ForexBot2/test_all.py

#!/usr/bin/env python3
"""
ForexBot2 — Comprehensive QA Test Suite
=========================================
Tests every function in the codebase without requiring live API connections.
"""

import sys
import os
import time
import threading
import traceback
from datetime import datetime, timedelta, timezone
from unittest.mock import patch, MagicMock
from io import StringIO

import numpy as np
import pandas as pd

sys.path.insert(0, os.path.dirname(__file__))

# ── Hermetic app-config: the suite must not depend on the developer's
#    local config.json or TELEGRAM_*/TWELVE_DATA_API_KEY env vars. The
#    dummy TD key mirrors the pre-config.json behavior where a key was
#    always present (TDClient built, no network at construction).
import json
import app_config
for _k in ("TELEGRAM_TOKEN", "TELEGRAM_CHAT_ID", "TELEGRAM_CHANNEL_ID",
           "TWELVE_DATA_API_KEY", "DEEPSEEK_API_KEY"):
    os.environ.pop(_k, None)
_TEST_APP = app_config.AppConfig(
    provider_settings={"twelve_data": {"api_key": "test-key"}}
)
app_config.set_app_config(_TEST_APP)

PASS = 0
FAIL = 0
ERRORS = []


def test(name):
    def decorator(func):
        global PASS, FAIL
        try:
            func()
            PASS += 1
            print(f"  ✓ {name}")
        except Exception as e:
            FAIL += 1
            tb = traceback.format_exc()
            ERRORS.append((name, str(e), tb))
            print(f"  ✗ {name}: {e}")
        return func
    return decorator


def make_ohlcv(n=300, start_price=1.1000, trend=0.0001, seed=42):
    """Generate realistic OHLCV data for testing."""
    np.random.seed(seed)
    dates = pd.date_range(
        end=pd.Timestamp.now(tz="UTC").floor("h"),
        periods=n, freq="h"
    )
    close = start_price + np.cumsum(np.random.randn(n) * 0.001 + trend)
    high = close + np.abs(np.random.randn(n) * 0.0005)
    low = close - np.abs(np.random.randn(n) * 0.0005)
    open_ = close + np.random.randn(n) * 0.0003
    volume = np.random.randint(100, 10000, n).astype(float)
    df = pd.DataFrame({
        "Open": open_, "High": high, "Low": low,
        "Close": close, "Volume": volume,
    }, index=dates)
    df.index.name = "Datetime"
    return df


def make_xau_ohlcv(n=300, start_price=2400.0, seed=42):
    """Generate XAU/USD OHLCV data."""
    np.random.seed(seed)
    dates = pd.date_range(
        end=pd.Timestamp.now(tz="UTC").floor("h"),
        periods=n, freq="h"
    )
    close = start_price + np.cumsum(np.random.randn(n) * 2.0 + 0.05)
    high = close + np.abs(np.random.randn(n) * 1.0)
    low = close - np.abs(np.random.randn(n) * 1.0)
    open_ = close + np.random.randn(n) * 0.5
    volume = np.random.randint(100, 10000, n).astype(float)
    df = pd.DataFrame({
        "Open": open_, "High": high, "Low": low,
        "Close": close, "Volume": volume,
    }, index=dates)
    df.index.name = "Datetime"
    return df


# ══════════════════════════════════════════════════════════════════════
#  MODULE 1: config.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 1: config.py ═══")

from config import (
    Timeframe, SignalStrength,
    PlatformConfig, TechnicalConfig, SignalConfig, NewsConfig,
    FilterConfig, XauStrategyConfig,
    XAUUSD, PAIR_INFO,
)


@test("Timeframe enum values")
def _():
    assert Timeframe.M1.value == "1min"
    assert Timeframe.M5.value == "5min"
    assert Timeframe.M15.value == "15min"
    assert Timeframe.M30.value == "30min"
    assert Timeframe.H1.value == "1h"
    assert Timeframe.H4.value == "4h"
    assert Timeframe.D1.value == "1d"
    assert Timeframe.W1.value == "1wk"


@test("SignalStrength enum values and ordering")
def _():
    assert SignalStrength.STRONG_BUY.value == 2
    assert SignalStrength.BUY.value == 1
    assert SignalStrength.NEUTRAL.value == 0
    assert SignalStrength.SELL.value == -1
    assert SignalStrength.STRONG_SELL.value == -2
    assert SignalStrength.STRONG_BUY.value > SignalStrength.BUY.value
    assert SignalStrength.SELL.value > SignalStrength.STRONG_SELL.value


@test("PAIR_INFO completeness and correctness")
def _():
    assert XAUUSD in PAIR_INFO
    for pair, info in PAIR_INFO.items():
        assert "display" in info, f"Missing 'display' for {pair}"
        assert "pip_value" in info, f"Missing 'pip_value' for {pair}"
        assert info["pip_value"] > 0, f"pip_value must be > 0 for {pair}"
    assert PAIR_INFO[XAUUSD]["pip_value"] == 0.10


@test("TechnicalConfig defaults")
def _():
    tc = TechnicalConfig()
    assert tc.ema_fast == 9
    assert tc.ema_medium == 21
    assert tc.ema_slow == 50
    assert tc.ema_trend == 200
    assert tc.rsi_period == 14
    assert tc.rsi_overbought == 70.0
    assert tc.rsi_oversold == 30.0
    assert tc.macd_fast == 12
    assert tc.macd_slow == 26
    assert tc.macd_signal == 9
    assert tc.bb_period == 20
    assert tc.bb_std == 2.0
    assert tc.atr_period == 14
    assert tc.adx_period == 14
    assert tc.ema_mode == "4ema"
    assert tc.rsi_mode == "regime_aware"
    assert tc.macd_as_pillar is True
    assert tc.disabled_indicators == []
    assert tc.roc_period == 10
    assert tc.kc_period == 20
    assert tc.adx_slope_lookback == 5


@test("SignalConfig defaults")
def _():
    sc = SignalConfig()
    assert sc.mtf_agreement_threshold == 2
    assert sc.min_rr_ratio == 0.5
    assert sc.tp_tightening_factor == 1.0


@test("PlatformConfig defaults")
def _():
    pc = PlatformConfig()
    assert pc.symbol == XAUUSD
    assert pc.primary_timeframe == Timeframe.H1
    assert Timeframe.M15 in pc.confirmation_timeframes
    assert Timeframe.H4 in pc.confirmation_timeframes
    assert pc.data_lookback_days == 60
    assert pc.refresh_interval == 300
    assert XAUUSD in pc.scan_pairs


@test("XauStrategyConfig defaults")
def _():
    xc = XauStrategyConfig()
    assert xc.enabled is True
    assert xc.tp_atr_multiplier == 1.0
    assert xc.sl_atr_multiplier == 2.0
    assert isinstance(xc.blocked_hours_utc, list)
    assert xc.sell_blocked_hours_utc == [], \
        "sell hour gate must be off by default (per-TF factories opt in)"


@test("FilterConfig defaults")
def _():
    fc = FilterConfig()
    assert fc.session_filter is True
    assert fc.regime_filter is False


@test("PlatformConfig dataclass mutable default independence")
def _():
    c1 = PlatformConfig()
    c2 = PlatformConfig()
    c1.scan_pairs.append("TEST")
    assert "TEST" not in c2.scan_pairs, "Mutable defaults should be independent"


# ══════════════════════════════════════════════════════════════════════
#  MODULE 2: providers/twelve_data.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 2: providers/twelve_data.py ═══")

from providers import TwelveDataProvider, DataIntegrityError


@test("TwelveDataProvider._to_td_symbol conversion")
def _():
    assert TwelveDataProvider._to_td_symbol("XAU/USD") == "XAU/USD"


@test("TwelveDataProvider TD_INTERVALS complete mapping")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    for tf in Timeframe:
        assert tf in dp.TD_INTERVALS, f"Missing TD_INTERVALS mapping for {tf}"


@test("TwelveDataProvider BARS_PER_DAY mapping")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    for tf in Timeframe:
        assert tf in dp.BARS_PER_DAY, f"Missing BARS_PER_DAY for {tf}"
    assert dp.BARS_PER_DAY[Timeframe.H1] == 24
    assert dp.BARS_PER_DAY[Timeframe.M15] == 96
    assert dp.BARS_PER_DAY[Timeframe.D1] == 1


@test("TwelveDataProvider CANDLE_SECONDS mapping")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    for tf in Timeframe:
        assert tf in dp.CANDLE_SECONDS, f"Missing CANDLE_SECONDS for {tf}"
    assert dp.CANDLE_SECONDS[Timeframe.M1] == 60
    assert dp.CANDLE_SECONDS[Timeframe.H1] == 3600
    assert dp.CANDLE_SECONDS[Timeframe.D1] == 86400


@test("TwelveDataProvider._validate_and_clean basic valid data")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
    assert len(result) > 0
    assert result.index.is_monotonic_increasing
    assert not result.index.has_duplicates


@test("TwelveDataProvider._validate_and_clean empty df raises error")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    try:
        dp._validate_and_clean(pd.DataFrame(), "XAU/USD", Timeframe.H1)
        assert False, "Should have raised DataIntegrityError"
    except DataIntegrityError:
        pass


@test("TwelveDataProvider._validate_and_clean None df raises error")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    try:
        dp._validate_and_clean(None, "XAU/USD", Timeframe.H1)
        assert False, "Should have raised DataIntegrityError"
    except DataIntegrityError:
        pass


@test("TwelveDataProvider._validate_and_clean fixes OHLC inconsistencies")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    df.iloc[10, df.columns.get_loc("High")] = df.iloc[10]["Low"] - 1
    result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
    assert (result["High"] >= result["Low"]).all()


@test("TwelveDataProvider._validate_and_clean drops future timestamps")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    future = pd.Timestamp.now(tz="UTC") + pd.Timedelta(hours=10)
    df.loc[future] = df.iloc[-1]
    result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
    assert (result.index <= pd.Timestamp.utcnow() + pd.Timedelta(minutes=5)).all()


@test("TwelveDataProvider._validate_and_clean removes duplicates")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    dup = pd.concat([df, df.iloc[-5:]])
    assert dup.index.has_duplicates, "Setup: should have duplicates"
    result = dp._validate_and_clean(dup, "XAU/USD", Timeframe.H1)
    assert not result.index.has_duplicates, "Should remove duplicate indices"


@test("TwelveDataProvider._validate_and_clean forward fills NaN (limit 3)")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    df.iloc[100, df.columns.get_loc("Close")] = np.nan
    df.iloc[101, df.columns.get_loc("Close")] = np.nan
    result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
    assert not result["Close"].isna().any()


@test("TwelveDataProvider._is_data_fresh weekend override")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    # Create data that ends on a Friday, call _is_data_fresh on a Saturday
    friday = pd.Timestamp("2025-05-09 16:00:00", tz="UTC")
    old_dates = pd.date_range(end=friday, periods=300, freq="h")
    df = make_ohlcv(300)
    df.index = old_dates
    # Simulate calling on Saturday by patching pd.Timestamp.now
    saturday = pd.Timestamp("2025-05-10 12:00:00", tz="UTC")
    original_now = pd.Timestamp.now
    with patch.object(pd.Timestamp, "now", return_value=saturday):
        result = dp._is_data_fresh(df, "XAU/USD", Timeframe.H1)
        assert result is True, "Weekend data should always be considered fresh"


@test("TwelveDataProvider._is_data_fresh returns False for empty df")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    assert dp._is_data_fresh(pd.DataFrame(), "XAU/USD", Timeframe.H1) is False
    assert dp._is_data_fresh(None, "XAU/USD", Timeframe.H1) is False


@test("TwelveDataProvider.clear_cache clears all entries")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    dp._cache["test_key"] = make_ohlcv(10)
    dp._cache_timestamps["test_key"] = time.time()
    count = dp.clear_cache()
    assert count == 1
    assert len(dp._cache) == 0
    assert len(dp._cache_timestamps) == 0


@test("TwelveDataProvider.get_pair_info returns correct info")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    info = dp.get_pair_info(XAUUSD)
    assert info["symbol"] == XAUUSD
    assert info["display"] == "XAU/USD"
    assert info["pip_value"] == 0.10

    info_unknown = dp.get_pair_info("UNKNOWN")
    assert info_unknown["display"] == "XAU/USD"


@test("TwelveDataProvider._throttle rate limiting logic")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    dp._request_times.clear()
    for _ in range(10):
        dp._throttle(credits=1)
    assert len(dp._request_times) == 10


@test("TwelveDataProvider caching - in-memory cache returns same data")
def _():
    dp = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(300)
    dp._cache["XAU/USD_1h"] = df
    dp._cache_timestamps["XAU/USD_1h"] = time.time()
    cached = dp._cache.get("XAU/USD_1h")
    assert cached is df


# ══════════════════════════════════════════════════════════════════════
#  MODULE 3: engine.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 3: engine.py ═══")

from engine import TechnicalEngine, TechnicalAnalysis, IndicatorSignal


@test("TechnicalEngine.analyze returns TechnicalAnalysis with insufficient data")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(10)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert isinstance(result, TechnicalAnalysis)
    assert result.confidence == 0.0


@test("TechnicalEngine.analyze returns TechnicalAnalysis with None df")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    result = engine.analyze(None, "XAU/USD", "1h")
    assert isinstance(result, TechnicalAnalysis)
    assert result.confidence == 0.0


@test("TechnicalEngine.analyze returns valid result with good data")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert isinstance(result, TechnicalAnalysis)
    assert result.symbol == "XAU/USD"
    assert result.timeframe == "1h"
    assert result.composite_signal in list(SignalStrength)
    assert -100 <= result.composite_score <= 100
    assert 0 <= result.confidence <= 100


@test("TechnicalEngine EMA-4 mode computes all 4 EMAs")
def _():
    config = TechnicalConfig(ema_mode="4ema")
    engine = TechnicalEngine(config)
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "ema_trend" in result.indicators
    ema_ind = result.indicators["ema_trend"]
    assert isinstance(ema_ind, IndicatorSignal)
    assert ema_ind.name == "EMA Trend"
    assert ema_ind.signal in list(SignalStrength)
    assert "ema_fast" in result.key_levels
    assert "ema_medium" in result.key_levels
    assert "ema_slow" in result.key_levels


@test("EMA-4 partial alignment squashes to NEUTRAL with ema_partial_neutral")
def _():
    import numpy as np
    # Long decline then a medium rally: price>EMA9>EMA21>EMA50 but
    # EMA50<EMA200 -> alignment 2/4 = partial BUY under legacy scoring.
    closes = np.concatenate([np.linspace(3000, 2400, 400),
                             np.linspace(2400, 2560, 55)])
    idx = pd.date_range("2026-01-01", periods=len(closes), freq="5min", tz="UTC")
    df = pd.DataFrame({"Open": closes, "High": closes + 1.0,
                       "Low": closes - 1.0, "Close": closes,
                       "Volume": 1000.0}, index=idx)
    assert TechnicalConfig().ema_partial_neutral is False  # legacy default
    base = TechnicalEngine(TechnicalConfig()).analyze(
        df, "XAU/USD", "5min").indicators["ema_trend"]
    assert base.signal == SignalStrength.BUY and 0.2 < base.value <= 0.6, \
        f"fixture must yield a partial-alignment BUY, got {base.signal} {base.value}"
    ind = TechnicalEngine(TechnicalConfig(ema_partial_neutral=True)).analyze(
        df, "XAU/USD", "5min").indicators["ema_trend"]
    assert ind.signal == SignalStrength.NEUTRAL and ind.confidence == 40
    # Full alignment is untouched by the knob.
    up = np.linspace(2000, 3000, 380)
    df2 = pd.DataFrame({"Open": up, "High": up + 1.0, "Low": up - 1.0,
                        "Close": up, "Volume": 1000.0},
                       index=pd.date_range("2026-01-01", periods=380,
                                           freq="5min", tz="UTC"))
    strong = TechnicalEngine(TechnicalConfig(ema_partial_neutral=True)).analyze(
        df2, "XAU/USD", "5min").indicators["ema_trend"]
    assert strong.signal == SignalStrength.STRONG_BUY


@test("TechnicalEngine EMA-2 mode computes EMA50/200")
def _():
    config = TechnicalConfig(ema_mode="2ema")
    engine = TechnicalEngine(config)
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "ema_trend" in result.indicators
    assert "ema_trend" in result.key_levels or "ema_slow" in result.key_levels


@test("TechnicalEngine RSI computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "rsi" in result.indicators
    rsi = result.indicators["rsi"]
    assert 0 <= rsi.value <= 100, f"RSI value {rsi.value} out of range"
    assert rsi.signal in list(SignalStrength)
    assert rsi.weight == 1.5


@test("TechnicalEngine RSI with NaN handling")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    df["Close"] = df["Close"].iloc[0]  # flat price = 0 delta
    result = engine.analyze(df, "XAU/USD", "1h")
    rsi = result.indicators.get("rsi")
    if rsi:
        assert not pd.isna(rsi.value), "RSI should handle NaN gracefully"


@test("TechnicalEngine Bollinger Bands computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "bollinger" in result.indicators
    bb = result.indicators["bollinger"]
    assert isinstance(bb.value, float)
    assert "bb_upper" in result.key_levels
    assert "bb_lower" in result.key_levels
    assert "bb_mid" in result.key_levels
    assert result.key_levels["bb_upper"] > result.key_levels["bb_lower"]


@test("TechnicalEngine ADX computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "adx" in result.indicators
    adx = result.indicators["adx"]
    assert adx.value >= 0, f"ADX value {adx.value} should be >= 0"
    assert "+DI" in adx.description
    assert "-DI" in adx.description


@test("TechnicalEngine ATR computation and volatility regime")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "atr" in result.indicators
    atr = result.indicators["atr"]
    assert atr.value > 0, "ATR should be positive"
    assert atr.weight == 0.0, "ATR weight should be 0 (not directional)"
    assert result.volatility_regime in ("low", "normal", "high", "extreme")
    assert "atr" in result.key_levels
    assert "atr_pct" in result.key_levels


@test("TechnicalEngine MACD as pillar (enabled by default)")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "macd" in result.indicators
    macd = result.indicators["macd"]
    assert macd.weight == 1.5

@test("TechnicalEngine MACD not as pillar when disabled")
def _():
    config = TechnicalConfig(macd_as_pillar=False)
    engine = TechnicalEngine(config)
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "macd" not in result.indicators
    assert hasattr(result, "_macd_histogram")


