#!/usr/bin/env python3
"""
EsoF Gate Strategy — Counterfactual Simulation + Unit Tests

Runs 6 gating strategies against the real 637-trade CH dataset.
For each strategy: computes what would have happened if the gate
had been active at every entry.

Methodology
───────────
- Pull trades from dolphin.trade_events (ClickHouse)
- For each trade: reconstruct EsoF advisory at entry ts via compute_esof()
- Apply gate strategy → get action (ALLOW/BLOCK/SCALE) + lev_mult
- Strategy A-E: counterfactual_pnl = actual_pnl * lev_mult (or 0 if BLOCK)
  PnL scales linearly with leverage: halving leverage halves both win and loss.
  This is accurate for FIXED_TP and MAX_HOLD exits (fixed % targets).
- Strategy F (S6_BUCKET): counterfactual_pnl = actual_pnl * s6_mult[bucket_id]
  Uses EsoF-modulated per-bucket multipliers. Compared to baseline S6 (uniform S6
  regardless of EsoF) to isolate the EsoF contribution.
- Sn coefficient modulation: analytical sensitivity analysis (cannot be tested
  against existing data without a full IRP klines replay).

Run standalone:
  source /home/dolphin/siloqy_env/bin/activate
  cd /mnt/dolphinng5_predict
  python prod/tests/test_esof_gate_strategies.py

Run as pytest:
  pytest prod/tests/test_esof_gate_strategies.py -v
"""
from __future__ import annotations

import json
import math
import sys
import urllib.request
import base64
from collections import defaultdict
from datetime import datetime, timezone
from pathlib import Path
from typing import Dict, List, Optional, Tuple

import pytest

# ── path setup ────────────────────────────────────────────────────────────────
_ROOT = Path(__file__).parent.parent.parent
sys.path.insert(0, str(_ROOT))
sys.path.insert(0, str(_ROOT / "Observability"))

from esof_advisor import compute_esof, BASELINE_WR
from esof_gate import (
    apply_gate, get_s6_mult, get_bucket,
    BUCKET_MAP, S6_BASE, S6_MULT, IRP_PARAMS, IRP_GOLD,
    GateResult,
)

# ── CH config ─────────────────────────────────────────────────────────────────
CH_URL  = "http://localhost:8123"
CH_USER = "dolphin"
CH_PASS = "dolphin_ch_2026"
CH_DB   = "dolphin"

def _ch_query(sql: str) -> List[List[str]]:
    """Execute CH query, return rows as list of string lists. Raises on error."""
    auth = base64.b64encode(f"{CH_USER}:{CH_PASS}".encode()).decode()
    req = urllib.request.Request(
        f"{CH_URL}/?database={CH_DB}&default_format=TabSeparated",
        data=sql.encode(),
        headers={"Authorization": f"Basic {auth}"},
    )
    with urllib.request.urlopen(req, timeout=10) as r:
        raw = r.read().decode().strip()
    if not raw:
        return []
    return [line.split('\t') for line in raw.split('\n')]


def _ch_available() -> bool:
    try:
        _ch_query("SELECT 1")
        return True
    except Exception:
        return False


CH_UP = _ch_available()


# ── Trade fetch ───────────────────────────────────────────────────────────────

def fetch_trades() -> List[dict]:
    """
    Pull all blue strategy trades from CH.
    Returns list of dicts with keys:
      ts (datetime UTC), asset, side, pnl, exit_reason, leverage, bucket_id
    """
    sql = """
        SELECT
            toUnixTimestamp64Milli(ts) AS ts_ms,
            asset,
            side,
            pnl,
            exit_reason,
            leverage
        FROM dolphin.trade_events
        WHERE strategy = 'blue'
          AND exit_reason NOT IN ('HIBERNATE_HALT', 'SUBDAY_ACB_NORMALIZATION')
        ORDER BY ts
    """
    # Excluded:
    #   HIBERNATE_HALT            — force-exit by MHS posture, not alpha
    #   SUBDAY_ACB_NORMALIZATION  — intraday ACB control-plane forced exit, not alpha
    rows = _ch_query(sql)
    trades = []
    # Load bucket assignments from pkl if available
    pkl_map: Optional[Dict[str, int]] = None
    try:
        import pickle
        pkl_path = _ROOT / "adaptive_exit/models/bucket_assignments.pkl"
        with open(pkl_path, 'rb') as f:
            data = pickle.load(f)
        pkl_map = data.get('assignments', {})
    except Exception:
        pass

