nofx/trader/auto_trader_throttle_test.go

package trader

import (
	"nofx/kernel"
	"nofx/store"
	"strings"
	"testing"
	"time"
)

func throttleContext(symbol, side string, heldFor time.Duration, pnlPct float64) *kernel.Context {
	return leveragedThrottleContext(symbol, side, heldFor, pnlPct, 1)
}

func leveragedThrottleContext(symbol, side string, heldFor time.Duration, pnlPct float64, leverage int) *kernel.Context {
	return &kernel.Context{
		Positions: []kernel.PositionInfo{
			{
				Symbol:           symbol,
				Side:             side,
				UnrealizedPnLPct: pnlPct,
				Leverage:         leverage,
				UpdateTime:       time.Now().Add(-heldFor).UnixMilli(),
			},
		},
	}
}

func TestTradeThrottleBlocksEarlyNoiseClose(t *testing.T) {
	at := &AutoTrader{}
	ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -0.3)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if !strings.Contains(reason, "min AI-managed hold") {
		t.Fatalf("expected early close to be blocked by min hold, got %q", reason)
	}
}

func TestTradeThrottleAllowsEarlyHardStop(t *testing.T) {
	at := &AutoTrader{}
	// A price loss beyond the default -3% bypass unlocks the min hold.
	ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -6.0)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if reason != "" {
		t.Fatalf("expected hard stop close to pass, got %q", reason)
	}
}

func TestTradeThrottleBypassIsPriceBasisNotMarginBasis(t *testing.T) {
	at := &AutoTrader{}
	// At 10x leverage the exchange reports margin-based PnL: -6% margin is
	// only a -0.6% price move — noise, must NOT bypass the min hold.
	ctx := leveragedThrottleContext("xyz:INTC", "long", 20*time.Minute, -6.0, 10)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if !strings.Contains(reason, "min AI-managed hold") {
		t.Fatalf("expected -0.6%% price move to stay blocked at 10x, got %q", reason)
	}

	// -60% margin at 10x is a real -6% price move — bypass allowed.
	ctx = leveragedThrottleContext("xyz:INTC", "long", 20*time.Minute, -60.0, 10)
	reason = at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if reason != "" {
		t.Fatalf("expected -6%% price move to bypass min hold at 10x, got %q", reason)
	}
}

func TestTradeThrottleNoiseBandIsPriceBasisNotMarginBasis(t *testing.T) {
	at := &AutoTrader{}
	// Past min hold at 10x: +20% margin is only a +2% price move, still
	// inside the default -2%..+3% noise band — flat close must stay blocked.
	ctx := leveragedThrottleContext("xyz:INTC", "long", 2*time.Hour, 20.0, 10)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if !strings.Contains(reason, "noise band") {
		t.Fatalf("expected +2%% price move to be blocked inside noise band at 10x, got %q", reason)
	}
}

func TestTradeThrottleBlocksFlatCloseInsideNoiseWindow(t *testing.T) {
	at := &AutoTrader{}
	// Held past the default 90m min hold but still inside the noise band and
	// under the 3h noise window.
	ctx := throttleContext("xyz:INTC", "long", 2*time.Hour, 0.4)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if !strings.Contains(reason, "noise band") {
		t.Fatalf("expected flat close to be blocked inside noise window, got %q", reason)
	}
}

func TestTradeThrottleAllowsConfirmedLossAfterMinimumHold(t *testing.T) {
	at := &AutoTrader{}
	// Past the min hold, loss beyond the -2% noise floor → close allowed.
	ctx := throttleContext("xyz:INTC", "long", 2*time.Hour, -2.5)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if reason != "" {
		t.Fatalf("expected confirmed loss after min hold to pass, got %q", reason)
	}
}

func TestTradeThrottleRespectsConfiguredGates(t *testing.T) {
	// Strategy config overrides the built-in defaults (hot-reloaded from DB).
	strict := &AutoTrader{config: AutoTraderConfig{StrategyConfig: &store.StrategyConfig{
		RiskControl: store.RiskControlConfig{MinHoldMinutes: 600, EarlyStopBypassPct: -10},
	}}}
	ctx := throttleContext("xyz:INTC", "long", 5*time.Hour, -4.0)
	reason := strict.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if !strings.Contains(reason, "min AI-managed hold") {
		t.Fatalf("expected configured 10h min hold to block a 5h close, got %q", reason)
	}

	loose := &AutoTrader{config: AutoTraderConfig{StrategyConfig: &store.StrategyConfig{
		RiskControl: store.RiskControlConfig{MinHoldMinutes: 30, NoiseHoldMinutes: 40},
	}}}
	ctx = throttleContext("xyz:INTC", "long", 45*time.Minute, 0.1)
	reason = loose.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
	if reason != "" {
		t.Fatalf("expected 45m close to pass with a 40m noise window, got %q", reason)
	}
}

func TestTradeThrottleAllowsLongShortPairInCycle(t *testing.T) {
	at := &AutoTrader{}
	ctx := &kernel.Context{}

	// One open already queued this cycle (e.g. the long) — the second open
	// (the short) must still be allowed so a directional pair can open.
	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_short"}, ctx, 1)
	if reason != "" {
		t.Fatalf("expected the second (short) open in cycle to be allowed, got %q", reason)
	}
}

func TestTradeThrottleBlocksOpensOverCycleCap(t *testing.T) {
	at := &AutoTrader{}
	ctx := &kernel.Context{}

	// under the 2-per-cycle cap, a further open is allowed
	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 1); reason != "" {
		t.Fatalf("expected open within the 2-per-cycle cap to be allowed, got %q", reason)
	}
	// at the cap, the next open is blocked
	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 2); !strings.Contains(reason, "2 new position") {
		t.Fatalf("expected open beyond the 2-per-cycle cap to be blocked, got %q", reason)
	}
}

func TestTradeThrottleBlocksOpeningAgainstExistingPosition(t *testing.T) {
	at := &AutoTrader{}
	ctx := throttleContext("xyz:INTC", "long", 2*time.Hour, 1.0)

	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_short"}, ctx, 0)
	if !strings.Contains(reason, "already has an open") {
		t.Fatalf("expected opposite open to be blocked when position exists, got %q", reason)
	}
}