"""Parity guards: the backtest's production strategy must equal the live setup. The portfolio monitor's production row replays the live qualification flag and the runtime Admin exit policy, but several constants are still defined on both sides (defaults, trail width, ordering weights). These tests fail if the two sides drift, so a change to the live strategy forces the backtest — and vice versa — to move with it. """ import pytest from app.services import paper_trade_service from app.services.admin_service import ACTIVATION_DEFAULTS from app.services.backtest_service import ( ATR_MULTIPLIER, ATR_TRAIL_MULTIPLIER, LIVE_EXIT_MODE_TO_SIM, PORTFOLIO_MONITOR_STRATEGIES, PRODUCTION_PERCENTILE_KEY, RESIDUAL_HIGH_VOL_BLEND_80_20_KEY, TIME_EXIT_DAYS, _entry_variant_config, _momentum_qualifies, _qualifies_strategy_variant, ) from app.services.momentum_service import ( STRATEGY_RANK_MOMENTUM_WEIGHT, STRATEGY_RANK_VOL_WEIGHT, ) def _production_monitor_row() -> dict: return next(s for s in PORTFOLIO_MONITOR_STRATEGIES if s.get("is_production")) def test_exit_defaults_match_the_simulated_exit() -> None: assert paper_trade_service.DEFAULT_EXIT_MODE == "atr_trailing" assert LIVE_EXIT_MODE_TO_SIM[paper_trade_service.DEFAULT_EXIT_MODE] == "atr_trail3" assert paper_trade_service.DEFAULT_ATR_MULTIPLIER == ATR_TRAIL_MULTIPLIER assert paper_trade_service.DEFAULT_HOLD_DAYS == max(TIME_EXIT_DAYS) def test_every_live_exit_mode_has_a_sim_mapping() -> None: assert set(paper_trade_service._VALID_EXIT_MODES) == set(LIVE_EXIT_MODE_TO_SIM) def test_setup_stop_width_matches_the_frontend_constant() -> None: """The UI recovers ATR from a setup as |entry - stop| / 1.5 to render the real exit plan (frontend/src/lib/exitPlan.ts: SETUP_STOP_ATR_MULTIPLIER). Nothing else transmits ATR, so if the scanner's stop width changes here the UI would silently draw the trailing stop in the wrong place.""" import inspect from app.services import rr_scanner_service frontend_constant = 1.5 assert ATR_MULTIPLIER == frontend_constant for fn in (rr_scanner_service.scan_ticker, rr_scanner_service.scan_all_tickers): signature = inspect.signature(fn) assert signature.parameters["atr_multiplier"].default == frontend_constant def test_gate_default_matches_the_promoted_cutoff() -> None: prod = _production_monitor_row() entry_cfg = _entry_variant_config(str(prod["entry_variant"])) assert entry_cfg is not None assert float(entry_cfg["cutoff"]) == float(ACTIVATION_DEFAULTS["min_momentum_percentile"]) def test_production_ordering_weights_are_single_sourced() -> None: # The promoted ordering is 80/20 momentum/vol; the backtest imports the # weight, so equality here pins the *value* the promotion was validated at. assert STRATEGY_RANK_MOMENTUM_WEIGHT == 0.8 assert STRATEGY_RANK_VOL_WEIGHT == pytest.approx(0.2) prod = _production_monitor_row() entry_cfg = _entry_variant_config(str(prod["entry_variant"])) assert entry_cfg is not None assert entry_cfg["ranking_key"] == RESIDUAL_HIGH_VOL_BLEND_80_20_KEY def test_production_monitor_row_replays_the_live_config() -> None: prod = _production_monitor_row() assert prod.get("use_live_config") is True assert prod["exit_policy"] == "atr_trail3" def test_live_gate_equals_the_production_variant_gate() -> None: """The monitor's live-gate switch relies on the runtime `qualified` flag (_momentum_qualifies) selecting exactly what the frozen production variant gate selects at the default cutoff.""" prod = _production_monitor_row() entry_cfg = _entry_variant_config(str(prod["entry_variant"])) assert entry_cfg is not None cutoff = float(ACTIVATION_DEFAULTS["min_momentum_percentile"]) for cand in ( {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 92.0}, {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 80.0}, {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 79.9}, {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: None}, {"meets_core": True, "direction": "short", PRODUCTION_PERCENTILE_KEY: 95.0}, {"meets_core": False, "direction": "long", PRODUCTION_PERCENTILE_KEY: 95.0}, ): assert _momentum_qualifies(cand, cutoff) == _qualifies_strategy_variant( cand, entry_cfg ), cand