siloqy/prod/clean_arch/violet/test_violet_decision_engine.py

"""V3c: VioletDecisionEngine — muted-decision gating, cadence suppression, no exec."""

from __future__ import annotations

import sys

sys.path.insert(0, "/mnt/dolphinng5_predict")

import pytest

import re
from pathlib import Path

from prod.clean_arch.violet.cadence import Action, CadenceControlPlane, INSTA_Q_NS, SCAN_Q_NS
from prod.clean_arch.violet.decision_engine import (
    STABLECOIN_SYMBOLS, ShadowDecision, SizingFactors, VioletDecisionEngine,
)
from prod.clean_arch.violet.sizing import VioletSizer

LOOKBACK = 5


def _engine(cp=None, **kw):
    return VioletDecisionEngine(control_plane=cp, lookback=LOOKBACK, **kw)


def _warm(engine, n_scans: int = 8):
    """Feed a short-favorable universe (downtrending) so the selector warms + ranks."""
    assets = ["AAAUSDT", "BBBUSDT", "CCCUSDT"]
    for s in range(n_scans):
        prices = [100.0 * (1 - 0.002 * s - 0.0005 * i) for i in range(len(assets))]
        engine.observe({"assets": assets, "asset_prices": prices}, scan_number=s + 1)


def test_short_signal_produces_shadow_decision():
    e = _engine()
    _warm(e)
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, vol_ok=True)
    assert d is None or isinstance(d, ShadowDecision)
    if d is not None:
        assert d.side == "SHORT"
        assert d.target_exposure == pytest.approx(69_000.0 * d.notional_fraction)
        assert d.actuated is True


def test_no_decision_when_vel_div_above_threshold():
    e = _engine()
    _warm(e)
    # vel_div above entry threshold (-0.02) → no short signal
    assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=0.05) is None


def test_no_decision_when_vol_gate_blocks():
    e = _engine()
    _warm(e)
    assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=-0.20, vol_ok=False) is None


def test_no_decision_before_universe_warm():
    e = _engine()
    e.observe({"assets": ["AAAUSDT"], "asset_prices": [100.0]}, scan_number=1)  # 1 bar << lookback
    assert e.decide(now_ns=10**12, scan_number=1, capital=69_000.0, vel_div=-0.20) is None


def test_cadence_suppresses_repeat_within_quantum():
    cp = CadenceControlPlane()  # ENTRY default Q = scan (5s)
    e = _engine(cp=cp)
    _warm(e)
    t0 = 10**12
    d1 = e.decide(now_ns=t0, scan_number=10, capital=69_000.0, vel_div=-0.20)
    # second call 1ms later: within the scan quantum → suppressed (no actuation)
    d2 = e.decide(now_ns=t0 + 1_000_000, scan_number=11, capital=69_000.0, vel_div=-0.20)
    if d1 is not None:
        assert d2 is None
        assert e.suppressed_by_cadence >= 1
    # after a full scan quantum elapses → actuates again
    d3 = e.decide(now_ns=t0 + SCAN_Q_NS, scan_number=12, capital=69_000.0, vel_div=-0.20)
    if d1 is not None:
        assert d3 is not None


def test_insta_cadence_actuates_every_call():
    cp = CadenceControlPlane()
    cp.set(Action.ENTRY, q_ns=INSTA_Q_NS)
    e = _engine(cp=cp)
    _warm(e)
    t = 10**12
    d1 = e.decide(now_ns=t, scan_number=1, capital=69_000.0, vel_div=-0.20)
    d2 = e.decide(now_ns=t + 1, scan_number=2, capital=69_000.0, vel_div=-0.20)
    if d1 is not None:
        assert d2 is not None  # insta → no suppression


def test_evaluate_always_ge_actuate_invariant():
    e = _engine()
    _warm(e)
    t = 10**12
    for k in range(5):
        e.decide(now_ns=t + k * 1_000_000, scan_number=20 + k, capital=69_000.0, vel_div=-0.20)
    assert e.evaluations >= e.actuations


def test_engine_holds_no_venue_or_kernel():
    # structural no-execution guarantee: the shadow engine has no venue/kernel/submit.
    e = _engine()
    for attr in ("venue", "kernel", "submit", "submit_intent", "execute"):
        assert not hasattr(e, attr)


def test_stablecoin_set_matches_blue_exactly():
    # Drift guard: VIOLET's exclusion set MUST equal BLUE's _STABLECOIN_SYMBOLS
    # (nautilus_event_trader.py), parsed from source (no heavy import).
    src = Path("/mnt/dolphinng5_predict/prod/nautilus_event_trader.py").read_text()
    m = re.search(r"_STABLECOIN_SYMBOLS\s*=\s*frozenset\(\{(.*?)\}\)", src, re.DOTALL)
    assert m is not None
    blue = set(re.findall(r"'([A-Z0-9]+)'", m.group(1)))
    assert STABLECOIN_SYMBOLS == blue


