""" Parity test for routing_decision_v1.py against GAS source. F10: Portfolio routing through multi-gate decision framework. Tests run_route_flow() with all 5 gates: stop_breach, relative_stop, intraday_lock, heat_gate, mean_reversion. Source: src/gas_adapter_parts/gdf_03_portfolio_gates.gs:runRouteFlow_ """ import pytest from formulas.routing_decision_v1 import run_route_flow class TestRoutingDecisionGates: """Test routing decision multi-gate filtering.""" def test_gate1_stop_breach_normal(self): """Gate 1: stop breach without intraday lock → EXIT_100.""" holdings = [{"ticker": "000660", "stopBreach": True, "close": 95, "stopPrice": 98}] df_map = {"000660": {"finalAction": "HOLD", "ret20d": 0.10}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) assert result["decisions"][0]["final_action"] == "EXIT_100" gates = result["traces"][0]["gates"] assert gates[0]["gate"] == "STOP_BREACH" assert gates[0]["result"] == "FORCE_EXIT" def test_gate1_stop_breach_with_intraday_lock(self): """Gate 1: stop breach with intraday lock → TRIM_50.""" holdings = [{"ticker": "005380", "stopBreach": True, "close": 50, "stopPrice": 52}] df_map = {"005380": {"finalAction": "HOLD"}} h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) assert result["decisions"][0]["final_action"] == "TRIM_50" gates = result["traces"][0]["gates"] assert gates[0]["result"] == "DOWNGRADE_P4" def test_gate1_no_breach(self): """Gate 1: no stop breach → PASS.""" holdings = [{"ticker": "051910", "stopBreach": False, "close": 100, "stopPrice": 90}] df_map = {"051910": {"finalAction": "BUY_TIER1"}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) # Gate 1 passes, checks other gates gates = result["traces"][0]["gates"] assert gates[0]["result"] == "PASS" def test_gate2_relative_stop_abs_floor(self): """Gate 2: profit < -20% → TRIM_50.""" holdings = [{"ticker": "006800", "stopBreach": False, "close": 80, "profitPct": -25, "holdingDays": 30}] df_map = {"006800": {"finalAction": "HOLD", "ret20d": -0.10, "atr20": 5.0}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "TRIM_50" gates = result["traces"][0]["gates"] rel_gate = [g for g in gates if g["gate"] == "RELATIVE_STOP"][0] assert rel_gate["result"] == "TRIM_50" assert "ABS_FLOOR" in rel_gate["reason"] def test_gate2_relative_stop_time_stop(self): """Gate 2: holding >= 60 days + excess < 0 → TRIM_50.""" holdings = [{"ticker": "035720", "stopBreach": False, "close": 100, "profitPct": 5, "holdingDays": 65}] df_map = {"035720": {"finalAction": "HOLD", "ret20d": 0.05, "atr20": 4.0}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.10} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "TRIM_50" def test_gate2_relative_stop_skip(self): """Gate 2: insufficient data (no atr20) → SKIP.""" holdings = [{"ticker": "000020", "stopBreach": False, "close": 100, "holdingDays": 30}] df_map = {"000020": {"finalAction": "HOLD", "ret20d": 0.10}} # no atr20 h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] rel_gate = [g for g in gates if g["gate"] == "RELATIVE_STOP"][0] assert rel_gate["result"] == "SKIP" def test_gate3_intraday_lock_downgrade_buy(self): """Gate 3: intraday lock with BUY → downgrade to WATCH.""" holdings = [{"ticker": "011170", "stopBreach": False, "close": 100}] df_map = {"011170": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0}} h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "WATCH" gates = result["traces"][0]["gates"] intraday_gate = [g for g in gates if g["gate"] == "INTRADAY_LOCK"][0] assert "DOWNGRADE" in intraday_gate["result"] def test_gate3_intraday_lock_downgrade_add(self): """Gate 3: intraday lock with ADD → downgrade to TRIM_50.""" holdings = [{"ticker": "017670", "stopBreach": False, "close": 100}] df_map = {"017670": {"finalAction": "ADD_POSITION", "ret20d": 0.10, "atr20": 3.0}} h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "TRIM_50" def test_gate3_intraday_lock_allowlist_pass(self): """Gate 3: intraday lock with allowed action (HOLD) → PASS.""" holdings = [{"ticker": "015760", "stopBreach": False, "close": 100}] df_map = {"015760": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0}} h1_ctx = {"intradayLock": True, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "HOLD" gates = result["traces"][0]["gates"] intraday_gate = [g for g in gates if g["gate"] == "INTRADAY_LOCK"][0] assert intraday_gate["result"] == "PASS" def test_gate4_heat_gate_block_new_buy(self): """Gate 4: heat_gate=BLOCK_NEW_BUY with BUY → WATCH.""" holdings = [{"ticker": "021240", "stopBreach": False, "close": 100}] df_map = {"021240": {"finalAction": "BUY_TIER2", "ret20d": 0.10, "atr20": 3.0, "close": 100, "ma20": 95}} h1_ctx = {"intradayLock": False, "heatGate": "BLOCK_NEW_BUY", "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "WATCH" gates = result["traces"][0]["gates"] heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0] assert heat_gate["result"] == "BLOCK_BUY" def test_gate4_heat_gate_halve_qty(self): """Gate 4: heat_gate=HALVE_NEW_BUY_QUANTITY with BUY → HALVE_QTY.""" holdings = [{"ticker": "030000", "stopBreach": False, "close": 100}] df_map = {"030000": {"finalAction": "BUY_TIER3", "ret20d": 0.10, "atr20": 3.0, "close": 100, "ma20": 95}} h1_ctx = {"intradayLock": False, "heatGate": "HALVE_NEW_BUY_QUANTITY", "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0] assert heat_gate["result"] == "HALVE_QTY" def test_gate4_heat_gate_hold_pass(self): """Gate 4: heat_gate with HOLD → PASS (not BUY).""" holdings = [{"ticker": "045570", "stopBreach": False, "close": 100}] df_map = {"045570": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0}} h1_ctx = {"intradayLock": False, "heatGate": "BLOCK_NEW_BUY", "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] heat_gate = [g for g in gates if g["gate"] == "HEAT_GATE"][0] assert heat_gate["result"] == "PASS" def test_gate5_mean_reversion_block(self): """Gate 5: close/ma20 > 1.10 with BUY → WATCH.""" holdings = [{"ticker": "034220", "stopBreach": False, "close": 115}] df_map = {"034220": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0, "close": 115, "ma20": 100}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) decisions = result["decisions"][0] assert decisions["final_action"] == "WATCH" gates = result["traces"][0]["gates"] mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0] assert mrg_gate["result"] == "BLOCK" def test_gate5_mean_reversion_pass(self): """Gate 5: close/ma20 <= 1.10 with BUY → PASS.""" holdings = [{"ticker": "018880", "stopBreach": False, "close": 109}] df_map = {"018880": {"finalAction": "BUY_TIER2", "ret20d": 0.10, "atr20": 3.0, "close": 109, "ma20": 100}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0] assert mrg_gate["result"] == "PASS" def test_gate5_mean_reversion_skip(self): """Gate 5: insufficient data (no ma20) with BUY → SKIP.""" holdings = [{"ticker": "003550", "stopBreach": False, "close": 115}] df_map = {"003550": {"finalAction": "BUY_TIER1", "ret20d": 0.10, "atr20": 3.0, "close": 115}} # no ma20 h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0] assert mrg_gate["result"] == "SKIP" def test_gate5_mean_reversion_hold_pass(self): """Gate 5: HOLD action (not BUY) → PASS.""" holdings = [{"ticker": "010820", "stopBreach": False, "close": 115}] df_map = {"010820": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0, "close": 115, "ma20": 100}} h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) gates = result["traces"][0]["gates"] mrg_gate = [g for g in gates if g["gate"] == "MEAN_REVERSION"][0] assert mrg_gate["result"] == "PASS" def test_multiple_holdings(self): """Test multi-holding routing with different outcomes.""" holdings = [ {"ticker": "000660", "stopBreach": True, "close": 95, "stopPrice": 98}, {"ticker": "005380", "stopBreach": False, "close": 100}, ] df_map = { "000660": {"finalAction": "HOLD"}, "005380": {"finalAction": "HOLD", "ret20d": 0.10, "atr20": 3.0}, } h1_ctx = {"intradayLock": False, "kospiRet20d": 0.05} result = run_route_flow(holdings, df_map, h1_ctx) assert len(result["decisions"]) == 2 assert result["decisions"][0]["final_action"] == "EXIT_100" assert result["decisions"][1]["final_action"] == "HOLD"