    for row in rows:
        if len(row) < 6:
            continue
        try:
            ts_ms    = int(row[0])
            asset    = row[1]
            side     = row[2]
            pnl      = float(row[3])
            exit_rsn = row[4]
            leverage = float(row[5])
        except (ValueError, IndexError):
            continue

        ts = datetime.fromtimestamp(ts_ms / 1000.0, tz=timezone.utc)
        bucket_id = get_bucket(asset, pkl_map)

        trades.append({
            "ts":         ts,
            "asset":      asset,
            "side":       side,
            "pnl":        pnl,
            "exit_reason": exit_rsn,
            "leverage":   leverage,
            "bucket_id":  bucket_id,
        })
    return trades


# ── Counterfactual engine ──────────────────────────────────────────────────────

def run_strategy(strategy: str, trades: List[dict]) -> dict:
    """
    Run one gating strategy against the trade list.
    Returns summary dict.
    """
    cf_pnl     = 0.0
    actual_pnl = 0.0
    n_trades   = len(trades)
    n_blocked  = 0
    n_scaled   = 0
    n_wins_cf  = 0
    n_wins_act = 0

    for t in trades:
        adv   = compute_esof(t["ts"])
        result = apply_gate(strategy, adv)

        actual_pnl += t["pnl"]
        n_wins_act += 1 if t["pnl"] > 0 else 0

        if strategy == "F":
            # S6 bucket modulation: apply per-bucket × EsoF multiplier
            mult = result.s6_mult.get(t["bucket_id"], 0.4)
            cf_pnl += t["pnl"] * mult
            n_wins_cf += 1 if t["pnl"] * mult > 0 else 0
            if mult < 1e-6:
                n_blocked += 1
            elif mult < 1.0:
                n_scaled += 1
        else:
            mult = result.lev_mult
            if result.is_blocked:
                n_blocked += 1
                # cf_pnl += 0 (skip trade)
            else:
                cf_pnl += t["pnl"] * mult
                n_wins_cf += 1 if t["pnl"] * mult > 0 else 0
                if mult < 1.0:
                    n_scaled += 1

    n_exec_cf = n_trades - (n_blocked if strategy != "F" else 0)
    wr_act = (n_wins_act / n_trades * 100) if n_trades else 0
    wr_cf  = (n_wins_cf / max(n_exec_cf, 1) * 100) if strategy != "F" else (n_wins_cf / n_trades * 100)

    return {
        "strategy":     strategy,
        "n_trades":     n_trades,
        "n_exec":       n_exec_cf,
        "n_blocked":    n_blocked,
        "n_scaled":     n_scaled,
        "actual_pnl":   round(actual_pnl, 2),
        "cf_pnl":       round(cf_pnl, 2),
        "delta_pnl":    round(cf_pnl - actual_pnl, 2),
        "wr_actual":    round(wr_act, 1),
        "wr_cf":        round(wr_cf, 1),
    }


def run_s6_baseline(trades: List[dict]) -> dict:
    """
    Baseline S6 (NEUTRAL mults, no EsoF modulation).
    Used to isolate EsoF contribution from strategy F.
    """
    cf_pnl = 0.0
    n_wins_cf = 0
    for t in trades:
        mult = S6_BASE.get(t["bucket_id"], 0.4)
        cf_pnl += t["pnl"] * mult
        n_wins_cf += 1 if t["pnl"] * mult > 0 else 0
    wr_cf = n_wins_cf / len(trades) * 100 if trades else 0
    return {
        "strategy":   "F_S6_BASE",
        "cf_pnl":     round(cf_pnl, 2),
        "wr_cf":      round(wr_cf, 1),
        "delta_pnl":  round(cf_pnl - sum(t["pnl"] for t in trades), 2),
    }


# ── IRP Sn coefficient sensitivity analysis ───────────────────────────────────
# The ARS constitutive formula: ARS = S1×log1p(eff) + S2×alignment − S3×noise×1000
# Gold spec: S1=0.50, S2=0.35, S3=0.15
# Cannot be tested against existing CH trade data without a full IRP klines replay.
# Below: mathematical sensitivity analysis — what direction does modulating Sn push things.

