cryptoHermes/internal/usecase/derivatives_signal_test.go

package usecase

import (
	"strconv"
	"testing"

	"cryptoHermes/internal/entity"

	"github.com/stretchr/testify/require"
)

func mkOI(idx int, v string) entity.OpenInterest {
	return entity.OpenInterest{
		Symbol:       "BTCUSDT",
		Period:       "1h",
		Timestamp:    int64(idx) * 3600 * 1000,
		OpenInterest: v,
	}
}

func mkLSRAt(idx int, ratio string) entity.LongShortRatio {
	return entity.LongShortRatio{
		Symbol:         "BTCUSDT",
		Period:         "1h",
		RatioType:      entity.RatioTypeGlobalAccount,
		Timestamp:      int64(idx) * 3600 * 1000,
		LongShortRatio: ratio,
	}
}

// klinesWithLastClose 构造 n 根 1h K 线，全部 close = baseClose，
// 最后一根 close = lastClose（用来精准控制价格方向）。
// 价格趋势靠"末根 vs 末根-lookback 根"判定，中间不影响。
func klinesWithLastClose(n int, baseClose, lastClose float64) []entity.Kline {
	out := make([]entity.Kline, n)
	for i := 0; i < n; i++ {
		c := baseClose
		if i == n-1 {
			c = lastClose
		}
		out[i] = mkKline(int64(i),
			strconv.FormatFloat(c, 'f', -1, 64),
			strconv.FormatFloat(c+0.5, 'f', -1, 64),
			strconv.FormatFloat(c-0.5, 'f', -1, 64),
			strconv.FormatFloat(c, 'f', -1, 64),
		)
	}
	return out
}

// ---- FundingBias ------------------------------------------------------

func TestFundingBias_Cases(t *testing.T) {
	tests := []struct {
		name string
		rate string
		want string
	}{
		{"crowded_long", "0.001", "crowded_long"},
		{"crowded_short", "-0.001", "crowded_short"},
		{"neutral_zero", "0", "neutral"},
		{"neutral_small_pos", "0.0001", "neutral"},
		{"neutral_small_neg", "-0.0001", "neutral"},
		{"boundary_high", "0.0005", "neutral"}, // 严格 >
		{"boundary_low", "-0.0005", "neutral"},
	}
	for _, tc := range tests {
		t.Run(tc.name, func(t *testing.T) {
			got, warn := fundingBias(&entity.FundingRate{FundingRate: tc.rate})
			require.Equal(t, tc.want, got)
			require.Empty(t, warn)
		})
	}
}

func TestFundingBias_NilAndBadInput(t *testing.T) {
	got, warn := fundingBias(nil)
	require.Equal(t, "", got)
	require.NotEmpty(t, warn)

	got, warn = fundingBias(&entity.FundingRate{FundingRate: ""})
	require.Equal(t, "", got)
	require.NotEmpty(t, warn)

	got, warn = fundingBias(&entity.FundingRate{FundingRate: "not-a-number"})
	require.Equal(t, "", got)
	require.NotEmpty(t, warn)
}

// ---- OISignal ---------------------------------------------------------

func makeOIHistory(values []float64) []entity.OpenInterest {
	out := make([]entity.OpenInterest, len(values))
	for i, v := range values {
		out[i] = mkOI(i, formatPrice(v))
	}
	return out
}

// 25+ 根 K 线方便 priceDirection 拿到（需要 lookback+1 = 25 根）。
func sufficientKlines(latestClose float64) []entity.Kline {
	return klinesWithLastClose(25, 100, latestClose)
}

func TestOISignal_InsufficientHistory(t *testing.T) {
	values := make([]float64, 23) // 23 < oiMinHistoryPoints(24)
	for i := range values {
		values[i] = 1000
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(100))
	require.Equal(t, "", got)
	require.Contains(t, warn, "OI history insufficient")
}

func TestOISignal_Stable(t *testing.T) {
	values := make([]float64, 30)
	for i := range values {
		values[i] = 1000
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(100))
	require.Equal(t, "stable", got)
	require.Empty(t, warn)
}

func TestOISignal_Deleveraging(t *testing.T) {
	// 前 25 根 1000，最后 5 根降到 800：OI 在跌，不看价格
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 800
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(100))
	require.Equal(t, "deleveraging", got)
	require.Empty(t, warn)
}

