production_cadence_comparison_names_exact_two_arms(self):
         monitor = {
             "runs": [
                 {
-                    "comparison_arm": "live_no_lockdown",
+                    "comparison_arm": "live_immediate",
                     "lookback": "all",
-                    "reentry_lockdown_sessions": 0,
+                    "reentry_policy": "immediate",
                     "trades": 10,
                     "equity_curve": [{"date": "2026-01-01", "value": 1.0}],
                 },
                 {
-                    "comparison_arm": "live_lockdown_5",
+                    "comparison_arm": "live_gate_reset",
                     "lookback": "all",
-                    "reentry_lockdown_sessions": 5,
+                    "reentry_policy": "gate_reset",
                     "trades": 8,
                     "benchmark_curve": [{"date": "2026-01-01", "value": 1.0}],
                 },
@@ -736,7 +777,7 @@ class TestSimulatePortfolio:
         assert comparison is not None
         assert [row["arm"] for row in comparison["arms"]] == [
             "prod_live_setup_daily",
-            "cooldown_5_daily",
+            "gate_reset_daily",
         ]
         assert all("equity_curve" not in row for row in comparison["arms"])
         assert all("benchmark_curve" not in row for row in comparison["arms"])
@@ -997,7 +1038,7 @@ def test_build_recommendation_prefers_production_monitor_headline():
     })
     assert rec["headline"] is not None
     assert "3x ATR trailing exit" in rec["headline"]
-    assert "5-session re-entry lockdown" in rec["headline"]
+    assert "after the gate fails" in rec["headline"]
     assert any(item["topic"] == "production" for item in rec["items"])
 
 
@@ -1261,10 +1302,7 @@ async def test_run_backtest_smoke(session):
     assert report["params"]["is_production_target_model"] is True
     assert report["params"]["entry_cadence"] == "weekly"
     assert report["params"]["step_sessions"] == 5
-    assert (
-        report["params"]["production_reentry_lockdown_sessions"]
-        == bt.REENTRY_LOCKDOWN_SESSIONS
-    )
+    assert report["params"]["production_reentry_policy"] == "gate_reset"
     assert "net_avg_r" in report["overall_all"]
 
     # ablation baseline reproduces the qualified set exactly, and every row