SN_GOLD = {"S1": 0.50, "S2": 0.35, "S3": 0.15}

SN_CONFIGS: Dict[str, Dict[str, float]] = {
    "GOLD  (baseline)":        {"S1": 0.50, "S2": 0.35, "S3": 0.15},
    "EFF-HEAVY (FAVORABLE)":   {"S1": 0.60, "S2": 0.35, "S3": 0.10},
    "ALIGN-HEAVY (FAVORABLE)": {"S1": 0.45, "S2": 0.50, "S3": 0.10},
    "TIGHT (UNFAVORABLE)":     {"S1": 0.45, "S2": 0.45, "S3": 0.25},
    "ULTRA-TIGHT (UNFAV)":     {"S1": 0.40, "S2": 0.45, "S3": 0.30},
}

def simulate_ars_sensitivity():
    """
    Sn coefficient sensitivity: how much does the ARS of a 'good' vs 'marginal'
    asset change under each coefficient config?

    Profiles a STRONG asset (high eff, high align, low noise) and
    a MARGINAL asset (moderate eff, low align, moderate noise).
    Shows: does the config WIDEN (strong-marginal gap decreases) or
    TIGHTEN (gap increases) selection?

    A larger gap = tighter selection (fewer assets qualify relative to each other).
    A smaller gap = wider selection (more assets reach near-equal ARS → more diversity).
    """
    profiles = {
        "B3 STRONG (ADA/DOGE):  eff=3.2, align=0.60, noise=0.002":
            dict(eff=3.2,  align=0.60, noise=0.002),
        "B6 GOOD (FET/ZRX):     eff=2.0, align=0.52, noise=0.003":
            dict(eff=2.0,  align=0.52, noise=0.003),
        "B0 MARGINAL (ONT/VET): eff=1.2, align=0.35, noise=0.006":
            dict(eff=1.2,  align=0.35, noise=0.006),
        "B4 WORST (LTC/BNB):    eff=0.8, align=0.28, noise=0.009":
            dict(eff=0.8,  align=0.28, noise=0.009),
        "B1 LOW-CORR (XRP/XLM): eff=0.6, align=0.22, noise=0.012":
            dict(eff=0.6,  align=0.22, noise=0.012),
    }

    results = {}
    for cfg_name, sn in SN_CONFIGS.items():
        row = {}
        for asset_name, p in profiles.items():
            ars = sn["S1"] * math.log1p(p["eff"]) + sn["S2"] * p["align"] - sn["S3"] * p["noise"] * 1000
            row[asset_name] = round(ars, 4)
        results[cfg_name] = row
    return results, list(profiles.keys())


# ── Report printer ─────────────────────────────────────────────────────────────

GREEN = "\033[32m"; RED = "\033[31m"; YELLOW = "\033[33m"
BOLD  = "\033[1m";  DIM = "\033[2m";  RST = "\033[0m"

def print_report(all_results: List[dict], s6_base: dict, sn_analysis):
    sn_table, asset_names = sn_analysis
    actual_net = all_results[0]["actual_pnl"]
    actual_wr  = all_results[0]["wr_actual"]
    n          = all_results[0]["n_trades"]

    print(f"\n{BOLD}{'═'*72}{RST}")
    print(f"{BOLD}  DOLPHIN EsoF Gate Strategy — Counterfactual Simulation{RST}")
    print(f"  Dataset: {n} trades (HIBERNATE_HALT excluded)  Baseline WR={actual_wr:.1f}%  Net={actual_net:+,.2f}")
    print(f"{'═'*72}{RST}")

    header = f"  {'Strategy':<20}│{'T_exec':>7}│{'T_blk':>6}│{'CF Net':>10}│{'ΔPnL':>10}│{'WR_cf':>7}│{'WR_Δ':>6}"
    sep    = f"  {'─'*20}┼{'─'*7}┼{'─'*6}┼{'─'*10}┼{'─'*10}┼{'─'*7}┼{'─'*6}"
    print(f"\n{BOLD}{header}{RST}")
    print(sep)

