sentiment-engine/MALKHUT/malkhut/tests/test_counterparties.py

"""
Counterparty ecology — adversarial agent behavior.
"""
import random
import pytest
from malkhut.state import (
    AccountState, MarketWorldState, Mode, OrderBookState, PriceLevel,
    Side, TradePathState, VenueRules,
)
from malkhut.counterparties import (
    ToxicTakerPolicy, PassiveMakerPolicy, LatencyArbPolicy,
    NoiseTraderPolicy, default_counterparty_ecology,
)
from malkhut.actions import ActionKind, AgentRole


def _state(**kw):
    tp_kw = kw.get("trade_path_kw", {})
    tp = TradePathState(
        symbol="BTCUSDT", side=Side.BUY, entry_ts_ns=0, now_ts_ns=100_000_000,
        bars_held=10, seconds_held=100.0, pnl_bps=0.0, mae_bps=-10.0,
        mfe_bps=15.0, distance_from_mfe_bps=15.0, distance_from_entry_bps=0.0,
        time_to_mfe_s=30.0, time_in_loss_s=50.0, time_in_profit_s=50.0,
        time_since_last_profit_s=10.0, time_since_deep_mae_s=20.0,
        loss_to_profit_transitions=1, deep_loss_recoveries=0,
        failed_recovery_count=0, recovery_velocity_bps_per_s=1.0,
        adverse_velocity_bps_per_s=-0.5,
        dolphin_regime_score=0.5, jericho_signal_strength=0.3,
        volatility_bps=15.0, orderflow_toxicity=kw.get("toxicity", 0.3),
        queue_churn_score=0.2, book_imbalance=0.1,
        cross_venue_lead_score=kw.get("lead", 0.1),
    ) if kw.get("with_path", True) else None

    return MarketWorldState(
        ts_ns=1_000_000_000, mode=Mode.REPLAY_NO_IMPACT,
        venue=VenueRules(
            exchange="bingx", symbol="BTCUSDT", tick_size=0.1, lot_size=0.001,
            min_qty=0.001, min_notional=5.0, maker_fee_bps=-0.2, taker_fee_bps=0.5,
            post_only_supported=True, reduce_only_supported=True,
            max_orders_per_second=100, max_cancels_per_minute=120,
        ),
        book=OrderBookState(
            ts_ns=1_000_000_000, symbol="BTCUSDT",
            bids=(PriceLevel(50000.0, 1.0),), asks=(PriceLevel(50001.0, 1.0),),
        ),
        account=AccountState(
            ts_ns=1_000_000_000, equity=10000.0, wallet_balance=10000.0,
            available_balance=10000.0, margin_used=0.0, total_notional=0.0,
        ),
        trade_path=tp,
    )


class TestToxicTaker:
    def test_noop_when_low_toxicity(self):
        p = ToxicTakerPolicy()
        s = _state(toxicity=0.3)
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.NOOP

    def test_cross_when_high_toxicity(self):
        p = ToxicTakerPolicy()
        s = _state(toxicity=0.9)
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.CROSS_SPREAD

    def test_always_has_legal_actions(self):
        p = ToxicTakerPolicy()
        s = _state()
        actions = p.legal_actions(s)
        assert len(actions) == 3

    def test_role_is_toxic_taker(self):
        p = ToxicTakerPolicy()
        assert p.role == AgentRole.TOXIC_TAKER

    def test_toxicity_field_set(self):
        p = ToxicTakerPolicy()
        s = _state(toxicity=0.9)
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        if a.kind == ActionKind.CROSS_SPREAD:
            assert a.toxicity > 0


class TestPassiveMaker:
    def test_always_has_legal_actions(self):
        p = PassiveMakerPolicy()
        s = _state()
        actions = p.legal_actions(s)
        assert len(actions) == 4

    def test_role_is_passive_maker(self):
        p = PassiveMakerPolicy()
        assert p.role == AgentRole.PASSIVE_MAKER

    def test_rollout_can_place(self):
        p = PassiveMakerPolicy(join_probability=1.0)
        s = _state()
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.PLACE

    def test_rollout_can_noop(self):
        p = PassiveMakerPolicy(join_probability=0.0)
        s = _state()
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.NOOP

    def test_deterministic_with_same_seed(self):
        p = PassiveMakerPolicy()
        s = _state()
        a1 = p.rollout_action(s, random.Random(99))
        a2 = p.rollout_action(s, random.Random(99))
        assert a1.kind == a2.kind


class TestLatencyArb:
    def test_noop_when_low_lead(self):
        p = LatencyArbPolicy()
        s = _state(lead=0.3)
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.NOOP

    def test_cross_when_high_lead(self):
        p = LatencyArbPolicy()
        s = _state(lead=0.8)
        rng = random.Random(42)
        a = p.rollout_action(s, rng)
        assert a.kind == ActionKind.CROSS_SPREAD

    def test_always_has_legal_actions(self):
        p = LatencyArbPolicy()
        s = _state()
        actions = p.legal_actions(s)
        assert len(actions) == 3


class TestNoiseTrader:
    def test_always_has_legal_actions(self):
        p = NoiseTraderPolicy()
        s = _state()
        actions = p.legal_actions(s)
        assert len(actions) == 3

    def test_role_is_noise_trader(self):
        p = NoiseTraderPolicy()
        assert p.role == AgentRole.NOISE_TRADER

    def test_rollout_can_cross(self):
        p = NoiseTraderPolicy()
        s = _state()
        rng = random.Random(42)
        crosses = 0
        for seed in range(100):
            a = p.rollout_action(s, random.Random(seed))
            if a.kind == ActionKind.CROSS_SPREAD:
                crosses += 1
        assert crosses > 0


class TestDefaultEcology:
    def test_has_four_agents(self):
        eco = default_counterparty_ecology()
        assert len(eco) == 4

    def test_unique_roles(self):
        eco = default_counterparty_ecology()
        roles = [p.role for p in eco]
        assert len(set(roles)) == 4

    def test_all_have_legal_actions(self):
        eco = default_counterparty_ecology()
        s = _state()
        for p in eco:
            actions = p.legal_actions(s)
            assert len(actions) > 0