@test("TechnicalEngine disabled indicators are skipped")
def _():
    config = TechnicalConfig(disabled_indicators=["rsi", "bollinger", "divergence"])
    engine = TechnicalEngine(config)
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "rsi" not in result.indicators
    assert "bollinger" not in result.indicators


@test("TechnicalEngine candlestick pattern detection")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    # Create a hammer pattern: long lower wick, small body, no upper wick
    idx = -1
    close_val = df["Close"].iloc[idx]
    df.iloc[idx, df.columns.get_loc("Open")] = close_val - 0.0001
    df.iloc[idx, df.columns.get_loc("Close")] = close_val
    df.iloc[idx, df.columns.get_loc("High")] = close_val + 0.00005
    df.iloc[idx, df.columns.get_loc("Low")] = close_val - 0.001
    result = engine.analyze(df, "XAU/USD", "1h")
    # Pattern may or may not be detected depending on threshold, just ensure no crash


@test("TechnicalEngine swing point detection")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    series = pd.Series([10, 8, 6, 4, 6, 8, 10, 8, 6, 4, 6, 8, 10])
    lows = engine._find_swing_points(series, mode="low", window=2)
    highs = engine._find_swing_points(series, mode="high", window=2)
    assert len(lows) > 0, "Should find swing lows in V-pattern data"
    assert any(v == 4 for _, v in lows), "Should find value 4 as swing low"
    assert len(highs) > 0, "Should find swing highs"


@test("TechnicalEngine swing points with NaN values")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    series = pd.Series([10, 8, np.nan, 4, 6, 8, 10, 8, 6, 4, 6, 8, 10])
    lows = engine._find_swing_points(series, mode="low", window=2)
    # Should not crash


@test("TechnicalEngine market regime classification")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300, trend=0.001)  # strong uptrend
    result = engine.analyze(df, "XAU/USD", "1h")
    assert result.market_regime in ("trending_up", "trending_down", "trending", "ranging")


@test("TechnicalEngine composite score within bounds")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert -100 <= result.composite_score <= 100
    assert result.composite_signal in list(SignalStrength)


@test("TechnicalEngine regime-aware RSI reinterpretation")
def _():
    config = TechnicalConfig(rsi_mode="regime_aware")
    engine = TechnicalEngine(config)
    df = make_ohlcv(300, trend=0.001)
    result = engine.analyze(df, "XAU/USD", "1h")
    rsi = result.indicators.get("rsi")
    assert rsi is not None


@test("TechnicalEngine structure S/R levels detection")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    swing_keys = [k for k in result.key_levels if k.startswith("swing_")]
    assert len(swing_keys) >= 0  # may or may not have swings


@test("TechnicalEngine divergence detection (enabled by default)")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    # divergence may or may not be detected depending on data, just ensure no crash

@test("TechnicalEngine divergence detection (disabled)")
def _():
    config = TechnicalConfig(disabled_indicators=["divergence"])
    engine = TechnicalEngine(config)
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "divergence" not in result.indicators


@test("TechnicalEngine EMA-2 golden cross detection")
def _():
    config = TechnicalConfig(ema_mode="2ema")
    engine = TechnicalEngine(config)
    df = make_ohlcv(300, trend=0.002)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "ema_trend" in result.indicators


@test("TechnicalEngine with very short data")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(31)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert isinstance(result, TechnicalAnalysis)


@test("TechnicalEngine ROC computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300, trend=0.002)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "roc" in result.indicators
    roc = result.indicators["roc"]
    assert roc.weight == 1.5
    assert roc.signal in list(SignalStrength)


@test("TechnicalEngine Keltner Channels computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "keltner" in result.indicators
    kc = result.indicators["keltner"]
    assert kc.weight == 1.5
    assert "kc_upper" in result.key_levels
    assert "kc_lower" in result.key_levels
    assert "kc_mid" in result.key_levels
    assert result.key_levels["kc_upper"] > result.key_levels["kc_lower"]


@test("TechnicalEngine ADX slope computation")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300, trend=0.002)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "adx" in result.indicators
    assert hasattr(result, "_adx_slope")


@test("TechnicalEngine transitioning regime detection")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert result.market_regime in (
        "trending_up", "trending_down", "trending", "ranging", "transitioning"
    )


@test("TechnicalEngine gold-specific composite weights")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_xau_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert -100 <= result.composite_score <= 100
    assert result.composite_signal in list(SignalStrength)


@test("TechnicalEngine EMA ribbon compression detection")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300)
    result = engine.analyze(df, "XAU/USD", "1h")
    assert "ema_trend" in result.indicators


# ══════════════════════════════════════════════════════════════════════
#  MODULE 4: news_engine.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 4: news_engine.py ═══")

from news_engine import NewsEngine, FundamentalContext, EconomicEvent, NewsSentiment


@test("NewsEngine._parse_pair with slash")
def _():
    base, quote = NewsEngine._parse_pair("XAU/USD")
    assert base == "XAU"
    assert quote == "USD"


@test("NewsEngine._parse_pair with =X suffix")
def _():
    base, quote = NewsEngine._parse_pair("EURUSD=X")
    assert base == "EUR"
    assert quote == "USD"


@test("NewsEngine._parse_pair for XAU pair")
def _():
    base, quote = NewsEngine._parse_pair("XAU/USD")
    assert base == "XAU"
    assert quote == "USD"


@test("NewsEngine._analyze_headline_sentiment bullish")
def _():
    ne = NewsEngine(NewsConfig())
    score = ne._analyze_headline_sentiment("Fed hawkish rate hike boosts dollar rally")
    assert score > 0, f"Expected positive sentiment, got {score}"


@test("NewsEngine._analyze_headline_sentiment bearish")
def _():
    ne = NewsEngine(NewsConfig())
    score = ne._analyze_headline_sentiment("Recession fears drive dovish rate cut expectations")
    assert score < 0, f"Expected negative sentiment, got {score}"


@test("NewsEngine._analyze_headline_sentiment neutral")
def _():
    ne = NewsEngine(NewsConfig())
    score = ne._analyze_headline_sentiment("Markets remain quiet ahead of data release")
    assert score == 0.0


@test("NewsEngine._extract_currencies USD")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("Federal Reserve raises interest rates, dollar soars")
    assert "USD" in currencies


@test("NewsEngine._extract_currencies EUR")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("ECB meeting pushes euro higher")
    assert "EUR" in currencies


@test("NewsEngine._extract_currencies GBP")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("Bank of England holds rates, pound steady")
    assert "GBP" in currencies


@test("NewsEngine._extract_currencies XAU")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("Gold prices surge as safe haven demand rises")
    assert "XAU" in currencies


@test("NewsEngine._extract_currencies multiple")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("Gold drops as Fed hawkish, dollar surges")
    assert "USD" in currencies
    assert "XAU" in currencies


@test("NewsEngine._extract_keywords")
def _():
    ne = NewsEngine(NewsConfig())
    kws = ne._extract_keywords("Hawkish Fed rate hike surprises with positive surprise")
    assert "rate hike" in kws
    assert "hawkish" in kws
    assert "positive surprise" in kws


@test("NewsEngine._parse_rss_date RFC822 format")
def _():
    dt = NewsEngine._parse_rss_date("Mon, 12 May 2025 14:30:00 +0000")
    assert dt is not None
    assert dt.year == 2025
    assert dt.month == 5
    assert dt.day == 12
    assert dt.tzinfo is not None


@test("NewsEngine._parse_rss_date named zones carry their real offset")
def _():
    # EST is UTC−5: 12:00 EST == 17:00 UTC. The old "%Z" path accepted the
    # abbreviation but stamped UTC — a silent 5-hour shift.
    dt = NewsEngine._parse_rss_date("Mon, 20 Jul 2026 12:00:00 EST")
    assert dt is not None and dt.tzinfo is not None
    assert dt.astimezone(timezone.utc).hour == 17
    # GMT stays a no-op; without-seconds (MyFXBook) form still parses.
    dt2 = NewsEngine._parse_rss_date("Mon, 20 Jul 2026 12:00 GMT")
    assert dt2 is not None and dt2.astimezone(timezone.utc).hour == 12


@test("NewsEngine._parse_rss_date ISO format")
def _():
    dt = NewsEngine._parse_rss_date("2025-05-12T14:30:00+00:00")
    assert dt is not None
    assert dt.year == 2025


@test("NewsEngine._parse_rss_date naive format assumes UTC")
def _():
    dt = NewsEngine._parse_rss_date("2025-05-12 14:30:00")
    assert dt is not None
    assert dt.tzinfo == timezone.utc


@test("NewsEngine._parse_rss_date None input")
def _():
    assert NewsEngine._parse_rss_date(None) is None


@test("NewsEngine._parse_rss_date garbage input")
def _():
    assert NewsEngine._parse_rss_date("not-a-date") is None


@test("NewsEngine._get_affected_pairs")
def _():
    pairs = NewsEngine._get_affected_pairs("USD")
    assert "XAU/USD" in pairs

    pairs_xau = NewsEngine._get_affected_pairs("XAU")
    assert "XAU/USD" in pairs_xau

    pairs_unknown = NewsEngine._get_affected_pairs("ARS")
    assert pairs_unknown == []


@test("EconomicEvent properties")
def _():
    future_time = datetime.now(timezone.utc) + timedelta(minutes=30)
    event = EconomicEvent(
        time=future_time, currency="USD",
        impact="high", event="NFP",
    )
    assert event.is_upcoming is True
    assert 25 < event.minutes_until < 35
    assert event.is_high_impact is True

    past_time = datetime.now(timezone.utc) - timedelta(minutes=10)
    past_event = EconomicEvent(
        time=past_time, currency="EUR",
        impact="low", event="CPI",
    )
    assert past_event.is_upcoming is False
    assert past_event.is_high_impact is False


@test("NewsEngine.get_event_risk_level danger zone")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.events_upcoming_1h = [
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=15),
            currency="USD", impact="high", event="NFP",
        )
    ]
    risk, desc = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "danger"
    assert "NFP" in desc


@test("NewsEngine.get_event_risk_level caution zone")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.events_upcoming_1h = [
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=45),
            currency="USD", impact="high", event="GDP",
        )
    ]
    risk, desc = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "caution"


@test("NewsEngine.get_event_risk_level grades from the soonest event")
def _():
    # Far event listed FIRST: an unsorted feed must still yield danger
    # for the nearer event, not caution for the first match.
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.events_upcoming_1h = [
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=55),
            currency="USD", impact="high", event="GDP",
        ),
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=10),
            currency="USD", impact="high", event="NFP",
        ),
    ]
    risk, desc = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "danger"
    assert "NFP" in desc


@test("NewsEngine.get_event_risk_level clear when no events")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    risk, desc = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "clear"


@test("NewsEngine.get_event_risk_level ignores unrelated currency events")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.events_upcoming_1h = [
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=15),
            currency="AUD", impact="high", event="RBA Rate",
        )
    ]
    risk, _ = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "clear"


@test("NewsEngine.get_pair_sentiment with positive base sentiment")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.news_sentiment = {"XAU": 0.5, "USD": -0.1}
    score, desc = ne.get_pair_sentiment("XAU/USD", context)
    assert score > 0, "XAU bullish + USD bearish should be net bullish for XAU/USD"
    assert "bullish" in desc.lower()


@test("NewsEngine.get_pair_sentiment with negative pair sentiment")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.news_sentiment = {"XAU": -0.5, "USD": 0.3}
    score, desc = ne.get_pair_sentiment("XAU/USD", context)
    assert score < 0


@test("NewsEngine.get_pair_sentiment neutral")
def _():
    ne = NewsEngine(NewsConfig())
    context = FundamentalContext()
    context.news_sentiment = {"XAU": 0.0, "USD": 0.0}
    score, desc = ne.get_pair_sentiment("XAU/USD", context)
    assert score == 0.0
    assert "neutral" in desc.lower()


@test("NewsEngine._extract_currencies no USD false positive from 'versus'")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies(
        "Canada building permits for May -1.7% versus 2.4% estimate"
    )
    assert "USD" not in currencies, f"'versus' must not tag USD, got {currencies}"
    assert "CAD" in currencies


@test("NewsEngine._extract_currencies no AUD false positive from 'audit'")
def _():
    ne = NewsEngine(NewsConfig())
    currencies = ne._extract_currencies("Treasury audit finds accounting errors")
    assert "AUD" not in currencies


@test("EconomicEvent.surprise from actual vs forecast")
def _():
    now = datetime.now(timezone.utc)
    beat = EconomicEvent(time=now, currency="USD", impact="high",
                         event="NFP", forecast="900K", actual="1.1M")
    assert beat.surprise == "positive"

    miss = EconomicEvent(time=now, currency="USD", impact="high",
                         event="CPI y/y", forecast="0.3%", actual="0.2%")
    assert miss.surprise == "negative"

    inline = EconomicEvent(time=now, currency="USD", impact="high",
                           event="CPI y/y", forecast="0.3%", actual="0.3%")
    assert inline.surprise == "inline"

    pending = EconomicEvent(time=now, currency="USD", impact="high",
                            event="CPI y/y", forecast="0.3%")
    assert pending.surprise is None

    negative = EconomicEvent(time=now, currency="USD", impact="high",
                             event="Permits m/m", forecast="2.4%", actual="-1.7%")
    assert negative.surprise == "negative"


@test("NewsEngine.get_event_risk_level surprise widens post-event window")
def _():
    ne = NewsEngine(NewsConfig())
    released_at = datetime.now(timezone.utc) - timedelta(minutes=30)

    # Surprise print 30 min ago: outside the 15-min inline buffer but
    # inside the 45-min surprise buffer → still caution.
    context = FundamentalContext()
    context.events_today = [EconomicEvent(
        time=released_at, currency="USD", impact="high",
        event="CPI m/m", forecast="0.3%", actual="0.5%",
    )]
    risk, desc = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "caution", f"Expected caution after surprise, got {risk}"
    assert "surprise" in desc

    # Same timing but inline print → clear.
    context.events_today = [EconomicEvent(
        time=released_at, currency="USD", impact="high",
        event="CPI m/m", forecast="0.3%", actual="0.3%",
    )]
    risk, _ = ne.get_event_risk_level("XAU/USD", context)
    assert risk == "clear", f"Inline release 30min ago should be clear, got {risk}"


@test("NewsEngine gold-inverted sentiment for policy keywords")
def _():
    ne = NewsEngine(NewsConfig())
    headline = "Fed signals rate hike as hawkish stance hardens"
    # Currency-bullish for the dollar...
    assert ne._analyze_headline_sentiment(headline) > 0
    assert ne._analyze_headline_sentiment(headline, "USD") > 0
    # ...but bearish for gold.
    assert ne._analyze_headline_sentiment(headline, "XAU") < 0

    dovish = "Fed turns dovish, rate cut expected"
    assert ne._analyze_headline_sentiment(dovish) < 0
    assert ne._analyze_headline_sentiment(dovish, "XAU") > 0

    # Non-policy keywords keep their direction for gold.
    data = "Gold surges to record high"
    assert ne._analyze_headline_sentiment(data, "XAU") > 0


@test("NewsEngine calendar cache avoids refetch within TTL")
def _():
    NewsEngine._calendar_cache = (0.0, [])
    try:
        ne = NewsEngine(NewsConfig())
        calls = {"n": 0}

        def fake_fetch():
            calls["n"] += 1
            return [EconomicEvent(
                time=datetime.now(timezone.utc), currency="USD",
                impact="low", event="Test Event",
            )]

        ne._try_fetch_calendar_api = fake_fetch
        ne._try_fetch_myfxbook_rss = lambda: []

        first = ne._fetch_economic_calendar(["USD", "XAU"])
        second = ne._fetch_economic_calendar(["USD", "XAU"])
        assert calls["n"] == 1, f"Expected 1 fetch, got {calls['n']}"
        assert len(first) == 1 and len(second) == 1

        # A second engine instance (new scan) must also hit the cache.
        ne2 = NewsEngine(NewsConfig())
        ne2._try_fetch_calendar_api = fake_fetch
        ne2._try_fetch_myfxbook_rss = lambda: []
        third = ne2._fetch_economic_calendar(["USD", "XAU"])
        assert calls["n"] == 1, "New engine instance should reuse class-level cache"
        assert len(third) == 1
    finally:
        NewsEngine._calendar_cache = (0.0, [])


@test("NewsEngine.get_week_events filters, sorts, and rides the cache")
def _():
    NewsEngine._calendar_cache = (0.0, [])
    try:
        ne = NewsEngine(NewsConfig())
        calls = {"n": 0}
        now = datetime.now(timezone.utc)

        def fake_fetch():
            calls["n"] += 1
            return [
                EconomicEvent(time=now + timedelta(hours=5), currency="USD",
                              impact="high", event="NFP"),
                EconomicEvent(time=now - timedelta(hours=2), currency="USD",
                              impact="low", event="Past Event"),
                EconomicEvent(time=now + timedelta(hours=1), currency="EUR",
                              impact="high", event="ECB Rate"),
            ]

        ne._try_fetch_calendar_api = fake_fetch
        ne._try_fetch_myfxbook_rss = lambda: []

        events = ne.get_week_events()  # defaults to tracked ["USD", "XAU"]
        assert [e.event for e in events] == ["Past Event", "NFP"], \
            f"Expected USD-only sorted by time, got {[e.event for e in events]}"

        # Second call (and explicit currency widening) must not refetch.
        wide = ne.get_week_events(currencies=["USD", "EUR"])
        assert calls["n"] == 1, f"Expected 1 fetch, got {calls['n']}"
        assert [e.event for e in wide] == ["Past Event", "ECB Rate", "NFP"]
    finally:
        NewsEngine._calendar_cache = (0.0, [])


@test("FundamentalContext defaults")
def _():
    ctx = FundamentalContext()
    assert ctx.events_today == []
    assert ctx.events_upcoming_1h == []
    assert ctx.high_impact_warning is False
    assert ctx.calendar_available is False
    assert ctx.news_sentiment == {}
    assert ctx.news_headlines == []


# ══════════════════════════════════════════════════════════════════════
#  MODULE 5: signal_aggregator.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 5: signal_aggregator.py ═══")

from signal_aggregator import SignalAggregator, SignalReport, TradeSetup


@test("SignalReport defaults")
def _():
    r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    assert r.final_signal == SignalStrength.NEUTRAL
    assert r.final_score == 0.0
    assert r.primary_signal == SignalStrength.NEUTRAL
    assert r.trade_setup is None
    assert r.mtf_agreement is False
    assert r.signal_quality == ""
    assert r.bullish_reasons == []
    assert r.bearish_reasons == []
    assert r.warnings == []