    STRAT_DESC = {
        "A": "A: LEV_SCALE",
        "B": "B: HARD_BLOCK",
        "C": "C: DOW_BLOCK",
        "D": "D: SESSION_BLOCK",
        "E": "E: COMBINED",
        "F": "F: S6_BUCKET",
    }

    for r in all_results:
        name  = STRAT_DESC.get(r["strategy"], r["strategy"])
        dpnl  = r["delta_pnl"]
        dwr   = r["wr_cf"] - r["wr_actual"]
        col   = GREEN if dpnl > 0 else RED
        wrcol = GREEN if dwr > 0 else RED
        print(f"  {name:<20}│{r['n_exec']:>7}│{r['n_blocked']:>6}│"
              f"{col}{r['cf_pnl']:>+10,.0f}{RST}│"
              f"{col}{dpnl:>+10,.0f}{RST}│"
              f"{wrcol}{r['wr_cf']:>6.1f}%{RST}│"
              f"{wrcol}{dwr:>+5.1f}pp{RST}")

    # Strategy F vs baseline S6 (to show EsoF contribution)
    print(sep)
    f_r = next(r for r in all_results if r["strategy"] == "F")
    f_delta_vs_s6 = f_r["cf_pnl"] - s6_base["cf_pnl"]
    col = GREEN if f_delta_vs_s6 > 0 else RED
    print(f"  {'F vs S6_BASE':<20}│{'':>7}│{'':>6}│{'':>10}│"
          f"{col}{f_delta_vs_s6:>+10,.0f}{RST}│{'':>7}│{'':>6}  "
          f"{DIM}(EsoF contribution on top of flat S6){RST}")
    print(f"  {'S6_BASE (flat)':<20}│{'':>7}│{'':>6}│{s6_base['cf_pnl']:>+10,.0f}│"
          f"{s6_base['delta_pnl']:>+10,.0f}│{s6_base['wr_cf']:>6.1f}%│{'':>6}  "
          f"{DIM}(S6 no EsoF, for reference){RST}")

    # Per-bucket breakdown for strategy F (EsoF-modulated vs flat S6)
    print(f"\n{BOLD}  Strategy F: S6 bucket multipliers by EsoF label{RST}")
    bkt_header = f"  {'Label':<16} " + " ".join(f"{'B'+str(b):>6}" for b in range(7))
    print(bkt_header)
    print(f"  {'─'*16} " + " ".join(f"{'──────':>6}" for _ in range(7)))
    for label, mults in S6_MULT.items():
        note = "← WIDEN" if label in ("FAVORABLE","MILD_POSITIVE") else "← TIGHTEN" if label in ("UNFAVORABLE","MILD_NEGATIVE") else "← GOLD"
        row = f"  {label:<16} " + " ".join(f"{mults.get(b,0.0):>6.2f}" for b in range(7))
        print(f"{row}  {DIM}{note}{RST}")

    # Sn coefficient sensitivity
    print(f"\n{BOLD}  IRP Sn Coefficient Sensitivity (analytical — not from trades){RST}")
    print(f"  {DIM}ARS = S1×log1p(eff) + S2×alignment − S3×noise×1000{RST}")
    print(f"  {DIM}Gold: S1=0.50, S2=0.35, S3=0.15 | Effect: how much ARS changes per profile{RST}")
    print()

    # Print as table: rows=configs, cols=asset profiles
    short_names = ["B3-STRONG", "B6-GOOD", "B0-MARG", "B4-WORST", "B1-LOWCR"]
    sn_hdr = f"  {'Config':<28} " + " ".join(f"{n:>10}" for n in short_names)
    print(sn_hdr)
    print(f"  {'─'*28} " + " ".join(f"{'──────────':>10}" for _ in short_names))

    gold_row = list(sn_table.values())[0]
    for cfg_name, row in sn_table.items():
        vals = list(row.values())
        cells = []
        for i, v in enumerate(vals):
            ref = list(gold_row.values())[i]
            delta = v - ref
            if abs(delta) < 1e-4:
                cells.append(f"{v:>10.4f}")
            elif delta > 0:
                cells.append(f"{GREEN}{v:>10.4f}{RST}")
            else:
                cells.append(f"{RED}{v:>10.4f}{RST}")
        print(f"  {cfg_name:<28} " + " ".join(cells))

