auto-stock/backend/tests/test_swing_r3_fixes_20261002.py

"""스윙 도메인 3회차 검증 결함 회귀 테스트 (2026-10-02).

재현 테스트(scratchpad r3/test_r3_swing.py, test_r3_dual.py)를 "결함 재현 → 수정 후
기대 동작"으로 뒤집어 옮겼다. 모두 소스 문자열 검사가 아니라 실제 호출이다.

  C-1  청산 판정 예외 시에도 폴백 손절이 돈다 / 손절 파라미터 해석 실패 시 config 바닥값
  H-1  듀얼 스캔에 플레이북·지수 서킷브레이커 게이트
  M-1  스케줄러: 평균회귀 진입 → 듀얼 순서, 평균회귀 조기 종료·예외가 듀얼을 막지 않음,
       일일 한도 도달 시 듀얼 일봉 조회 생략
  H-3  시간손절 = KRX 거래일 기준, 동기화 유입 행은 원 BUY 일자 기준
  M-3  잔고 rt_cd≠'0'/총자산≤0 → MDD 산출 실패 경로
  M-4  detect_market_regime_v2 는 실전 히스테리시스 전역을 건드리지 않는다
  H-4  모멘텀 v2·눌림목 v2·resolve_swing_stop_params_v2·_time_stop_signal_v2·
       _regime_200d_or_none_v2·_adaptive_entry_block_reason_v2·_run_dual_strategy_scan_v2·
       remaining_pct_after_partial_sell·_resolve_mdd_on_failure_v2·H2 히스테리시스

규약(CLAUDE.md §4.1): 주문 경로 목은 예외 발생형(_Reached, BaseException).
기대값은 settings.* 참조.
"""
import asyncio
from datetime import date, datetime, timedelta
from types import SimpleNamespace
from unittest.mock import AsyncMock, MagicMock

import pytest

import app.services.mean_reversion_strategy as mr
from app.core.config import settings


class _Reached(BaseException):
    """주문/위임 관문 도달 신호 — 프로덕션 except Exception 에 삼켜지지 않는다."""


@pytest.fixture(autouse=True)
def _reset_regime_state(monkeypatch):
    monkeypatch.setattr(mr, "_previous_regime", None)
    from app.core import log_throttle
    log_throttle.reset_for_tests()
    yield


def _no_adaptive(monkeypatch):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(fallback_used=True))
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: None)


# ═══════════════════════════════════════════════════════════════════════════
# C-1 / H-3 — swing/exit_service.check_and_execute_exit_v2
# ═══════════════════════════════════════════════════════════════════════════

def _exit_harness(monkeypatch, *, price, avg, strategy="swing", created_days_ago=1,
                  remaining=1.0, entry_reason=None, indicators=True):
    import app.services.swing.exit_service as es
    import app.services.trade_executor as te
    from app.core.timeutil import now_kst

    holding = SimpleNamespace(stock_code="005930", stock_name="T", quantity=10,
                              average_price=avg, current_price=price, market="KRX")
    monkeypatch.setattr(es, "get_swing_holdings", AsyncMock(return_value=[holding]))
    monkeypatch.setattr(es, "check_market_regime", AsyncMock(return_value={"regime_200d": "bull"}))
    at = SimpleNamespace(strategy_name=strategy, remaining_pct=remaining, highest_since_entry=None,
                         created_at=now_kst() - timedelta(days=created_days_ago),
                         entry_reason=entry_reason)
    monkeypatch.setattr(es, "get_swing_active_trade", AsyncMock(return_value=at))
    api = MagicMock()
    api.get_current_price = AsyncMock(return_value={"output": {"stck_prpr": str(int(price))}})
    bars = [{"stck_clpr": str(avg), "stck_hgpr": str(avg + 100), "stck_lwpr": str(avg - 100)}
            for _ in range(30)]
    api.get_daily_chart = AsyncMock(return_value={"output2": bars if indicators else []})
    # [C-1 6회차] 국내 매도 직전 KIS 실보유 확인 — 보유 10주 전부 스윙(DT 없음)
    api.get_balance = AsyncMock(return_value={"rt_cd": "0", "output1": [
        {"pdno": "005930", "hldg_qty": "10", "ord_psbl_qty": "10"}]})
    monkeypatch.setattr(es, "korea_investment_api", api)
    # 지표 고정: ATR 1%(일반 변동성), RSI 중립, BB 중앙은 진입가 위 → 익절 없음
    monkeypatch.setattr(es, "calculate_atr", lambda h, l, c: avg * 0.01)
    monkeypatch.setattr(es, "calculate_rsi", lambda c: 45.0)
    monkeypatch.setattr(es, "calculate_bollinger", lambda c: (avg * 1.2, avg * 1.1, avg * 0.9))

    placed = []

    async def _spo(**kw):
        placed.append(kw)
        raise _Reached("sell order")

    monkeypatch.setattr(te, "safe_place_order", _spo)
    from app.services.daytrading.position_manager import day_trading_state
    monkeypatch.setattr(day_trading_state, "positions", {})
    es._recent_exits.clear()
    return es, placed


async def _run_exit(es, db=None):
    try:
        await es.check_and_execute_exit_v2(db if db is not None else MagicMock())
    except _Reached:
        pass


@pytest.mark.asyncio
async def test_c1_check_exit_signal_exception_still_runs_fallback_stop(monkeypatch):
    """[결함 재현 반전] 판정 함수 예외 → 이전엔 주문 0건, 이제 폴백 손절로 전량 매도."""
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=8000, avg=10000)  # -20%

    def _boom(**kw):
        raise RuntimeError("boom")
    monkeypatch.setattr(es, "check_exit_signal", _boom)
    await _run_exit(es)
    assert len(placed) == 1 and placed[0]["quantity"] == 10 and placed[0]["order_type"] == "SELL"


