fithia2/tests/unit/paper_trader/test_reconciliation.py

"""Tests for paper trading reconciliation, order verification, and kill switch."""
from __future__ import annotations

import datetime as dt
from unittest.mock import MagicMock, patch

import pytest

from apps.paper_trader.alpaca_broker import AccountInfo, Order, Position
from apps.paper_trader.engine import (
    PaperTradingEngine,
    ReconciliationReport,
    _KILL_SWITCH_DRAWDOWN_PCT,
)
from apps.paper_trader.state import (
    SessionRow,
    SessionStateRow,
    StateManager,
    StrategyStateRow,
)
from libs.backtest.domain import Candidate, DailyPortfolioState


# ── Fixtures ────────────────────────────────────────────────────────────────


@pytest.fixture()
def mock_broker():
    broker = MagicMock()
    broker.get_account.return_value = AccountInfo(
        equity=10000, cash=5000, buying_power=5000,
        long_market_value=5000, unrealized_pl=0, portfolio_value=10000,
    )
    broker.list_positions.return_value = []
    broker.list_orders.return_value = []
    return broker


@pytest.fixture()
def state_manager(tmp_path):
    return StateManager(tmp_path / "test.db")


@pytest.fixture()
def session(state_manager) -> SessionRow:
    sid = state_manager.create_session("test_session", "configs/test.json", 10000.0)
    return state_manager.get_session(sid)


def _make_strategy_state(session_id: str, symbol: str, **kwargs) -> StrategyStateRow:
    defaults = dict(
        session_id=session_id, symbol=symbol, event_id=f"evt_{symbol}",
        engine_id="default", entry_date="2026-01-10", stop_price=90.0,
        target_price=120.0, current_stop=90.0, peak_price=105.0,
        days_held=3, trade_direction="long",
        candidate_json='{"symbol":"' + symbol + '","event_type":"earnings_positive","timing_class":"same_day","trade_direction":"long","score":0.8,"event_id":"evt_' + symbol + '","engine_id":"default","reaction_day_return":0.05,"event_direction":"positive","event_close":100.0}',
        plan_json='{"symbol":"' + symbol + '","shares":10,"entry_price_limit":100.0,"stop_price":90.0,"target_price":120.0,"skip_reason":null,"candidate":{"symbol":"' + symbol + '","event_type":"earnings_positive","timing_class":"same_day","trade_direction":"long","score":0.8,"event_id":"evt_' + symbol + '","engine_id":"default","reaction_day_return":0.05,"event_direction":"positive","event_close":100.0}}',
        status="open",
    )
    defaults.update(kwargs)
    return StrategyStateRow(**defaults)


def _make_position(symbol: str, qty: int = 10, avg_price: float = 100.0) -> Position:
    return Position(
        symbol=symbol, qty=qty, avg_entry_price=avg_price,
        current_price=105.0, unrealized_pl=qty * 5.0,
        market_value=qty * 105.0,
    )


def _make_engine(session, broker, state_manager):
    """Build a PaperTradingEngine with mocked dependencies."""
    with patch("apps.paper_trader.engine.load_manifest") as mock_manifest, \
         patch("apps.paper_trader.engine.resolve_config") as mock_resolve:
        from libs.backtest.domain import BacktestConfig, RiskConfig, SignalConfig, UniverseConfig
        mock_manifest.return_value = {}
        cfg = MagicMock(spec=BacktestConfig)
        cfg.risk = MagicMock(spec=RiskConfig)
        cfg.risk.cooldown_after_loss_streak = 3
        cfg.risk.cooldown_days = 2
        cfg.risk.per_trade_risk_pct = 0.02
        cfg.risk.macro_sma_period = 20
        cfg.signal = MagicMock(spec=SignalConfig)
        cfg.signal.scoring_model = None
        cfg.signal.max_candidates_per_day = 5
        cfg.universe = MagicMock(spec=UniverseConfig)
        cfg.get_strategy_engines.return_value = []
        cfg.get_active_strategy_engines.return_value = []
        mock_resolve.return_value = cfg

        detector = MagicMock()
        detector._oracle_url = "http://localhost:8000"
        engine = PaperTradingEngine(
            session=session, broker=broker, state=state_manager, event_detector=detector,
        )
    return engine


# ── ReconciliationReport ────────────────────────────────────────────────────


class TestReconciliationReport:
    def test_no_issues(self):
        report = ReconciliationReport()
        assert not report.has_issues

    def test_orphaned_has_issues(self):
        report = ReconciliationReport(orphaned_alpaca=["AAPL"])
        assert report.has_issues

    def test_ghost_has_issues(self):
        report = ReconciliationReport(ghost_local=["TSLA"])
        assert report.has_issues


class TestCapitalBucketParity:
    def test_adjust_portfolio_state_reserves_only_active_bucket(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        engine._capital_bucket_specs = {"macro_etf": 0.05}

