siloqy/prod/tests/test_pink_multi_exit_groundwork.py

"""Sprint 3 offline groundwork — PINK MARKET multi-leg.

Validates, with MockVenue (no exchange contact):
  1. Flaw 4 — a two-leg exit closes only after the final leg, with no
     double-close / double-settle and a correct cumulative realized PnL.
  2. The cumulative-ratio sizing-overshoot invariant flagged in Sprint 0: a
     final EXIT that requests MORE than the remaining position must not
     oversell — remaining size clamps to 0.0 (never negative) and the slot
     closes exactly once.
  3. The new ``trade_exit_legs`` writer in pink_clickhouse.py emits one
     BLUE-schema-compatible row per leg, with isolated (non-cumulative)
     per-leg deltas.

Run from repo root:
  PYTHONPATH=/mnt/dolphinng5_predict pytest prod/tests/test_pink_multi_exit_groundwork.py
"""

from __future__ import annotations

from dataclasses import dataclass, field
from datetime import datetime, timezone
from types import SimpleNamespace

from prod.clean_arch.dita_v2 import (
    ExecutionKernel,
    InMemoryControlPlane,
    KernelCommandType,
    KernelControlSnapshot,
    KernelMode,
    KernelVerbosity,
    MemoryKernelJournal,
    MockVenueAdapter,
    MockVenueScenario,
    TradeSide,
)
from prod.clean_arch.dita_v2.contracts import KernelIntent

from prod.clean_arch.dita import (
    AccountProjection,
    AccountSnapshot,
    Decision,
    DecisionAction,
    Intent,
    TradeSide as PolicyTradeSide,
    TradeStage,
)
from prod.clean_arch.dita_v2.contracts import (
    KernelDiagnosticCode,
    KernelOutcome,
    KernelSeverity,
    TradeStage as DitaTradeStage,
)
from prod.clean_arch.persistence.pink_clickhouse import PinkClickHousePersistence


# --------------------------------------------------------------------------
# Kernel-level invariants (Flaw 4 + overshoot clamp)
# --------------------------------------------------------------------------

def _mk_kernel() -> ExecutionKernel:
    return ExecutionKernel(
        control_plane=InMemoryControlPlane(
            KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
        ),
        venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
        journal=MemoryKernelJournal(),
    )


def _kintent(action, *, target_size, exit_leg_ratios=(1.0,), reason="TEST", price=100.0):
    return KernelIntent(
        timestamp=datetime.now(timezone.utc),
        intent_id=f"intent-{action.value}-{reason}",
        trade_id="trade-1",
        slot_id=0,
        asset="BTCUSDT",
        side=TradeSide.SHORT,
        action=action,
        reference_price=price,
        target_size=target_size,
        leverage=2.0,
        exit_leg_ratios=tuple(exit_leg_ratios),
        reason=reason,
    )


def test_two_leg_exit_no_double_close_realized_accrues_once():
    """Flaw 4: SHORT 1.0 @100, exit two 0.5 legs @90 → closes once, realized > 0."""
    kernel = _mk_kernel()
    kernel.process_intent(_kintent(KernelCommandType.ENTER, target_size=1.0, price=100.0))
    slot = kernel.slot(0)
    slot.exit_leg_ratios = (0.5, 0.5)

    first = kernel.process_intent(
        _kintent(KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP1", price=90.0)
    )
    assert first.accepted
    assert not slot.closed
    assert slot.fsm_state == DitaTradeStage.POSITION_OPEN
    assert abs(slot.size - 0.5) < 1e-6
    realized_after_leg1 = slot.realized_pnl
    assert realized_after_leg1 > 0.0  # SHORT entered @100, exited @90 → profit

    second = kernel.process_intent(
        _kintent(KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP2", price=90.0)
    )
    assert second.accepted
    assert slot.closed
    assert slot.fsm_state == DitaTradeStage.CLOSED
    assert abs(slot.size) < 1e-6
    # Realized accrued on both legs and is strictly larger than after leg 1.
    assert slot.realized_pnl > realized_after_leg1