@pytest.mark.asyncio
async def test_c1_momentum_exit_exception_still_runs_fallback_stop(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=8000, avg=10000, strategy="MOMENTUM_BREAKOUT")

    def _boom(*a, **kw):
        raise RuntimeError("boom")
    monkeypatch.setattr(es, "_check_momentum_exit", _boom)
    await _run_exit(es)
    assert len(placed) == 1 and placed[0]["quantity"] == 10


@pytest.mark.asyncio
async def test_c1_resolver_failure_uses_config_floor(monkeypatch):
    """지표 경로·폴백이 공유하는 손절 해석기가 죽어도 config 바닥값으로 손절한다."""
    _no_adaptive(monkeypatch)
    floor = -abs(settings.STOP_LOSS_PERCENT)
    below = int(10000 * (1 + (floor - 1.0) / 100))  # 바닥값보다 1%p 더 손실
    es, placed = _exit_harness(monkeypatch, price=below, avg=10000)

    def _boom(*a, **kw):
        raise RuntimeError("resolver down")
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", _boom)
    await _run_exit(es)
    assert len(placed) == 1 and placed[0]["quantity"] == 10


@pytest.mark.asyncio
async def test_c1_resolver_failure_floor_does_not_oversell(monkeypatch):
    _no_adaptive(monkeypatch)
    floor = -abs(settings.STOP_LOSS_PERCENT)
    above = int(10000 * (1 + (floor + 2.0) / 100))  # 바닥값보다 2%p 덜 손실
    es, placed = _exit_harness(monkeypatch, price=above, avg=10000)

    def _boom(*a, **kw):
        raise RuntimeError("resolver down")
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", _boom)
    await _run_exit(es)
    assert placed == []


@pytest.mark.asyncio
async def test_c1_evaluated_hold_does_not_trigger_fallback(monkeypatch):
    """정상 평가된 '보유' 판정은 폴백이 뒤집지 않는다(H4 의도 유지)."""
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=8000, avg=10000)
    monkeypatch.setattr(es, "check_exit_signal", lambda **kw: None)
    await _run_exit(es)
    assert placed == []


@pytest.mark.asyncio
async def test_c1_no_chart_uses_fallback(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=8000, avg=10000, indicators=False)
    await _run_exit(es)
    assert len(placed) == 1


def test_fallback_stop_loss_pct_v2_floor_and_sign(monkeypatch):
    import app.services.swing.exit_service as es

    def _boom(*a, **kw):
        raise ValueError("x")
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", _boom)
    assert es._fallback_stop_loss_pct_v2(None, 10000.0) == -abs(settings.STOP_LOSS_PERCENT)
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", lambda a, c: (5.0, 2.5))
    assert es._fallback_stop_loss_pct_v2(None, 10000.0) == -5.0  # 양수 누출 → 음수 가드


# ── 시간손절(H-3) — 루프 경유 ────────────────────────────────────────────

@pytest.mark.asyncio
async def test_time_stop_fires_for_old_mean_reversion_position(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=9900, avg=10000, created_days_ago=60)
    await _run_exit(es)
    assert len(placed) == 1 and placed[0]["quantity"] == 10


@pytest.mark.asyncio
async def test_time_stop_overrides_partial_signal(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=10100, avg=10000, created_days_ago=60)
    monkeypatch.setattr(es, "check_exit_signal", lambda **kw: mr.ExitSignal("SELL_PARTIAL", "p", 0.5))
    await _run_exit(es)
    assert len(placed) == 1 and placed[0]["quantity"] == 10  # 전량


@pytest.mark.asyncio
async def test_time_stop_not_applied_to_momentum(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=9900, avg=10000, created_days_ago=60,
                               strategy="MOMENTUM_BREAKOUT")
    monkeypatch.setattr(es, "_check_momentum_exit", lambda *a, **k: None)
    await _run_exit(es)
    assert placed == []


@pytest.mark.asyncio
async def test_time_stop_exception_does_not_block_fallback_stop(monkeypatch):
    _no_adaptive(monkeypatch)
    es, placed = _exit_harness(monkeypatch, price=8000, avg=10000, indicators=False)

    def _boom(*a, **k):
        raise RuntimeError("ts boom")
    monkeypatch.setattr(es, "_time_stop_signal_v2", _boom)
    await _run_exit(es)
    assert len(placed) == 1


# ── 시간손절(H-3) — 순수 판정 ────────────────────────────────────────────

def test_count_krx_trading_days_between_weekends():
    from app.core.market_schedule import count_krx_trading_days_between
    # 2026-01-02(금) → 2026-01-30(금): 캘린더 28일, 평일 20일(1월 공휴일 없음)
    assert count_krx_trading_days_between(date(2026, 1, 2), date(2026, 1, 30)) == 20
    assert count_krx_trading_days_between(date(2026, 1, 2), date(2026, 1, 2)) == 0
    assert count_krx_trading_days_between(date(2026, 1, 30), date(2026, 1, 2)) == 0
    # 주말만 끼면 0
    assert count_krx_trading_days_between(date(2026, 1, 9), date(2026, 1, 11)) == 0


def test_count_krx_trading_days_between_holidays():
    from app.core import market_schedule as ms
    if ms._kr_holidays is None:
        pytest.skip("holidays 패키지 없음")
    assert ms.is_krx_holiday(date(2026, 2, 17))  # 설날
    # 2026-02-13(금) → 02-20(금): 평일 5일 중 설 연휴 16~18 제외 → 19, 20
    assert ms.count_krx_trading_days_between(date(2026, 2, 13), date(2026, 2, 20)) == 2