@test("TradeSetup dataclass creation")
def _():
    ts = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction="BUY",
        entry_price=1.1000, stop_loss=1.0950, take_profit_1=1.1100,
        take_profit_2=1.1200, risk_reward=2.0, risk_pips=50, reward_pips=100,
        pip_value=0.0001,
    )
    assert ts.direction == "BUY"
    assert ts.risk_reward == 2.0
    assert ts.entry_price > ts.stop_loss
    assert ts.trail_arm_r is None and ts.trail_dist_r is None  # unstamped default


@test("trade setups carry trail params from the producing config")
def _():
    config = PlatformConfig()
    config.signals.trail_arm_r = 0.70
    config.signals.trail_dist_r = 0.85
    agg = SignalAggregator(config)
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.final_signal = SignalStrength.BUY
    report.final_score = 40.0
    report.signal_quality = "A+"
    report.current_price = 3300.0
    ts = agg._generate_xau_atr_trade_setup(report, 10.0)
    assert ts is not None, "A+ setup with ATR 10 should generate"
    assert ts.trail_arm_r == 0.70, "setup must carry the producing config's arm"
    assert ts.trail_dist_r == 0.85, "setup must carry the producing config's dist"


@test("SignalAggregator._check_mtf_agreement with 2 bullish")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.mtf_signals = {
        "15min": SignalStrength.BUY,
        "1h": SignalStrength.STRONG_BUY,
        "4h": SignalStrength.NEUTRAL,
    }
    assert agg._check_mtf_agreement(report) is True


@test("SignalAggregator._check_mtf_agreement with mixed signals")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.mtf_signals = {
        "15min": SignalStrength.BUY,
        "1h": SignalStrength.SELL,
        "4h": SignalStrength.NEUTRAL,
    }
    assert agg._check_mtf_agreement(report) is False


@test("SignalAggregator._check_mtf_agreement with single signal")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.mtf_signals = {"1h": SignalStrength.BUY}
    assert agg._check_mtf_agreement(report) is False


@test("SignalAggregator._latest_adx computes valid value")
def _():
    df = make_ohlcv(300)
    adx = SignalAggregator._latest_adx(df)
    assert adx is not None
    assert adx >= 0


@test("SignalAggregator._latest_adx with insufficient data")
def _():
    df = make_ohlcv(10)
    adx = SignalAggregator._latest_adx(df)
    assert adx is None


@test("SignalAggregator.analyze_from_dataframes produces valid report")
def _():
    config = PlatformConfig()
    config.primary_timeframe = Timeframe.H1
    config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
    agg = SignalAggregator(config)

    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert isinstance(report, SignalReport)
    assert report.symbol == "XAU/USD"
    assert report.display_name == "XAU/USD"
    assert report.final_signal in list(SignalStrength)
    assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
    assert report.current_price > 0


@test("SignalAggregator._compute_final_signal quality grades")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
    assert report.action_recommendation != ""


@test("Event-risk signal gating obeys news.event_risk_caps_signals")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)

    def recompute(risk, caps):
        config.news.event_risk_caps_signals = caps
        report.event_risk = risk
        report.event_description = "USD Test Event in 10min"
        report.warnings = []
        agg._compute_final_signal(report)
        return report.final_confidence

    baseline = recompute("clear", True)
    # default XAU behavior (caps off): danger warns but does not gut
    conf_off = recompute("danger", False)
    assert conf_off == baseline, "flag off must not change confidence"
    assert any("EVENT RISK" in w for w in report.warnings), "warning must persist"
    # caps on: danger hard-caps confidence at 30
    conf_on = recompute("danger", True)
    assert conf_on <= 30, f"danger with caps on must cap conf at 30, got {conf_on}"
    # caution with caps off is also warning-only
    conf_caut_off = recompute("caution", False)
    assert conf_caut_off == baseline
    assert any("Upcoming event" in w for w in report.warnings)
    # PlatformConfig default is off (XAU-tuned)
    assert PlatformConfig().news.event_risk_caps_signals is False


@test("Sentiment signal gating obeys news.sentiment_affects_signals")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)

    def recompute(sentiment, affects):
        config.news.sentiment_affects_signals = affects
        report.news_sentiment = sentiment
        report.warnings = []
        agg._compute_final_signal(report)
        return report.final_confidence

    score_sign = 1 if report.primary_score >= 0 else -1
    aligned, conflicting = 0.5 * score_sign, -0.5 * score_sign

    baseline = recompute(0.0, False)
    # default: neither aligned sentiment nor conflict moves confidence
    assert recompute(aligned, False) == baseline, "aligned sentiment must not add confidence"
    assert recompute(conflicting, False) == baseline, "conflicting sentiment must not penalize"
    assert any("CONFLICTS" in w for w in report.warnings), "conflict warning must persist"
    # flag on: aligned sentiment adds confidence again
    assert recompute(aligned, True) > baseline, "flag on must restore the alignment bonus"
    # PlatformConfig default is off (news is informational only)
    assert PlatformConfig().news.sentiment_affects_signals is False


@test("SignalAggregator._generate_trade_setup BUY direction")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, trend=0.003, seed=42),
        Timeframe.M15: make_ohlcv(300, trend=0.003, seed=43),
        Timeframe.H4: make_ohlcv(300, trend=0.003, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    if report.trade_setup:
        ts = report.trade_setup
        if ts.direction == "BUY":
            assert ts.stop_loss < ts.entry_price, "BUY SL should be below entry"
            assert ts.take_profit_1 > ts.entry_price, "BUY TP should be above entry"
            assert ts.risk_reward >= config.signals.min_rr_ratio


@test("SignalAggregator._collect_reasons populates reasons")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    total_reasons = len(report.bullish_reasons) + len(report.bearish_reasons)
    assert total_reasons > 0, "Should have at least one reason"


@test("SignalAggregator session filter blocks outside hours")
def _():
    config = PlatformConfig()
    config.backtest.session_filter = True
    config.xau_strategy.blocked_hours_utc = list(range(24))
    config.xau_strategy.enabled = False
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_xau_ohlcv(300, seed=42),
        Timeframe.M15: make_xau_ohlcv(300, seed=43),
        Timeframe.H4: make_xau_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert report.signal_quality == "F"


@test("SignalAggregator with missing primary timeframe")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.M15: make_ohlcv(300, seed=43),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert report.signal_quality == "F"
    assert any("unavailable" in w.lower() for w in report.warnings)


@test("SignalAggregator XAU strategy check (conditions not met)")
def _():
    config = PlatformConfig()
    config.xau_strategy.enabled = True
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_xau_ohlcv(300, seed=42),
        Timeframe.M15: make_xau_ohlcv(300, seed=43),
        Timeframe.H4: make_xau_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert isinstance(report, SignalReport)


@test("SignalAggregator event risk affects confidence")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    context = FundamentalContext()
    context.events_upcoming_1h = [
        EconomicEvent(
            time=datetime.now(timezone.utc) + timedelta(minutes=10),
            currency="USD", impact="high", event="NFP",
        )
    ]
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, context=context, use_news=True)
    assert any("EVENT RISK" in w or "event" in w.lower() for w in report.warnings)


# ══════════════════════════════════════════════════════════════════════
#  MODULE 6: main.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 6: main.py ═══")

from main import (
    signal_color, quality_color, _compact_reason,
    report_to_dict, build_config, Colors,
)


@test("signal_color maps all SignalStrength values")
def _():
    for sig in SignalStrength:
        color = signal_color(sig)
        assert isinstance(color, str)


@test("quality_color maps all quality grades")
def _():
    for q in ("A+", "A", "B", "C", "D", "F"):
        color = quality_color(q)
        assert isinstance(color, str)


@test("_compact_reason strips STRONG prefix")
def _():
    result = _compact_reason("STRONG: EMA Trend: Full bullish alignment")
    assert not result.startswith("STRONG: ")


@test("_compact_reason strips indicator prefix")
def _():
    result = _compact_reason("RSI: RSI 45.3 — Neutral")
    assert not result.startswith("RSI: ")


@test("_compact_reason strips detail after pipe")
def _():
    result = _compact_reason("EMA alignment: 3/4 | Golden cross (fast/medium)")
    assert "|" not in result


@test("_compact_reason handles plain text")
def _():
    result = _compact_reason("Simple reason text")
    assert result == "Simple reason text"


@test("report_to_dict basic conversion")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    d = report_to_dict(report)
    assert "symbol" in d
    assert "signal" in d
    assert "score" in d
    assert "confidence" in d
    assert "quality" in d
    assert "action" in d
    assert "market_regime" in d
    assert "volatility_regime" in d
    assert "mtf_agreement" in d
    assert "mtf_signals" in d
    assert d["symbol"] == "XAU/USD"
    assert d["display_name"] == "XAU/USD"


@test("report_to_dict includes trade_setup when present")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, trend=0.003, seed=42),
        Timeframe.M15: make_ohlcv(300, trend=0.003, seed=43),
        Timeframe.H4: make_ohlcv(300, trend=0.003, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    d = report_to_dict(report)
    if report.trade_setup:
        assert "trade_setup" in d
        ts = d["trade_setup"]
        assert "direction" in ts
        assert "entry" in ts
        assert "stop_loss" in ts
        assert "take_profit_1" in ts
        assert "risk_reward" in ts


@test("report_to_dict includes indicators")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    d = report_to_dict(report)
    assert "indicators" in d
    assert "key_levels" in d
    for name, ind_dict in d["indicators"].items():
        assert "signal" in ind_dict
        assert "confidence" in ind_dict
        assert "description" in ind_dict


@test("build_config sets correct timeframe and confirmations")
def _():
    class FakeArgs:
        pair = "XAUUSD"
        timeframe = "H4"
    config = build_config(FakeArgs())
    assert config.primary_timeframe == Timeframe.H4
    assert Timeframe.H1 in config.confirmation_timeframes
    assert Timeframe.D1 in config.confirmation_timeframes


@test("build_config all valid timeframes")
def _():
    for tf_str in ["M5", "M15", "M30", "H1", "H4", "D1"]:
        class FakeArgs:
            pair = "XAUUSD"
            timeframe = tf_str
        config = build_config(FakeArgs())
        assert config.primary_timeframe is not None


# ══════════════════════════════════════════════════════════════════════
#  MODULE 7: telegram_bot.py
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 7: telegram_bot.py ═══")

from telegram_bot import (
    _escape_md, _signal_label, _mtf_line, _indicator_summary,
    format_signal_message, _format_scan_summary, _news_text,
    _seconds_until_boundary, _check_level_breach,
    scan_keyboard, SCAN_BUTTONS, SCAN_LOOKUP,
    _update_level_cache, _last_prices, _level_cache, _level_cache_ts,
)


@test("_escape_md escapes markdown characters")
def _():
    assert _escape_md("hello *world*") == "hello \\*world\\*"
    assert _escape_md("test_value") == "test\\_value"
    assert _escape_md("`code`") == "\\`code\\`"
    assert _escape_md("[link]") == "\\[link\\]"


@test("_signal_label formatting")
def _():
    assert _signal_label(SignalStrength.STRONG_BUY) == "STRONG BUY"
    assert _signal_label(SignalStrength.STRONG_SELL) == "STRONG SELL"
    assert _signal_label(SignalStrength.NEUTRAL) == "NEUTRAL"
    assert _signal_label(SignalStrength.BUY) == "BUY"
    assert _signal_label(SignalStrength.SELL) == "SELL"


@test("_mtf_line formatting with signals")
def _():
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.mtf_signals = {
        "15min": SignalStrength.BUY,
        "1h": SignalStrength.NEUTRAL,
    }
    report.mtf_scores = {"15min": 25.0, "1h": 5.0}
    line = _mtf_line(report)
    assert "15min" in line
    assert "1h" in line
    assert "BUY" in line


@test("_mtf_line empty when no signals")
def _():
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    assert _mtf_line(report) == ""


@test("format_signal_message produces valid text")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    msg = format_signal_message(report)
    assert isinstance(msg, str)
    assert len(msg) > 0
    assert "XAU/USD" in msg
    assert "Score" in msg
    assert "Regime" in msg
    assert "Not financial advice" in msg


@test("format_signal_message renders stamped per-TF trail plan")
def _():
    def _setup(**extra):
        return TradeSetup(
            pair="XAU/USD", display_name="XAU/USD", direction="BUY",
            entry_price=3300.0, stop_loss=3290.0, take_profit_1=3315.0,
            take_profit_2=3325.0, risk_reward=1.5, risk_pips=100,
            reward_pips=150, pip_value=0.10, **extra,
        )
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.final_signal = SignalStrength.BUY
    report.signal_quality = "A"
    # Stamped setup (M15-style overrides) must render the stamped values…
    report.trade_setup = _setup(trail_arm_r=0.70, trail_dist_r=0.85)
    msg = format_signal_message(report)
    assert "+0.7R" in msg, "must render the stamped arm, not the 0.6 default"
    assert "$8.50" in msg, "must render the stamped dist × risk, not the default"
    # …while a legacy unstamped setup falls back to platform defaults.
    report.trade_setup = _setup()
    msg = format_signal_message(report)
    assert "+0.6R" in msg
    assert "$7.50" in msg


@test("format_signal_message renders 100-pip informational TP")
def _():
    def _setup(direction="BUY", **extra):
        return TradeSetup(
            pair="XAU/USD", display_name="XAU/USD", direction=direction,
            entry_price=3300.0, stop_loss=3290.0, take_profit_1=3315.0,
            take_profit_2=3325.0, risk_reward=1.5, risk_pips=100,
            reward_pips=150, pip_value=0.10, **extra,
        )
    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
    report.final_signal = SignalStrength.BUY
    report.signal_quality = "A"
    # BUY: 100 pips × $0.10 = $10 above entry; risk $10 → exactly 1.0R.
    report.trade_setup = _setup()
    msg = format_signal_message(report)
    assert "TP 100p" in msg
    assert "3310.00" in msg, "BUY 100p TP must be entry + $10.00"
    assert "≈1.0R" in msg
    # SELL mirror: $10 below entry.
    report.final_signal = SignalStrength.SELL
    report.trade_setup = _setup(direction="SELL")
    msg = format_signal_message(report)
    assert "TP 100p" in msg
    assert "3290.00" in msg, "SELL 100p TP must be entry - $10.00"
    # No setup → no informational TP line.
    report.trade_setup = None
    msg = format_signal_message(report)
    assert "TP 100p" not in msg


@test("_indicator_summary condenses indicators to one arrow line")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    summary = _indicator_summary(report)
    assert "EMA" in summary
    assert "RSI" in summary
    assert summary.count("\n") == 0, "summary must be a single line"
    msg = format_signal_message(report)
    assert summary in msg
    assert "[Bullish]" not in msg and "[Bearish]" not in msg and "[Neutral]" not in msg


@test("_format_scan_summary produces valid text")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    reports = [agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)]
    summary = _format_scan_summary(reports, Timeframe.H1)
    assert "Auto-Scan" in summary
    assert "XAU/USD" in summary


@test("_seconds_until_boundary returns positive value")
def _():
    result = _seconds_until_boundary(15, buffer=10)
    assert result > 0
    assert result <= 15 * 60 + 10 + 1


@test("_seconds_until_boundary for M5 interval")
def _():
    result = _seconds_until_boundary(5, buffer=10)
    assert result > 0
    assert result <= 5 * 60 + 10 + 1


@test("_seconds_until_boundary for H1 interval")
def _():
    result = _seconds_until_boundary(60, buffer=10)
    assert result > 0
    assert result <= 60 * 60 + 10 + 1


@test("_seconds_until_boundary for H4 interval")
def _():
    result = _seconds_until_boundary(240, buffer=10)
    assert result > 0
    assert result <= 240 * 60 + 10 + 1


# NOTE 2026-08-04 (audit H34): the level cache is keyed symbol → TF →
# levels and _check_level_breach returns "<tf> <name>" — these tests
# were updated to the new shape in the same change.