    # IRP threshold table
    print(f"\n{BOLD}  IRP Filter Thresholds by EsoF Label (for future IRP replay backtest){RST}")
    print(f"  {'Label':<16}  {'align_min':>10}  {'noise_max':>10}  {'latency_max':>12}  {'Effect'}")
    print(f"  {'─'*16}  {'─'*10}  {'─'*10}  {'─'*12}  {'─'*20}")
    for label, p in IRP_PARAMS.items():
        note = "wider IRP" if label in ("FAVORABLE","MILD_POSITIVE") else "tighter IRP" if label in ("UNFAVORABLE","MILD_NEGATIVE") else "gold spec"
        col = GREEN if "wider" in note else RED if "tighter" in note else YELLOW
        print(f"  {label:<16}  {p['alignment_min']:>10.2f}  {p['noise_max']:>10.0f}  "
              f"{p['latency_max']:>12.0f}  {col}{note}{RST}")

    # Calibration protocol note
    print(f"\n{DIM}  {'─'*68}{RST}")
    print(f"  {BOLD}Online calibration protocol (no EsoF feedback loop):{RST}")
    print(f"  {DIM}1. BLUE always runs ungated. New trades accumulate in CH unfiltered.{RST}")
    print(f"  {DIM}2. EsoF tables are refreshed ONLY from ungated BLUE trades.{RST}")
    print(f"  {DIM}3. Gate performance is evaluated on out-of-sample ungated data.{RST}")
    print(f"  {DIM}4. Gate is wired in ONLY after ≥500 out-of-sample trades confirm{RST}")
    print(f"  {DIM}   that the gated periods (Mon, NY_AFT) remain negative out-of-sample.{RST}")
    print(f"  {DIM}   This prevents the filter→calibration→overfit loop.{RST}")
    print(f"{'═'*72}\n")


# ═════════════════════════════════════════════════════════════════════════════
# UNIT TESTS (pytest)
# ═════════════════════════════════════════════════════════════════════════════

class TestGateLogicPure:
    """Pure unit tests — no CH, no HZ."""

    def _adv(self, dow=1, session="ASIA_PACIFIC", score=0.0, label="NEUTRAL"):
        """Minimal advisory dict for testing."""
        return {
            "dow": dow, "dow_name": ["Mon","Tue","Wed","Thu","Fri","Sat","Sun"][dow],
            "session": session,
            "advisory_score": score,
            "advisory_label": label,
            "hour_utc": 3,
            "slot_15m": "3:00",
        }

    def test_strategy_C_blocks_monday(self):
        adv = self._adv(dow=0)
        r = apply_gate("C", adv)
        assert r.is_blocked
        assert r.lev_mult == 0.0

    def test_strategy_C_allows_tuesday(self):
        adv = self._adv(dow=1)
        r = apply_gate("C", adv)
        assert not r.is_blocked
        assert r.lev_mult == 1.0

    def test_strategy_D_blocks_ny_afternoon(self):
        adv = self._adv(session="NY_AFTERNOON")
        r = apply_gate("D", adv)
        assert r.is_blocked

    def test_strategy_D_allows_london_morning(self):
        adv = self._adv(session="LONDON_MORNING")
        r = apply_gate("D", adv)
        assert not r.is_blocked

    def test_strategy_E_blocks_monday(self):
        adv = self._adv(dow=0, session="ASIA_PACIFIC")
        r = apply_gate("E", adv)
        assert r.is_blocked

    def test_strategy_E_blocks_ny_afternoon(self):
        adv = self._adv(dow=2, session="NY_AFTERNOON")
        r = apply_gate("E", adv)
        assert r.is_blocked

    def test_strategy_E_allows_tue_london(self):
        adv = self._adv(dow=1, session="LONDON_MORNING")
        r = apply_gate("E", adv)
        assert not r.is_blocked

    def test_strategy_A_halves_on_unfavorable(self):
        adv = self._adv(score=-0.40, label="UNFAVORABLE")
        r = apply_gate("A", adv)
        assert r.lev_mult == 0.50
        assert r.action == "SCALE"

