siloqy/prod/tests/test_post_win_long_overlay.py

from datetime import datetime, timedelta, timezone

from adaptive_exit.post_win_long_overlay import (
    PostWinExecutionFSM,
    PostWinExecutionFSMConfig,
    PostWinFlipTrigger,
)


def _ts(seconds: int = 0) -> datetime:
    return datetime(2026, 5, 8, 12, 0, tzinfo=timezone.utc) + timedelta(seconds=seconds)


def test_big_win_arms_one_slot_and_resets_after_consumption():
    overlay = PostWinExecutionFSM()

    armed = overlay.observe_closed_trade(
        trade_id="t1",
        asset="ALGOUSDT",
        side="SHORT",
        pnl=398.0,
        pnl_pct=0.004,
        leverage=2.0,
        closed_ts=_ts(),
    )

    assert armed.action == "ARMED"
    assert armed.reason == "big_win"
    assert overlay.pending_slots == 1

    tag = overlay.tag_next_entry(asset="DASHUSDT", entry_ts=_ts(30))
    assert tag.action == "TAG"
    assert tag.side == "LONG"
    assert tag.consumed_slot == 1
    assert tag.reset is True
    assert overlay.pending_slots == 0

    after = overlay.tag_next_entry(asset="TRXUSDT", entry_ts=_ts(60))
    assert after.action == "PASS"
    assert after.side == "SHORT"


def test_big_win_high_lev_arms_two_slots_then_resets():
    overlay = PostWinExecutionFSM()

    armed = overlay.observe_closed_trade(
        trade_id="t2",
        asset="VETUSDT",
        side="SHORT",
        pnl=573.0,
        pnl_pct=0.0148,
        leverage=9.0,
        closed_ts=_ts(),
    )

    assert armed.action == "ARMED"
    assert armed.reason == "big_win_high_lev"
    assert overlay.pending_slots == 2

    first = overlay.tag_next_entry(asset="STXUSDT", entry_ts=_ts(10))
    assert first.side == "LONG"
    assert first.consumed_slot == 1
    assert first.reset is False
    assert overlay.pending_slots == 1

    second = overlay.tag_next_entry(asset="TRXUSDT", entry_ts=_ts(20))
    assert second.side == "LONG"
    assert second.consumed_slot == 2
    assert second.reset is True
    assert overlay.pending_slots == 0

    third = overlay.tag_next_entry(asset="ATOMUSDT", entry_ts=_ts(30))
    assert third.side == "SHORT"


def test_small_dollar_high_return_arms_one_slot():
    overlay = PostWinExecutionFSM()

    armed = overlay.observe_closed_trade(
        trade_id="t3",
        asset="ETCUSDT",
        side="SHORT",
        pnl=149.0,
        pnl_pct=0.0075,
        leverage=0.8,
        closed_ts=_ts(),
    )

    assert armed.action == "ARMED"
    assert armed.reason == "small_dollar_high_return"
    assert overlay.tag_next_entry(asset="LTCUSDT", entry_ts=_ts(10)).side == "LONG"
    assert overlay.tag_next_entry(asset="BNBUSDT", entry_ts=_ts(20)).side == "SHORT"


def test_rearm_attempt_while_slots_active_is_ignored_and_does_not_extend_counter():
    overlay = PostWinExecutionFSM()

    overlay.observe_closed_trade(
        trade_id="first",
        asset="ALGOUSDT",
        side="SHORT",
        pnl=500.0,
        pnl_pct=0.010,
        leverage=9.0,
        closed_ts=_ts(),
    )
    ignored = overlay.observe_closed_trade(
        trade_id="second",
        asset="VETUSDT",
        side="SHORT",
        pnl=900.0,
        pnl_pct=0.020,
        leverage=9.0,
        closed_ts=_ts(5),
    )

    assert ignored.action == "IGNORED"
    assert ignored.reason == "active_arm_no_rearm"
    assert overlay.ignored_rearm_attempts == 1
    assert overlay.pending_slots == 2

    assert overlay.tag_next_entry(asset="A", entry_ts=_ts(10)).side == "LONG"
    assert overlay.tag_next_entry(asset="B", entry_ts=_ts(20)).side == "LONG"
    assert overlay.tag_next_entry(asset="C", entry_ts=_ts(30)).side == "SHORT"


def test_overlay_flipped_trade_outcome_cannot_rearm():
    overlay = PostWinExecutionFSM()

    ignored = overlay.observe_closed_trade(
        trade_id="long-flip",
        asset="DASHUSDT",
        side="LONG",
        pnl=1000.0,
        pnl_pct=0.03,
        leverage=9.0,
        closed_ts=_ts(),
        was_overlay_flip=True,
    )

    assert ignored.action == "IGNORED"
    assert ignored.reason == "overlay_flip_outcome"
    assert overlay.pending_slots == 0


def test_arm_expires_by_optional_ttl_without_consuming_slot():
    overlay = PostWinExecutionFSM(PostWinExecutionFSMConfig(max_arm_age_sec=60.0))

    overlay.observe_closed_trade(
        trade_id="ttl",
        asset="VETUSDT",
        side="SHORT",
        pnl=500.0,
        pnl_pct=0.01,
        leverage=9.0,
        closed_ts=_ts(),
    )

    tag = overlay.tag_next_entry(asset="LATEUSDT", entry_ts=_ts(61))
    assert tag.action == "PASS"
    assert tag.side == "SHORT"
    assert overlay.pending_slots == 0
    assert overlay.expired_arms == 1


def test_future_expansion_supports_more_than_two_slots():
    overlay = PostWinExecutionFSM(
        PostWinExecutionFSMConfig(
            rules=(
                PostWinFlipTrigger(
                    name="future_three_slot_rule",
                    slots=3,
                    min_pnl_abs=100.0,
                    strict_min_pnl_abs=True,
                ),
            )
        )
    )

    overlay.observe_closed_trade(
        trade_id="three",
        asset="XRPUSDT",
        side="SHORT",
        pnl=101.0,
        pnl_pct=0.001,
        leverage=1.0,
        closed_ts=_ts(),
    )

    assert [overlay.tag_next_entry(asset=str(i), entry_ts=_ts(i)).side for i in range(1, 5)] == [
        "LONG",
        "LONG",
        "LONG",
        "SHORT",
    ]