@test("_check_level_breach detects upward cross")
def _():
    _level_cache["TEST_PAIR"] = {"15min": {"swing_high_1": 1.1000}}
    _level_cache_ts["TEST_PAIR"] = {"15min": time.time()}
    _last_prices["TEST_PAIR"] = 1.0999
    result = _check_level_breach("TEST_PAIR", 1.1001)
    assert result == "15min swing_high_1"
    # cleanup
    del _level_cache["TEST_PAIR"]
    del _level_cache_ts["TEST_PAIR"]
    del _last_prices["TEST_PAIR"]


@test("_check_level_breach detects downward cross")
def _():
    _level_cache["TEST_PAIR"] = {"15min": {"swing_low_1": 1.0900}}
    _level_cache_ts["TEST_PAIR"] = {"15min": time.time()}
    _last_prices["TEST_PAIR"] = 1.0901
    result = _check_level_breach("TEST_PAIR", 1.0899)
    assert result == "15min swing_low_1"
    del _level_cache["TEST_PAIR"]
    del _level_cache_ts["TEST_PAIR"]
    del _last_prices["TEST_PAIR"]


@test("_check_level_breach no breach when price stays same side")
def _():
    _level_cache["TEST_PAIR"] = {"15min": {"swing_high_1": 1.1000}}
    _level_cache_ts["TEST_PAIR"] = {"15min": time.time()}
    _last_prices["TEST_PAIR"] = 1.0990
    result = _check_level_breach("TEST_PAIR", 1.0995)
    assert result is None
    del _level_cache["TEST_PAIR"]
    del _level_cache_ts["TEST_PAIR"]
    del _last_prices["TEST_PAIR"]


@test("_check_level_breach returns None for expired cache")
def _():
    _level_cache["TEST_PAIR"] = {"15min": {"swing_high_1": 1.1000}}
    _level_cache_ts["TEST_PAIR"] = {"15min": time.time() - 7200}  # 2h old
    _last_prices["TEST_PAIR"] = 1.0999
    result = _check_level_breach("TEST_PAIR", 1.1001)
    assert result is None
    del _level_cache["TEST_PAIR"]
    del _level_cache_ts["TEST_PAIR"]
    del _last_prices["TEST_PAIR"]


@test("_check_level_breach returns None when no previous price")
def _():
    _level_cache["TEST_PAIR"] = {"15min": {"swing_high_1": 1.1000}}
    _level_cache_ts["TEST_PAIR"] = {"15min": time.time()}
    if "TEST_PAIR" in _last_prices:
        del _last_prices["TEST_PAIR"]
    result = _check_level_breach("TEST_PAIR", 1.1001)
    assert result is None
    del _level_cache["TEST_PAIR"]
    del _level_cache_ts["TEST_PAIR"]


@test("SCAN_BUTTONS and SCAN_LOOKUP consistency")
def _():
    from telegram_bot import SCAN_PAIRS
    # 4 TF buttons + one "Scan All" per scanned pair
    assert len(SCAN_BUTTONS) == 5 * len(SCAN_PAIRS)
    for btn in SCAN_BUTTONS:
        assert btn["cb"] in SCAN_LOOKUP
        assert "symbol" in btn
        assert btn["symbol"] in SCAN_PAIRS
        assert "tf" in btn
        assert "label" in btn


@test("scan_keyboard returns InlineKeyboardMarkup")
def _():
    kb = scan_keyboard()
    assert kb is not None


@test("_update_level_cache populates cache from reports")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    _level_cache.clear()
    _level_cache_ts.clear()
    _update_level_cache([report])
    if report.primary_analysis and report.primary_analysis.key_levels:
        assert "XAU/USD" in _level_cache or len(report.primary_analysis.key_levels) == 0
    _level_cache.clear()
    _level_cache_ts.clear()


@test("streaming symbol mapping covers every scanned pair")
def _():
    # iter_ticks maps the provider's WS symbols (display names) back to
    # canonical pair symbols — the mapping must be invertible for every
    # scanned pair or ticks would be silently dropped.
    from telegram_bot import SCAN_PAIRS
    ws_to_pair = {PAIR_INFO[p]["display"]: p for p in SCAN_PAIRS}
    for p in SCAN_PAIRS:
        assert ws_to_pair[PAIR_INFO[p]["display"]] == p
    assert ws_to_pair["XAU/USD"] == XAUUSD


@test("_news_text bullish score")
def _():
    ctx = FundamentalContext(news_sentiment={"XAU": 0.5, "USD": -0.1})
    text = _news_text(ctx, NewsEngine(PlatformConfig().news))
    assert "+0.60" in text
    assert "Bullish" in text
    assert "no scored headlines" not in text


@test("_news_text bearish score")
def _():
    ctx = FundamentalContext(news_sentiment={"XAU": -0.4, "USD": 0.1})
    text = _news_text(ctx, NewsEngine(PlatformConfig().news))
    assert "-0.50" in text
    assert "Bearish" in text


@test("_news_text never renders negative zero")
def _():
    # Balanced feed: XAU and USD means nearly cancel → net -0.0035,
    # which "+.2f" would render as "-0.00" without normalization.
    ctx = FundamentalContext(news_sentiment={"XAU": 0.0238, "USD": 0.0273})
    text = _news_text(ctx, NewsEngine(PlatformConfig().news))
    assert "-0.00" not in text
    assert "+0.00" in text
    assert "Neutral" in text


@test("_news_text degrades on empty context")
def _():
    text = _news_text(FundamentalContext(), NewsEngine(PlatformConfig().news))
    assert "+0.00" in text
    assert "Neutral" in text
    assert "no scored headlines" in text


# ══════════════════════════════════════════════════════════════════════
#  MODULE 8: Integration / Cross-module tests
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 8: Integration Tests ═══")


@test("Full pipeline: config → engine → aggregator → report → dict")
def _():
    config = PlatformConfig()
    engine = TechnicalEngine(config.technical)
    df = make_ohlcv(300, seed=99)
    analysis = engine.analyze(df, "XAU/USD", "1h")
    assert isinstance(analysis, TechnicalAnalysis)

    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=99),
        Timeframe.M15: make_ohlcv(300, seed=100),
        Timeframe.H4: make_ohlcv(300, seed=101),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    d = report_to_dict(report)
    assert isinstance(d, dict)
    assert d["symbol"] == "XAU/USD"


@test("Full pipeline: XAU/USD analysis")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_xau_ohlcv(300, seed=42),
        Timeframe.M15: make_xau_ohlcv(300, seed=43),
        Timeframe.H4: make_xau_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert report.display_name == "XAU/USD"
    assert report.current_price > 1000  # XAU should be in the thousands


@test("Full pipeline: format Telegram message from report")
def _():
    config = PlatformConfig()
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    msg = format_signal_message(report)
    assert isinstance(msg, str)
    assert len(msg) > 100


@test("XAU/USD analysis with different seeds")
def _():
    config = PlatformConfig()
    for seed_base in [10, 20, 30]:
        agg = SignalAggregator(config)
        dfs = {
            Timeframe.H1: make_xau_ohlcv(300, seed=seed_base),
            Timeframe.M15: make_xau_ohlcv(300, seed=seed_base+1),
            Timeframe.H4: make_xau_ohlcv(300, seed=seed_base+2),
        }
        report = agg.analyze_from_dataframes(XAUUSD, dfs, use_news=False)
        assert report.symbol == XAUUSD
        assert report.current_price > 0
        assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")


@test("Edge case: all EMAs at same price (flat market)")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    dates = pd.date_range(end=pd.Timestamp.now(tz="UTC").floor("h"), periods=300, freq="h")
    df = pd.DataFrame({
        "Open": 1.1, "High": 1.1001, "Low": 1.0999, "Close": 1.1, "Volume": 1000.0,
    }, index=dates)
    df.index.name = "Datetime"
    result = engine.analyze(df, "XAU/USD", "1h")
    assert result.composite_signal == SignalStrength.NEUTRAL


@test("Edge case: extreme volatility data")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    np.random.seed(77)
    dates = pd.date_range(end=pd.Timestamp.now(tz="UTC").floor("h"), periods=300, freq="h")
    close = 1.1 + np.cumsum(np.random.randn(300) * 0.01)
    high = close + np.abs(np.random.randn(300) * 0.005)
    low = close - np.abs(np.random.randn(300) * 0.005)
    df = pd.DataFrame({
        "Open": close + np.random.randn(300) * 0.003,
        "High": high, "Low": low, "Close": close,
        "Volume": np.random.randint(100, 50000, 300).astype(float),
    }, index=dates)
    df.index.name = "Datetime"
    result = engine.analyze(df, "XAU/USD", "1h")
    assert isinstance(result, TechnicalAnalysis)
    assert result.volatility_regime in ("low", "normal", "high", "extreme")


@test("Determinism: same data produces same results")
def _():
    engine = TechnicalEngine(TechnicalConfig())
    df = make_ohlcv(300, seed=42)
    r1 = engine.analyze(df.copy(), "XAU/USD", "1h")
    r2 = engine.analyze(df.copy(), "XAU/USD", "1h")
    assert r1.composite_score == r2.composite_score
    assert r1.composite_signal == r2.composite_signal
    assert r1.market_regime == r2.market_regime


print("\n═══ Module 9: pair_signals registry ═══")

@test("pair_signals registry includes XAU/USD only")
def _():
    import pair_signals
    pairs = pair_signals.get_supported_pairs()
    assert XAUUSD in pairs, f"XAU missing from registry: {pairs}"
    assert pairs == [XAUUSD], f"registry must be XAU-only: {pairs}"


@test("xauusd.make_config equals inline PlatformConfig construction")
def _():
    import dataclasses
    from pair_signals import PAIR_PRODUCERS
    for tf, ctfs in [
        (Timeframe.M5, [Timeframe.M15, Timeframe.H1]),
        (Timeframe.M15, [Timeframe.M5, Timeframe.H1]),
        (Timeframe.H1, [Timeframe.M15, Timeframe.H4]),
    ]:
        factory_cfg = PAIR_PRODUCERS[XAUUSD](tf, ctfs)
        inline_cfg = PlatformConfig(
            symbol=XAUUSD,
            display_name="XAU/USD",
            pip_value=0.10,
            primary_timeframe=tf,
            confirmation_timeframes=ctfs,
        )
        app_config.apply_pair_overrides(inline_cfg)
        if tf == Timeframe.M15:
            # Documented per-TF overrides (see xauusd.py docstring):
            # 1R minimum targets + mixed-"trending"-regime block +
            # SELL hour block (15/17 UTC), all validated for M15 only.
            inline_cfg.signals.tp_floor_rr = 1.0
            inline_cfg.xau_strategy.blocked_regimes = ["trending"]
            inline_cfg.xau_strategy.sell_blocked_hours_utc = [15, 17]
            inline_cfg.signals.trail_arm_r = 0.70
            inline_cfg.signals.trail_dist_r = 0.75
        if tf == Timeframe.M5:
            # Documented per-TF overrides (see xauusd.py docstring):
            # hour 9 UTC blocked, hour 21 UNBLOCKED (2026-07-30
            # relaxation campaign) + BUY-only chart patterns on M5 only.
            inline_cfg.xau_strategy.blocked_hours_utc = [
                h for h in inline_cfg.xau_strategy.blocked_hours_utc if h != 21
            ] + [9]
            inline_cfg.xau_strategy.cp_enabled = True
            inline_cfg.xau_strategy.cp_patterns = ["inv_hs", "double_bottom", "bull_flag"]
            inline_cfg.xau_strategy.m5_pullback_enabled = False
            inline_cfg.technical.ema_partial_neutral = True
            inline_cfg.signals.trail_arm_r = 0.60
            inline_cfg.signals.trail_dist_r = 0.85
        assert dataclasses.asdict(factory_cfg) == dataclasses.asdict(inline_cfg), \
            f"XAU factory config differs from inline construction for {tf}"


@test("M5 factory disables XAU_PB; other TFs keep the global default")
def _():
    # 2026-08-04 campaign (Oanda bars, $0.65 real spread): pullback
    # entries are the largest wrong-direction loss source on M5 and
    # fail at real cost; disabled in the M5 factory branch only.
    from pair_signals import PAIR_PRODUCERS
    m5 = PAIR_PRODUCERS[XAUUSD](Timeframe.M5, [Timeframe.M15, Timeframe.H1])
    assert m5.xau_strategy.m5_pullback_enabled is False
    assert m5.technical.ema_partial_neutral is True  # 2026-08-04 override 5
    m15 = PAIR_PRODUCERS[XAUUSD](Timeframe.M15, [Timeframe.M5, Timeframe.H1])
    assert m15.xau_strategy.m5_pullback_enabled is True, \
        "PB flag must stay at the global default off-M5 (inert there)"
    assert m15.technical.ema_partial_neutral is False, \
        "partial-alignment squash is M5-validated only"


@test("produce_signal raises for unregistered pair")
def _():
    from pair_signals import produce_signal
    try:
        produce_signal("GBP/JPY", Timeframe.H1, None)
        assert False, "Expected ValueError for unregistered pair"
    except ValueError as e:
        assert "GBP/JPY" in str(e)


print("\n═══ Module 9b: Engine Bug Fix Regressions ═══")

# ── 9a. Swing point NaN fix ──────────────────────────────────────────

@test("Swing points: all-NaN neighbors produces no false positives")
def _():
    series = pd.Series([np.nan, np.nan, np.nan, 5.0, np.nan, np.nan, np.nan])
    lows = TechnicalEngine._find_swing_points(series, mode="low", window=3)
    highs = TechnicalEngine._find_swing_points(series, mode="high", window=3)
    assert lows == [], f"Expected no lows with all-NaN neighbors, got {lows}"
    assert highs == [], f"Expected no highs with all-NaN neighbors, got {highs}"


@test("Swing points: partial NaN neighbors still detect valid swings")
def _():
    series = pd.Series([10.0, 8.0, np.nan, 4.0, np.nan, 8.0, 10.0])
    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
    low_vals = [v for _, v in lows]
    assert 4.0 in low_vals, f"Expected 4.0 as swing low, got {low_vals}"


@test("Swing points: empty series returns empty list")
def _():
    series = pd.Series([], dtype=float)
    assert TechnicalEngine._find_swing_points(series, mode="low") == []
    assert TechnicalEngine._find_swing_points(series, mode="high") == []


@test("Swing points: monotonic increasing has no interior lows")
def _():
    series = pd.Series([float(i) for i in range(20)])
    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
    assert len(lows) == 0, f"Monotonic increase should have no interior lows, got {lows}"


@test("Swing points: V-shape detects low at bottom")
def _():
    series = pd.Series([10.0, 8.0, 6.0, 4.0, 6.0, 8.0, 10.0])
    lows = TechnicalEngine._find_swing_points(series, mode="low", window=2)
    low_vals = [v for _, v in lows]
    assert 4.0 in low_vals, f"V-shape should detect 4.0 as low, got {low_vals}"


@test("Swing points: inverted V-shape detects high at top")
def _():
    series = pd.Series([4.0, 6.0, 8.0, 10.0, 8.0, 6.0, 4.0])
    highs = TechnicalEngine._find_swing_points(series, mode="high", window=2)
    high_vals = [v for _, v in highs]
    assert 10.0 in high_vals, f"Inverted V should detect 10.0 as high, got {high_vals}"


# ── 9b. ROC div-by-zero fix ──────────────────────────────────────────

@test("ROC: zero close at lookback position does not produce inf")
def _():
    df = make_ohlcv(n=100, seed=42)
    df.iloc[-11, df.columns.get_loc("Close")] = 0.0
    engine = TechnicalEngine(PlatformConfig().technical)
    result = engine.analyze(df, "XAU/USD", Timeframe.H1)
    if "roc" in result.indicators:
        assert np.isfinite(result.indicators["roc"].value), "ROC should not be inf"


# ── 9c. ADX epsilon fix ──────────────────────────────────────────────

@test("ADX: flat data produces finite ADX value")
def _():
    n = 100
    dates = pd.date_range(end=pd.Timestamp.now(tz="UTC"), periods=n, freq="h")
    df = pd.DataFrame({
        "Open": [100.0]*n, "High": [100.01]*n, "Low": [99.99]*n,
        "Close": [100.0]*n, "Volume": [1000.0]*n,
    }, index=dates)
    engine = TechnicalEngine(PlatformConfig().technical)
    result = engine.analyze(df, "XAU/USD", Timeframe.H1)
    if "adx" in result.indicators:
        assert np.isfinite(result.indicators["adx"].value), "ADX should be finite on flat data"


# ══════════════════════════════════════════════════════════════════════
#  MODULE 11: 2026-07-16 audit-fix regressions
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 11: 2026-07-16 audit fixes ═══")

_BT_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "backtest")
if _BT_DIR not in sys.path:
    sys.path.insert(0, _BT_DIR)


def make_xau_bars(n=400, end="2026-07-08 16:55", freq="5min", drift=-0.8, seed=7):
    """Seeded XAU-priced bars ending at a FIXED timestamp (deterministic)."""
    rng = np.random.default_rng(seed)
    idx = pd.date_range(end=pd.Timestamp(end, tz="UTC"), periods=n, freq=freq)
    close = 3400 + np.cumsum(drift + rng.normal(0, 0.5, n))
    open_ = np.roll(close, 1)
    open_[0] = close[0]
    high = np.maximum(open_, close) + rng.uniform(0.5, 2.0, n)
    low = np.minimum(open_, close) - rng.uniform(0.5, 2.0, n)
    df = pd.DataFrame({
        "Open": open_, "High": high, "Low": low,
        "Close": close, "Volume": rng.uniform(1e3, 5e3, n),
    }, index=idx)
    df.index.name = "Datetime"
    return df


@test("Gate 6e: session-blocked sell-direction report stays F (no F→D upgrade)")
def _():
    # Bar LABELED in a blocked hour (16:xx UTC, Wednesday) with a bearish
    # score: gate 6b sets F; before the fix, 6e re-graded it D, which
    # re-opened the M5 pullback path (entry check: quality != "F").
    from pair_signals.xauusd import make_config as xau_make_config
    primary = make_xau_bars(end="2026-07-08 16:55", freq="5min")
    m15 = make_xau_bars(end="2026-07-08 16:45", freq="15min")
    h1 = make_xau_bars(end="2026-07-08 16:00", freq="60min")
    agg = SignalAggregator(xau_make_config(Timeframe.M5, [Timeframe.M15, Timeframe.H1]))
    report = agg.analyze_from_dataframes(
        XAUUSD, {Timeframe.M5: primary, Timeframe.M15: m15, Timeframe.H1: h1},
        use_news=False,
    )
    assert any("SESSION FILTER" in w for w in report.warnings), \
        f"session filter did not fire: {report.warnings}"
    assert report.primary_score < 0, "test setup must produce a sell-direction score"
    assert report.signal_quality == "F", \
        f"blocked bar must stay F, got {report.signal_quality}"
    assert report.trade_setup is None
    assert not any("SELL FILTER: quality" in w for w in report.warnings), \
        "6e must not fire on non-actionable grades"


@test("GPU engine parity: composite + ema_trend identical to live (incl. ribbon)")
def _():
    from gpu_backtest import precompute_indicators, GPUTechnicalEngine
    from engine import TechnicalEngine
    cfg = PlatformConfig()
    # Two-phase series: flat chop (EMA ribbon compresses) then a strong
    # trend (ribbon expands) — guarantees the sweep crosses both ribbon
    # states, the exact logic the GPU engine was missing.
    rng = np.random.default_rng(11)
    n = 650
    drift = np.where(np.arange(n) < 450, 0.0, 1.2)
    idx = pd.date_range(end=pd.Timestamp("2026-06-30 12:00", tz="UTC"),
                        periods=n, freq="60min")
    close = 3400 + np.cumsum(drift + rng.normal(0, 0.5, n))
    open_ = np.roll(close, 1)
    open_[0] = close[0]
    high = np.maximum(open_, close) + rng.uniform(0.5, 2.0, n)
    low = np.minimum(open_, close) - rng.uniform(0.5, 2.0, n)
    df = pd.DataFrame({"Open": open_, "High": high, "Low": low, "Close": close,
                       "Volume": rng.uniform(1e3, 5e3, n)}, index=idx)
    df.index.name = "Datetime"
    cache = precompute_indicators(df, cfg.technical)
    gpu = GPUTechnicalEngine(cfg.technical, {"1h": cache})
    live = TechnicalEngine(cfg.technical)
    seen_compressed = seen_expanding = False
    for i in range(250, n + 1, 3):
        s = df.iloc[:i]
        r_live = live.analyze(s, "XAU/USD", "1h")
        r_gpu = gpu.analyze(s, "XAU/USD", "1h")
        assert r_live.composite_signal == r_gpu.composite_signal, f"signal flip @ {i}"
        assert abs(r_live.composite_score - r_gpu.composite_score) < 1e-9, f"score @ {i}"
        assert abs(r_live.confidence - r_gpu.confidence) < 1e-9, f"confidence @ {i}"
        el = r_live.indicators["ema_trend"]
        eg = r_gpu.indicators["ema_trend"]
        assert el.confidence == eg.confidence, f"ema_trend conf @ {i}"
        assert el.description == eg.description, f"ema_trend desc @ {i}"
        bl = r_live.indicators["bollinger"]
        bg = r_gpu.indicators["bollinger"]
        assert bl.signal == bg.signal and bl.description == bg.description, f"bollinger @ {i}"
        al = r_live.indicators["atr"]
        ag = r_gpu.indicators["atr"]
        assert abs(al.value - ag.value) < 1e-9, f"atr value @ {i}"
        assert al.description == ag.description, f"atr description @ {i}"
        assert r_live.volatility_regime == r_gpu.volatility_regime, f"vol regime @ {i}"
        assert abs(r_live.key_levels["atr"] - r_gpu.key_levels["atr"]) < 1e-9, f"key_levels atr @ {i}"
        assert abs(r_live.key_levels["atr_pct"] - r_gpu.key_levels["atr_pct"]) < 1e-9, f"key_levels atr_pct @ {i}"
        if "Ribbon COMPRESSED" in el.description:
            seen_compressed = True
        if "Ribbon EXPANDING" in el.description:
            seen_expanding = True
    assert seen_compressed, "sweep never saw a compressed ribbon — no teeth"
    assert seen_expanding, "sweep never saw a ribbon expansion (+10 conf path) — no teeth"