def _patch_today(monkeypatch, d: date):
    import app.core.timeutil as tu
    monkeypatch.setattr(tu, "now_kst", lambda: datetime(d.year, d.month, d.day, 10, 0))


def test_time_stop_signal_v2_counts_trading_days(monkeypatch):
    import app.services.swing.exit_service as es
    at = SimpleNamespace(created_at=datetime(2026, 1, 2, 10, 0))
    days = int(settings.SWING_TIME_STOP_DAYS)
    from app.core.market_schedule import count_krx_trading_days_between
    # 캘린더로는 기간을 넘었지만 거래일로는 미달인 날 → 미발동
    d = date(2026, 1, 2) + timedelta(days=days)
    assert (d - date(2026, 1, 2)).days >= days
    assert count_krx_trading_days_between(date(2026, 1, 2), d) < days
    _patch_today(monkeypatch, d)
    assert es._time_stop_signal_v2(at, 9900, 10000) is None
    # 거래일 기간 도달일 → 발동
    d2 = date(2026, 1, 2)
    while count_krx_trading_days_between(date(2026, 1, 2), d2) < days:
        d2 += timedelta(days=1)
    _patch_today(monkeypatch, d2)
    sig = es._time_stop_signal_v2(at, 9900, 10000)
    assert sig is not None and sig.action == "SELL_ALL" and sig.sell_pct == 1.0
    assert "거래일" in sig.reason
    # 수익이 최소수익 이상이면 미발동
    win = 10000 * (1 + (settings.SWING_TIME_STOP_MIN_PROFIT_PCT + 1) / 100)
    assert es._time_stop_signal_v2(at, win, 10000) is None


def test_time_stop_signal_v2_unknown_entry_is_none():
    import app.services.swing.exit_service as es
    assert es._time_stop_signal_v2(None, 9900, 10000) is None
    assert es._time_stop_signal_v2(SimpleNamespace(created_at=None), 9900, 10000) is None


class _ScalarDB:
    def __init__(self, value):
        self.value = value
        self.calls = 0

    async def execute(self, stmt):
        self.calls += 1
        return SimpleNamespace(scalar=lambda: self.value)


@pytest.mark.asyncio
async def test_time_stop_entry_uses_original_buy_for_sync_inflow_row():
    import app.services.swing.exit_service as es
    created = datetime(2026, 3, 2, 10, 0)
    orig = datetime(2026, 1, 5, 9, 30)
    at = SimpleNamespace(created_at=created, entry_reason="동기화 유입 포지션 (부분매도 시 자동 생성)")
    db = _ScalarDB(orig)
    basis = await es._resolve_time_stop_entry_v2(db, "005930", at)
    assert basis.created_at == orig and db.calls == 2  # 전량 청산 하한 + BUY 조회(L-3)


@pytest.mark.asyncio
async def test_time_stop_entry_keeps_created_at_for_normal_rows_and_misses():
    import app.services.swing.exit_service as es
    created = datetime(2026, 3, 2, 10, 0)
    normal = SimpleNamespace(created_at=created, entry_reason="[PULLBACK_BUY] x")
    db = _ScalarDB(datetime(2026, 1, 5))
    assert await es._resolve_time_stop_entry_v2(db, "005930", normal) is normal
    assert db.calls == 0
    sync = SimpleNamespace(created_at=created, entry_reason="동기화 유입 포지션 (부분매도 시 자동 생성)")
    assert await es._resolve_time_stop_entry_v2(_ScalarDB(None), "005930", sync) is sync


# ═══════════════════════════════════════════════════════════════════════════
# resolve_swing_stop_params_v2
# ═══════════════════════════════════════════════════════════════════════════

def test_resolve_stop_params_config_normal_and_high_vol(monkeypatch):
    _no_adaptive(monkeypatch)
    sl, mult = mr.resolve_swing_stop_params_v2(100.0, 10000.0)  # ATR 1%
    assert sl == -abs(settings.STOP_LOSS_PERCENT) and mult == float(settings.ATR_STOP_MULTIPLIER)
    sl_hv, _ = mr.resolve_swing_stop_params_v2(400.0, 10000.0)  # ATR 4% > 3%
    assert sl_hv == -abs(settings.STOP_LOSS_HIGH_VOL)
    sl_none, _ = mr.resolve_swing_stop_params_v2(None, 10000.0)
    assert sl_none == -abs(settings.STOP_LOSS_PERCENT)


def test_resolve_stop_params_adaptive_wins(monkeypatch):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: {"STOP_LOSS_PERCENT": -6.0,
                                                                   "ATR_STOP_MULTIPLIER": 3.0}.get(k))
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(
        fallback_used=False, stop_loss_pct=-5.0, stop_loss_high_vol=-8.0, atr_stop_multiplier=2.0))
    assert mr.resolve_swing_stop_params_v2(100.0, 10000.0) == (-5.0, 2.0)
    assert mr.resolve_swing_stop_params_v2(400.0, 10000.0) == (-8.0, 2.0)


def test_resolve_stop_params_strategy_cfg_used_when_adaptive_fallback(monkeypatch):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: {"STOP_LOSS_PERCENT": -6.0,
                                                                   "ATR_STOP_MULTIPLIER": 3.0}.get(k))
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(fallback_used=True))
    assert mr.resolve_swing_stop_params_v2(100.0, 10000.0) == (-6.0, 3.0)