def test_stablecoin_never_selected():
    # Even with a strong short signal, a stablecoin must never be picked (BLUE :3906).
    e = _engine()
    assets = ["USDCUSDT", "BBBUSDT", "CCCUSDT"]
    for s in range(8):
        # USDC trends down hardest (would rank top by IRP if not excluded)
        prices = [100.0 * (1 - 0.01 * s), 100.0 * (1 - 0.001 * s), 100.0 * (1 - 0.0005 * s)]
        e.observe({"assets": assets, "asset_prices": prices}, scan_number=s + 1)
    assert "USDCUSDT" not in e._history          # never accumulated
    for k in range(3):
        d = e.decide(now_ns=10**12 + k * SCAN_Q_NS, scan_number=20 + k,
                     capital=69_000.0, vel_div=-0.20)
        if d is not None:
            assert d.asset != "USDCUSDT"


def test_determinism_same_inputs_same_decision():
    e1, e2 = _engine(), _engine()
    _warm(e1); _warm(e2)
    d1 = e1.decide(now_ns=10**12, scan_number=5, capital=69_000.0, vel_div=-0.20)
    d2 = e2.decide(now_ns=10**12, scan_number=5, capital=69_000.0, vel_div=-0.20)
    assert (d1 is None) == (d2 is None)
    if d1 is not None:
        assert d1.model_dump() == d2.model_dump()


# ── V3.4: full 5-factor sizing path (SizingFactors → VioletSizer) ──────────────

def _full_factors(**kw):
    base = dict(boost=1.3, beta=0.8, mc_scale=1.0, esof_score=0.3,
                ob_median_imbalance=0.5, ob_agreement_pct=0.90,
                dc_status="NONE", posture="APEX")
    base.update(kw)
    return SizingFactors(**base)


def test_sizing_factors_neutral_defaults():
    f = SizingFactors()
    assert f.boost == 1.0 and f.beta == 0.0 and f.mc_scale == 1.0
    assert f.esof_score is None and f.dc_status == "NONE" and f.posture == "APEX"


def test_base_path_leaves_breakdown_none():
    e = _engine(); _warm(e)
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20)
    if d is not None:
        assert d.regime_size_mult is None and d.market_ob_mult is None
        assert d.base_leverage is None and d.dc_lev_mult is None and d.esof_size_mult is None


def test_full_path_populates_breakdown_and_caps():
    e = _engine(); _warm(e)
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20,
                 factors=_full_factors())
    if d is not None:
        for v in (d.base_leverage, d.dc_lev_mult, d.regime_size_mult,
                  d.market_ob_mult, d.esof_size_mult):
            assert v is not None
        assert d.base_leverage <= 8.0 + 1e-9              # VioletSizer base_max=8
        assert 0.0 <= d.conviction_leverage <= 9.0 + 1e-9  # capped @ abs_max


def test_full_conviction_matches_violet_sizer_directly():
    # engine's full conviction == VioletSizer.size() on the same inputs (consistency).
    e = _engine(); _warm(e)
    f = _full_factors()
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20, factors=f)
    if d is not None:
        vs = VioletSizer(base_fraction=0.20, min_leverage=0.5, base_max_leverage=8.0,
                         abs_max_leverage=9.0, vel_div_threshold=-0.02)
        direct = vs.size(capital=69_000.0, vel_div=-0.20, boost=f.boost, beta=f.beta,
                         mc_scale=f.mc_scale, esof_score=f.esof_score,
                         ob_median_imbalance=f.ob_median_imbalance,
                         ob_agreement_pct=f.ob_agreement_pct, dc_status=f.dc_status,
                         posture=f.posture, trade_direction=-1)
        assert d.conviction_leverage == direct.decision.conviction_leverage


def test_stalker_posture_caps_full_conviction_at_2():
    e = _engine(); _warm(e)
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.20,
                 factors=_full_factors(posture="STALKER"))
    if d is not None:
        assert d.conviction_leverage <= 2.0 + 1e-9


def test_full_path_esof_stale_haircuts_below_base():
    # esof_score=None -> stale fallback (<1) -> conviction at/below base (min-floored).
    e = _engine(); _warm(e)
    d = e.decide(now_ns=10**12, scan_number=99, capital=69_000.0, vel_div=-0.025,
                 factors=_full_factors(esof_score=None, boost=1.0, beta=0.0,
                                       ob_median_imbalance=None, ob_agreement_pct=None))
    if d is not None:
        assert d.esof_size_mult < 1.0
        assert d.conviction_leverage <= d.base_leverage + 1e-9