@test("Regime filter: live gate semantics + backtest calls the same method")
def _():
    from signal_aggregator import SignalAggregator
    from pair_signals import PAIR_PRODUCERS
    cfg = PAIR_PRODUCERS[XAUUSD](Timeframe.M15, [Timeframe.M5, Timeframe.H1])
    cfg.backtest.regime_filter = True
    agg = SignalAggregator(cfg)

    df = make_ohlcv(n=300, start_price=3400.0, trend=0.05, seed=3)
    flat = make_ohlcv(n=300, start_price=3400.0, trend=0.0, seed=7)
    adx = agg._latest_adx(flat, cfg.technical.adx_period)
    assert adx is not None and adx < cfg.backtest.regime_filter_min_adx, \
        f"fixture must be choppy (ADX {adx}) or the test has no teeth"

    # Low higher-TF ADX → signal downgraded to NEUTRAL/F, setup killed.
    report = agg.analyze_from_dataframes(XAUUSD, {Timeframe.M15: df},
                                         context=None, use_news=False)
    agg._apply_regime_filter_live(report, {Timeframe.H4: flat})
    assert report.final_signal == SignalStrength.NEUTRAL
    assert report.signal_quality == "F"
    assert report.trade_setup is None
    assert any("REGIME FILTER" in w for w in report.warnings)

    # Regime TF absent from dfs → warning only, report untouched.
    report2 = agg.analyze_from_dataframes(XAUUSD, {Timeframe.M15: df},
                                          context=None, use_news=False)
    quality_before = report2.signal_quality
    agg._apply_regime_filter_live(report2, {})
    assert report2.signal_quality == quality_before
    assert any("data unavailable" in w for w in report2.warnings)

    # Backtest wiring: the replay applies the SAME method under the SAME
    # guard as live analyze_pair (function-identity parity).
    import gpu_backtest as _gb
    src = open(_gb.__file__, encoding="utf-8").read()
    assert "_apply_regime_filter_live(report, slice_dfs)" in src
    assert "backtest.regime_filter" in src
    # …and loads the regime-filter TF like live analyze_pair does, or the
    # method silently no-ops for M5/M15 primaries (confirm maps lack H4).
    assert "regime_filter_timeframe not in timeframes" in src, \
        "replay must fetch/slice the regime-filter TF when the gate is on"


@test("disabled_indicators=['macd'] removes the pillar but keeps the histogram")
def _():
    from engine import TechnicalEngine
    from config import TechnicalConfig
    df = make_xau_ohlcv(n=300, seed=5)
    result = TechnicalEngine(TechnicalConfig(disabled_indicators=["macd"])).analyze(
        df, "XAU/USD", "1h")
    assert "macd" not in result.indicators, "disabled MACD still scored"
    assert getattr(result, "_macd_histogram", None) is not None, \
        "histogram must survive for divergence"
    baseline = TechnicalEngine(TechnicalConfig()).analyze(df, "XAU/USD", "1h")
    assert "macd" in baseline.indicators


@test("Outlier filter drops the spike bar but keeps the snap-back bar")
def _():
    provider = TwelveDataProvider(PlatformConfig())
    df = make_ohlcv(n=300, seed=3)
    k = 150
    spike_ts, after_ts = df.index[k], df.index[k + 1]
    spike_val = df["Close"].iloc[k - 1] * 1.05  # ~+5% on a ~0.1%-σ series
    df.loc[spike_ts, ["Open", "High", "Low", "Close"]] = spike_val
    cleaned = provider._validate_and_clean(df, "XAU/USD", Timeframe.H1)
    assert spike_ts not in cleaned.index, "spike bar must be removed"
    assert after_ts in cleaned.index, \
        "snap-back bar after the spike must be kept (two-bar hole regression)"


@test("Cache: pre-boundary snapshot refetched; boundary-complete snapshot served")
def _():
    def bars_ending(last):
        idx = pd.date_range(end=last, periods=300, freq="15min", tz="UTC")
        v = np.linspace(3000.0, 3100.0, 300)
        return pd.DataFrame({"Open": v, "High": v + 1, "Low": v - 1,
                             "Close": v, "Volume": 1000.0}, index=idx)

    for _attempt in range(2):
        provider = TwelveDataProvider(PlatformConfig())
        started = pd.Timestamp.now(tz="UTC").floor("15min")
        last_closed = started - pd.Timedelta(minutes=15)
        stale = bars_ending(last_closed - pd.Timedelta(minutes=15))
        fresh = bars_ending(last_closed)
        key = "XAU/USD_15min"
        with patch("providers.base._is_forex_weekend", return_value=False):
            # (a) snapshot cached mid-candle 5 min ago, missing the
            # just-closed bar: TTL says fresh, boundary check must refetch.
            provider._cache[key] = stale
            provider._cache_timestamps[key] = time.time() - 300
            with patch.object(provider, "_fetch_twelve_data",
                              return_value=fresh.copy()) as mock_fetch:
                served = provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
            # (b) cache now boundary-complete: served without any fetch.
            with patch.object(provider, "_fetch_twelve_data",
                              side_effect=AssertionError("must not refetch")):
                served2 = provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
        if pd.Timestamp.now(tz="UTC").floor("15min") != started:
            continue  # boundary crossed mid-test — retry once
        assert mock_fetch.called, "stale pre-boundary snapshot was served from cache"
        assert served.index[-1] == last_closed
        assert served2.index[-1] == last_closed
        break


@test("Fresh fetch missing the just-closed bar retries once, then warns")
def _():
    def bars_ending(last):
        idx = pd.date_range(end=last, periods=300, freq="15min", tz="UTC")
        v = np.linspace(3000.0, 3100.0, 300)
        return pd.DataFrame({"Open": v, "High": v + 1, "Low": v - 1,
                             "Close": v, "Volume": 1000.0}, index=idx)

    for _attempt in range(2):
        provider = TwelveDataProvider(PlatformConfig())
        started = pd.Timestamp.now(tz="UTC").floor("15min")
        last_closed = started - pd.Timedelta(minutes=15)
        lagging = bars_ending(last_closed - pd.Timedelta(minutes=15))
        complete = bars_ending(last_closed)
        with patch("providers.base._is_forex_weekend", return_value=False), \
             patch.object(TwelveDataProvider, "FRESH_FETCH_RETRY_SECONDS", 0.0):
            # (a) lagging first response → one retry returns the closed bar.
            with patch.object(provider, "_fetch_twelve_data",
                              side_effect=[lagging.copy(), complete.copy()]) as mf:
                served = provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
            # (b) complete first response → no retry at all.
            provider._cache.clear()
            provider._cache_timestamps.clear()
            with patch.object(provider, "_fetch_twelve_data",
                              return_value=complete.copy()) as mf2:
                provider.fetch_ohlcv("XAU/USD", Timeframe.M15)
        if pd.Timestamp.now(tz="UTC").floor("15min") != started:
            continue  # boundary crossed mid-test — retry once
        assert mf.call_count == 2, "lagging response must trigger exactly one retry"
        assert served.index[-1] == last_closed, "retry result must be served"
        assert mf2.call_count == 1, "boundary-complete response must not retry"
        break


@test("Alert dedup: drift dedups, materially-moved setup re-alerts, no early commit")
def _():
    import telegram_bot as tb
    from signal_aggregator import SignalReport, TradeSetup

    def rpt(entry, sl):
        r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="t")
        r.final_signal = SignalStrength.BUY
        r.signal_quality = "B"
        r.trade_setup = TradeSetup(
            pair="XAU/USD", display_name="XAU/USD", direction="BUY",
            entry_price=entry, stop_loss=sl, take_profit_1=entry + 12,
            take_profit_2=entry + 20, risk_reward=1.5,
            risk_pips=80.0, reward_pips=120.0, pip_value=0.10,
        )
        return r

    key = "TEST_ALERT_FP"
    tb._last_alert_fp.pop(key, None)
    tb._last_alert_ts.pop(key, None)
    tb._last_alert_setup.pop(key, None)
    r1 = rpt(3400.0, 3392.0)          # risk $8 → re-alert threshold $4
    assert tb._should_alert(key, r1)
    assert tb._should_alert(key, r1), "_should_alert must not commit state itself"
    tb._commit_alert(key, r1)
    assert not tb._should_alert(key, r1), "identical signal must dedup"
    assert not tb._should_alert(key, rpt(3400.5, 3392.5)), \
        "sub-threshold drift must dedup"
    assert not tb._should_alert(key, rpt(3401.0, 3392.6)), \
        "SL-distance drift (ATR/anchor wobble) must not re-fingerprint"
    assert tb._should_alert(key, rpt(3412.0, 3404.0)), \
        "setup moved 1.5x risk — must re-alert"
    assert tb._should_alert(key, rpt(3395.5, 3387.5)), \
        "setup moved half risk AGAINST the entry — must re-alert too"
    tb._last_alert_fp.pop(key, None)
    tb._last_alert_ts.pop(key, None)
    tb._last_alert_setup.pop(key, None)


@test("Backtester --confirm-tfs defaults to None (factory's live map)")
def _():
    from gpu_backtest import _parse_args
    args = _parse_args(["--pair", "XAUUSD"])
    assert args.confirm_tfs is None


@test("Backtest entries re-anchor to the first RAW bar after the signal bar")
def _():
    from gpu_backtest import Trade, _reanchor_entries_to_raw
    idx = pd.date_range("2026-01-05 10:00", periods=6, freq="5min", tz="UTC")
    opens = np.array([100.0, 101.0, 110.0, 102.0, 103.0, 104.0])
    sim = pd.DataFrame({"Open": opens, "High": opens + 1,
                        "Low": opens - 1, "Close": opens}, index=idx)

    def mk_trade(entry_time, entry_price):
        return Trade(pair="XAU/USD", entry_time=entry_time, entry_price=entry_price,
                     sl=entry_price - 8, tp1=entry_price + 12, tp2=entry_price + 20,
                     direction="BUY", pip_value=0.10, risk_pips=80.0,
                     reward_pips=120.0, rr_planned=1.5, quality="B",
                     final_score=30.0, final_confidence=60.0,
                     market_regime="trending_up")

    # Cleaned frame lacked the spike at idx[2], so the replay entered at idx[3].
    t = mk_trade(idx[3], 102.0)
    _reanchor_entries_to_raw([t], [idx[1]], sim)
    assert t.entry_time == idx[2] and t.entry_price == 110.0
    assert t.sl == 102.0 and t.tp1 == 122.0 and t.tp2 == 130.0, \
        "SL/TP distances must be preserved relative to the corrected entry"

    # Entry already the first raw bar after the signal → untouched.
    t2 = mk_trade(idx[2], 110.0)
    _reanchor_entries_to_raw([t2], [idx[1]], sim)
    assert t2.entry_time == idx[2] and t2.entry_price == 110.0 and t2.sl == 102.0


@test("Max drawdown counts the decline from flat starting equity")
def _():
    from gpu_backtest import Trade, compute_metrics

    def mk(r):
        t = Trade(pair="XAU/USD",
                  entry_time=pd.Timestamp("2026-01-05 10:00", tz="UTC"),
                  entry_price=3300.0, sl=3292.0, tp1=3312.0, tp2=3320.0,
                  direction="BUY", pip_value=0.10, risk_pips=80.0,
                  reward_pips=120.0, rr_planned=1.5, quality="B",
                  final_score=30.0, final_confidence=60.0,
                  market_regime="trending_up")
        t.exit_reason = "SL" if r < 0 else "TP1"
        t.r_multiple = r
        return t

    # Opening losing streak: equity 0 → −3R with no prior peak. The old
    # high-water started at the first trade's cum (−1) and reported 2R.
    m = compute_metrics([mk(-1.0), mk(-1.0), mk(-1.0)])
    assert m.max_drawdown_r == 3.0, f"expected 3.0, got {m.max_drawdown_r}"
    # Unchanged when a peak precedes the streak.
    m2 = compute_metrics([mk(2.0), mk(-1.0), mk(-1.0), mk(-1.0)])
    assert m2.max_drawdown_r == 3.0, f"expected 3.0, got {m2.max_drawdown_r}"


# ══════════════════════════════════════════════════════════════════════
#  MODULE 12: Chart-pattern entry (XAU_CP)
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 12: chart patterns (XAU_CP) ═══")

from chart_patterns import detect_chart_pattern
from config import XauStrategyConfig


def make_cp_df(closes, end="2026-07-08 14:00", freq="1h", wick=1.5):
    """Deterministic OHLCV from an explicit close path (fixed end time:
    Wed, label hour 14, close hour 15 — clear of every session block)."""
    idx = pd.date_range(end=end, periods=len(closes), freq=freq, tz="UTC")
    c = np.asarray(closes, dtype=float)
    o = np.concatenate([[c[0]], c[:-1]])
    return pd.DataFrame({"Open": o, "High": c + wick, "Low": c - wick,
                         "Close": c, "Volume": 1000.0}, index=idx)


def mirror_cp_df(df, pivot=6000.0):
    """Price-mirror a fixture: bullish pattern → exact bearish twin."""
    return pd.DataFrame({
        "Open": pivot - df["Open"], "High": pivot - df["Low"],
        "Low": pivot - df["High"], "Close": pivot - df["Close"],
        "Volume": df["Volume"]}, index=df.index)


def double_bottom_closes():
    """L1@30 (2984) and L2@65 (2984.5), neckline peak 3000 @45,
    below-neckline drift, breakout close 3004 on the last bar."""
    return (list(np.linspace(2988, 3013, 15))
            + list(np.linspace(3011, 2984, 16))
            + list(np.linspace(2986, 3000, 15))
            + list(np.linspace(2999, 2984.5, 20))
            + list(np.linspace(2986, 2998, 13))
            + [3004.0])


def hs_top_closes():
    """S1@20 (3000), head@38 (3010), S2@62 (2999), neckline ~2989.5,
    breakdown close 2988 on the last bar."""
    return (list(np.linspace(2982, 3000, 21))
            + list(np.linspace(2998.5, 2990, 7))
            + list(np.linspace(2992, 3010, 11))
            + list(np.linspace(3008, 2991, 8))
            + list(np.linspace(2992, 2999, 16))
            + list(np.linspace(2998.5, 2991, 16))
            + [2988.0])


def bull_flag_closes():
    """Pole 60→69 (3000→3025), flag drift 70→78, breakout close 3028.5."""
    return (list(np.linspace(3000, 2996, 60))
            + list(np.linspace(2999, 3025, 10))
            + list(np.linspace(3023, 3018, 9))
            + [3028.5])


_CP_CFG = XauStrategyConfig()


@test("CP: double bottom detected on breakout bar with correct geometry")
def _():
    df = make_cp_df(double_bottom_closes())
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None, "double bottom not detected"
    assert hit["pattern"] == "double_bottom" and hit["direction"] == "BUY"
    assert abs(hit["anchor"] - 2982.5) < 1e-9, f"anchor {hit['anchor']}"
    assert abs(hit["trigger"] - 3001.5) < 1e-9, f"trigger {hit['trigger']}"
    assert abs(hit["height"] - 19.0) < 1e-9, f"height {hit['height']}"


@test("CP: double top detected on mirrored fixture")
def _():
    df = mirror_cp_df(make_cp_df(double_bottom_closes()))
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None and hit["pattern"] == "double_top"
    assert hit["direction"] == "SELL"
    assert abs(hit["anchor"] - (6000 - 2982.5)) < 1e-9
    assert abs(hit["trigger"] - (6000 - 3001.5)) < 1e-9


@test("CP: trigger discipline — no signal before breakout close")
def _():
    df = make_cp_df(double_bottom_closes()).iloc[:-1]
    assert detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG) is None


@test("CP: trigger discipline — no re-fire on the bar after breakout")
def _():
    df = make_cp_df(double_bottom_closes() + [3006.0])
    assert detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG) is None


@test("CP: double bottom rejected when lows differ beyond tolerance")
def _():
    closes = double_bottom_closes()
    closes[46:66] = list(np.linspace(2999, 2979, 20))  # L2 5.5 below L1
    df = make_cp_df(closes)
    assert detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG) is None


@test("CP: double bottom invalidated by a lower low after L2")
def _():
    closes = double_bottom_closes()
    closes[77] = 2978.0  # undercuts both bottoms before the breakout
    df = make_cp_df(closes)
    assert detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG) is None


@test("CP: head & shoulders top detected (SELL, right-shoulder anchor)")
def _():
    df = make_cp_df(hs_top_closes())
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None, "H&S top not detected"
    assert hit["pattern"] == "hs_top" and hit["direction"] == "SELL"
    assert abs(hit["anchor"] - 3000.5) < 1e-9, f"anchor {hit['anchor']}"
    assert abs(hit["trigger"] - 2989.5) < 1e-9, f"trigger {hit['trigger']}"


@test("CP: inverse head & shoulders detected on mirrored fixture")
def _():
    df = mirror_cp_df(make_cp_df(hs_top_closes()))
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None and hit["pattern"] == "inv_hs"
    assert hit["direction"] == "BUY"


