trex-core/tests/application/test_sell_pricing.py

"""Sell-order pricing tests (dcy-012 / issue #10).

Verifies the slot's side-agnostic ``limit_price`` drives dispatch and that a buy
limit never leaks into the sell order (the entry_price-reuse bug). A recording
paper broker captures each OrderRequest so order_type/limit_price are asserted
directly. Critical: the bug only reproduces on a LIMIT-buy slot (limit_price
populated), so every scenario enters via a limit buy.
"""
from __future__ import annotations

from datetime import date

from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore
from trex_core.application.execution import ExecutionService
from trex_core.application.intents import BuyIntent, IntentService, SellIntent
from trex_core.domain.slot import SlotService, SlotState
from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository

DAY = date(2026, 6, 4)


class _RecordingPaper(PaperBroker):
    """PaperBroker that records every submitted OrderRequest."""

    def __init__(self, **kw) -> None:
        super().__init__(**kw)
        self.requests = []

    def submit_order(self, req):
        self.requests.append(req)
        return super().submit_order(req)


def _wire(broker):
    repo = InMemorySlotRepository()
    svc = SlotService(repo)
    intents = IntentService(svc, repo, InMemoryIntentStore())
    execution = ExecutionService(svc, repo, broker)
    svc.preallocate_daily_slots(DAY, 5)
    return repo, svc, intents, execution


def _limit_buy_to_holding(intents, execution, *, entry_price=1000):
    """Admit a LIMIT buy (entry_price set) and run to holding."""
    d = intents.submit_buy(
        BuyIntent(
            intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
            symbol="005930", qty=10, entry_price=entry_price,
        )
    )
    execution.run_once()  # dispatch buy + fill -> holding
    return d.slot_id


def test_limit_buy_then_market_sell_does_not_reuse_buy_limit():
    """S-1 (a): the core bug — limit-buy slot sells at MARKET, not the buy limit."""
    broker = _RecordingPaper(fill_after_polls=0)
    repo, svc, intents, execution = _wire(broker)
    sid = _limit_buy_to_holding(intents, execution)
    # buy went out as a limit order at the entry price
    buy_req = broker.requests[0]
    assert buy_req.side == "buy" and buy_req.order_type == "00" and buy_req.limit_price == 1000
    # holding slot's limit_price is cleared (no buy-limit leak)
    assert repo.fetch_slot(sid).limit_price is None

    intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid))  # no price => market
    execution.run_once()  # dispatch sell + fill -> closed
    sell_req = broker.requests[1]
    assert sell_req.side == "sell"
    assert sell_req.order_type == "01"        # market, NOT "00"
    assert sell_req.limit_price is None        # buy entry price NOT reused
    assert repo.fetch_slot(sid).status is SlotState.CLOSED


def test_limit_buy_then_limit_sell_uses_intent_price():
    """S-1 (b): a sell intent that carries a price dispatches as a limit order."""
    broker = _RecordingPaper(fill_after_polls=0)
    repo, svc, intents, execution = _wire(broker)
    sid = _limit_buy_to_holding(intents, execution)

    intents.submit_sell(SellIntent(intent_id="s1", slot_id=sid, limit_price=2000))
    assert repo.fetch_slot(sid).limit_price == 2000  # set on pending_sell entry
    execution.run_once()
    sell_req = broker.requests[1]
    assert sell_req.side == "sell"
    assert sell_req.order_type == "00"        # limit
    assert sell_req.limit_price == 2000        # the intent's price, not the buy entry


def test_safety_sell_dispatches_at_market():
    """S-2: SlotService.sell (no price) => market sell, slot closes (no pending_sell trap)."""
    broker = _RecordingPaper(fill_after_polls=0)
    repo, svc, intents, execution = _wire(broker)
    sid = _limit_buy_to_holding(intents, execution)

    svc.sell(sid, actor="safety_sell", reason="stop_loss")  # autonomous, no price
    assert repo.fetch_slot(sid).status is SlotState.PENDING_SELL
    assert repo.fetch_slot(sid).limit_price is None
    execution.run_once()
    sell_req = broker.requests[1]
    assert sell_req.order_type == "01" and sell_req.limit_price is None
    assert repo.fetch_slot(sid).status is SlotState.CLOSED


def test_market_buy_slot_sells_at_market_regression():
    """S-1 (c): market-buy slot (entry_price=None) keeps selling at market."""
    broker = _RecordingPaper(fill_after_polls=0)
    repo, svc, intents, execution = _wire(broker)
    intents.submit_buy(
        BuyIntent(
            intent_id="b1", trading_date=DAY, portfolio_id="PF-1",
            symbol="005930", qty=10, entry_price=None,  # market buy
        )
    )
    execution.run_once()
    buy_req = broker.requests[0]
    assert buy_req.order_type == "01" and buy_req.limit_price is None
    sid = repo.fetch_slot  # noqa: F841 - keep readability
    # find the holding slot
    holding = next(s for s in repo._slots.values() if s.status is SlotState.HOLDING)
    intents.submit_sell(SellIntent(intent_id="s1", slot_id=holding.slot_id))
    execution.run_once()
    sell_req = broker.requests[1]
    assert sell_req.order_type == "01" and sell_req.limit_price is None