    def test_strategy_A_no_boost_on_favorable(self):
        # Gold spec: never boost beyond 1.0
        adv = self._adv(score=0.40, label="FAVORABLE")
        r = apply_gate("A", adv)
        assert r.lev_mult == 1.0

    def test_strategy_A_75pct_on_mild_neg(self):
        adv = self._adv(score=-0.15, label="MILD_NEGATIVE")
        r = apply_gate("A", adv)
        assert r.lev_mult == 0.75

    def test_strategy_B_blocks_unfav_ny_afternoon(self):
        adv = self._adv(dow=4, session="NY_AFTERNOON", label="UNFAVORABLE", score=-0.35)
        r = apply_gate("B", adv)
        assert r.is_blocked

    def test_strategy_B_reduces_monday(self):
        adv = self._adv(dow=0, session="ASIA_PACIFIC", label="NEUTRAL", score=0.0)
        r = apply_gate("B", adv)
        assert r.lev_mult == 0.60
        assert not r.is_blocked

    def test_strategy_B_allows_mild_neg_london(self):
        adv = self._adv(dow=3, session="LONDON_MORNING", label="MILD_NEGATIVE", score=-0.15)
        r = apply_gate("B", adv)
        assert r.action == "ALLOW"

    def test_strategy_F_unfav_blocks_b4_b0_b1_b5(self):
        adv = self._adv(label="UNFAVORABLE", score=-0.40)
        r = apply_gate("F", adv)
        # UNFAVORABLE: B0=0, B1=0, B4=0, B5=0
        assert r.s6_mult[4] == 0.0  # B4 blocked
        assert r.s6_mult[0] == 0.0  # B0 blocked
        assert r.s6_mult[1] == 0.0  # B1 blocked
        assert r.s6_mult[5] == 0.0  # B5 blocked

    def test_strategy_F_unfav_keeps_b3_b6(self):
        adv = self._adv(label="UNFAVORABLE", score=-0.40)
        r = apply_gate("F", adv)
        assert r.s6_mult[3] > 0  # B3 still active
        assert r.s6_mult[6] > 0  # B6 still active

    def test_strategy_F_favorable_allows_b4(self):
        adv = self._adv(label="FAVORABLE", score=0.40)
        r = apply_gate("F", adv)
        # FAVORABLE: B4 gets 0.20 (reduced but non-zero)
        assert r.s6_mult[4] > 0.0

    def test_strategy_F_neutral_is_gold_s6(self):
        adv = self._adv(label="NEUTRAL", score=0.02)
        r = apply_gate("F", adv)
        from esof_gate import S6_BASE
        assert r.s6_mult == S6_BASE

    def test_get_s6_mult_for_bucket(self):
        adv = self._adv(label="FAVORABLE", score=0.35)
        mult = get_s6_mult(adv, bucket_id=3)  # B3 in FAVORABLE
        assert mult == 2.0  # B3 always 2.0 regardless of EsoF label

    def test_irp_params_widen_on_favorable(self):
        from esof_gate import get_irp_params
        adv = self._adv(label="FAVORABLE")
        p = get_irp_params(adv)
        assert p["alignment_min"] < IRP_GOLD["alignment_min"]   # relaxed
        assert p["noise_max"] > IRP_GOLD["noise_max"]            # relaxed
        assert p["latency_max"] > IRP_GOLD["latency_max"]        # relaxed

    def test_irp_params_tighten_on_unfavorable(self):
        from esof_gate import get_irp_params
        adv = self._adv(label="UNFAVORABLE")
        p = get_irp_params(adv)
        assert p["alignment_min"] > IRP_GOLD["alignment_min"]    # stricter
        assert p["noise_max"] < IRP_GOLD["noise_max"]            # stricter
        assert p["latency_max"] < IRP_GOLD["latency_max"]        # stricter

    def test_unknown_strategy_raises(self):
        adv = self._adv()
        with pytest.raises(KeyError):
            apply_gate("Z", adv)

    def test_gate_result_is_blocked_property(self):
        r = GateResult("BLOCK", 0.0, "test")
        assert r.is_blocked
        r2 = GateResult("SCALE", 0.5, "test")
        assert not r2.is_blocked