@pytest.mark.parametrize("bad", ["abc", float("nan"), float("inf"), 0, 0.0, [1]])
def test_resolve_stop_params_bad_strategy_cfg_falls_back_to_config(monkeypatch, bad):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: bad)
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(fallback_used=True))
    sl, mult = mr.resolve_swing_stop_params_v2(100.0, 10000.0)
    assert sl == -abs(settings.STOP_LOSS_PERCENT)
    assert mult == float(settings.ATR_STOP_MULTIPLIER)


def test_resolve_stop_params_none_adaptive_fields_do_not_raise(monkeypatch):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: None)
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(
        fallback_used=False, stop_loss_pct=None, stop_loss_high_vol=None, atr_stop_multiplier=None))
    assert mr.resolve_swing_stop_params_v2(100.0, 10000.0) == (
        -abs(settings.STOP_LOSS_PERCENT), float(settings.ATR_STOP_MULTIPLIER))


def test_resolve_stop_params_adaptive_raises_uses_lower_sources(monkeypatch):
    import app.services.adaptive_strategy as ad

    def _boom():
        raise RuntimeError("x")
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: None)
    monkeypatch.setattr(ad, "get_current_adaptive_params", _boom)
    assert mr.resolve_swing_stop_params_v2(100.0, 10000.0)[0] == -abs(settings.STOP_LOSS_PERCENT)


def test_resolve_stop_params_positive_value_is_sign_guarded(monkeypatch):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(mr.strategy_cfg, "get", lambda k, d=None: 6.0 if k == "STOP_LOSS_PERCENT" else None)
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: SimpleNamespace(fallback_used=True))
    assert mr.resolve_swing_stop_params_v2(100.0, 10000.0)[0] == -6.0


# ═══════════════════════════════════════════════════════════════════════════
# 모멘텀 v2 / 눌림목 v2
# ═══════════════════════════════════════════════════════════════════════════

def test_momentum_v2_excludes_today_bar():
    highs = [100.0] * 20 + [112.0]   # 오늘 고가 112(장중) — 직전 20봉 고점 100
    vols = [1000] * 20 + [2500]
    closes = [99.0] * 20 + [110.0]
    sig = mr.check_momentum_breakout_signal_v2(closes, highs, vols, 110.0, 2500, 60.0)
    assert sig is not None and sig["strategy"] == "MOMENTUM_BREAKOUT"
    # v1 은 오늘 고가가 구간에 포함돼 구조적으로 불가
    assert mr.check_momentum_breakout_signal(closes, highs, vols, 110.0, 2500, 60.0) is None


def test_momentum_v2_window_is_exactly_prior_20():
    highs = [200.0] + [100.0] * 20 + [111.0]   # 21봉 전 고점은 구간 밖 → 무시
    vols = [1000] * 21 + [2500]
    closes = [99.0] * 21 + [110.0]
    assert mr.check_momentum_breakout_signal_v2(closes, highs, vols, 110.0, 2500, 60.0) is not None
    highs2 = [100.0, 200.0] + [100.0] * 19 + [111.0]  # 20봉 전 고점은 구간 안 → 반영
    assert mr.check_momentum_breakout_signal_v2(closes, highs2, vols, 110.0, 2500, 60.0) is None


@pytest.mark.parametrize("vol,rsi,ok", [
    (1999, 60.0, False),   # 거래량 2× 미달
    (2000, 60.0, True),
    (2500, 50.0, False),   # RSI 50 초과 필요
    (2500, 70.0, False),   # RSI 70 미만 필요
])
def test_momentum_v2_volume_and_rsi_gates(vol, rsi, ok):
    highs = [100.0] * 20 + [111.0]
    vols = [1000] * 20 + [vol]
    closes = [99.0] * 20 + [110.0]
    assert (mr.check_momentum_breakout_signal_v2(closes, highs, vols, 110.0, vol, rsi) is not None) is ok


def test_momentum_v2_needs_21_bars():
    assert mr.check_momentum_breakout_signal_v2([1.0] * 20, [1.0] * 20, [1] * 20, 2.0, 10, 60.0) is None


_PB_CLOSES = [100 + i * 0.5 for i in range(60)]   # MA20 124.75 > MA60 114.75
_PB_MA20 = sum(_PB_CLOSES[-20:]) / 20


def test_pullback_v2_excludes_today_volume_from_average():
    vols = [1000] * 20 + [1210]
    # 오늘 제외: 직전 20봉 평균 1000 → 1210 ≥ 1.2× 통과
    sig = mr.check_pullback_buy_signal_v2(_PB_CLOSES, _PB_MA20, 1210, 45.0, 40.0, vols,
                                          exclude_today_volume=True)
    assert sig is not None and sig["strategy"] == "PULLBACK_BUY"
    # 오늘 포함(v1 동일): 평균 1010.5 → 1.2× = 1212.6 > 1210 → 탈락
    assert mr.check_pullback_buy_signal_v2(_PB_CLOSES, _PB_MA20, 1210, 45.0, 40.0, vols) is None


@pytest.mark.parametrize("kwargs", [
    dict(rsi=45.0, rsi_prev=46.0),                    # RSI 하락 중
    dict(rsi=56.0, rsi_prev=50.0),                    # RSI 범위 밖
    dict(current_close=_PB_MA20 * 1.05),              # MA20 에서 너무 멂
    dict(closes=list(reversed(_PB_CLOSES))),          # MA20 < MA60
])
def test_pullback_v2_rejections(kwargs):
    base = dict(closes=_PB_CLOSES, current_close=_PB_MA20, current_volume=1500, rsi=45.0,
                rsi_prev=40.0, volumes=[1000] * 21, exclude_today_volume=True)
    base.update(kwargs)
    assert mr.check_pullback_buy_signal_v2(**base) is None


def test_pullback_v2_short_volume_history_rejected():
    assert mr.check_pullback_buy_signal_v2(_PB_CLOSES, _PB_MA20, 1500, 45.0, 40.0, [1000] * 20,
                                           exclude_today_volume=True) is None