@test("CP: bull flag detected (pole, shallow retrace, new-high close)")
def _():
    df = make_cp_df(bull_flag_closes())
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None, "bull flag not detected"
    assert hit["pattern"] == "bull_flag" and hit["direction"] == "BUY"
    assert abs(hit["trigger"] - 3026.5) < 1e-9
    assert hit["height"] > 15.0  # pole ≥ cp_flag_pole_atr × atr


@test("CP: bear flag detected on mirrored fixture")
def _():
    df = mirror_cp_df(make_cp_df(bull_flag_closes()))
    hit = detect_chart_pattern(df, atr=5.0, cfg=_CP_CFG)
    assert hit is not None and hit["pattern"] == "bear_flag"
    assert hit["direction"] == "SELL"


@test("CP: cp_patterns subset filter excludes disabled detectors")
def _():
    from dataclasses import replace
    df = make_cp_df(double_bottom_closes())
    cfg = XauStrategyConfig(cp_patterns=["bull_flag"])
    assert detect_chart_pattern(df, atr=5.0, cfg=cfg) is None


def _cp_report(df, config, vol_regime="normal", mtf_signals=None):
    """SignalReport shell around a real engine analysis of `df`."""
    from engine import TechnicalEngine
    eng = TechnicalEngine(config.technical)
    pa = eng.analyze(df, "XAU/USD", config.primary_timeframe.value)
    rep = SignalReport(symbol="XAU/USD", display_name="XAU/USD",
                       timestamp=str(df.index[-1]))
    rep.primary_analysis = pa
    rep.current_price = float(df["Close"].iloc[-1])
    rep.volatility_regime = vol_regime
    rep.mtf_signals = mtf_signals or {}
    rep.signal_quality = "D"
    return rep


def _cp_config(**xau_overrides):
    cfg = PlatformConfig()
    cfg.primary_timeframe = Timeframe.H1
    cfg.xau_strategy.cp_enabled = True
    for k, v in xau_overrides.items():
        setattr(cfg.xau_strategy, k, v)
    return cfg


@test("CP gate: BUY pattern builds an XAU_CP setup with measured-move TP")
def _():
    cfg = _cp_config()
    df = make_cp_df(double_bottom_closes())
    rep = _cp_report(df, cfg)
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    ts = rep.trade_setup
    assert ts is not None, "pattern setup not generated"
    assert ts.strategy == "XAU_CP" and ts.direction == "BUY"
    assert ts.stop_loss < ts.entry_price
    assert abs((ts.take_profit_1 - ts.entry_price) - 19.0) < 1e-6, \
        "TP1 must be the measured move"
    assert rep.signal_quality == "B"
    assert rep.bullish_reasons[0].startswith("XAU CHART PATTERN"), \
        "tag marker must sit at reasons[0]"


@test("CP gate: MTF opposition blocks the pattern trade")
def _():
    cfg = _cp_config()
    df = make_cp_df(double_bottom_closes())
    rep = _cp_report(df, cfg, mtf_signals={
        "15min": SignalStrength.SELL, "4h": SignalStrength.STRONG_SELL})
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    assert rep.trade_setup is None, "BUY pattern must not fire against consensus"


@test("CP gate: SELL pattern blocked in quiet volatility, allowed in high")
def _():
    cfg = _cp_config()
    df = mirror_cp_df(make_cp_df(double_bottom_closes()))
    rep = _cp_report(df, cfg, vol_regime="normal")
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    assert rep.trade_setup is None, "quiet-vol SELL must be blocked"
    rep2 = _cp_report(df, cfg, vol_regime="high")
    SignalAggregator(cfg)._try_chart_pattern(rep2, df, 0.10)
    assert rep2.trade_setup is not None and rep2.trade_setup.direction == "SELL"


@test("CP gate: SELL blocked-hour (bar close) stops pattern shorts only")
def _():
    cfg = _cp_config(sell_blocked_hours_utc=[15])  # fixture closes 15:00
    df = mirror_cp_df(make_cp_df(double_bottom_closes()))
    rep = _cp_report(df, cfg, vol_regime="high")
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    assert rep.trade_setup is None, "SELL at blocked close hour must not fire"
    # BUY side unaffected at the same hour.
    df_buy = make_cp_df(double_bottom_closes())
    rep_buy = _cp_report(df_buy, cfg)
    SignalAggregator(cfg)._try_chart_pattern(rep_buy, df_buy, 0.10)
    assert rep_buy.trade_setup is not None


@test("CP gate: M5 chop-transition volatility blocks both directions")
def _():
    cfg = _cp_config()
    cfg.primary_timeframe = Timeframe.M5
    df = make_cp_df(double_bottom_closes())
    rep = _cp_report(df, cfg, vol_regime="high")  # 'high' blocked on M5
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    assert rep.trade_setup is None


@test("CP gate: spread gate rejects patterns smaller than TP minimum")
def _():
    cfg = _cp_config()
    cfg.signals.min_tp_cost_multiple = 1000.0  # $300 minimum target
    df = make_cp_df(double_bottom_closes())
    rep = _cp_report(df, cfg)
    SignalAggregator(cfg)._try_chart_pattern(rep, df, 0.10)
    assert rep.trade_setup is None


@test("CP pipeline: fires end-to-end when core generators pass")
def _():
    cfg = _cp_config()
    cfg.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
    df = make_cp_df(double_bottom_closes())
    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
    agg = SignalAggregator(cfg)
    with patch.object(SignalAggregator, "_generate_trade_setup",
                      return_value=None), \
         patch.object(SignalAggregator, "_generate_xau_atr_trade_setup",
                      return_value=None):
        rep = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
    assert rep.trade_setup is not None, \
        f"pipeline did not produce a setup (warnings: {rep.warnings})"
    assert rep.trade_setup.strategy == "XAU_CP"


@test("CP pipeline: disabled by default except M5 BUY-only")
def _():
    assert XauStrategyConfig().cp_enabled is False
    assert PlatformConfig().xau_strategy.cp_enabled is False
    from pair_signals import PAIR_PRODUCERS
    for tf in (Timeframe.M15, Timeframe.H1, Timeframe.H4):
        assert PAIR_PRODUCERS[XAUUSD](tf, None).xau_strategy.cp_enabled is False
    m5_cfg = PAIR_PRODUCERS[XAUUSD](Timeframe.M5, None)
    assert m5_cfg.xau_strategy.cp_enabled is True
    assert m5_cfg.xau_strategy.cp_patterns == ["inv_hs", "double_bottom", "bull_flag"]
    cfg = PlatformConfig()
    cfg.primary_timeframe = Timeframe.H1
    cfg.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
    df = make_cp_df(double_bottom_closes())
    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
    with patch.object(SignalAggregator, "_generate_trade_setup",
                      return_value=None), \
         patch.object(SignalAggregator, "_generate_xau_atr_trade_setup",
                      return_value=None):
        rep = SignalAggregator(cfg).analyze_from_dataframes(
            "XAU/USD", dfs, use_news=False)
    assert rep.trade_setup is None


@test("CP pipeline: session-blocked bar never hosts a pattern trade")
def _():
    cfg = _cp_config()
    cfg.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
    # Label hour 13 is in blocked_hours_utc → 6b sets F + SESSION FILTER.
    df = make_cp_df(double_bottom_closes(), end="2026-07-08 13:00")
    dfs = {Timeframe.H1: df, Timeframe.M15: df, Timeframe.H4: df}
    with patch.object(SignalAggregator, "_generate_trade_setup",
                      return_value=None), \
         patch.object(SignalAggregator, "_generate_xau_atr_trade_setup",
                      return_value=None):
        rep = SignalAggregator(cfg).analyze_from_dataframes(
            "XAU/USD", dfs, use_news=False)
    assert rep.trade_setup is None
    assert rep.signal_quality == "F"


@test("CP backtester: --cp flag enables patterns, tag filter knows XAU_CP")
def _():
    from gpu_backtest import _parse_args
    args = _parse_args(["--pair", "XAUUSD", "--cp",
                        "--cp-patterns", "double_bottom,bull_flag"])
    assert args.cp is True
    assert args.cp_patterns == "double_bottom,bull_flag"
    args2 = _parse_args(["--pair", "XAUUSD"])
    assert args2.cp is False


@test("Backtester: --trail-arm/--trail-dist research knobs parse, default None")
def _():
    from gpu_backtest import _parse_args
    args = _parse_args(["--pair", "XAUUSD",
                        "--trail-arm", "0.45", "--trail-dist", "0.75"])
    assert args.trail_arm == 0.45 and args.trail_dist == 0.75
    args2 = _parse_args(["--pair", "XAUUSD"])
    assert args2.trail_arm is None and args2.trail_dist is None


# ══════════════════════════════════════════════════════════════════════
#  MODULE 13: app_config.py (config.json overlay)
# ══════════════════════════════════════════════════════════════════════
print("\n═══ Module 13: app_config.py ═══")

import tempfile
from app_config import (
    AppConfig, AppConfigError, load_app_config, set_app_config,
    telegram_token, telegram_chat_id, telegram_channel_id,
    provider_api_key, apply_pair_overrides,
)


def _write_json(payload) -> str:
    fh = tempfile.NamedTemporaryFile(
        "w", suffix=".json", delete=False, encoding="utf-8")
    if isinstance(payload, str):
        fh.write(payload)
    else:
        json.dump(payload, fh)
    fh.close()
    return fh.name


_FULL_CFG = {
    "telegram": {"token": "t0k", "chat_id": "111", "channel_id": "-100222",
                 "alert_min_quality": "B"},
    "data_providers": {"active": "twelve_data",
                       "twelve_data": {"api_key": "json-key"}},
    "scanning": {"pairs": ["XAU/USD"], "timeframes": ["M15", "H1"]},
    "pairs": {"XAU/USD": {"blocked_hours_utc": [3, 4]}},
    "log_level": "WARNING",
}


@test("app_config: valid config.json maps every field")
def _():
    app = load_app_config(_write_json(_FULL_CFG))
    assert app.telegram_token == "t0k"
    assert app.telegram_chat_id == "111"
    assert app.telegram_channel_id == "-100222"
    assert app.alert_min_quality == "B"
    assert app.active_provider == "twelve_data"
    assert app.provider_settings["twelve_data"]["api_key"] == "json-key"
    assert app.scan_pairs == [XAUUSD]
    assert app.scan_timeframes == [Timeframe.M15, Timeframe.H1]
    assert app.pair_overrides[XAUUSD]["blocked_hours_utc"] == [3, 4]
    assert app.log_level == "WARNING"


@test("app_config: missing file returns pure defaults")
def _():
    app = load_app_config("/nonexistent/config.json")
    assert app == AppConfig(), "absent config.json must yield pure defaults"


@test("app_config: malformed JSON raises AppConfigError")
def _():
    path = _write_json("{not json")
    try:
        load_app_config(path)
        assert False, "should have raised"
    except AppConfigError as e:
        assert "not valid JSON" in str(e)


@test("app_config: unknown keys raise AppConfigError")
def _():
    for payload in (
        {"telgram": {}},                                   # top-level typo
        {"telegram": {"tokn": "x"}},                       # section typo
        {"pairs": {"XAU/USD": {"blocked_hours": [1]}}},    # pair-block typo
        {"scanning": {"pair": ["XAU/USD"]}},               # scanning typo
    ):
        try:
            load_app_config(_write_json(payload))
            assert False, f"should have raised for {payload}"
        except AppConfigError as e:
            assert "unknown key" in str(e).lower()


@test("app_config: invalid values raise AppConfigError")
def _():
    bad_payloads = [
        {"pairs": {"XAU/USD": {"blocked_hours_utc": [24]}}},      # hour range
        {"pairs": {"XAU/USD": {"blocked_hours_utc": "3"}}},       # not a list
        {"pairs": {"EUR/USD": {"blocked_hours_utc": [3]}}},       # unknown pair
        {"scanning": {"pairs": ["EUR/USD"]}},                     # unknown pair
        {"scanning": {"timeframes": ["M7"]}},                     # bad TF name
        {"scanning": {"timeframes": ["W1"]}},                     # unscannable TF
        {"scanning": {"pairs": 5}},                               # pairs not a list
        {"scanning": {"timeframes": 5}},                          # timeframes not a list
        {"data_providers": {"active": "polygon",
                            "twelve_data": {"api_key": "k"}}},    # no block
        {"telegram": {"alert_min_quality": "Z"}},                 # bad quality
        {"log_level": "CHATTY"},                                  # bad level
    ]
    for payload in bad_payloads:
        try:
            load_app_config(_write_json(payload))
            assert False, f"should have raised for {payload}"
        except AppConfigError:
            pass


@test("app_config: env precedence env → config.json → default")
def _():
    app = load_app_config(_write_json(_FULL_CFG))
    with patch.dict(os.environ, {}, clear=True):
        assert telegram_token(app) == "t0k"
        assert telegram_chat_id(app) == "111"
        assert telegram_channel_id(app) == "-100222"
        assert provider_api_key(app) == "json-key"
    with patch.dict(os.environ, {"TELEGRAM_TOKEN": "env-tok",
                                 "TELEGRAM_CHAT_ID": "999",
                                 "TWELVE_DATA_API_KEY": "env-key"}):
        assert telegram_token(app) == "env-tok"
        assert telegram_chat_id(app) == "999"
        assert provider_api_key(app) == "env-key"
    # channel: env set-but-empty means "disable feed" and must beat JSON
    with patch.dict(os.environ, {"TELEGRAM_CHANNEL_ID": ""}):
        assert telegram_channel_id(app) == ""


@test("app_config: non-object sections raise AppConfigError")
def _():
    for payload in (
        {"telegram": None},
        {"telegram": "oops"},
        {"scanning": 5},
        {"pairs": ["oops"]},
        {"pairs": {"XAU/USD": ["blocked_hours_utc"]}},
    ):
        try:
            load_app_config(_write_json(payload))
            assert False, f"should have raised for {payload}"
        except AppConfigError:
            pass


@test("app_config: apply_pair_overrides stamps both blocked-hours mirrors")
def _():
    app = AppConfig(pair_overrides={XAUUSD: {"blocked_hours_utc": [3, 4]}},
                    scan_pairs=[XAUUSD],
                    scan_timeframes=[Timeframe.M15])
    cfg = apply_pair_overrides(PlatformConfig(), app)
    assert cfg.xau_strategy.blocked_hours_utc == [3, 4]
    assert cfg.backtest.blocked_hours_utc == [3, 4]
    assert cfg.scan_timeframes == [Timeframe.M15]
    # the two mirrors must be independent lists, not aliases
    cfg.xau_strategy.blocked_hours_utc.append(5)
    assert cfg.backtest.blocked_hours_utc == [3, 4]


@test("app_config: M5 factory appends hour 9 on top of a JSON base")
def _():
    from pair_signals import PAIR_PRODUCERS
    app = AppConfig(pair_overrides={XAUUSD: {"blocked_hours_utc": [3, 4]}},
                    provider_settings={"twelve_data": {"api_key": "test-key"}})
    set_app_config(app)
    try:
        cfg = PAIR_PRODUCERS[XAUUSD](Timeframe.M5, None)
    finally:
        set_app_config(_TEST_APP)
    assert cfg.xau_strategy.blocked_hours_utc == [3, 4, 9], \
        "validated M5 hour-9 delta must land on top of the JSON base"
    assert cfg.backtest.blocked_hours_utc == [3, 4], \
        "mirror carries the base only (per-TF delta is XAU-strategy-side)"


@test("app_config: config.json.example is valid and behavior-neutral")
def _():
    import dataclasses
    from pair_signals import PAIR_PRODUCERS
    example = load_app_config(
        os.path.join(os.path.dirname(__file__), "config.json.example"))
    for tf in (Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4):
        baseline = PAIR_PRODUCERS[XAUUSD](tf, None)   # under _TEST_APP
        set_app_config(example)
        try:
            with_example = PAIR_PRODUCERS[XAUUSD](tf, None)
        finally:
            set_app_config(_TEST_APP)
        assert dataclasses.asdict(baseline) == dataclasses.asdict(with_example), \
            f"example config.json must be byte-identical to defaults on {tf}"


@test("providers: api key resolves env → config.json (no code default)")
def _():
    from providers import TwelveDataProvider
    app = AppConfig(provider_settings={"twelve_data": {"api_key": "json-key"}})
    set_app_config(app)
    try:
        with patch.dict(os.environ, {}, clear=True):
            dp = TwelveDataProvider(PlatformConfig())
            assert dp._api_key == "json-key"
        with patch.dict(os.environ, {"TWELVE_DATA_API_KEY": "env-key"}):
            dp = TwelveDataProvider(PlatformConfig())
            assert dp._api_key == "env-key"
        set_app_config(AppConfig())        # no key anywhere
        with patch.dict(os.environ, {}, clear=True):
            dp = TwelveDataProvider(PlatformConfig())
            assert dp._api_key is None and dp._td is None
    finally:
        set_app_config(_TEST_APP)


@test("providers: make_data_provider dispatches on active provider")
def _():
    from providers import TwelveDataProvider, make_data_provider
    assert isinstance(make_data_provider(PlatformConfig()), TwelveDataProvider)
    set_app_config(AppConfig(active_provider="polygon",
                             provider_settings={"polygon": {"api_key": "k"}}))
    try:
        make_data_provider(PlatformConfig())
        assert False, "unregistered provider must raise"
    except AppConfigError as e:
        assert "polygon" in str(e)
    finally:
        set_app_config(_TEST_APP)


@test("providers: make_data_provider explicit name overrides active")
def _():
    from providers import (TiingoDataProvider as _Tii,
                           TwelveDataProvider, make_data_provider)
    # active is twelve_data under _TEST_APP; explicit name wins
    with patch.dict(os.environ, {"TIINGO_API_KEY": "k"}):
        assert isinstance(make_data_provider(PlatformConfig(), "tiingo"), _Tii)
    assert isinstance(make_data_provider(PlatformConfig()), TwelveDataProvider)
    try:
        make_data_provider(PlatformConfig(), "polygon")
        assert False, "unregistered explicit name must raise"
    except AppConfigError as e:
        assert "polygon" in str(e)


@test("app_config: data_providers.streaming scalar selects the tick stream")
def _():
    app = load_app_config(_write_json({
        "data_providers": {"active": "oanda", "streaming": "tiingo",
                           "oanda": {}, "tiingo": {"api_key": "k"}}}))
    assert app.streaming_provider == "tiingo"
    assert set(app.provider_settings) == {"oanda", "tiingo"}, \
        "reserved scalars must not become provider blocks"
    app = load_app_config(_write_json(
        {"data_providers": {"active": "oanda", "oanda": {}}}))
    assert app.streaming_provider is None