func TestOISignal_LongBuilding_PriceUp(t *testing.T) {
	// OI 涨 + 价格涨（末根 110 > base 100）→ long_building
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 1200
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(110))
	require.Equal(t, "long_building", got)
	require.Empty(t, warn)
}

func TestOISignal_ShortBuilding_PriceDown(t *testing.T) {
	// OI 涨 + 价格跌（末根 90 < base 100）→ short_building
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 1200
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(90))
	require.Equal(t, "short_building", got)
	require.Empty(t, warn)
}

func TestOISignal_OIUp_KlinesInsufficient(t *testing.T) {
	// OI 涨但价格 K 线只有 10 根，无法判定方向
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 1200
	}
	got, warn := oiSignal(makeOIHistory(values), klinesWithLastClose(10, 100, 110))
	require.Equal(t, "", got)
	require.Contains(t, warn, "primary klines insufficient")
}

func TestOISignal_FundingIgnoredForDirection(t *testing.T) {
	// 关键回归用例：funding 为正但价格下跌
	// 旧逻辑会误判 long_building，新逻辑应判 short_building
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 1200
	}
	got, warn := oiSignal(makeOIHistory(values), sufficientKlines(90))
	require.Equal(t, "short_building", got)
	require.Empty(t, warn)
}

// ---- LSRRegime --------------------------------------------------------

func TestLSRRegime_Cases(t *testing.T) {
	tests := []struct {
		name string
		last string
		want string
	}{
		{"retail_long_heavy", "1.6", "retail_long_heavy"},
		{"retail_short_heavy", "0.5", "retail_short_heavy"},
		{"balanced_mid", "1.0", "balanced"},
		{"balanced_near_hi", "1.5", "balanced"},
		{"balanced_near_lo", "0.67", "balanced"},
	}
	for _, tc := range tests {
		t.Run(tc.name, func(t *testing.T) {
			got, warn := lsrRegime([]entity.LongShortRatio{mkLSRAt(0, tc.last)})
			require.Equal(t, tc.want, got)
			require.Empty(t, warn)
		})
	}
}

func TestLSRRegime_UsesLatest(t *testing.T) {
	got, warn := lsrRegime([]entity.LongShortRatio{
		mkLSRAt(0, "1.6"),
		mkLSRAt(1, "0.5"),
	})
	require.Equal(t, "retail_short_heavy", got)
	require.Empty(t, warn)
}

func TestLSRRegime_Empty(t *testing.T) {
	got, warn := lsrRegime(nil)
	require.Equal(t, "", got)
	require.NotEmpty(t, warn)
}

// ---- Compute（编排） ---------------------------------------------------

func TestCompute_AllDataPresent(t *testing.T) {
	u := NewDerivativesSignalUsecase()
	values := make([]float64, 30)
	for i := 0; i < 25; i++ {
		values[i] = 1000
	}
	for i := 25; i < 30; i++ {
		values[i] = 1200
	}
	got, warnings := u.Compute(
		&entity.FundingRate{FundingRate: "0.001"},
		makeOIHistory(values),
		[]entity.LongShortRatio{mkLSRAt(0, "1.6")},
		sufficientKlines(110),
	)
	require.NotNil(t, got)
	require.Equal(t, "crowded_long", got.FundingBias)
	require.Equal(t, "long_building", got.OISignal)
	require.Equal(t, "retail_long_heavy", got.LSRRegime)
	require.Empty(t, warnings)
}

func TestCompute_AllEmpty_ReturnsNilWithWarnings(t *testing.T) {
	u := NewDerivativesSignalUsecase()
	got, warnings := u.Compute(nil, nil, nil, nil)
	require.Nil(t, got)
	// 三个子判定都失败，应有 3 条 warning
	require.Len(t, warnings, 3)
}

func TestCompute_PartialData(t *testing.T) {
	u := NewDerivativesSignalUsecase()
	got, warnings := u.Compute(
		&entity.FundingRate{FundingRate: "0.001"},
		nil,
		nil,
		nil,
	)
	require.NotNil(t, got)
	require.Equal(t, "crowded_long", got.FundingBias)
	require.Equal(t, "", got.OISignal)
	require.Equal(t, "", got.LSRRegime)
	// OI + LSR 缺数据，应有 2 条 warning
	require.Len(t, warnings, 2)
}