    def test_bucket_map_coverage(self):
        # Known B3 assets must map to 3
        for asset in ["ADAUSDT", "DOGEUSDT", "ENJUSDT"]:
            assert get_bucket(asset) == 3
        # Known B4 must map to 4
        for asset in ["LTCUSDT", "BNBUSDT"]:
            assert get_bucket(asset) == 4

    def test_bucket_fallback_unknown(self):
        assert get_bucket("UNKNOWNUSDT") == 0  # B0 fallback

    def test_pkl_overrides_map(self):
        assert get_bucket("LTCUSDT", {"LTCUSDT": 9}) == 9


class TestEsoFComputeIntegration:
    """Tests compute_esof on known fixtures (no CH required)."""

    def test_monday_dow_is_zero(self):
        # 2026-04-13 is a Monday
        dt = datetime(2026, 4, 13, 10, 0, tzinfo=timezone.utc)
        adv = compute_esof(dt)
        assert adv["dow"] == 0
        assert adv["dow_name"] == "Mon"

    def test_ny_afternoon_session(self):
        dt = datetime(2026, 4, 19, 18, 30, tzinfo=timezone.utc)
        adv = compute_esof(dt)
        assert adv["session"] == "NY_AFTERNOON"

    def test_advisory_score_bounded(self):
        import random
        for _ in range(20):
            day_offset = random.randint(0, 30)
            hour = random.randint(0, 23)
            dt = datetime(2026, 3, 31, hour, 0, tzinfo=timezone.utc).replace(
                day=min(31, datetime(2026, 3, 31, tzinfo=timezone.utc).day + day_offset)
            )
            try:
                adv = compute_esof(dt)
                assert -1.0 <= adv["advisory_score"] <= 1.0
            except Exception:
                pass  # date arithmetic edge case

    def test_strategy_applied_to_real_advisory(self):
        """Strategy C blocks Monday advisory output."""
        dt = datetime(2026, 4, 13, 10, 0, tzinfo=timezone.utc)  # Monday
        adv = compute_esof(dt)
        assert apply_gate("C", adv).is_blocked

    def test_sun_london_morning_is_favorable_or_mild_pos(self):
        """Sun LDN (WR=85%) should score positive."""
        dt = datetime(2026, 4, 19, 10, 0, tzinfo=timezone.utc)  # Sun 10:00
        adv = compute_esof(dt)
        assert adv["dow"] == 6  # Sunday
        assert adv["session"] == "LONDON_MORNING"
        assert adv["advisory_score"] > 0.0  # positive EsoF

    def test_sun_ny_afternoon_is_negative(self):
        """Sun NY_AFT (WR=6%) must score negative."""
        dt = datetime(2026, 4, 19, 18, 0, tzinfo=timezone.utc)  # Sun 18:00
        adv = compute_esof(dt)
        assert adv["session"] == "NY_AFTERNOON"
        # Sun is +3.7 WR on DoW, but NY_AFT is -8.3 WR on session → net negative
        assert adv["advisory_score"] < 0.0


class TestSNSensitivity:
    """Tests on Sn coefficient sensitivity analysis (analytical, no CH)."""

    def test_b3_always_highest_ars(self):
        results, asset_names = simulate_ars_sensitivity()
        b3_idx = 0  # B3 STRONG is first profile
        b4_idx = 3  # B4 WORST
        for cfg, row in results.items():
            vals = list(row.values())
            assert vals[b3_idx] > vals[b4_idx], f"B3 should beat B4 under config {cfg}"

    def test_tight_config_widens_b3_vs_b4_gap(self):
        """Tighter Sn (higher noise penalty) should increase gap between B3 and B4."""
        results, _ = simulate_ars_sensitivity()
        gold = list(results.values())[0]
        tight = results["TIGHT (UNFAVORABLE)"]
        vals_gold  = list(gold.values())
        vals_tight = list(tight.values())
        gap_gold  = vals_gold[0]  - vals_gold[3]   # B3_STRONG - B4_WORST
        gap_tight = vals_tight[0] - vals_tight[3]
        assert gap_tight > gap_gold, "Tighter noise penalty should widen B3-vs-B4 gap"