    # A further EXIT on the closed slot must be rejected (no double-close).
    third = kernel.process_intent(
        _kintent(KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP3", price=90.0)
    )
    assert not third.accepted


def test_final_leg_overshoot_does_not_oversell():
    """Overshoot invariant: a final EXIT requesting MORE than remaining must
    clamp — size never goes negative and the slot closes exactly once."""
    kernel = _mk_kernel()
    kernel.process_intent(_kintent(KernelCommandType.ENTER, target_size=1.0, price=100.0))
    slot = kernel.slot(0)
    slot.exit_leg_ratios = (0.5, 1.0)

    kernel.process_intent(
        _kintent(KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 1.0), reason="TP1", price=90.0)
    )
    assert abs(slot.size - 0.5) < 1e-6
    assert not slot.closed

    # Final leg requests 1.0 but only 0.5 remains.
    kernel.process_intent(
        _kintent(KernelCommandType.EXIT, target_size=1.0, exit_leg_ratios=(0.5, 1.0), reason="TP2", price=90.0)
    )
    assert slot.size >= 0.0, f"oversold: size went negative ({slot.size})"
    assert abs(slot.size) < 1e-6, f"final leg left residual size {slot.size}"
    assert slot.closed
    assert slot.fsm_state == DitaTradeStage.CLOSED


# --------------------------------------------------------------------------
# trade_exit_legs writer (pink_clickhouse.py)
# --------------------------------------------------------------------------

@dataclass
class _Sink:
    calls: list = field(default_factory=list)

    def __call__(self, table: str, row: dict) -> None:
        self.calls.append((table, row))


def _snapshot():
    return SimpleNamespace(
        timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
        symbol="BTCUSDT",
        price=100.0,
    )


def _account(capital: float = 25_000.0) -> AccountProjection:
    return AccountProjection(
        runtime_namespace="pink", strategy_namespace="pink", event_namespace="pink",
        actor_name="PinkDirectRuntime", exec_venue="bingx", data_venue="binance",
        ledger_authority="exchange",
        snapshot=AccountSnapshot(capital=capital, equity=capital),
    )


def _decision(action: DecisionAction, reason: str) -> Decision:
    return Decision(
        timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
        decision_id="BTCUSDT-D-000000000001",
        asset="BTCUSDT", action=action, side=PolicyTradeSide.SHORT, reason=reason,
        confidence=0.9, velocity_divergence=-0.12, irp_alignment=0.8,
        reference_price=100.0 if action == DecisionAction.ENTER else 90.0,
        target_size=1.0, leverage=2.0, bars_held=0,
        stage=TradeStage.ORDER_REQUESTED, metadata={},
    )


def _intent(action: DecisionAction, reason: str) -> Intent:
    return Intent(
        timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
        trade_id="BTCUSDT-T-000000000001", decision_id="BTCUSDT-D-000000000001",
        asset="BTCUSDT", action=action, side=PolicyTradeSide.SHORT, reason=reason,
        target_size=1.0, leverage=2.0,
        reference_price=100.0 if action == DecisionAction.ENTER else 90.0,
        confidence=0.9, bars_held=0, exit_leg_ratios=(0.5, 0.5), metadata={},
    )


def _outcome() -> KernelOutcome:
    return KernelOutcome(
        accepted=True, slot_id=0, trade_id="BTCUSDT-T-000000000001",
        state=DitaTradeStage.POSITION_OPEN, diagnostic_code=KernelDiagnosticCode.OK,
        severity=KernelSeverity.INFO, transitions=(), emitted_events=(), details={},
    )


def _slot(*, size, pnl, active_leg_index, closed=False):
    return {
        "slot_id": 0, "trade_id": "BTCUSDT-T-000000000001", "asset": "BTCUSDT",
        "side": "SHORT", "entry_price": 100.0, "size": size, "initial_size": 1.0,
        "leverage": 2.0, "realized_pnl": pnl, "unrealized_pnl": 0.0, "closed": closed,
        "close_reason": "TAKE_PROFIT" if closed else "",
        "fsm_state": "CLOSED" if closed else "POSITION_OPEN",
        "exit_leg_ratios": [0.5, 0.5], "active_leg_index": active_leg_index,
        "active_exit_order": None, "active_entry_order": None,
    }


