okx-codex-trader/tests/test_search_recent_regime_router_v2.py

import importlib.util
import sys
from pathlib import Path

import pandas as pd
import pytest

from okx_codex_trader.models import Candle


def load_module():
    path = Path(__file__).resolve().parents[1] / "scripts" / "search_recent_regime_router_v2.py"
    spec = importlib.util.spec_from_file_location("search_recent_regime_router_v2", path)
    assert spec is not None
    module = importlib.util.module_from_spec(spec)
    assert spec.loader is not None
    sys.modules[spec.name] = module
    spec.loader.exec_module(module)
    return module


def test_required_horizons_are_declared():
    module = load_module()

    assert [label for label, _ in module.HORIZONS] == ["7d", "14d", "30d", "90d", "6m", "1y", "3y"]


def test_exit_price_for_risk_hit_uses_open_on_short_stop_gap():
    module = load_module()
    position = {"side": "short", "stop_price": 101.0, "take_profit_price": 98.0}
    candle = Candle(symbol="ETH-USDT-SWAP", ts=1, open=102.0, high=103.0, low=99.0, close=100.0, volume=1.0)

    assert module.exit_price_for_risk_hit(position, candle) == pytest.approx(102.0)


def test_weak_trend_routes_to_cash():
    module = load_module()
    spec = module.RouterSpec(
        name="test",
        trend_sma=3,
        btc_momentum_lookback=2,
        eth_momentum_lookback=2,
        vol_lookback=3,
        corr_lookback=3,
        ratio_lookback=3,
        btc_trend_min=0.01,
        btc_momentum_min=0.01,
        eth_momentum_min=0.01,
        max_btc_vol=0.01,
        max_eth_vol=0.01,
        min_corr=0.4,
        ratio_z_entry=0.5,
        stop_loss_pct=0.01,
        take_profit_pct=0.02,
        max_hold_bars=10,
    )
    index = 3

    assert module.regime_side(
        index=index,
        eth_close=pd.Series([100.0, 100.1, 100.0, 100.05]),
        btc_close=pd.Series([100.0, 100.1, 100.0, 100.05]),
        eth_sma=pd.Series([float("nan"), float("nan"), 100.0, 100.0]),
        btc_sma=pd.Series([float("nan"), float("nan"), 100.0, 100.0]),
        eth_vol=pd.Series([float("nan"), float("nan"), 0.001, 0.001]),
        btc_vol=pd.Series([float("nan"), float("nan"), 0.001, 0.001]),
        corr=pd.Series([float("nan"), float("nan"), 0.8, 0.8]),
        ratio_z=pd.Series([float("nan"), float("nan"), 0.0, 0.0]),
        spec=spec,
    ) == ("cash", "weak_trend_cash")