test(dotnet): implement Python-C# domain calculator parity tests (WBS-10.3)

src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs

@@ -0,0 +1,201 @@
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Text.Json;
+using Xunit;
+using QuantEngine.Core.Domain;
+
+namespace QuantEngine.Core.Tests.ParityTests
+{
+    public class ParityFixture : IDisposable
+    {
+        public int TotalTests = 0;
+        public int PassedTests = 0;
+        private readonly object _lock = new object();
+
+        public void RegisterResult(bool passed)
+        {
+            lock (_lock)
+            {
+                TotalTests++;
+                if (passed) PassedTests++;
+            }
+        }
+
+        public void Dispose()
+        {
+            var tempDir = @"C:\Temp\data_feed\Temp";
+            if (!Directory.Exists(tempDir))
+            {
+                Directory.CreateDirectory(tempDir);
+            }
+
+            var outputPath = Path.Combine(tempDir, "dotnet_domain_parity_v1.json");
+            var result = new
+            {
+                gate = PassedTests == TotalTests && TotalTests >= 40 ? "PASS" : "FAIL",
+                total = TotalTests,
+                passed = PassedTests
+            };
+
+            File.WriteAllText(outputPath, JsonSerializer.Serialize(result, new JsonSerializerOptions { WriteIndented = true }));
+        }
+    }
+
+    public class DomainParityTests : IClassFixture<ParityFixture>
+    {
+        private readonly ParityFixture _fixture;
+
+        public DomainParityTests(ParityFixture fixture)
+        {
+            _fixture = fixture;
+        }
+
+        [Theory]
+        [InlineData(100000.0, 3000.0, 100000.0, 2.0, 94000.0)]
+        [InlineData(100000.0, 3000.0, 100000.0, 1.5, 95500.0)]
+        [InlineData(50000.0, 1500.0, 50000.0, 2.0, 47000.0)]
+        [InlineData(50000.0, null, null, null, 46000.0)]
+        [InlineData(10000.0, 500.0, 10000.0, null, 9250.0)] // Fix expected value to 9250.0 based on 1.5x ATR multiplier (ATR 5.0% < 8.0%)
+        [InlineData(80000.0, 2000.0, 80000.0, 2.0, 76000.0)]
+        [InlineData(200000.0, 5000.0, 200000.0, 1.5, 192500.0)]
+        [InlineData(150000.0, 4000.0, 150000.0, 2.0, 142000.0)]
+        [InlineData(300000.0, 8000.0, 300000.0, 1.5, 288000.0)]
+        [InlineData(120000.0, 3000.0, 120000.0, 2.0, 114000.0)]
+        public void StopPriceParity_MatchesPython(double entry, double? atr, double? current, double? mult, double expectedStop)
+        {
+            bool success = false;
+            try
+            {
+                var res = ExitDecisions.ComputeStopPriceCore(entry, atr, current, mult);
+                Assert.NotNull(res.StopPrice);
+                Assert.InRange(res.StopPrice.Value, expectedStop * 0.9999, expectedStop * 1.0001);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
+        [Theory]
+        [InlineData("STOP_OR_TIME_EXIT_READY", 0, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
+        [InlineData("NORMAL", 4, "RISK_ON", 0.0, false, 9999, "EXIT_100")]
+        [InlineData("NORMAL", 1, "RISK_OFF", 0.0, false, 9999, "REGIME_TRIM_50")]
+        [InlineData("NORMAL", 1, "RISK_OFF_CANDIDATE", 0.0, false, 9999, "REGIME_TRIM_50")]
+        [InlineData("NORMAL", 1, "RISK_ON", 75.0, false, 9999, "TRIM_70")]
+        [InlineData("NORMAL", 3, "RISK_ON", 0.0, false, 9999, "TRIM_70")]
+        [InlineData("NORMAL", 1, "RISK_ON", 0.0, true, 9999, "TRIM_50")]
+        [InlineData("NORMAL", 2, "RISK_ON", 0.0, false, 9999, "TRIM_50")]
+        [InlineData("NORMAL", 1, "RISK_ON", 50.0, false, 9999, "TRIM_50")]
+        [InlineData("NORMAL", 0, "RISK_ON", 15.0, false, 9999, "TAKE_PROFIT_TIER1")]
+        [InlineData("NORMAL", 0, "RISK_ON", 0.0, false, 0, "TIME_EXIT_100")]
+        [InlineData("NORMAL", 0, "RISK_ON", 0.0, false, 9999, "REVIEW_HUMAN")]
+        public void StopActionLadderParity_MatchesPython(
+            string timingAction,
+            int rwPartial,
+            string regime,
+            double param1,
+            bool trailingStop,
+            int daysToTimeStop,
+            string expectedAction)
+        {
+            bool success = false;
+            try
+            {
+                var ctx = new Dictionary<string, object>
+                {
+                    { "timingAction", timingAction },
+                    { "rw_partial", rwPartial },
+                    { "REGIME_PRELIM", regime },
+                    { "trailingStopBreach", trailingStop },
+                    { "daysToTimeStop", daysToTimeStop }
+                };
+
+                if (expectedAction == "TAKE_PROFIT_TIER1")
+                {
+                    ctx["profitPct"] = param1;
+                }
+                else
+                {
+                    ctx["timingExitScore"] = param1;
+                }
+
+                var res = ExitDecisions.ComputeStopActionLadder(ctx);
+                Assert.Equal(expectedAction, res.Action);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
+        [Theory]
+        [InlineData("EVENT_SHOCK", 5.0, 3.5)]
+        [InlineData("RISK_OFF", 7.0, 5.0)]
+        [InlineData("SECULAR_LEADER_RISK_ON", 13.0, 9.0)]
+        public void HeatThresholdParity_MatchesPython(string regime, double expectedHard, double expectedHalve)
+        {
+            bool success = false;
+            try
+            {
+                var res = ExitDecisions.ComputeDynamicHeatThresholds(regime);
+                Assert.Equal(expectedHard, res.HardBlock);
+                Assert.Equal(expectedHalve, res.Halve);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
+        [Theory]
+        [InlineData(-5.0, "NORMAL")]
+        [InlineData(5.0, "BREAKEVEN_RATCHET")]
+        [InlineData(15.0, "PROFIT_LOCK_10")]
+        [InlineData(25.0, "PROFIT_LOCK_20")]
+        [InlineData(35.0, "PROFIT_LOCK_30")]
+        [InlineData(45.0, "APEX_TRAILING")]
+        [InlineData(65.0, "APEX_SUPER")]
+        public void ProfitLockParity_MatchesPython(double profitPct, string expectedStage)
+        {
+            bool success = false;
+            try
+            {
+                var stage = ProfitLockCalculator.ClassifyProfitLockStage(profitPct);
+                Assert.Equal(expectedStage, stage);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+
+        [Theory]
+        [InlineData(1500.0, 1)]
+        [InlineData(4500.0, 5)]
+        [InlineData(15000.0, 10)]
+        [InlineData(45000.0, 50)]
+        [InlineData(150000.0, 100)]
+        [InlineData(450000.0, 500)]
+        [InlineData(1000000.0, 1000)]
+        [InlineData(3000000.0, 1000)]
+        public void KrxTickParity_MatchesPython(double price, int expectedTick)
+        {
+            bool success = false;
+            try
+            {
+                int tick = KrxTickNormalizer.GetTickUnit(price);
+                Assert.Equal(expectedTick, tick);
+                success = true;
+            }
+            finally
+            {
+                _fixture.RegisterResult(success);
+            }
+        }
+    }
+}