"""Unit tests for the activation qualification predicate (momentum-based gate).""" from __future__ import annotations from types import SimpleNamespace from app.services.qualification import best_target_probability, setup_qualifies # Default gate: floors only; the momentum selection is off (0). Conviction / # conflict / target-probability are optional tighteners, off here. DEFAULT_GATE = { "min_momentum_percentile": 0.0, "min_rr": 1.2, "min_confidence": 55.0, "require_high_conviction": False, "exclude_conflicts": False, } # Gate with the cross-sectional momentum selection on (top quintile). MOMENTUM_GATE = {**DEFAULT_GATE, "min_momentum_percentile": 80.0} # Strict gate: every optional tightener turned on. STRICT_GATE = { "min_momentum_percentile": 0.0, "min_rr": 2.0, "min_confidence": 70.0, "require_high_conviction": True, "exclude_conflicts": True, } def _setup(**kwargs): base = dict( rr_ratio=3.0, confidence_score=80.0, recommended_action="LONG_HIGH", risk_level="Low", targets=[{"probability": 50.0, "is_primary": True}], ) base.update(kwargs) return SimpleNamespace(**base) class TestFloors: def test_passes_floors(self): assert setup_qualifies(_setup(), DEFAULT_GATE) is True def test_low_rr_floor_fails(self): assert setup_qualifies(_setup(rr_ratio=1.0), DEFAULT_GATE) is False def test_low_confidence_fails(self): assert setup_qualifies(_setup(confidence_score=40.0), DEFAULT_GATE) is False def test_conviction_and_conflict_ignored_by_default(self): s = _setup(recommended_action="LONG_MODERATE", risk_level="Medium") assert setup_qualifies(s, DEFAULT_GATE) is True def test_over_progressed_setup_fails_on_live_rr(self): s = _setup(direction="long", target=120.0, stop_loss=95.0, current_price=117.0) assert setup_qualifies(s, DEFAULT_GATE) is False def test_fresh_setup_passes_live_rr(self): s = _setup(direction="long", target=120.0, stop_loss=95.0, current_price=101.0) assert setup_qualifies(s, DEFAULT_GATE) is True def test_past_stop_fails_live_rr(self): s = _setup(direction="long", target=120.0, stop_loss=95.0, current_price=94.0) assert setup_qualifies(s, DEFAULT_GATE) is False class TestMomentumGate: def test_top_momentum_passes(self): assert setup_qualifies(_setup(momentum_percentile=92.0), MOMENTUM_GATE) is True def test_below_threshold_fails(self): assert setup_qualifies(_setup(momentum_percentile=50.0), MOMENTUM_GATE) is False def test_missing_percentile_defers_to_floors(self): # No percentile attached (e.g. production not yet wired) → the momentum # gate is skipped and the setup still clears on the floors. assert setup_qualifies(_setup(), MOMENTUM_GATE) is True def test_threshold_zero_disables_gate(self): # min_momentum_percentile 0 → a low-momentum name still passes. assert setup_qualifies(_setup(momentum_percentile=10.0), DEFAULT_GATE) is True def test_missing_key_defaults_off(self): legacy = {k: v for k, v in DEFAULT_GATE.items() if k != "min_momentum_percentile"} assert setup_qualifies(_setup(momentum_percentile=10.0), legacy) is True def test_short_excluded_when_gate_active(self): # The momentum edge is long-only — a short never qualifies while the gate # is on, even on a top-momentum name. assert setup_qualifies(_setup(direction="short", momentum_percentile=95.0), MOMENTUM_GATE) is False def test_short_allowed_when_gate_off(self): # With the momentum gate disabled, shorts pass on the floors as before. assert setup_qualifies(_setup(direction="short", momentum_percentile=10.0), DEFAULT_GATE) is True class TestStrictTighteners: def test_clean_high_conviction_passes(self): assert setup_qualifies(_setup(targets=[{"probability": 65.0, "is_primary": True}]), STRICT_GATE) is True def test_moderate_action_fails(self): s = _setup(recommended_action="LONG_MODERATE", targets=[{"probability": 65.0, "is_primary": True}]) assert setup_qualifies(s, STRICT_GATE) is False def test_non_low_risk_fails(self): s = _setup(risk_level="Medium", targets=[{"probability": 65.0, "is_primary": True}]) assert setup_qualifies(s, STRICT_GATE) is False NEUTRAL_GATE = {**DEFAULT_GATE, "exclude_neutral": True} class TestExcludeNeutral: def test_neutral_excluded_when_on(self): assert setup_qualifies(_setup(recommended_action="NEUTRAL"), NEUTRAL_GATE) is False def test_missing_action_treated_as_neutral(self): assert setup_qualifies(_setup(recommended_action=None), NEUTRAL_GATE) is False def test_directional_passes_when_on(self): assert setup_qualifies(_setup(recommended_action="LONG_MODERATE"), NEUTRAL_GATE) is True def test_neutral_allowed_when_off(self): # Flag absent from the config → NEUTRAL still qualifies (backward compatible). assert setup_qualifies(_setup(recommended_action="NEUTRAL"), DEFAULT_GATE) is True class TestBestTargetProbability: def test_returns_max(self): s = _setup(targets=[{"probability": 40.0}, {"probability": 72.0}, {"probability": 55.0}]) assert best_target_probability(s) == 72.0 def test_empty_is_zero(self): assert best_target_probability(_setup(targets=[])) == 0.0