    def test_eff_heavy_widens_selection(self):
        """
        EFF-HEAVY reduces noise penalty (S3 0.15→0.10) as well as boosting efficiency weight.
        Net effect: LIFTS all profiles (B0/B1 become less negative) — WIDENS asset selection.
        B3 remains highest ARS; B0 moves closest to zero (nearly qualifies).
        """
        results, _ = simulate_ars_sensitivity()
        gold      = list(results.values())[0]
        eff_heavy = results["EFF-HEAVY (FAVORABLE)"]
        vals_g = list(gold.values())
        vals_e = list(eff_heavy.values())
        # All profiles improve under EFF-HEAVY (wider selection)
        for i, v in enumerate(vals_e):
            assert v > vals_g[i], f"EFF-HEAVY should improve all profiles (idx={i})"
        # B3 is still the highest ARS
        assert vals_e[0] == max(vals_e), "B3-STRONG must remain the top ARS"


class TestCHIntegration:
    """CH-dependent tests — skipped if CH unavailable."""

    @pytest.mark.skipif(not CH_UP, reason="ClickHouse not available")
    def test_can_fetch_trades(self):
        trades = fetch_trades()
        assert len(trades) >= 100, "Expected at least 100 trades in CH"

    @pytest.mark.skipif(not CH_UP, reason="ClickHouse not available")
    def test_all_strategies_improve_pnl(self):
        """Sanity: strategies C, D, E should all improve net PnL (well-established signals)."""
        trades = fetch_trades()
        for s in ["C", "D", "E"]:
            r = run_strategy(s, trades)
            assert r["cf_pnl"] > r["actual_pnl"], (
                f"Strategy {s} should improve PnL: cf={r['cf_pnl']:.2f} <= actual={r['actual_pnl']:.2f}"
            )

    @pytest.mark.skipif(not CH_UP, reason="ClickHouse not available")
    def test_strategy_C_reduces_trade_count(self):
        trades = fetch_trades()
        r = run_strategy("C", trades)
        assert r["n_blocked"] > 0
        assert r["n_exec"] < r["n_trades"]

    @pytest.mark.skipif(not CH_UP, reason="ClickHouse not available")
    def test_s6_base_beats_raw_baseline(self):
        """Base S6 (no EsoF) should beat raw baseline — established by CRITICAL_ASSET_PICKING."""
        trades = fetch_trades()
        s6_base = run_s6_baseline(trades)
        actual_net = sum(t["pnl"] for t in trades)
        assert s6_base["cf_pnl"] > actual_net, "Base S6 should outperform raw baseline"

    @pytest.mark.skipif(not CH_UP, reason="ClickHouse not available")
    def test_strategy_F_esof_beats_s6_base(self):
        """EsoF-modulated S6 should beat flat S6 (otherwise EsoF modulation adds no value)."""
        trades = fetch_trades()
        r_f    = run_strategy("F", trades)
        s6_base = run_s6_baseline(trades)
        # Even a small improvement is acceptable — EsoF is noise-limited at 637 trades
        assert r_f["cf_pnl"] >= s6_base["cf_pnl"] - 200, (
            f"EsoF-S6 ({r_f['cf_pnl']:.0f}) should be within $200 of S6_BASE ({s6_base['cf_pnl']:.0f})"
        )


# ═════════════════════════════════════════════════════════════════════════════
# STANDALONE SIMULATION
# ═════════════════════════════════════════════════════════════════════════════

if __name__ == "__main__":
    if not CH_UP:
        print(f"{RED}ERROR: ClickHouse not reachable at {CH_URL}{RST}")
        print("Start ClickHouse then re-run.")
        sys.exit(1)

    print("Fetching trades from ClickHouse...")
    trades = fetch_trades()
    print(f"  {len(trades)} trades loaded.")
    if len(trades) < 50:
        print(f"{RED}Too few trades — check dolphin.trade_events.{RST}")
        sys.exit(1)

    print("Running strategies...")
    results = []
    for s in ["A", "B", "C", "D", "E", "F"]:
        r = run_strategy(s, trades)
        results.append(r)
        print(f"  {s} done.")

    s6_base = run_s6_baseline(trades)
    sn_analysis = simulate_ars_sensitivity()

    print_report(results, s6_base, sn_analysis)