# ═══════════════════════════════════════════════════════════════════════════
# remaining_pct_after_partial_sell — 동일 단계 재발동 없음
# ═══════════════════════════════════════════════════════════════════════════

def _simulate_partial_sells(qty, signal_fn, cycles=6):
    """exit_service 의 매도 수량 공식 + remaining_pct 기록을 반복 적용. 매도 기록 반환."""
    from app.services.sizing_core import remaining_pct_after_partial_sell
    held, remaining, sells = qty, 1.0, []
    for _ in range(cycles):
        sig = signal_fn(remaining)
        if sig is None or held <= 0:
            break
        sell_pct = sig.sell_pct
        original = held
        if 0 < remaining < 1.0:
            original = max(held, int(round(held / remaining)))
        if sell_pct >= 1.0 or held <= 3:
            sell_qty = held
        else:
            sell_qty = min(max(int(original * sell_pct), 1), held)
        sells.append((sig.reason[:6], sell_qty))
        if sell_qty >= held:
            held = 0
            break
        remaining = remaining_pct_after_partial_sell(remaining, sell_pct, held - sell_qty, original)
        held -= sell_qty
    return sells, held


@pytest.mark.parametrize("qty", [5, 7, 11, 21])
def test_mean_reversion_partial_fires_once(monkeypatch, qty):
    _no_adaptive(monkeypatch)

    def _sig(remaining):  # 1차 익절 조건 상시 충족(BB 중앙 상회, +3%), 전량 조건 없음
        return mr.check_exit_signal(mr.MarketRegime.BULL, rsi=50, close=10300, bb_upper=20000,
                                    bb_middle=10200, bb_lower=9000, entry_price=10000, atr=50,
                                    lowest_since_entry=9900, remaining_pct=remaining,
                                    trailing_high=None)
    sells, held = _simulate_partial_sells(qty, _sig)
    assert len(sells) == 1, sells
    assert sells[0][1] == int(qty * 0.5)
    assert held == qty - int(qty * 0.5) > 0


@pytest.mark.parametrize("qty", [5, 6, 9, 13])
def test_momentum_stages_fire_once_each(monkeypatch, qty):
    _no_adaptive(monkeypatch)
    import app.services.swing.exit_service as es

    def _sig(remaining):  # +25%: 1·2차 단계 모두 조건 충족, 트레일링 없음
        return es._check_momentum_exit(12500, 10000, 50, remaining, None)
    sells, held = _simulate_partial_sells(qty, _sig)
    # 1차·2차 각 1회씩, 같은 단계 재발동 없음, 잔량(트레일링 몫)이 남는다
    assert [s[0] for s in sells] == ["모멘텀 1차", "모멘텀 2차"], sells
    assert held > 0


# ═══════════════════════════════════════════════════════════════════════════
# entry_service 게이트 헬퍼
# ═══════════════════════════════════════════════════════════════════════════

@pytest.mark.parametrize("regime,expected", [
    ({"regime_200d": "bull"}, "bull"),
    ({"regime_200d": "sideways"}, "sideways"),
    ({}, None),
    ({"regime_200d": ""}, None),
    ({"regime_200d": 1}, None),
    (None, None),
    ("bull", None),
])
def test_regime_200d_or_none_v2(regime, expected):
    from app.services.swing.entry_service import _regime_200d_or_none_v2
    assert _regime_200d_or_none_v2(regime) == expected


def test_adaptive_entry_block_reason_v2(monkeypatch):
    import app.services.adaptive_strategy as ad
    from app.services.swing.entry_service import _adaptive_entry_block_reason_v2 as f
    monkeypatch.setattr(ad, "get_current_adaptive_params",
                        lambda: SimpleNamespace(fallback_used=False, trading_mode="crisis"))
    assert "CRISIS" in f()
    monkeypatch.setattr(ad, "get_current_adaptive_params",
                        lambda: SimpleNamespace(fallback_used=True, trading_mode="crisis"))
    assert f() == ""
    monkeypatch.setattr(ad, "get_current_adaptive_params",
                        lambda: SimpleNamespace(fallback_used=False, trading_mode="normal"))
    assert f() == ""
    monkeypatch.setattr(ad, "get_current_adaptive_params", lambda: None)
    assert f() != ""

    def _boom():
        raise RuntimeError("x")
    monkeypatch.setattr(ad, "get_current_adaptive_params", _boom)
    assert "fail-closed" in f()


def test_index_breaker_block_reason_v2(monkeypatch):
    from app.services.swing.entry_service import _index_breaker_block_reason_v2 as f
    monkeypatch.setattr(settings, "SWING_INDEX_BREAKER_ENABLED", False)
    assert f({"drop_from_ma20": -5.0}) == ""
    monkeypatch.setattr(settings, "SWING_INDEX_BREAKER_ENABLED", True)
    assert f({"drop_from_ma20": -0.1}) != ""
    assert f({"drop_from_ma20": 0.5}) == ""
    assert f({}) == ""
    assert "fail-closed" in f({"drop_from_ma20": "abc"})