_LEG_COLUMNS = {
    "ts", "date", "strategy", "trade_id", "chain_root_trade_id", "chain_head_leg_id",
    "chain_prev_leg_id", "chain_seq", "chain_token", "chain_mode", "exit_leg_id",
    "exit_seq", "command_id", "source", "reason", "asset", "side", "entry_price",
    "exit_price", "fraction", "capital_before", "capital_after", "exit_notional",
    "remaining_notional", "remaining_qty", "pnl_pct_leg", "pnl_leg",
    "pnl_realized_total", "bars_held",
}


def test_trade_exit_legs_two_leg_deltas_and_blue_schema():
    """ENTER then two 0.5 exit legs → two trade_exit_legs rows with isolated
    per-leg deltas and the full BLUE-legacy column set."""
    sink = _Sink()
    account = _account(25_000.0)
    persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)

    # ENTER seeds leg state (prev_size = initial 1.0, prev_realized = 0).
    persistence.persist_step(
        snapshot=_snapshot(), decision=_decision(DecisionAction.ENTER, "ENTER"),
        intent=_intent(DecisionAction.ENTER, "ENTER"), outcome=_outcome(),
        slot_dict=_slot(size=1.0, pnl=0.0, active_leg_index=0), phase="execution",
    )

    # Leg 0: half closed, cumulative realized = 60, capital = 25_060.
    account.snapshot.capital = 25_060.0
    persistence.persist_step(
        snapshot=_snapshot(), decision=_decision(DecisionAction.EXIT, "TP1"),
        intent=_intent(DecisionAction.EXIT, "TP1"), outcome=_outcome(),
        slot_dict=_slot(size=0.5, pnl=60.0, active_leg_index=1), phase="execution",
    )

    # Leg 1 (final): closed, cumulative realized = 120, capital = 25_120.
    account.snapshot.capital = 25_120.0
    persistence.persist_step(
        snapshot=_snapshot(), decision=_decision(DecisionAction.EXIT, "TP2"),
        intent=_intent(DecisionAction.EXIT, "TP2"), outcome=_outcome(),
        slot_dict=_slot(size=0.0, pnl=120.0, active_leg_index=2, closed=True),
        phase="execution",
    )

    legs = [row for t, row in sink.calls if t == "trade_exit_legs"]
    assert len(legs) == 2, f"expected 2 leg rows, got {len(legs)}"
    leg0, leg1 = legs

    # Schema: every BLUE-legacy column present on each row.
    for row in legs:
        assert _LEG_COLUMNS.issubset(row.keys()), f"missing cols: {_LEG_COLUMNS - row.keys()}"
        assert row["strategy"] == "pink"
        assert row["source"] == "ditav2"
        assert row["chain_root_trade_id"] == "BTCUSDT-T-000000000001"

    # Leg 0 deltas.
    assert leg0["exit_seq"] == 0 and leg0["chain_seq"] == 0
    assert leg0["exit_leg_id"] == "BTCUSDT-T-000000000001:leg0"
    assert leg0["chain_prev_leg_id"] == ""
    assert abs(leg0["fraction"] - 0.5) < 1e-9
    assert abs(leg0["pnl_leg"] - 60.0) < 1e-9          # isolated, not cumulative
    assert abs(leg0["pnl_realized_total"] - 60.0) < 1e-9
    assert abs(leg0["capital_before"] - 25_000.0) < 1e-6
    assert abs(leg0["capital_after"] - 25_060.0) < 1e-6
    assert abs(leg0["remaining_qty"] - 0.5) < 1e-9
    assert abs(leg0["exit_notional"] - 0.5 * 90.0) < 1e-6   # exit_qty 0.5 @ exit price 90

    # Leg 1 deltas — pnl_leg is the increment (120 - 60), not the total.
    assert leg1["exit_seq"] == 1 and leg1["chain_seq"] == 1
    assert leg1["exit_leg_id"] == "BTCUSDT-T-000000000001:leg1"
    assert leg1["chain_prev_leg_id"] == "BTCUSDT-T-000000000001:leg0"
    assert abs(leg1["pnl_leg"] - 60.0) < 1e-9
    assert abs(leg1["pnl_realized_total"] - 120.0) < 1e-9
    assert abs(leg1["capital_before"] - 25_060.0) < 1e-6
    assert abs(leg1["capital_after"] - 25_120.0) < 1e-6
    assert abs(leg1["remaining_qty"]) < 1e-9
    assert abs(leg1["exit_notional"] - 0.5 * 90.0) < 1e-6   # remaining 0.5 closed