        today = dt.date(2026, 1, 15)
        portfolio_state = DailyPortfolioState(
            date=today,
            equity=10_000.0,
            sizing_equity=10_000.0,
            cash_available=10_000.0,
            gross_exposure=0.0,
            net_exposure=0.0,
            reserved_risk_budget=0.0,
            unrealized_pnl=0.0,
            realized_pnl=0.0,
            open_positions=[],
            daily_new_risk_used=0.0,
            peak_equity=10_000.0,
            current_drawdown_pct=0.0,
        )
        core_candidate = Candidate(
            event_id="core::1",
            symbol="AAPL",
            score=0.8,
            sector="Technology",
            event_type="earnings_release",
            event_timestamp=dt.datetime(2026, 1, 14, 21, 0, tzinfo=dt.timezone.utc),
            filing_time_bucket="post_market",
            reaction_date=today,
            execution_date=today,
            entry_price_est=100.0,
            avg_dollar_volume=1_000_000.0,
            atr_14=2.0,
            score_bucket="high",
            engine_id="core",
        )
        macro_candidate = Candidate(
            event_id="macro::1",
            symbol="XLK",
            source_symbol="QQQ",
            score=0.75,
            sector="Technology",
            event_type="macro_bullish_event",
            event_timestamp=dt.datetime(2026, 1, 14, 21, 0, tzinfo=dt.timezone.utc),
            filing_time_bucket="post_market",
            reaction_date=today,
            execution_date=today,
            entry_price_est=200.0,
            avg_dollar_volume=1_000_000.0,
            atr_14=4.0,
            score_bucket="high",
            engine_id="macro_bullish_qqq_etf_breadth",
            engine_capital_bucket_id="macro_etf",
            engine_capital_bucket_allocation_pct=0.05,
        )

        active_bucket_ids = {"macro_etf"}
        core_state = engine._adjust_portfolio_state_for_candidate(
            session_id=session.session_id,
            candidate=core_candidate,
            portfolio_state=portfolio_state,
            active_bucket_ids=active_bucket_ids,
            alpaca_positions=[],
            strategy_states={},
        )
        macro_state = engine._adjust_portfolio_state_for_candidate(
            session_id=session.session_id,
            candidate=macro_candidate,
            portfolio_state=portfolio_state,
            active_bucket_ids=active_bucket_ids,
            alpaca_positions=[],
            strategy_states={},
        )

        assert core_state.cash_available == pytest.approx(9_500.0)
        assert core_state.sizing_equity == pytest.approx(9_500.0)
        assert macro_state.cash_available == pytest.approx(500.0)
        assert macro_state.sizing_equity == pytest.approx(500.0)


# ── _reconcile_positions ────────────────────────────────────────────────────


class TestReconcilePositions:
    def test_no_mismatch(self, session, mock_broker, state_manager):
        """Perfect alignment — no orphans, no ghosts."""
        engine = _make_engine(session, mock_broker, state_manager)
        ss = _make_strategy_state(session.session_id, "AAPL")
        state_manager.save_strategy_state(session.session_id, ss)
        positions = [_make_position("AAPL")]
        states = {"AAPL": ss}

        report = engine._reconcile_positions(positions, states, dt.date(2026, 1, 15))
        assert not report.has_issues
        assert report.orphaned_alpaca == []
        assert report.ghost_local == []

    def test_orphaned_position(self, session, mock_broker, state_manager):
        """Alpaca has AAPL, local state doesn't."""
        engine = _make_engine(session, mock_broker, state_manager)
        positions = [_make_position("AAPL")]
        states = {}

        report = engine._reconcile_positions(positions, states, dt.date(2026, 1, 15))
        assert report.orphaned_alpaca == ["AAPL"]
        assert report.ghost_local == []

    def test_ghost_position_auto_closed(self, session, mock_broker, state_manager):
        """Local has TSLA, Alpaca doesn't — should auto-close and record trade."""
        engine = _make_engine(session, mock_broker, state_manager)
        ss = _make_strategy_state(session.session_id, "TSLA")
        state_manager.save_strategy_state(session.session_id, ss)
        states = {"TSLA": ss}

        report = engine._reconcile_positions([], states, dt.date(2026, 1, 15))
        assert report.ghost_local == ["TSLA"]
        assert report.reconciled_exits == ["TSLA"]

        # Verify local state was closed
        open_states = state_manager.get_open_strategy_states(session.session_id)
        assert len(open_states) == 0

        # Verify trade was recorded
        trades = state_manager.list_trades(session.session_id)
        assert len(trades) == 1
        assert trades[0]["exit_reason"] == "RECONCILED"
        assert trades[0]["symbol"] == "TSLA"

    def test_mixed_orphan_and_ghost(self, session, mock_broker, state_manager):
        """AAPL orphaned, TSLA ghost, MSFT aligned."""
        engine = _make_engine(session, mock_broker, state_manager)
        ss_tsla = _make_strategy_state(session.session_id, "TSLA")
        ss_msft = _make_strategy_state(session.session_id, "MSFT")
        state_manager.save_strategy_state(session.session_id, ss_tsla)
        state_manager.save_strategy_state(session.session_id, ss_msft)
        positions = [_make_position("AAPL"), _make_position("MSFT")]
        states = {"TSLA": ss_tsla, "MSFT": ss_msft}

        report = engine._reconcile_positions(positions, states, dt.date(2026, 1, 15))
        assert report.orphaned_alpaca == ["AAPL"]
        assert report.ghost_local == ["TSLA"]


