fithia2/tests/unit/backtest/test_selector.py

"""Unit tests for libs/backtest/selector.py."""
from __future__ import annotations

import datetime as dt
from zoneinfo import ZoneInfo

import pytest

from libs.backtest.domain import EventTypeProfile, SignalConfig, UniverseConfig

_UTC = ZoneInfo("UTC")


def _make_raw_row(**kwargs) -> dict:
    defaults = {
        "event_id": "EVT::TEST::001",
        "symbol": "AAPL",
        "issuer_id": "ISSUER::0000320193",
        "score": 0.75,
        "sector": "Technology",
        "event_type": "earnings",
        "event_timestamp": "2026-01-05T21:00:00+00:00",
        "filing_time_bucket": "post_market",
        "reaction_date": "2026-01-06",
        "entry_date": "2026-01-07",
        "entry_price": 150.0,
        "avg_dollar_volume": 5_000_000.0,
        "atr_14": 3.5,
    }
    defaults.update(kwargs)
    return defaults


class TestBuildCandidate:
    def test_basic(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row()
        c = build_candidate(row)
        assert c is not None
        assert c.symbol == "AAPL"
        assert c.score == 0.75
        assert c.execution_date == dt.date(2026, 1, 7)
        assert c.event_timestamp.tzinfo is not None

    def test_null_timestamp_returns_none(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row(event_timestamp=None)
        assert build_candidate(row) is None

    def test_zero_entry_price_returns_none(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row(entry_price=0.0)
        assert build_candidate(row) is None

    def test_missing_entry_price_returns_none(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row()
        del row["entry_price"]
        assert build_candidate(row) is None

    def test_null_exec_date_returns_none(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row()
        del row["entry_date"]
        assert build_candidate(row) is None

    def test_sector_defaults_to_unknown(self):
        from libs.backtest.selector import build_candidate

        row = _make_raw_row(sector=None)
        c = build_candidate(row)
        assert c is not None
        assert c.sector == "UNKNOWN"

    def test_score_bucket_classification(self):
        from libs.backtest.selector import build_candidate

        c = build_candidate(_make_raw_row(score=0.85))
        assert c.score_bucket == "high"

        c = build_candidate(_make_raw_row(score=0.65))
        assert c.score_bucket == "medium_high"

        c = build_candidate(_make_raw_row(score=0.45))
        assert c.score_bucket == "medium"

        c = build_candidate(_make_raw_row(score=0.25))
        assert c.score_bucket == "medium_low"

        c = build_candidate(_make_raw_row(score=0.10))
        assert c.score_bucket == "low"


class TestRankCandidates:
    def test_sorted_by_score_desc(self):
        from libs.backtest.selector import build_candidate, rank_candidates

        rows = [
            _make_raw_row(symbol="A", score=0.5, avg_dollar_volume=1e6),
            _make_raw_row(symbol="B", score=0.8, avg_dollar_volume=1e6),
            _make_raw_row(symbol="C", score=0.6, avg_dollar_volume=1e6),
        ]
        candidates = [build_candidate(r) for r in rows]
        ranked = rank_candidates([c for c in candidates if c])
        assert ranked[0].symbol == "B"
        assert ranked[1].symbol == "C"
        assert ranked[2].symbol == "A"

    def test_tiebreak_by_avg_dollar_volume(self):
        from libs.backtest.selector import build_candidate, rank_candidates

        rows = [
            _make_raw_row(symbol="A", score=0.7, avg_dollar_volume=1e6),
            _make_raw_row(symbol="B", score=0.7, avg_dollar_volume=5e6),
        ]
        candidates = [build_candidate(r) for r in rows]
        ranked = rank_candidates([c for c in candidates if c])
        assert ranked[0].symbol == "B"  # higher avg_dollar_volume

    def test_tiebreak_by_symbol_asc(self):
        from libs.backtest.selector import build_candidate, rank_candidates

        rows = [
            _make_raw_row(symbol="Z", score=0.7, avg_dollar_volume=1e6),
            _make_raw_row(symbol="A", score=0.7, avg_dollar_volume=1e6),
        ]
        candidates = [build_candidate(r) for r in rows]
        ranked = rank_candidates([c for c in candidates if c])
        assert ranked[0].symbol == "A"

    def test_deterministic(self):
        from libs.backtest.selector import build_candidate, rank_candidates

        rows = [
            _make_raw_row(symbol="C", score=0.9),
            _make_raw_row(symbol="A", score=0.7),
            _make_raw_row(symbol="B", score=0.8),
        ]
        candidates = [build_candidate(r) for r in rows]
        r1 = rank_candidates([c for c in candidates if c])
        r2 = rank_candidates([c for c in candidates if c])
        assert [c.symbol for c in r1] == [c.symbol for c in r2]


class TestFilterCandidates:
    def test_score_threshold(self):
        from libs.backtest.selector import build_candidate, filter_by_score

        rows = [
            _make_raw_row(symbol="A", score=0.3),
            _make_raw_row(symbol="B", score=0.7),
            _make_raw_row(symbol="C", score=0.5),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        filtered = filter_by_score(candidates, score_threshold=0.5)
        assert len(filtered) == 2
        assert all(c.score >= 0.5 for c in filtered)

