signal-platform/tests/unit/test_trade_policy.py

from __future__ import annotations

from datetime import datetime, timedelta, timezone

import pytest
from sqlalchemy import select

from app.models.paper_trade import PaperTrade
from app.models.ticker import Ticker
from app.models.user import User
from app.services.trade_policy import (
    get_reentry_gate_locks,
    observe_reentry_gate_transitions,
)
from tests.conftest import _test_session_factory  # type: ignore


@pytest.fixture
async def session():
    async with _test_session_factory() as db:
        yield db


def _stopped_trade(
    ticker_id: int,
    *,
    closed_at: datetime,
    close_reason: str = "stop",
    gate_failed_at: datetime | None = None,
    gate_requalified_at: datetime | None = None,
) -> PaperTrade:
    return PaperTrade(
        user_id=1,
        ticker_id=ticker_id,
        direction="long",
        entry_price=100.0,
        shares=10.0,
        stop_loss=95.0,
        target=115.0,
        status="closed",
        opened_at=closed_at - timedelta(days=5),
        close_price=95.0,
        closed_at=closed_at,
        close_reason=close_reason,
        reentry_gate_failed_at=gate_failed_at,
        reentry_gate_requalified_at=gate_requalified_at,
    )


async def test_observation_releases_only_evaluated_unqualified_tickers(session):
    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
    tickers = [
        Ticker(symbol=symbol)
        for symbol in ("FAILQ", "PASSQ", "ERRORQ", "LATEQ")
    ]
    session.add_all(tickers)
    await session.flush()

    stopped_at = datetime.now(timezone.utc) - timedelta(days=1)
    trades = [
        _stopped_trade(ticker.id, closed_at=stopped_at)
        for ticker in tickers[:3]
    ]
    observed_at = datetime.now(timezone.utc)
    trades.append(
        _stopped_trade(
            tickers[3].id,
            closed_at=observed_at + timedelta(seconds=1),
        )
    )
    session.add_all(trades)
    await session.commit()

    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={tickers[0].id, tickers[1].id, tickers[3].id},
        qualified_ticker_ids={tickers[1].id},
        observed_at=observed_at,
    )

    assert updated == {tickers[0].id}
    locks = await get_reentry_gate_locks(session)
    assert set(locks) == {ticker.id for ticker in tickers}
    assert trades[0].reentry_gate_failed_at == observed_at
    assert trades[0].reentry_gate_requalified_at is None
    assert trades[1].reentry_gate_failed_at is None
    assert trades[2].reentry_gate_failed_at is None
    assert trades[3].reentry_gate_failed_at is None

    requalified_at = observed_at + timedelta(days=1)
    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={tickers[0].id},
        qualified_ticker_ids={tickers[0].id},
        observed_at=requalified_at,
    )

    assert updated == {tickers[0].id}
    assert trades[0].reentry_gate_requalified_at == requalified_at
    assert set(await get_reentry_gate_locks(session)) == {
        tickers[1].id,
        tickers[2].id,
        tickers[3].id,
    }


async def test_latest_stop_starts_a_new_gate_reset_episode(session):
    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
    ticker = Ticker(symbol="TWOSTOP")
    session.add(ticker)
    await session.flush()

    first_stop = datetime.now(timezone.utc) - timedelta(days=20)
    session.add_all(
        [
            _stopped_trade(
                ticker.id,
                closed_at=first_stop,
                gate_failed_at=first_stop + timedelta(days=1),
                gate_requalified_at=first_stop + timedelta(days=2),
            ),
            _stopped_trade(
                ticker.id,
                closed_at=first_stop + timedelta(days=10),
            ),
        ]
    )
    await session.commit()

    assert ticker.id in await get_reentry_gate_locks(session)


async def test_same_day_fail_then_qualify_stays_locked(session):
    """Fail at 10:00 NY and qualify at 15:35 NY same day must not unlock."""
    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
    ticker = Ticker(symbol="SAMEDAY")
    session.add(ticker)
    await session.flush()

    stopped_at = datetime(2026, 7, 15, 14, 0, tzinfo=timezone.utc)  # 10:00 ET
    session.add(_stopped_trade(ticker.id, closed_at=stopped_at))
    await session.commit()

    fail_at = datetime(2026, 7, 15, 14, 5, tzinfo=timezone.utc)  # ~10:05 ET
    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={ticker.id},
        qualified_ticker_ids=set(),
        observed_at=fail_at,
    )
    assert updated == {ticker.id}

    qualify_same_day = datetime(2026, 7, 15, 19, 35, tzinfo=timezone.utc)  # 15:35 ET
    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={ticker.id},
        qualified_ticker_ids={ticker.id},
        observed_at=qualify_same_day,
    )
    assert updated == set()
    assert ticker.id in await get_reentry_gate_locks(session)
    trade = (
        await session.execute(select(PaperTrade).where(PaperTrade.ticker_id == ticker.id))
    ).scalar_one()
    assert trade.reentry_gate_failed_at is not None
    assert trade.reentry_gate_requalified_at is None

    qualify_next_day = datetime(2026, 7, 16, 19, 35, tzinfo=timezone.utc)  # next day 15:35 ET
    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={ticker.id},
        qualified_ticker_ids={ticker.id},
        observed_at=qualify_next_day,
    )
    assert updated == {ticker.id}
    await session.refresh(trade)
    assert trade.reentry_gate_requalified_at is not None
    assert ticker.id not in await get_reentry_gate_locks(session)


async def test_newer_non_stop_exit_supersedes_historical_stop(session):
    session.add(User(id=1, username="u", password_hash="x", role="user", has_access=True))
    ticker = Ticker(symbol="LATEREXIT")
    session.add(ticker)
    await session.flush()

    stopped_at = datetime.now(timezone.utc) - timedelta(days=20)
    old_stop = _stopped_trade(ticker.id, closed_at=stopped_at)
    later_manual_exit = _stopped_trade(
        ticker.id,
        closed_at=stopped_at + timedelta(days=10),
        close_reason="manual",
    )
    session.add_all([old_stop, later_manual_exit])
    await session.commit()

    assert ticker.id not in await get_reentry_gate_locks(session)

    observed_at = datetime.now(timezone.utc)
    updated = await observe_reentry_gate_transitions(
        session,
        evaluated_ticker_ids={ticker.id},
        qualified_ticker_ids=set(),
        observed_at=observed_at,
    )

    assert updated == set()
    assert old_stop.reentry_gate_failed_at is None