# ── _cancel_stale_orders ────────────────────────────────────────────────────


class TestCancelStaleOrders:
    def test_no_open_orders(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.list_orders.return_value = []
        cancelled = engine._cancel_stale_orders()
        assert cancelled == []

    def test_cancels_open_orders(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        prefix = f"pt-{session.session_id[:8]}-"
        mock_broker.list_orders.return_value = [
            Order(id="ord1", symbol="AAPL", qty=10, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id=f"{prefix}aaa"),
            Order(id="ord2", symbol="TSLA", qty=5, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id=f"{prefix}bbb"),
        ]
        cancelled = engine._cancel_stale_orders()
        assert len(cancelled) == 2
        assert mock_broker.cancel_order.call_count == 2

    def test_handles_cancel_failure(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        prefix = f"pt-{session.session_id[:8]}-"
        mock_broker.list_orders.return_value = [
            Order(id="ord1", symbol="AAPL", qty=10, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id=f"{prefix}aaa"),
        ]
        mock_broker.cancel_order.side_effect = Exception("API error")
        cancelled = engine._cancel_stale_orders()
        assert cancelled == []  # failed to cancel

    def test_skips_other_session_orders(self, session, mock_broker, state_manager):
        """Orders from other sessions (different prefix) must not be cancelled."""
        engine = _make_engine(session, mock_broker, state_manager)
        prefix = f"pt-{session.session_id[:8]}-"
        mock_broker.list_orders.return_value = [
            Order(id="ord1", symbol="AAPL", qty=10, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id=f"{prefix}aaa"),
            Order(id="ord2", symbol="TSLA", qty=5, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id="pt-othersess-bbb"),
            Order(id="ord3", symbol="GOOG", qty=2, side="buy", status="open", filled_avg_price=None, filled_qty=0, client_order_id=None),
        ]
        cancelled = engine._cancel_stale_orders()
        assert len(cancelled) == 1
        assert "AAPL" in cancelled[0]
        assert mock_broker.cancel_order.call_count == 1

    def test_handles_list_orders_failure(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.list_orders.side_effect = Exception("API down")
        cancelled = engine._cancel_stale_orders()
        assert cancelled == []


# ── _verify_order_fill ──────────────────────────────────────────────────────


class TestVerifyOrderFill:
    def test_filled_order(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.get_order.return_value = Order(
            id="ord1", symbol="AAPL", qty=10, side="buy",
            status="filled", filled_avg_price=101.5, filled_qty=10,
        )
        order, reason = engine._verify_order_fill("ord1", "AAPL", timeout_sec=0.1)
        assert order is not None
        assert order.filled_avg_price == 101.5

    def test_rejected_order(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.get_order.return_value = Order(
            id="ord1", symbol="AAPL", qty=10, side="buy",
            status="rejected", filled_avg_price=None, filled_qty=0,
        )
        order, reason = engine._verify_order_fill("ord1", "AAPL", timeout_sec=0.1)
        assert order is None
        assert "rejected" in reason

    def test_timeout(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.get_order.return_value = Order(
            id="ord1", symbol="AAPL", qty=10, side="buy",
            status="new", filled_avg_price=None, filled_qty=0,
        )
        order, reason = engine._verify_order_fill("ord1", "AAPL", timeout_sec=0.1)
        assert order is None
        assert "timeout" in reason

    def test_api_error_retries(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        mock_broker.get_order.side_effect = [
            Exception("network"),
            Order(id="ord1", symbol="AAPL", qty=10, side="buy",
                  status="filled", filled_avg_price=102.0, filled_qty=10),
        ]
        order, reason = engine._verify_order_fill("ord1", "AAPL", timeout_sec=2.0)
        assert order is not None
        assert order.filled_avg_price == 102.0


# ── _check_kill_switch ──────────────────────────────────────────────────────


class TestKillSwitch:
    def test_not_triggered_below_threshold(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        session_st = state_manager.get_session_state(session.session_id)
        result = engine._check_kill_switch(10.0, session_st)
        assert result is False
        assert not session_st.kill_switch_triggered

    def test_triggered_at_threshold(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        session_st = state_manager.get_session_state(session.session_id)
        result = engine._check_kill_switch(_KILL_SWITCH_DRAWDOWN_PCT, session_st)
        assert result is True
        assert session_st.kill_switch_triggered

        # Verify persisted
        reloaded = state_manager.get_session_state(session.session_id)
        assert reloaded.kill_switch_triggered

    def test_stays_triggered(self, session, mock_broker, state_manager):
        engine = _make_engine(session, mock_broker, state_manager)
        session_st = state_manager.get_session_state(session.session_id)
        session_st.kill_switch_triggered = True
        result = engine._check_kill_switch(5.0, session_st)  # even low drawdown
        assert result is True  # stays triggered