# ═══════════════════════════════════════════════════════════════════════════
# H-1 / M-1 — scan_dual_strategy_signals · _run_dual_strategy_scan_v2
# ═══════════════════════════════════════════════════════════════════════════

class _DualDB:
    def __init__(self, candidates):
        self._candidates = candidates

    async def execute(self, stmt):
        r = MagicMock()
        r.fetchall.return_value = []
        r.scalars.return_value.all.return_value = list(self._candidates)
        return r


class _SessionCM:
    def __init__(self, db):
        self.db = db

    async def __aenter__(self):
        return self.db

    async def __aexit__(self, *a):
        return False


@pytest.fixture
def dual_env(monkeypatch):
    """모든 게이트 통과 상태 + 모멘텀 신호 고정. 위임(execute_auto_trade_background)은 _Reached."""
    import app.core.market_schedule as ms
    import app.services.korea_investment_api as kia
    import app.services.swing.entry_service as es
    import app.services.swing.scheduler as sch
    import app.services.trade_executor as te
    import app.services.adaptive_strategy as ad

    monkeypatch.setattr(settings, "AUTO_TRADE_ENABLED", True)
    monkeypatch.setattr(settings, "SWING_INDEX_BREAKER_ENABLED", False)
    monkeypatch.setattr(settings, "MOMENTUM_BREAKOUT_ENABLED", True)
    monkeypatch.setattr(ms, "is_market_open", lambda: True)
    monkeypatch.setattr(es, "is_entry_allowed_by_playbook", lambda: True)
    monkeypatch.setattr(es, "check_market_regime", AsyncMock(return_value={
        "regime_200d": "bull", "drop_from_ma20": -1.0, "max_trades": 5, "position_multiplier": 1.0}))
    monkeypatch.setattr(es, "count_swing_positions", AsyncMock(return_value=0))
    monkeypatch.setattr(es.mdd_manager, "can_open_new_position", AsyncMock(return_value=True))
    monkeypatch.setattr(ad, "get_current_adaptive_params",
                        lambda: SimpleNamespace(fallback_used=False, trading_mode="normal"))
    monkeypatch.setattr(te, "_count_swing_buys_today_v2", AsyncMock(return_value=0))
    bars = [{"stck_clpr": str(100 + i), "stck_hgpr": str(101 + i), "acml_vol": "1000"}
            for i in range(30)]
    api = MagicMock()
    api.get_daily_chart = AsyncMock(return_value={"output2": bars})
    monkeypatch.setattr(kia, "korea_investment_api", api)
    monkeypatch.setattr(mr, "check_momentum_breakout_signal_v2", lambda **kw: {
        "signal": "BUY", "strategy": "MOMENTUM_BREAKOUT", "confidence": 0.7, "description": "t"})
    delegate = AsyncMock(side_effect=_Reached("delegated"))
    monkeypatch.setattr(es, "execute_auto_trade_background", delegate)
    stock = SimpleNamespace(stock_code="005930", stock_name="T", current_price=70000, score=5)
    db = _DualDB([stock])
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM(db))
    return SimpleNamespace(es=es, sch=sch, te=te, api=api, delegate=delegate, db=db)


async def _run_dual(env):
    try:
        await env.sch._run_dual_strategy_scan_v2()
    except _Reached:
        return True
    return False


@pytest.mark.asyncio
async def test_dual_positive_control_delegates(dual_env):
    assert await _run_dual(dual_env) is True


@pytest.mark.asyncio
async def test_dual_blocked_by_playbook(monkeypatch, dual_env):
    """[결함 재현 반전] 이전엔 플레이북 차단 중에도 듀얼 진입이 위임됐다."""
    monkeypatch.setattr(dual_env.es, "is_entry_allowed_by_playbook", lambda: False)
    assert await _run_dual(dual_env) is False
    dual_env.api.get_daily_chart.assert_not_called()


@pytest.mark.asyncio
async def test_dual_blocked_by_index_breaker_when_enabled(monkeypatch, dual_env):
    monkeypatch.setattr(settings, "SWING_INDEX_BREAKER_ENABLED", True)
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
async def test_dual_blocked_by_mdd(monkeypatch, dual_env):
    monkeypatch.setattr(dual_env.es.mdd_manager, "can_open_new_position", AsyncMock(return_value=False))
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
async def test_dual_blocked_when_auto_trade_disabled(monkeypatch, dual_env):
    monkeypatch.setattr(settings, "AUTO_TRADE_ENABLED", False)
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
@pytest.mark.parametrize("r", ["sideways", "bear"])
async def test_dual_blocked_outside_bull(monkeypatch, dual_env, r):
    monkeypatch.setattr(dual_env.es, "check_market_regime", AsyncMock(return_value={"regime_200d": r}))
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
async def test_dual_blocked_by_crisis(monkeypatch, dual_env):
    import app.services.adaptive_strategy as ad
    monkeypatch.setattr(ad, "get_current_adaptive_params",
                        lambda: SimpleNamespace(fallback_used=False, trading_mode="crisis"))
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
async def test_dual_skips_chart_scan_when_daily_limit_reached(monkeypatch, dual_env):
    monkeypatch.setattr(dual_env.te, "_count_swing_buys_today_v2",
                        AsyncMock(return_value=int(settings.MAX_DAILY_TRADES)))
    assert await _run_dual(dual_env) is False
    dual_env.api.get_daily_chart.assert_not_called()


@pytest.mark.asyncio
async def test_dual_daily_limit_uses_regime_max_trades(monkeypatch, dual_env):
    monkeypatch.setattr(settings, "BEAR_MARKET_FILTER_ENABLED", True)
    monkeypatch.setattr(dual_env.es, "check_market_regime", AsyncMock(return_value={
        "regime_200d": "bull", "max_trades": 1, "position_multiplier": 1.0}))
    monkeypatch.setattr(dual_env.te, "_count_swing_buys_today_v2", AsyncMock(return_value=1))
    assert await _run_dual(dual_env) is False


@pytest.mark.asyncio
async def test_dual_daily_count_failure_is_fail_closed(monkeypatch, dual_env):
    monkeypatch.setattr(dual_env.te, "_count_swing_buys_today_v2", AsyncMock(return_value=None))
    assert await _run_dual(dual_env) is False
    dual_env.api.get_daily_chart.assert_not_called()


