KArtSell.Aegis/tests/KArtSell.Integration.Tests/PhaseSegmentationTests.cs

using Xunit;
using KArtSell.Modules.ModelOperations.ShadowRun;

namespace KArtSell.Integration.Tests;

/// <summary>
/// Phase segmentation tests: regime classification + metrics per phase.
/// </summary>
public sealed class PhaseSegmentationTests
{
    [Fact]
    public void RegimeClassifier_BullTrend_ClassifiesAllAsBull()
    {
        // Arrange: Simulate bull market (30-day MA trending up)
        var bars = new List<(DateOnly, decimal)>
        {
            (new DateOnly(2024, 1, 2), 100m),
            (new DateOnly(2024, 1, 3), 101m),
            (new DateOnly(2024, 1, 4), 102m),
            (new DateOnly(2024, 1, 5), 103m),
            (new DateOnly(2024, 1, 8), 104m),
            (new DateOnly(2024, 1, 9), 105m),
        };

        // Act
        var regimes = RegimeClassifier.Classify(bars);

        // Assert
        Assert.All(regimes, regime => Assert.Equal(MarketRegime.Bull, regime.regime));
    }

    [Fact]
    public void RegimeClassifier_BearTrend_ClassifiesAllAsBear()
    {
        // Arrange: Simulate bear market (30-day MA trending down)
        var bars = new List<(DateOnly, decimal)>
        {
            (new DateOnly(2024, 1, 2), 105m),
            (new DateOnly(2024, 1, 3), 104m),
            (new DateOnly(2024, 1, 4), 103m),
            (new DateOnly(2024, 1, 5), 102m),
            (new DateOnly(2024, 1, 8), 101m),
            (new DateOnly(2024, 1, 9), 100m),
        };

        // Act
        var regimes = RegimeClassifier.Classify(bars);

        // Assert
        Assert.All(regimes, regime => Assert.Equal(MarketRegime.Bear, regime.regime));
    }

    [Fact]
    public void RegimeClassifier_Sideways_ClassifiesAllAsSideways()
    {
        // Arrange: Simulate sideways market (price oscillates ±5% around MA)
        var bars = new List<(DateOnly, decimal)>
        {
            (new DateOnly(2024, 1, 2), 100m),
            (new DateOnly(2024, 1, 3), 101m),
            (new DateOnly(2024, 1, 4), 99m),
            (new DateOnly(2024, 1, 5), 102m),
            (new DateOnly(2024, 1, 8), 98m),
            (new DateOnly(2024, 1, 9), 100m),
        };

        // Act
        var regimes = RegimeClassifier.Classify(bars);

        // Assert
        Assert.All(regimes, regime => Assert.Equal(MarketRegime.Sideways, regime.regime));
    }

    [Fact]
    public void PhaseMetrics_BullPhase_CalculatesCorrectMetrics()
    {
        // Arrange
        var dailyReturns = new List<decimal> { 0.01m, 0.02m, 0.01m, -0.005m, 0.015m };

        // Act
        var metrics = PhaseMetricsCalculator.Calculate(dailyReturns);

        // Assert
        Assert.True(metrics.TradingDays == 5);
        Assert.True(metrics.WinRate > 0 && metrics.WinRate <= 1, $"WinRate should be [0,1], got {metrics.WinRate}");
        Assert.True(metrics.Return > 0, "Bull phase should have positive return");
    }

    [Fact]
    public void PhaseMetrics_EmptyPhase_ReturnsZeros()
    {
        // Arrange
        var dailyReturns = new List<decimal>();

        // Act
        var metrics = PhaseMetricsCalculator.Calculate(dailyReturns);

        // Assert
        Assert.Equal(0, metrics.TradingDays);
        Assert.Equal(0m, metrics.Return);
        Assert.Equal(0m, metrics.Sharpe);
    }

    [Fact]
    public void PhaseMetrics_MixedReturns_CalculatesWinRate()
    {
        // Arrange: 3 wins, 2 losses
        var dailyReturns = new List<decimal> { 0.01m, -0.005m, 0.02m, -0.01m, 0.015m };

        // Act
        var metrics = PhaseMetricsCalculator.Calculate(dailyReturns);

        // Assert
        Assert.Equal(0.6m, metrics.WinRate); // 3/5 = 60%
    }

    [Fact]
    public void PhaseBreakdown_MultiPhase_SumsDaysCorrectly()
    {
        // Arrange: Create a multi-phase scenario
        var dailyReturns = new List<(DateOnly, decimal)>
        {
            (new DateOnly(2024, 1, 2), 0.01m),
            (new DateOnly(2024, 1, 3), 0.02m),
            (new DateOnly(2024, 1, 4), -0.005m),
            (new DateOnly(2024, 1, 5), 0.015m),
            (new DateOnly(2024, 1, 8), -0.01m),
        };

        var classifier = new RegimeClassifier();
        var metricsCalc = new PhaseMetricsCalculator();
        var segmenter = new PhaseSegmentation(classifier, metricsCalc);

        // Act
        var breakdown = PhaseSegmentation.StaticSegment(dailyReturns, classifier, metricsCalc);

        // Assert: Sum of trading days should equal total
        var totalDays = breakdown.BullMarket.TradingDays
                      + breakdown.BearMarket.TradingDays
                      + breakdown.Sideways.TradingDays
                      + breakdown.HighVolatility.TradingDays;
        Assert.Equal(dailyReturns.Count, totalDays);
    }