@test("app_config: streaming provider must be a string with a settings block")
def _():
    for payload in (
        {"data_providers": {"active": "oanda", "oanda": {},
                            "streaming": "polygon"}},   # no block
        {"data_providers": {"active": "oanda", "oanda": {},
                            "streaming": 5}},           # not a string
    ):
        try:
            load_app_config(_write_json(payload))
            assert False, f"should have raised for {payload}"
        except AppConfigError:
            pass


@test("app_config: deepseek block parses, validates, defaults empty")
def _():
    app = load_app_config(_write_json({"deepseek": {
        "api_key": "sk-x", "model": "deepseek-v4-flash", "enabled": False,
        "timeout_seconds": 5, "daily_request_cap": 100}}))
    assert app.deepseek_settings["api_key"] == "sk-x"
    assert app.deepseek_settings["enabled"] is False
    assert load_app_config(_write_json({})).deepseek_settings == {}
    for payload in (
        {"deepseek": {"api_keyy": "typo"}},             # unknown key
        {"deepseek": {"enabled": "yes"}},               # not a bool
        {"deepseek": {"timeout_seconds": 0}},           # not positive
        {"deepseek": {"timeout_seconds": True}},        # bool is not a number
        {"deepseek": {"daily_request_cap": 2.5}},       # not an int
        {"deepseek": {"model": ""}},                    # empty model
        {"deepseek": "oops"},                           # not an object
    ):
        try:
            load_app_config(_write_json(payload))
            assert False, f"should have raised for {payload}"
        except AppConfigError:
            pass


@test("app_config: deepseek_api_key resolves env → config.json → empty")
def _():
    from app_config import deepseek_api_key
    app = load_app_config(_write_json({"deepseek": {"api_key": "json-ds"}}))
    with patch.dict(os.environ, {}, clear=True):
        assert deepseek_api_key(app) == "json-ds"
    with patch.dict(os.environ, {"DEEPSEEK_API_KEY": "env-ds"}):
        assert deepseek_api_key(app) == "env-ds"
    with patch.dict(os.environ, {}, clear=True):
        assert deepseek_api_key(AppConfig()) == ""


@test("config.py: hardcoded twelve_data_api_key field is gone")
def _():
    assert not hasattr(PlatformConfig(), "twelve_data_api_key"), \
        "credentials must not live in committed source"


@test("telegram_bot: credentials, quality, pairs, loops from app_config")
def _():
    import importlib
    import telegram_bot
    app = AppConfig(telegram_token="json-tok", telegram_chat_id="42",
                    telegram_channel_id="", alert_min_quality="B",
                    scan_timeframes=[Timeframe.M15, Timeframe.H1],
                    provider_settings={"twelve_data": {"api_key": "k"}})
    set_app_config(app)
    try:
        with patch.dict(os.environ, {}, clear=True):
            tb = importlib.reload(telegram_bot)
            assert tb.TOKEN == "json-tok"
            assert tb.OWNER_ID == 42
            assert tb.CHANNEL_ID is None, '"" channel id must disable the feed'
            assert tb._alert_min_quality == "B"
            assert [tf for tf, _ in tb._AUTOSCAN_LOOPS] == \
                [Timeframe.M15, Timeframe.H1]
            assert tb._AUTOSCAN_LOOPS == [(Timeframe.M15, 15),
                                          (Timeframe.H1, 60)]
    finally:
        set_app_config(_TEST_APP)
        importlib.reload(telegram_bot)


@test("telegram_bot: main() refuses to start without credentials")
def _():
    import telegram_bot
    if telegram_bot.TOKEN:      # only meaningful in the hermetic no-cred env
        return
    try:
        telegram_bot.main()
        assert False, "main() must refuse to start without token/chat_id"
    except SystemExit as e:
        assert "credentials" in str(e)


@test("app_config: absolute parity — default overlay leaves tuned values untouched")
def _():
    from pair_signals import PAIR_PRODUCERS
    cfg = PAIR_PRODUCERS[XAUUSD](Timeframe.H1, None)
    assert cfg.xau_strategy.blocked_hours_utc == [0, 1, 2, 10, 11, 13, 16, 21]
    assert cfg.backtest.blocked_hours_utc == [0, 1, 2, 10, 11, 13, 16, 21]
    assert cfg.scan_pairs == [XAUUSD]
    assert cfg.scan_timeframes == [Timeframe.M5, Timeframe.M15,
                                   Timeframe.H1, Timeframe.H4]


# ══════════════════════════════════════════════════════════════════════
#  MODULE 14: .env loader + telegram_bot resilience
# ══════════════════════════════════════════════════════════════════════
print("\n═══ Module 14: .env loader + telegram_bot resilience ═══")

from app_config import load_dotenv


@test("app_config: load_dotenv parses lines, never overrides real env")
def _():
    fh = tempfile.NamedTemporaryFile(
        "w", suffix=".env", delete=False, encoding="utf-8")
    fh.write("# comment\n\nPLAIN=abc\nexport EXPORTED=def\n"
             'QUOTED="with spaces"\nSINGLE=\'sq\'\nEXISTING=from-dotenv\n'
             "NOT A KV LINE\n"
             "COMMENTED=abc123 # prod key\n"
             'QUOTED_HASH="keep #this"\n'
             "HASH_IN_VALUE=abc#123\n")
    fh.close()
    with patch.dict(os.environ, {"EXISTING": "from-shell"}, clear=True):
        load_dotenv(fh.name)
        assert os.environ["PLAIN"] == "abc"
        assert os.environ["EXPORTED"] == "def"
        assert os.environ["QUOTED"] == "with spaces"
        assert os.environ["SINGLE"] == "sq"
        assert os.environ["EXISTING"] == "from-shell", \
            "a real shell export must beat .env"
        assert os.environ["COMMENTED"] == "abc123", \
            "inline comment must be stripped, not absorbed into the value"
        assert os.environ["QUOTED_HASH"] == "keep #this", \
            "quoted values keep their hashes"
        assert os.environ["HASH_IN_VALUE"] == "abc#123", \
            "a hash with no preceding whitespace is part of the value"
    load_dotenv("/nonexistent/.env")   # missing file is a silent no-op


@test("telegram_bot: log rotation is 3-hourly with 30-day retention")
def _():
    import logging.handlers
    import telegram_bot as tb
    h = tb._file_handler
    assert isinstance(h, logging.handlers.TimedRotatingFileHandler)
    assert h.when.upper() == "H" and h.interval == 3 * 3600, \
        "rotation must fire every 3 hours"
    assert h.backupCount == 240, "240 × 3h = 30-day retention"


@test("telegram_bot: candle loop survives a failing scan cycle")
def _():
    import asyncio
    import telegram_bot as tb
    calls = {"n": 0}

    async def boom(bot, tf, confirm):
        calls["n"] += 1
        if calls["n"] == 1:
            raise RuntimeError("scan blew up")
        tb._autoscan_chats.clear()   # let the loop exit after call 2

    tb._autoscan_chats.add(1)
    try:
        with patch.object(tb, "_scan_timeframe", boom), \
             patch.object(tb, "_seconds_until_boundary",
                          lambda interval, buffer=10: 0.0):
            asyncio.run(tb._candle_loop(None, Timeframe.M15, 15))
        assert calls["n"] == 2, \
            "loop must keep firing after an exception, not die on it"
    finally:
        tb._autoscan_chats.clear()


@test("telegram_bot: _get_streaming_dp resolves streaming name, else shared")
def _():
    import telegram_bot as tb
    from providers import TiingoDataProvider as _Tii
    set_app_config(AppConfig(
        active_provider="twelve_data",
        streaming_provider="tiingo",
        provider_settings={"twelve_data": {"api_key": "k"},
                           "tiingo": {"api_key": "k"}}))
    tb._streaming_dp = None
    tb._shared_dp = None
    try:
        dp = tb._get_streaming_dp()
        assert isinstance(dp, _Tii)
        assert dp is not tb._get_shared_dp(), \
            "streaming provider must be a separate instance"
        # unset → falls back to the shared active provider
        set_app_config(_TEST_APP)
        tb._streaming_dp = None
        tb._shared_dp = None
        assert tb._get_streaming_dp() is tb._get_shared_dp()
    finally:
        set_app_config(_TEST_APP)
        tb._streaming_dp = None
        tb._shared_dp = None


@test("telegram_bot: ws monitor auto-disables on non-streaming or keyless")
def _():
    import asyncio
    import telegram_bot as tb

    class NoStream:
        name = "stub"
        supports_streaming = False

    class KeylessStream:
        name = "stub"
        supports_streaming = True
        _api_key = None

    try:
        for stub in (NoStream(), KeylessStream()):
            tb._streaming_dp = stub
            asyncio.run(tb._ws_monitor(None))   # must return, not connect
    finally:
        tb._streaming_dp = None


# ══════════════════════════════════════════════════════════════════════
#  MODULE 15: Oanda provider / executor / daemon
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 15: Oanda provider / executor / daemon ═══")

import providers.oanda
import oanda_executor
import oanda_daemon


@test("providers.oanda: OandaDataProvider parses Oanda candle JSON into correct DataFrame")
def _():
    sample_candles = [
        {
            "complete": True,
            "time": "2026-07-20T10:00:00.000000000Z",
            "mid": {"o": "2400.00", "h": "2405.00", "l": "2398.00", "c": "2403.00"},
            "bid": {"o": "2399.85", "h": "2404.85", "l": "2397.85", "c": "2402.85"},
            "ask": {"o": "2400.15", "h": "2405.15", "l": "2398.15", "c": "2403.15"},
            "volume": 1234,
        },
        {
            "complete": True,
            "time": "2026-07-20T11:00:00.000000000Z",
            "mid": {"o": "2403.00", "h": "2408.00", "l": "2401.00", "c": "2406.00"},
            "bid": {"o": "2402.85", "h": "2407.85", "l": "2400.85", "c": "2405.85"},
            "ask": {"o": "2403.15", "h": "2408.15", "l": "2401.15", "c": "2406.15"},
            "volume": 5678,
        },
        {
            "complete": False,
            "time": "2026-07-20T12:00:00.000000000Z",
            "mid": {"o": "2406.00", "h": "2406.50", "l": "2405.50", "c": "2406.20"},
            "bid": {"o": "2405.85", "h": "2406.35", "l": "2405.35", "c": "2406.05"},
            "ask": {"o": "2406.15", "h": "2406.65", "l": "2405.65", "c": "2406.35"},
            "volume": 100,
        },
    ]

    mock_resp = type("MockResp", (), {
        "status_code": 200,
        "json": lambda self: {"candles": sample_candles, "instrument": "XAU_USD"},
        "raise_for_status": lambda self: None,
    })()

    provider2 = providers.oanda.OandaDataProvider.__new__(
        providers.oanda.OandaDataProvider)
    provider2.config = PlatformConfig()
    provider2._base_url = "https://test"
    provider2._cache = {}
    provider2._cache_timestamps = {}
    provider2._cache_outputsize = {}
    provider2._cache_lock = threading.Lock()
    provider2._inflight = {}
    provider2._spread_cache = {}
    provider2._session = type("S", (), {
        "get": lambda self, *a, **k: mock_resp,
        "headers": {},
    })()

    df = provider2._fetch_oanda_candles("XAU/USD", Timeframe.H1, 300)

    assert len(df) == 2, f"Expected 2 complete bars, got {len(df)}"
    assert list(df.columns) == ["Open", "High", "Low", "Close", "Volume"], \
        f"Wrong columns: {list(df.columns)}"
    assert df.index.name == "Datetime"
    assert df.index.tz is not None, "Index must be tz-aware"
    assert df.iloc[0]["Open"] == 2400.0
    assert df.iloc[1]["Close"] == 2406.0
    assert df.iloc[0]["Volume"] == 1234

    spread = provider2._spread_cache.get("XAU/USD")
    assert spread is not None, "Spread should be cached"
    assert abs(spread - 0.30) < 0.01, f"Expected spread ~0.30, got {spread}"


@test("providers.oanda: instrument name mapping")
def _():
    provider = providers.oanda.OandaDataProvider.__new__(
        providers.oanda.OandaDataProvider)
    assert provider._to_oanda_instrument("XAU/USD") == "XAU_USD"
    assert provider._to_oanda_instrument("EUR/USD") == "EUR_USD"


@test("providers.oanda: granularity mapping covers all scan timeframes")
def _():
    for tf in [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4]:
        assert tf in providers.oanda.OandaDataProvider.OANDA_GRANULARITY, \
            f"{tf} missing from OANDA_GRANULARITY"


@test("providers.oanda: get_spread returns default when no cache")
def _():
    provider = providers.oanda.OandaDataProvider.__new__(
        providers.oanda.OandaDataProvider)
    provider._spread_cache = {}
    spread = provider.get_spread("XAU/USD")
    assert spread == 0.30, f"Expected default spread 0.30, got {spread}"


@test("oanda_executor: market order body construction")
def _():
    executor = oanda_executor.OandaExecutor.__new__(
        oanda_executor.OandaExecutor)
    executor._account_id = "test-account"
    executor._base_url = "https://test"
    executor._lot_size = 1
    executor._price_precision = 2
    executor._session = None

    captured = {}

    def mock_request(self, method, url, **kwargs):
        captured["method"] = method
        captured["url"] = url
        captured["json"] = kwargs.get("json")
        return type("R", (), {
            "status_code": 201,
            "json": lambda self: {
                "orderFillTransaction": {
                    "price": "2400.50",
                    "tradeOpened": {"tradeID": "123"},
                }
            },
        })()

    executor._session = type("S", (), {
        "request": mock_request,
        "headers": {},
    })()

    result = executor.place_market_order(
        instrument="XAU_USD",
        direction="BUY",
        stop_loss=2392.50,
        take_profit=2420.00,
    )

    body = captured["json"]
    order = body["order"]
    assert order["type"] == "MARKET"
    assert order["instrument"] == "XAU_USD"
    assert order["units"] == "1"
    # XAU price precision is 2 — Oanda rejects excess decimals.
    assert order["stopLossOnFill"]["price"] == "2392.50"
    assert order["takeProfitOnFill"]["price"] == "2420.00"

    fill = result.get("orderFillTransaction")
    assert fill is not None
    assert fill["tradeOpened"]["tradeID"] == "123"


@test("oanda_executor: SELL order uses negative units")
def _():
    executor = oanda_executor.OandaExecutor.__new__(
        oanda_executor.OandaExecutor)
    executor._account_id = "test-account"
    executor._base_url = "https://test"
    executor._lot_size = 1
    executor._price_precision = 2

    captured = {}

    def mock_request(self, method, url, **kwargs):
        captured["json"] = kwargs.get("json")
        return type("R", (), {
            "status_code": 201,
            "json": lambda self: {
                "orderFillTransaction": {
                    "price": "2400.50",
                    "tradeOpened": {"tradeID": "456"},
                }
            },
        })()

    executor._session = type("S", (), {
        "request": mock_request,
        "headers": {},
    })()

    executor.place_market_order(
        instrument="XAU_USD", direction="SELL", stop_loss=2410.00)

    order = captured["json"]["order"]
    assert order["units"] == "-1", f"SELL should be -1, got {order['units']}"
    assert "takeProfitOnFill" not in order, "No TP should be set when None"


@test("oanda_executor: 4xx error raises immediately (no retry)")
def _():
    executor = oanda_executor.OandaExecutor.__new__(
        oanda_executor.OandaExecutor)
    executor._account_id = "test"
    executor._base_url = "https://test"
    executor._lot_size = 1
    call_count = {"n": 0}

    def mock_request(self, method, url, **kwargs):
        call_count["n"] += 1
        return type("R", (), {
            "status_code": 400,
            "text": "INVALID_ORDER",
        })()

    executor._session = type("S", (), {
        "request": mock_request,
        "headers": {},
    })()

    try:
        executor._request_with_retry("POST", "https://test/orders")
        assert False, "Should have raised OandaAPIError"
    except oanda_executor.OandaAPIError as e:
        assert e.status_code == 400
    assert call_count["n"] == 1, "4xx should not retry"


@test("oanda_daemon: trailing stop ratchet matches backtester logic")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)

    info_buy = {
        "direction": "BUY",
        "entry": 2400.0,
        "sl_initial": 2384.0,
        "current_sl": 2384.0,
        "risk": 16.0,
        "peak": 2400.0,
        "trail_armed": False,
        "trail_arm_r": 0.6,
        "trail_dist_r": 0.75,
    }

    # Bar 1: price moves up but not enough to arm (< 0.6R = $9.60)
    new_sl = daemon._compute_trail(info_buy, bar_high=2408.0, bar_low=2399.0)
    assert new_sl is None, "Should not arm yet (excursion 0.5R)"
    assert info_buy["peak"] == 2408.0

    # Bar 2: excursion reaches 0.625R = $10 — arms, trail = 2408 - 0.75*16 = 2396
    new_sl = daemon._compute_trail(info_buy, bar_high=2410.0, bar_low=2403.0)
    assert new_sl is not None, "Should arm at 0.625R"
    assert abs(new_sl - 2398.0) < 0.01, f"Expected trail ~2398, got {new_sl}"
    assert info_buy["trail_armed"] is True

    # Bar 3: price goes higher, trail ratchets up
    info_buy["current_sl"] = new_sl
    new_sl2 = daemon._compute_trail(info_buy, bar_high=2420.0, bar_low=2410.0)
    assert new_sl2 is not None
    assert new_sl2 > new_sl, "Trail must ratchet up"
    expected = 2420.0 - 0.75 * 16.0  # 2408.0
    assert abs(new_sl2 - expected) < 0.01, f"Expected {expected}, got {new_sl2}"

    # Bar 4: price pulls back — trail must NOT ratchet down
    info_buy["current_sl"] = new_sl2
    new_sl3 = daemon._compute_trail(info_buy, bar_high=2412.0, bar_low=2405.0)
    assert new_sl3 is None, "Trail must not ratchet backwards"


@test("oanda_daemon: trailing stop for SELL direction")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)

    info_sell = {
        "direction": "SELL",
        "entry": 2400.0,
        "sl_initial": 2416.0,
        "current_sl": 2416.0,
        "risk": 16.0,
        "peak": 2400.0,
        "trail_armed": False,
        "trail_arm_r": 0.6,
        "trail_dist_r": 0.75,
    }