# ── M-1 스케줄러 순서 ─────────────────────────────────────────────────────

class _StopLoop(BaseException):
    pass


def _scheduler_env(monkeypatch, mr_side_effect=None):
    import app.services.swing.scheduler as sch
    import app.services.korea_investment_api as kia
    import app.api.endpoints.recommendations as rec_mod
    import app.api.endpoints.mcp as mcp_mod
    import app.core.redis as redis_mod

    order = []

    async def _sleep(sec):
        if sec >= 60:
            raise _StopLoop()

    monkeypatch.setattr(sch.asyncio, "sleep", _sleep)
    monkeypatch.setattr(sch, "is_market_open", lambda: True)
    monkeypatch.setattr(sch, "check_and_execute_exit_v2", AsyncMock(return_value=[]))
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM(MagicMock()))
    api = MagicMock()
    api.get_balance = AsyncMock(return_value={"output2": [{"tot_evlu_amt": "10000000"}]})
    monkeypatch.setattr(kia, "korea_investment_api", api)
    monkeypatch.setattr(sch.mdd_manager, "update", AsyncMock(return_value={"action": "NONE"}))
    monkeypatch.setattr(sch.mdd_manager, "record_update_success", AsyncMock())
    monkeypatch.setattr(sch.mdd_manager, "record_update_failure", AsyncMock())
    monkeypatch.setattr(sch.mdd_manager, "can_open_new_position", AsyncMock(return_value=True))
    monkeypatch.setattr(settings, "AUTO_TRADE_ENABLED", True)
    monkeypatch.setattr(rec_mod, "get_rule_based_recommendations_from_db", AsyncMock(return_value={}))
    monkeypatch.setattr(mcp_mod, "request_mcp_risk_assessment", AsyncMock(return_value=(True, "")))
    monkeypatch.setattr(redis_mod, "get_json", AsyncMock(return_value=None))

    async def _mr(*a, **k):
        order.append("mean_reversion")
        if mr_side_effect:
            raise mr_side_effect

    async def _dual():
        order.append("dual")

    monkeypatch.setattr(sch, "_run_recommendation_entry_v2", _mr)
    monkeypatch.setattr(sch, "_run_dual_strategy_scan_v2", _dual)
    return sch, order


async def _one_cycle(sch):
    with pytest.raises(_StopLoop):
        await sch.swing_scheduler()


@pytest.mark.asyncio
async def test_scheduler_runs_mean_reversion_then_dual(monkeypatch):
    sch, order = _scheduler_env(monkeypatch)
    await _one_cycle(sch)
    assert order == ["mean_reversion", "dual"]


@pytest.mark.asyncio
async def test_scheduler_mean_reversion_error_does_not_skip_dual(monkeypatch):
    sch, order = _scheduler_env(monkeypatch, mr_side_effect=RuntimeError("boom"))
    await _one_cycle(sch)
    assert order == ["mean_reversion", "dual"]


@pytest.mark.asyncio
@pytest.mark.parametrize("case", ["no_rec", "mcp_reject"])
async def test_recommendation_entry_early_exits_return_normally(monkeypatch, case):
    """조기 종료 분기는 return(=듀얼로 진행) — 진입 실행은 일어나지 않는다."""
    import app.services.swing.scheduler as sch
    monkeypatch.setattr(sch, "execute_swing_entries", AsyncMock(side_effect=_Reached("entry")))
    import app.services.db_worker as dbw
    monkeypatch.setattr(dbw, "enqueue_db_write", AsyncMock())
    rec = {"recommendations_by_rule": [{"stocks": [{"stock_code": "005930"}]}]}

    async def _get_json(key):
        if key == "recommendations:latest":
            return None if case == "no_rec" else rec
        return None
    get_db_rec = AsyncMock(return_value={})
    monkeypatch.setattr(sch, "AsyncSessionLocal", lambda: _SessionCM(MagicMock()))
    mcp = AsyncMock(return_value=(False, "deny"))
    assert await sch._run_recommendation_entry_v2(_get_json, get_db_rec, mcp) is None
    if case == "mcp_reject":
        mcp.assert_awaited_once()
        dbw.enqueue_db_write.assert_awaited_once()


# ═══════════════════════════════════════════════════════════════════════════
# M-3 — 적응형 MDD 산출
# ═══════════════════════════════════════════════════════════════════════════

@pytest.mark.parametrize("bal,expected", [
    ({"rt_cd": "0", "output2": [{"tot_evlu_amt": "1000"}]}, 1000.0),
    ({"output2": [{"tot_evlu_amt": "1000"}]}, 1000.0),
    ({"rt_cd": "1", "msg1": "err", "output2": [{"tot_evlu_amt": "1000"}]}, None),
    ({"rt_cd": "1", "msg1": "err"}, None),
    ({"rt_cd": "0", "output2": [{"tot_evlu_amt": "0"}]}, None),
    ({"rt_cd": "0", "output2": []}, None),
    ({"rt_cd": "0", "output2": [{"tot_evlu_amt": "x"}]}, None),
    (None, None),
])
def test_balance_total_or_none_v2(bal, expected):
    from app.services.adaptive_strategy import _balance_total_or_none_v2
    assert _balance_total_or_none_v2(bal) == expected


