foxhunt/ml/tests/portfolio_tracker_reset_test.rs

//! Unit tests for PortfolioTracker epoch reset functionality
//!
//! These tests validate that portfolio state is correctly reset between epochs
//! to prevent P&L contamination across training epochs.

use ml::dqn::portfolio_tracker::PortfolioTracker;
use ml::dqn::action_space::{FactoredAction, ExposureLevel, OrderType, Urgency};
use ml::dqn::agent::TradingAction;

#[test]
fn test_portfolio_tracker_resets_between_epochs() {
    // Given: PortfolioTracker with modified state after some trading activity
    let initial_capital = 100_000.0;
    let avg_spread = 0.0001;
    let mut tracker = PortfolioTracker::new(initial_capital, avg_spread, 1.0);

    // Simulate epoch 1 trading activity
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);

    // Verify state changed
    assert_eq!(tracker.current_position(), 10.0);
    assert_eq!(tracker.cash_balance(), 99_000.0); // 100_000 - (10 * 100)
    assert_eq!(tracker.average_entry_price(), 100.0);

    // When: Reset is called (simulating epoch boundary)
    tracker.reset();

    // Then: State should be back to initial values
    assert_eq!(tracker.cash_balance(), initial_capital, "Cash should reset to initial capital");
    assert_eq!(tracker.current_position(), 0.0, "Position should reset to 0 (flat)");
    assert_eq!(tracker.average_entry_price(), 0.0, "Entry price should reset to 0");
    assert_eq!(tracker.realized_pnl(), 0.0, "Realized P&L should reset to 0");
    assert_eq!(tracker.unrealized_pnl(100.0), 0.0, "Unrealized P&L should reset to 0");
}

#[test]
fn test_epoch_reset_prevents_pnl_contamination() {
    // Given: PortfolioTracker with trading activity in epoch 1
    let initial_capital = 100_000.0;
    let mut tracker = PortfolioTracker::new(initial_capital, 0.0001, 1.0);

    // Epoch 1: Buy at 100, sell at 110 (profit = $100)
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);
    tracker.execute_legacy_action(TradingAction::Sell, 110.0, 10.0);

    let epoch1_pnl = tracker.realized_pnl();
    assert_eq!(epoch1_pnl, 100.0, "Epoch 1 should have $100 profit");
    assert_eq!(tracker.cash_balance(), 100_100.0, "Cash should be $100,100 after profit");

    // When: Reset for epoch 2
    tracker.reset();

    // Then: Epoch 2 should start from clean slate
    let epoch2_initial_pnl = tracker.realized_pnl();
    assert_eq!(epoch2_initial_pnl, 0.0, "Epoch 2 P&L should start at $0, not contaminated from epoch 1");

    // Epoch 2: Independent trading activity
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);
    let epoch2_unrealized = tracker.unrealized_pnl(95.0); // Price drops to 95

    // Unrealized P&L should be -$50 (10 contracts × -$5), not affected by epoch 1
    assert_eq!(epoch2_unrealized, -50.0, "Epoch 2 unrealized P&L should be independent");
}

#[test]
fn test_reset_clears_all_state_fields() {
    // Given: PortfolioTracker with complex state
    let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 1.0);

    // Create complex state
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);
    tracker.execute_legacy_action(TradingAction::Sell, 110.0, 10.0);
    tracker.execute_legacy_action(TradingAction::Sell, 105.0, 5.0);

    // Verify state is non-trivial
    assert_ne!(tracker.cash_balance(), 100_000.0);
    assert_ne!(tracker.current_position(), 0.0);

    // When: Reset
    tracker.reset();

    // Then: All fields should be reset
    assert_eq!(tracker.cash_balance(), 100_000.0);
    assert_eq!(tracker.current_position(), 0.0);
    assert_eq!(tracker.average_entry_price(), 0.0);

    // Verify parameter-less methods also return 0
    assert_eq!(tracker.total_value_cached(), 100_000.0);
    assert_eq!(tracker.unrealized_pnl_cached(), 0.0);
}

#[test]
fn test_reset_with_factored_actions() {
    // Given: PortfolioTracker using new factored action space
    let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 1.0);

    // Execute factored action (Long100 = full long exposure)
    let action = FactoredAction::new(ExposureLevel::Long100, OrderType::Market, Urgency::Normal);
    tracker.execute_action(action, 100.0, 100.0); // max_position = 100 contracts

    // Verify position opened
    assert_eq!(tracker.current_position(), 100.0);
    assert_ne!(tracker.cash_balance(), 100_000.0);

    // When: Reset
    tracker.reset();

    // Then: State should be clean for next epoch
    assert_eq!(tracker.cash_balance(), 100_000.0);
    assert_eq!(tracker.current_position(), 0.0);
    assert_eq!(tracker.average_entry_price(), 0.0);
}

#[test]
fn test_reset_preserves_initial_capital_and_spread() {
    // Given: PortfolioTracker with specific initial values
    let initial_capital = 250_000.0;
    let avg_spread = 0.0005;
    let mut tracker = PortfolioTracker::new(initial_capital, avg_spread, 1.0);

    // Modify state
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 50.0);

    // When: Reset
    tracker.reset();

    // Then: Initial capital and spread should be preserved
    assert_eq!(tracker.cash_balance(), initial_capital, "Initial capital should be preserved");

    // Verify spread is still correct via features
    let features = tracker.get_portfolio_features(100.0);
    assert_eq!(features[2], avg_spread, "Spread should be preserved");
}

#[test]
fn test_multiple_resets_idempotent() {
    // Given: PortfolioTracker
    let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 1.0);

    // Modify state
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);

    // When: Multiple resets
    tracker.reset();
    tracker.reset();
    tracker.reset();

    // Then: State should be same after each reset (idempotent)
    assert_eq!(tracker.cash_balance(), 100_000.0);
    assert_eq!(tracker.current_position(), 0.0);
    assert_eq!(tracker.average_entry_price(), 0.0);
}

#[test]
fn test_reset_allows_fresh_trading_in_next_epoch() {
    // Given: PortfolioTracker after epoch 1
    let mut tracker = PortfolioTracker::new(100_000.0, 0.0001, 1.0);

    // Epoch 1: End with long position
    tracker.execute_legacy_action(TradingAction::Buy, 100.0, 10.0);

    // When: Reset for epoch 2
    tracker.reset();

    // Then: Can open new position without interference from epoch 1
    tracker.execute_legacy_action(TradingAction::Sell, 100.0, 10.0); // Short position

    assert_eq!(tracker.current_position(), -10.0, "Should be able to open short position");
    assert_eq!(tracker.average_entry_price(), 100.0, "Entry price should be for new position");
    assert_eq!(tracker.cash_balance(), 101_000.0, "Cash should reflect short opening (100k + 10*100)");
}