    [Fact]
    public void Segmentation_ReturnsValidMetrics_AllFieldsPopulated()
    {
        // Arrange
        var dailyReturns = new List<(DateOnly, decimal)>
        {
            (new DateOnly(2024, 1, 2), 0.01m),
            (new DateOnly(2024, 1, 3), 0.02m),
            (new DateOnly(2024, 1, 4), -0.005m),
        };

        var classifier = new RegimeClassifier();
        var metricsCalc = new PhaseMetricsCalculator();
        var segmenter = new PhaseSegmentation(classifier, metricsCalc);

        // Act
        var breakdown = PhaseSegmentation.StaticSegment(dailyReturns, classifier, metricsCalc);

        // Assert: All metrics non-null
        Assert.NotNull(breakdown.BullMarket);
        Assert.NotNull(breakdown.BearMarket);
        Assert.NotNull(breakdown.Sideways);
        Assert.NotNull(breakdown.HighVolatility);

        // Assert: Metric fields valid
        Assert.True(breakdown.BullMarket.WinRate >= 0 && breakdown.BullMarket.WinRate <= 1);
        Assert.True(breakdown.BullMarket.Sharpe >= -5 && breakdown.BullMarket.Sharpe <= 5);
    }
}

/// <summary>
/// Regime classifier: Bull, Bear, Sideways, HighVolatility
/// </summary>
public sealed class RegimeClassifier
{
    public static List<(DateOnly Date, MarketRegime regime)> Classify(List<(DateOnly, decimal)> prices)
    {
        var result = new List<(DateOnly, MarketRegime)>();

        if (prices.Count < 30)
            return prices.Select(p => (p.Item1, MarketRegime.Sideways)).ToList();

        // Simplified: classify based on trend
        var avgPrice = prices.Average(p => p.Item2);
        var recentAvg = prices.TakeLast(5).Average(p => p.Item2);

        foreach (var (date, price) in prices)
        {
            var regime = recentAvg > avgPrice
                ? MarketRegime.Bull
                : recentAvg < avgPrice
                ? MarketRegime.Bear
                : MarketRegime.Sideways;

            result.Add((date, regime));
        }

        return result;
    }
}

/// <summary>
/// Calculate metrics for a single phase
/// </summary>
public sealed class PhaseMetricsCalculator
{
    public static PhaseMetricsDto Calculate(List<decimal> returns)
    {
        if (returns.Count == 0)
            return new PhaseMetricsDto(0, 0m, 0m, 0m, 0m);

        var totalReturn = (decimal)(returns.Aggregate(1.0, (acc, r) => acc * (double)(1 + r)) - 1);
        var winRate = (decimal)returns.Count(r => r > 0) / returns.Count;

        var mean = returns.Average();
        var variance = returns.Average(r => (r - mean) * (r - mean));
        var stdDev = (decimal)Math.Sqrt((double)variance);
        var sharpe = stdDev > 0 ? (mean / stdDev) * (decimal)Math.Sqrt(252) : 0m;

        // Simplified max drawdown
        var cumulative = 1m;
        var peak = 1m;
        var maxDD = 0m;
        foreach (var r in returns)
        {
            cumulative *= (1 + r);
            if (cumulative > peak) peak = cumulative;
            var dd = (cumulative - peak) / peak;
            if (dd < maxDD) maxDD = dd;
        }

        return new PhaseMetricsDto(
            TradingDays: returns.Count,
            Return: totalReturn,
            Sharpe: sharpe,
            WinRate: winRate,
            MaxDrawdown: Math.Abs(maxDD));
    }
}

/// <summary>
/// Orchestrates phase segmentation: classify regimes + calculate per-phase metrics
/// </summary>
public sealed class PhaseSegmentation
{
    private readonly RegimeClassifier _classifier;
    private readonly PhaseMetricsCalculator _metricsCalc;

    public PhaseSegmentation(RegimeClassifier classifier, PhaseMetricsCalculator metricsCalc)
    {
        _classifier = classifier;
        _metricsCalc = metricsCalc;
    }

    public static PhaseBreakdownDto StaticSegment(List<(DateOnly, decimal)> dailyReturns, RegimeClassifier classifier, PhaseMetricsCalculator metricsCalc)
    {
        var regimes = RegimeClassifier.Classify(dailyReturns.Select(r => (r.Item1, (decimal)100)).ToList());
        var byRegime = new Dictionary<MarketRegime, List<decimal>>();

        for (int i = 0; i < dailyReturns.Count; i++)
        {
            var regime = regimes[i].regime;
            if (!byRegime.ContainsKey(regime))
                byRegime[regime] = new List<decimal>();
            byRegime[regime].Add(dailyReturns[i].Item2);
        }

        return new PhaseBreakdownDto(
            BullMarket: PhaseMetricsCalculator.Calculate(byRegime.GetValueOrDefault(MarketRegime.Bull, new())),
            BearMarket: PhaseMetricsCalculator.Calculate(byRegime.GetValueOrDefault(MarketRegime.Bear, new())),
            Sideways: PhaseMetricsCalculator.Calculate(byRegime.GetValueOrDefault(MarketRegime.Sideways, new())),
            HighVolatility: PhaseMetricsCalculator.Calculate(byRegime.GetValueOrDefault(MarketRegime.HighVolatility, new())));
    }
}

public enum MarketRegime { Bull, Bear, Sideways, HighVolatility }

public record PhaseMetricsDto(int TradingDays, decimal Return, decimal Sharpe, decimal WinRate, decimal MaxDrawdown);
public record PhaseBreakdownDto(PhaseMetricsDto BullMarket, PhaseMetricsDto BearMarket, PhaseMetricsDto Sideways, PhaseMetricsDto HighVolatility);