@pytest.mark.parametrize("prev,state,expected", [
    (-3.0, {"reduction_applied": "20pct"}, -20.0),
    (-3.0, {"reduction_applied": "10pct"}, -10.0),
    (-3.0, {"reduction_applied": None, "is_paused": True}, -10.0),
    (-3.0, {"reduction_applied": None, "is_paused": False}, -3.0),
    (-25.0, {"reduction_applied": "10pct"}, -25.0),
    ("x", {"reduction_applied": None}, 0.0),
])
def test_resolve_mdd_on_failure_v2(prev, state, expected):
    from app.services.adaptive_strategy import _resolve_mdd_on_failure_v2
    assert _resolve_mdd_on_failure_v2(prev, SimpleNamespace(**state)) == expected


def test_resolve_mdd_on_failure_v2_no_manager_keeps_prev():
    from app.services.adaptive_strategy import _resolve_mdd_on_failure_v2
    assert _resolve_mdd_on_failure_v2(-4.0, None) == -4.0


@pytest.mark.asyncio
async def test_refresh_adaptive_error_balance_uses_failure_path(monkeypatch):
    """rt_cd≠'0' 잔고 → mdd 0 이 아니라 _resolve_mdd_on_failure_v2(-20) 로 Crisis 판정 입력."""
    import app.services.adaptive_strategy as ad
    import app.services.korea_investment_api as kia
    import app.services.naver_finance as nf
    import app.services.mdd_manager as mm

    closes = [10000 + (i % 7) * 10 for i in range(260)]
    chart = [{"stck_clpr": str(c), "stck_hgpr": str(c + 50), "stck_lwpr": str(c - 50),
              "acml_vol": "1000"} for c in reversed(closes)]
    monkeypatch.setattr(nf, "get_naver_daily_chart", AsyncMock(return_value=list(reversed(chart))))
    api = MagicMock()
    api.get_balance = AsyncMock(return_value={"rt_cd": "1", "msg1": "EGW00123"})
    monkeypatch.setattr(kia, "korea_investment_api", api)
    mgr = SimpleNamespace(peak_balance=10_000_000.0, reduction_applied="20pct", is_paused=True)
    monkeypatch.setattr(mm, "mdd_manager", mgr)
    seen = {}
    _orig = ad.analyze_market_condition

    def _spy(**kw):
        seen["mdd"] = kw["mdd_current"]
        return _orig(**kw)
    monkeypatch.setattr(ad, "analyze_market_condition", _spy)
    monkeypatch.setattr(ad, "_save_to_redis", AsyncMock())
    monkeypatch.setattr(ad, "_record_mode_change", AsyncMock())
    monkeypatch.setattr(ad, "_current_params", None)
    await ad.refresh_adaptive_params()
    api.get_balance.assert_awaited()
    assert seen["mdd"] == -20.0


# ═══════════════════════════════════════════════════════════════════════════
# H2 히스테리시스 / M-4 상태 격리
# ═══════════════════════════════════════════════════════════════════════════

def _flat_closes():
    return [2500.0] * 230


def test_h2_hysteresis_enter_and_exit(monkeypatch):
    enter = settings.MEAN_REVERSION_ADX_SIDEWAYS - 2.0
    exit_ = settings.MEAN_REVERSION_ADX_SIDEWAYS + 2.0
    seq = [enter - 1, enter + 1, exit_ + 1, enter + 1, exit_ - 1]
    out = []
    for adx in seq:
        monkeypatch.setattr(mr, "calculate_adx", lambda h, l, c, period=14, _a=adx: float(_a))
        c = _flat_closes()
        out.append(mr.detect_market_regime(c, highs=c, lows=c) == mr.MarketRegime.SIDEWAYS)
    # 진입(<18) → 유지(<22) → 해제(>22) → 재진입은 <18 필요 → 여전히 아님
    assert out == [True, True, False, False, False]


def test_h2_high_adx_flat_slope_is_not_sideways(monkeypatch):
    monkeypatch.setattr(mr, "calculate_adx", lambda *a, **k: settings.MEAN_REVERSION_ADX_SIDEWAYS + 10)
    c = _flat_closes()
    assert mr.detect_market_regime(c, highs=c, lows=c) != mr.MarketRegime.SIDEWAYS


def test_h2_adx_none_slope_flat_is_sideways(monkeypatch):
    monkeypatch.setattr(mr, "calculate_adx", lambda *a, **k: None)
    c = _flat_closes()
    assert mr.detect_market_regime(c, highs=c, lows=c) == mr.MarketRegime.SIDEWAYS


def test_m4_v2_does_not_touch_live_state(monkeypatch):
    monkeypatch.setattr(mr, "_previous_regime", mr.MarketRegime.SIDEWAYS)
    rising = [2000 + i * 5 for i in range(230)]
    assert mr.detect_market_regime_v2(rising) == mr.MarketRegime.BULL
    assert mr._previous_regime == mr.MarketRegime.SIDEWAYS  # 전역 불변
    # v1 은 전역을 갱신한다(실전 경로 동작 유지)
    assert mr.detect_market_regime(rising) == mr.MarketRegime.BULL
    assert mr._previous_regime == mr.MarketRegime.BULL


def test_m4_v2_injected_state_carries_hysteresis(monkeypatch):
    state = mr.RegimeHysteresisState()
    mid = settings.MEAN_REVERSION_ADX_SIDEWAYS  # 18 < mid < 22
    c = _flat_closes()
    monkeypatch.setattr(mr, "calculate_adx", lambda *a, **k: float(mid))
    # 상태 없음: mid 는 진입 임계(<18) 미달 → 비횡보
    assert mr.detect_market_regime_v2(c, c, c, state) != mr.MarketRegime.SIDEWAYS
    state.previous = mr.MarketRegime.SIDEWAYS
    # 주입 상태가 SIDEWAYS 면 mid 는 해제 임계(>22) 미달 → 횡보 유지
    assert mr.detect_market_regime_v2(c, c, c, state) == mr.MarketRegime.SIDEWAYS
    assert mr._previous_regime is None  # 전역 불변