    def test_min_price_filter(self):
        from libs.backtest.selector import build_candidate, filter_by_universe

        u = UniverseConfig(min_price=100.0, min_avg_dollar_volume=0)
        rows = [
            _make_raw_row(symbol="CHEAP", entry_price=50.0),
            _make_raw_row(symbol="OK", entry_price=150.0),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        filtered = filter_by_universe(candidates, u)
        assert len(filtered) == 1
        assert filtered[0].symbol == "OK"

    def test_min_adv_filter(self):
        from libs.backtest.selector import build_candidate, filter_by_universe

        u = UniverseConfig(min_price=0, min_avg_dollar_volume=2_000_000)
        rows = [
            _make_raw_row(symbol="ILLIQUID", avg_dollar_volume=500_000),
            _make_raw_row(symbol="LIQUID", avg_dollar_volume=5_000_000),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        filtered = filter_by_universe(candidates, u)
        assert len(filtered) == 1
        assert filtered[0].symbol == "LIQUID"

    def test_truncate(self):
        from libs.backtest.selector import build_candidate, rank_candidates, truncate_candidates

        rows = [_make_raw_row(symbol=s, score=0.9 - i * 0.1) for i, s in enumerate("ABCDE")]
        candidates = rank_candidates([build_candidate(r) for r in rows if build_candidate(r)])
        truncated = truncate_candidates(candidates, max_per_day=3)
        assert len(truncated) == 3


class TestFilterByEventType:
    def test_disabled_event_type_filtered(self):
        from libs.backtest.selector import build_candidate, filter_by_event_type

        rows = [
            _make_raw_row(symbol="A", event_type="earnings_release"),
            _make_raw_row(symbol="B", event_type="management_change"),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        profiles = {
            "earnings_release": EventTypeProfile(enabled=True),
            "management_change": EventTypeProfile(enabled=False),
        }
        filtered = filter_by_event_type(candidates, profiles)
        assert len(filtered) == 1
        assert filtered[0].symbol == "A"

    def test_per_type_score_threshold(self):
        from libs.backtest.selector import build_candidate, filter_by_event_type

        rows = [
            _make_raw_row(symbol="A", event_type="earnings_release", score=0.55),
            _make_raw_row(symbol="B", event_type="earnings_release", score=0.75),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        profiles = {
            "earnings_release": EventTypeProfile(score_threshold_override=0.6),
        }
        filtered = filter_by_event_type(candidates, profiles)
        assert len(filtered) == 1
        assert filtered[0].symbol == "B"

    def test_unknown_event_type_blocked(self):
        """Event types not in profiles dict are blocked (default deny)."""
        from libs.backtest.selector import build_candidate, filter_by_event_type

        rows = [
            _make_raw_row(symbol="A", event_type="earnings_release"),
            _make_raw_row(symbol="B", event_type="unknown_type"),
        ]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        profiles = {
            "earnings_release": EventTypeProfile(enabled=True),
        }
        filtered = filter_by_event_type(candidates, profiles)
        assert len(filtered) == 1
        assert filtered[0].symbol == "A"

    def test_no_profiles_passthrough(self):
        from libs.backtest.selector import build_candidate, filter_by_event_type

        rows = [_make_raw_row(symbol="A")]
        candidates = [build_candidate(r) for r in rows if build_candidate(r)]
        assert filter_by_event_type(candidates, {}) == candidates


class TestSelectCandidates:
    def test_full_pipeline(self):
        from libs.backtest.selector import select_candidates

        rows = [
            _make_raw_row(symbol="A", score=0.9, avg_dollar_volume=5e6, entry_price=100.0),
            _make_raw_row(symbol="B", score=0.3, avg_dollar_volume=5e6, entry_price=100.0),  # below threshold
            _make_raw_row(symbol="C", score=0.8, avg_dollar_volume=1e4, entry_price=100.0),  # low ADV
            _make_raw_row(symbol="D", score=0.7, avg_dollar_volume=5e6, entry_price=2.0),   # below min_price
        ]
        u = UniverseConfig(min_price=5.0, min_avg_dollar_volume=1_000_000)
        s = SignalConfig(score_threshold=0.5, max_candidates_per_day=10)
        result = select_candidates(rows, u, s)
        symbols = [c.symbol for c in result]
        assert "A" in symbols
        assert "B" not in symbols  # below threshold
        assert "C" not in symbols  # low ADV
        assert "D" not in symbols  # below min_price

    def test_pipeline_with_event_type_profiles(self):
        from libs.backtest.selector import select_candidates

        rows = [
            _make_raw_row(symbol="A", score=0.9, avg_dollar_volume=5e6, entry_price=100.0, event_type="earnings_release"),
            _make_raw_row(symbol="B", score=0.7, avg_dollar_volume=5e6, entry_price=100.0, event_type="management_change"),
        ]
        u = UniverseConfig(min_price=5.0, min_avg_dollar_volume=1_000_000)
        s = SignalConfig(score_threshold=0.5, max_candidates_per_day=10)
        profiles = {
            "earnings_release": EventTypeProfile(enabled=True),
            "management_change": EventTypeProfile(enabled=False),
        }
        result = select_candidates(rows, u, s, event_type_profiles=profiles)
        assert len(result) == 1
        assert result[0].symbol == "A"