signal-platform/tests/unit/test_shadow_book_service.py

"""Shadow book selection, sizing and book isolation.

The shadow book only has evidentiary value if it selects what the backtest
would select: top-ranked qualified setups, up to capacity, skipping held names
and post-stop gate-reset lockouts. These tests pin that contract.
"""

from __future__ import annotations

import json
from datetime import datetime, timedelta, timezone

import pytest

from app.models.paper_trade import PaperTrade
from app.models.ticker import Ticker
from app.models.trade_setup import TradeSetup
from app.models.user import User
from app.services import shadow_book_service
from app.services.trade_policy import MANUAL_BOOK, SHADOW_BOOK, get_reentry_gate_locks


@pytest.fixture
async def session():
    from tests.conftest import _test_session_factory

    async with _test_session_factory() as session:
        yield session


# Floors the gate applies; every setup below clears them so tests exercise
# ranking rather than qualification.
_CONFIG = {
    "min_rr": 2.0,
    "min_confidence": 0.0,
    "min_momentum_percentile": 80.0,
    "exclude_neutral": False,
}


async def _seed(session, symbols: list[str]) -> dict[str, int]:
    session.add(User(id=1, username="owner", password_hash="x"))
    ids: dict[str, int] = {}
    for i, symbol in enumerate(symbols, start=1):
        ticker = Ticker(id=i, symbol=symbol, name=symbol)
        session.add(ticker)
        ids[symbol] = i
    await session.commit()
    return ids


def _setup(ticker_id: int, *, rank: float, detected: datetime, entry=100.0, stop=95.0):
    target = entry + 3 * (entry - stop)
    return TradeSetup(
        ticker_id=ticker_id,
        direction="long",
        entry_price=entry,
        stop_loss=stop,
        target=target,
        rr_ratio=3.0,
        composite_score=70.0,
        confidence_score=70.0,
        detected_at=detected,
        strategy_rank=rank,
        momentum_percentile=90.0,
        recommended_action="buy",
        targets_json=json.dumps(
            [{"price": target, "probability": 45.0, "is_primary": True, "rr": 3.0}]
        ),
    )


class TestSizing:
    def test_risks_one_percent_down_to_the_stop(self):
        shares = shadow_book_service.position_shares(100_000, 1.0, 100.0, 95.0)
        assert shares == pytest.approx(200.0)  # $1,000 risk / $5 per share

    def test_zero_risk_distance_takes_no_position(self):
        assert shadow_book_service.position_shares(100_000, 1.0, 100.0, 100.0) == 0.0


class TestSelection:
    @pytest.mark.asyncio
    async def test_takes_top_ranked_up_to_capacity(self, session):
        ids = await _seed(session, ["AAA", "BBB", "CCC"])
        now = datetime.now(timezone.utc)
        session.add_all(
            [
                _setup(ids["AAA"], rank=0.10, detected=now),
                _setup(ids["BBB"], rank=0.90, detected=now),
                _setup(ids["CCC"], rank=0.50, detected=now),
            ]
        )
        await session.commit()
        await shadow_book_service.settings_store.upsert_setting(
            session, shadow_book_service.KEY_CAPACITY, "2"
        )

        summary = await shadow_book_service.open_shadow_positions(
            session, activation_config=_CONFIG
        )

        assert summary["opened"] == 2
        # Highest strategy_rank first — the backtest's ordering key.
        assert summary["symbols"] == [ids["BBB"], ids["CCC"]]

    @pytest.mark.asyncio
    async def test_skips_names_already_held(self, session):
        ids = await _seed(session, ["AAA", "BBB"])
        now = datetime.now(timezone.utc)
        session.add_all(
            [_setup(ids["AAA"], rank=0.9, detected=now), _setup(ids["BBB"], rank=0.5, detected=now)]
        )
        session.add(
            PaperTrade(
                user_id=1, ticker_id=ids["AAA"], direction="long", entry_price=100.0,
                shares=10.0, stop_loss=95.0, target=115.0, status="open",
                opened_at=now, book=SHADOW_BOOK,
            )
        )
        await session.commit()

        summary = await shadow_book_service.open_shadow_positions(
            session, activation_config=_CONFIG
        )

        assert summary["skipped_held"] == 1
        assert summary["symbols"] == [ids["BBB"]]

    @pytest.mark.asyncio
    async def test_respects_post_stop_gate_lock(self, session):
        ids = await _seed(session, ["AAA"])
        now = datetime.now(timezone.utc)
        session.add(_setup(ids["AAA"], rank=0.9, detected=now))
        # Stopped out and never requalified — locked out of re-entry.
        session.add(
            PaperTrade(
                user_id=1, ticker_id=ids["AAA"], direction="long", entry_price=100.0,
                shares=10.0, stop_loss=95.0, target=115.0, status="closed",
                opened_at=now - timedelta(days=5), closed_at=now - timedelta(days=1),
                close_price=95.0, close_reason="stop", book=SHADOW_BOOK,
            )
        )
        await session.commit()

        summary = await shadow_book_service.open_shadow_positions(
            session, activation_config=_CONFIG
        )

        assert summary["opened"] == 0
        assert summary["skipped_locked"] == 1


class TestBookIsolation:
    @pytest.mark.asyncio
    async def test_gate_locks_do_not_leak_between_books(self, session):
        """A manual stop must not lock the shadow book out of the same name."""
        ids = await _seed(session, ["AAA"])
        now = datetime.now(timezone.utc)
        session.add(
            PaperTrade(
                user_id=1, ticker_id=ids["AAA"], direction="long", entry_price=100.0,
                shares=10.0, stop_loss=95.0, target=115.0, status="closed",
                opened_at=now - timedelta(days=5), closed_at=now - timedelta(days=1),
                close_price=95.0, close_reason="stop", book=MANUAL_BOOK,
            )
        )
        await session.commit()

        assert ids["AAA"] in await get_reentry_gate_locks(session, book=MANUAL_BOOK)
        assert ids["AAA"] not in await get_reentry_gate_locks(session, book=SHADOW_BOOK)

    @pytest.mark.asyncio
    async def test_shadow_equity_ignores_manual_pnl(self, session):
        ids = await _seed(session, ["AAA"])
        now = datetime.now(timezone.utc)
        session.add(
            PaperTrade(
                user_id=1, ticker_id=ids["AAA"], direction="long", entry_price=100.0,
                shares=100.0, stop_loss=95.0, target=115.0, status="closed",
                opened_at=now - timedelta(days=5), closed_at=now,
                close_price=150.0, close_reason="trailing", book=MANUAL_BOOK,
            )
        )
        await session.commit()

        equity = await shadow_book_service.current_equity(session, 100_000.0)

        assert equity == 100_000.0