cyb50-quant/research/dragon/v2/tests/test_followthrough_mid_exit_probe.py

from __future__ import annotations

import unittest
from pathlib import Path

from dragon_branch_configs import alpha_first_glued_followthrough_mid_exit_probe_config
from dragon_rc1_golden_baseline import _load_indicator_snapshot
from dragon_shared import END_DATE, START_DATE
from dragon_strategy import DragonRuleEngine


class TestFollowthroughMidExitProbe(unittest.TestCase):
    def setUp(self) -> None:
        self.base_dir = Path(__file__).resolve().parents[1]
        self.indexed, _ = _load_indicator_snapshot(self.base_dir)

    def test_mid_exit_probe_promotes_single_reentry_trade_to_late_high_regime_exit(self) -> None:
        _, trades = DragonRuleEngine(config=alpha_first_glued_followthrough_mid_exit_probe_config()).run(self.indexed)
        trades = trades[
            (trades["buy_date"] >= START_DATE)
            & (trades["buy_date"] <= END_DATE)
            & (trades["sell_date"] >= START_DATE)
            & (trades["sell_date"] <= END_DATE)
        ].copy()

        target = trades[
            trades["buy_reason"].astype(str).str.startswith("glued_followthrough_reentry_buy:confirmed_mid_zone_very_weak_b1")
        ].copy()
        self.assertEqual(len(trades), 91)
        self.assertEqual(len(target), 1)

        row = target.iloc[0]
        self.assertEqual(row["buy_date"], "2020-12-01")
        self.assertEqual(row["sell_date"], "2021-02-19")
        self.assertEqual(row["sell_reason"], "high_regime_confirmed_exit:kdj_sell")
        self.assertEqual(int(row["holding_days"]), 80)
        self.assertAlmostEqual(float(row["return_pct"]), 0.266486841392223, places=12)


if __name__ == "__main__":
    unittest.main()