    # Not enough excursion
    new_sl = daemon._compute_trail(info_sell, bar_high=2401.0, bar_low=2393.0)
    assert new_sl is None, "Should not arm yet"
    assert info_sell["peak"] == 2393.0

    # Arms: peak at 2390, excursion = 10/16 = 0.625R
    new_sl = daemon._compute_trail(info_sell, bar_high=2395.0, bar_low=2390.0)
    assert new_sl is not None
    expected = 2390.0 + 0.75 * 16.0  # 2402.0
    assert abs(new_sl - expected) < 0.01, f"Expected {expected}, got {new_sl}"
    assert info_sell["trail_armed"] is True

    # Ratchets down
    info_sell["current_sl"] = new_sl
    new_sl2 = daemon._compute_trail(info_sell, bar_high=2392.0, bar_low=2380.0)
    assert new_sl2 is not None
    assert new_sl2 < new_sl, "SELL trail must ratchet down"


@test("oanda_daemon: _should_execute respects quality gate")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._quality_gate = "B"
    daemon._state = {"trades": {}, "last_entries": {}}
    daemon._state_lock = threading.Lock()

    from signal_aggregator import TradeSetup
    setup = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction="BUY",
        entry_price=2400.0, stop_loss=2384.0,
        take_profit_1=2416.0, take_profit_2=2432.0,
        risk_reward=1.0, risk_pips=160.0, reward_pips=160.0,
        pip_value=0.10)

    report_c = SignalReport(
        symbol="XAU/USD", display_name="XAU/USD", timestamp="2026-07-20")
    report_c.final_signal = SignalStrength.BUY
    report_c.signal_quality = "C"
    report_c.trade_setup = setup

    assert not daemon._should_execute(report_c, Timeframe.H1), \
        "C should be blocked by gate=B"

    report_a = SignalReport(
        symbol="XAU/USD", display_name="XAU/USD", timestamp="2026-07-20")
    report_a.final_signal = SignalStrength.BUY
    report_a.signal_quality = "A"
    report_a.trade_setup = setup

    assert daemon._should_execute(report_a, Timeframe.H1), \
        "A should pass gate=B"


@test("oanda_daemon: _should_execute blocks when position exists")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._quality_gate = "C"
    daemon._state = {"trades": {"12345": {"direction": "BUY"}},
                     "last_entries": {}}
    daemon._state_lock = threading.Lock()

    from signal_aggregator import TradeSetup
    setup = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction="BUY",
        entry_price=2400.0, stop_loss=2384.0,
        take_profit_1=2416.0, take_profit_2=2432.0,
        risk_reward=1.0, risk_pips=160.0, reward_pips=160.0,
        pip_value=0.10)

    report = SignalReport(
        symbol="XAU/USD", display_name="XAU/USD", timestamp="2026-07-20")
    report.final_signal = SignalStrength.BUY
    report.signal_quality = "A"
    report.trade_setup = setup

    assert not daemon._should_execute(report, Timeframe.H1), \
        "Should block when a position already exists"


@test("oanda_daemon: NEUTRAL signal is never executed")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._quality_gate = "C"
    daemon._state = {"trades": {}, "last_entries": {}}
    daemon._state_lock = threading.Lock()

    report = SignalReport(
        symbol="XAU/USD", display_name="XAU/USD", timestamp="2026-07-20")
    report.final_signal = SignalStrength.NEUTRAL
    report.signal_quality = "F"
    report.trade_setup = None

    assert not daemon._should_execute(report, Timeframe.H1)


def _make_daemon_report(quality="A", direction="BUY"):
    from signal_aggregator import TradeSetup
    setup = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction=direction,
        entry_price=2400.0, stop_loss=2384.0,
        take_profit_1=2416.0, take_profit_2=2432.0,
        risk_reward=1.0, risk_pips=160.0, reward_pips=160.0,
        pip_value=0.10, trail_arm_r=0.6, trail_dist_r=0.85)
    report = SignalReport(
        symbol="XAU/USD", display_name="XAU/USD",
        timestamp="2026-07-20 10:00:00+00:00")
    report.final_signal = (SignalStrength.BUY if direction == "BUY"
                           else SignalStrength.SELL)
    report.signal_quality = quality
    report.trade_setup = setup
    return report


@test("oanda_daemon: 5-bar entry cooldown blocks re-entry (backtest parity)")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._quality_gate = "C"
    daemon._state = {"trades": {}, "last_entries": {}}
    daemon._state_lock = threading.Lock()

    report = _make_daemon_report()

    # Entry 2 minutes ago on M5 → inside 5×5min cooldown → blocked
    recent = (datetime.now(timezone.utc) - timedelta(minutes=2)).isoformat()
    daemon._state["last_entries"]["5min"] = recent
    assert not daemon._should_execute(report, Timeframe.M5), \
        "Entry 2min ago must block M5 (cooldown 25min)"

    # Entry 30 minutes ago on M5 → past 5×5min cooldown → allowed
    old = (datetime.now(timezone.utc) - timedelta(minutes=30)).isoformat()
    daemon._state["last_entries"]["5min"] = old
    assert daemon._should_execute(report, Timeframe.M5), \
        "Entry 30min ago must clear the 25min M5 cooldown"

    # M5 cooldown must not block H1
    daemon._state["last_entries"] = {"5min": recent}
    assert daemon._should_execute(report, Timeframe.H1), \
        "Cooldown is per-timeframe"


@test("oanda_daemon: orders carry NO take-profit (trailing book parity)")
def _():
    import tempfile
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._state = {"trades": {}, "last_entries": {}}
    daemon._state_lock = threading.Lock()
    daemon._entry_lock = threading.Lock()

    captured = {}

    class MockExecutor:
        def place_market_order(self, instrument, direction, stop_loss,
                               take_profit=None, units=None):
            captured["take_profit"] = take_profit
            captured["stop_loss"] = stop_loss
            return {
                "orderFillTransaction": {
                    "price": "2400.60",
                    "tradeOpened": {"tradeID": "777"},
                }
            }

    daemon._executor = MockExecutor()

    with tempfile.NamedTemporaryFile(suffix=".json", delete=False) as f:
        tmp_path = f.name
    orig_state_file = oanda_daemon.STATE_FILE
    try:
        oanda_daemon.STATE_FILE = tmp_path
        daemon._execute_trade(_make_daemon_report(), Timeframe.M15)
    finally:
        oanda_daemon.STATE_FILE = orig_state_file
        os.unlink(tmp_path)

    assert captured.get("take_profit") is None, \
        "Backtested trailing model has no hard TP — order must not carry one"
    assert captured["stop_loss"] == 2384.0
    trade = daemon._state["trades"]["777"]
    assert trade["entry"] == 2400.60, "Risk must be computed from actual fill"
    assert abs(trade["risk"] - 16.60) < 0.01
    assert trade["trail_arm_r"] == 0.6 and trade["trail_dist_r"] == 0.85, \
        "Trail params must come from the setup stamp (per-TF factory values)"
    assert daemon._state["last_entries"]["15min"], \
        "Entry must be recorded for the cooldown"


@test("oanda_daemon: entry-lock recheck prevents double entry from concurrent scans")
def _():
    import tempfile
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    # A concurrent TF loop already opened a trade after our _should_execute
    daemon._state = {"trades": {"111": {"direction": "BUY"}},
                     "last_entries": {}}
    daemon._state_lock = threading.Lock()
    daemon._entry_lock = threading.Lock()

    placed = {"n": 0}

    class MockExecutor:
        def place_market_order(self, *a, **k):
            placed["n"] += 1
            return {}

    daemon._executor = MockExecutor()

    with tempfile.NamedTemporaryFile(suffix=".json", delete=False) as f:
        tmp_path = f.name
    orig_state_file = oanda_daemon.STATE_FILE
    try:
        oanda_daemon.STATE_FILE = tmp_path
        daemon._execute_trade(_make_daemon_report(), Timeframe.M5)
    finally:
        oanda_daemon.STATE_FILE = orig_state_file
        os.unlink(tmp_path)

    assert placed["n"] == 0, \
        "Recheck under the entry lock must skip when a position exists"


@test("oanda_daemon: same closed bar is never processed twice")
def _():
    import tempfile
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._max_hold_bars = 300
    daemon._price_precision = 2
    daemon._state_lock = threading.Lock()

    bar_time = pd.Timestamp("2026-07-20 10:00:00", tz="UTC")
    df = pd.DataFrame(
        {"Open": [2400.0], "High": [2405.0], "Low": [2398.0],
         "Close": [2403.0], "Volume": [100.0]},
        index=pd.DatetimeIndex([bar_time], name="Datetime"))

    class MockProvider:
        def fetch_ohlcv(self, symbol, tf):
            return df

    daemon._provider = MockProvider()
    daemon._executor = None  # trail must not arm on this bar

    daemon._state = {
        "trades": {
            "555": {
                "tf": "5min", "direction": "BUY", "entry": 2400.0,
                "sl_initial": 2384.0, "current_sl": 2384.0, "risk": 16.0,
                "peak": 2400.0, "trail_armed": False,
                "trail_arm_r": 0.6, "trail_dist_r": 0.85,
                "bars_held": 0, "last_bar_ts": None, "signal_bar_ts": None,
            }
        },
        "last_entries": {},
    }

    with tempfile.NamedTemporaryFile(suffix=".json", delete=False) as f:
        tmp_path = f.name
    orig_state_file = oanda_daemon.STATE_FILE
    try:
        oanda_daemon.STATE_FILE = tmp_path
        daemon._manage_trailing(Timeframe.M5)
        daemon._manage_trailing(Timeframe.M5)   # same bar re-served (weekend/lag)
        daemon._manage_trailing(Timeframe.M5)
    finally:
        oanda_daemon.STATE_FILE = orig_state_file
        os.unlink(tmp_path)

    assert daemon._state["trades"]["555"]["bars_held"] == 1, \
        "A re-served bar must not inflate bars_held (weekend timeout bug)"


@test("oanda_daemon: failed timeout-close keeps the trade tracked")
def _():
    import tempfile
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._max_hold_bars = 1
    daemon._price_precision = 2
    daemon._state_lock = threading.Lock()

    bar_time = pd.Timestamp("2026-07-20 10:00:00", tz="UTC")
    df = pd.DataFrame(
        {"Open": [2400.0], "High": [2405.0], "Low": [2398.0],
         "Close": [2403.0], "Volume": [100.0]},
        index=pd.DatetimeIndex([bar_time], name="Datetime"))

    class MockProvider:
        def fetch_ohlcv(self, symbol, tf):
            return df

    class MockExecutor:
        def close_trade(self, trade_id):
            raise oanda_executor.OandaAPIError("market halted", 503)

    daemon._provider = MockProvider()
    daemon._executor = MockExecutor()

    daemon._state = {
        "trades": {
            "666": {
                "tf": "5min", "direction": "BUY", "entry": 2400.0,
                "sl_initial": 2384.0, "current_sl": 2384.0, "risk": 16.0,
                "peak": 2400.0, "trail_armed": False,
                "trail_arm_r": 0.6, "trail_dist_r": 0.85,
                "bars_held": 0, "last_bar_ts": None, "signal_bar_ts": None,
            }
        },
        "last_entries": {},
    }

    with tempfile.NamedTemporaryFile(suffix=".json", delete=False) as f:
        tmp_path = f.name
    orig_state_file = oanda_daemon.STATE_FILE
    try:
        oanda_daemon.STATE_FILE = tmp_path
        daemon._manage_trailing(Timeframe.M5)
    finally:
        oanda_daemon.STATE_FILE = orig_state_file
        os.unlink(tmp_path)

    assert "666" in daemon._state["trades"], \
        "A failed broker close must keep the trade tracked for retry"


@test("app_config: invalid oanda section values raise AppConfigError")
def _():
    import tempfile
    for bad in (
        {"oanda": {"quality_gate": "Z"}},
        {"oanda": {"lot_size": 0}},
        {"oanda": {"max_hold_bars": -5}},
        {"oanda": {"unknown_key": 1}},
    ):
        with tempfile.NamedTemporaryFile(
                mode="w", suffix=".json", delete=False) as f:
            json.dump(bad, f)
            tmp_path = f.name
        try:
            app_config.load_app_config(tmp_path)
            assert False, f"Should have raised for {bad}"
        except app_config.AppConfigError:
            pass
        finally:
            os.unlink(tmp_path)


@test("oanda_daemon: boundary timing matches telegram_bot")
def _():
    from telegram_bot import _seconds_until_boundary as tb_boundary
    from oanda_daemon import _seconds_until_boundary as od_boundary
    for interval in (5, 15, 60, 240):
        tb_val = tb_boundary(interval, buffer=10)
        od_val = od_boundary(interval, buffer=10)
        assert abs(tb_val - od_val) < 0.01, \
            f"Boundary timing mismatch for {interval}min: {tb_val} vs {od_val}"


@test("oanda_daemon: state file round-trip")
def _():
    import tempfile
    state = {
        "trades": {
            "999": {
                "tf": "M15",
                "direction": "BUY",
                "entry": 2400.0,
                "sl_initial": 2384.0,
                "current_sl": 2392.0,
                "risk": 16.0,
                "peak": 2412.0,
                "trail_armed": True,
                "trail_arm_r": 0.6,
                "trail_dist_r": 0.75,
                "bars_held": 25,
            }
        }
    }
    with tempfile.NamedTemporaryFile(
            mode="w", suffix=".json", delete=False) as f:
        tmp_path = f.name

    orig_state_file = oanda_daemon.STATE_FILE
    try:
        oanda_daemon.STATE_FILE = tmp_path
        oanda_daemon._save_state(state)
        loaded = oanda_daemon._load_state()
        assert loaded["trades"]["999"]["entry"] == 2400.0
        assert loaded["trades"]["999"]["trail_armed"] is True
        assert loaded["trades"]["999"]["bars_held"] == 25
    finally:
        oanda_daemon.STATE_FILE = orig_state_file
        os.unlink(tmp_path)


@test("app_config: oanda in _KNOWN_TOP (no unknown-key error)")
def _():
    assert "oanda" in app_config._KNOWN_TOP, \
        "'oanda' must be in _KNOWN_TOP to avoid config.json validation errors"


@test("app_config: oanda resolver helpers return defaults without config")
def _():
    url = app_config.oanda_base_url()
    assert "oanda.com" in url, f"Expected Oanda URL, got {url}"


@test("providers.oanda: HTTP error surfaces status code and body")
def _():
    mock_resp = type("MockResp", (), {
        "status_code": 401,
        "text": '{"errorMessage":"Insufficient authorization to perform request"}',
    })()

    provider = providers.oanda.OandaDataProvider.__new__(
        providers.oanda.OandaDataProvider)
    provider._base_url = "https://test"
    provider._spread_cache = {}
    provider._session = type("S", (), {
        "get": lambda self, *a, **k: mock_resp,
        "headers": {},
    })()

    try:
        provider._fetch_oanda_candles("XAU/USD", Timeframe.H1, 300)
        assert False, "Should have raised OandaDataError"
    except providers.oanda.OandaDataError as e:
        msg = str(e)
        assert "401" in msg, f"Status code missing from error: {msg}"
        assert "Insufficient authorization" in msg, \
            f"Body detail missing from error: {msg}"


@test("providers.oanda: boundary-retry failure keeps original data")
def _():
    provider = providers.oanda.OandaDataProvider.__new__(
        providers.oanda.OandaDataProvider)
    provider.config = PlatformConfig()
    provider._cache = {}
    provider._cache_timestamps = {}
    provider._cache_outputsize = {}
    provider._cache_lock = threading.Lock()
    provider._inflight = {}
    provider._spread_cache = {}
    provider.FRESH_FETCH_RETRY_SECONDS = 0  # instance override — no sleep

    call_count = {"n": 0}
    idx = pd.date_range("2026-07-01", periods=250, freq="5min", tz="UTC")
    original_df = pd.DataFrame({
        "Open": 2400.0, "High": 2401.0, "Low": 2399.0,
        "Close": 2400.5, "Volume": 100.0,
    }, index=idx)

    def _fetch_oanda_candles(symbol, timeframe, count):
        call_count["n"] += 1
        if call_count["n"] == 1:
            return original_df
        raise providers.oanda.OandaDataError("boom")

    def _validate_and_clean(df, symbol, timeframe):
        return df

    def _has_latest_closed_bar(df, timeframe):
        return False   # forces the retry path every call

    def _is_data_fresh(df, symbol, timeframe):
        return True

    # Plain functions assigned to the instance bypass the descriptor
    # protocol — they run unbound, so they take exactly the params
    # fetch_ohlcv passes (no self).
    provider._fetch_oanda_candles = _fetch_oanda_candles
    provider._validate_and_clean = _validate_and_clean
    provider._has_latest_closed_bar = _has_latest_closed_bar
    provider._is_data_fresh = _is_data_fresh

    result = provider.fetch_ohlcv("XAU/USD", Timeframe.M5)

    assert call_count["n"] == 2, \
        f"Expected original fetch + one retry attempt, got {call_count['n']} calls"
    assert len(result) == 250, \
        f"Retry failure must keep the original 250-bar df, got {len(result)}"


@test("oanda_executor: non-JSON response raises OandaAPIError with status")
def _():
    def _bad_json(self):
        raise ValueError("Expecting value: line 1 column 1 (char 0)")

    mock_resp = type("MockResp", (), {
        "status_code": 200,
        "text": "<html>gateway error</html>",
        "json": _bad_json,
    })()

    executor = oanda_executor.OandaExecutor.__new__(
        oanda_executor.OandaExecutor)
    executor._account_id = "test-account"
    executor._base_url = "https://test"
    executor._session = type("S", (), {
        "request": lambda self, method, url, **kwargs: mock_resp,
        "headers": {},
    })()

    try:
        executor.get_open_trades()
        assert False, "Should have raised OandaAPIError"
    except oanda_executor.OandaAPIError as e:
        assert e.status_code == 200, f"Expected status 200, got {e.status_code}"
        assert "non-JSON" in str(e), f"Expected non-JSON in message: {e}"


@test("oanda_daemon: boot fails fast on rejected credentials (4xx)")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)

    class MockExecutor401:
        def get_account_summary(self):
            raise oanda_executor.OandaAPIError("unauthorized", 401)

    daemon._executor = MockExecutor401()
    try:
        daemon._verify_account_access()
        assert False, "A 4xx credential rejection must raise SystemExit"
    except SystemExit:
        pass

    class MockExecutorConnFail:
        def get_account_summary(self):
            raise oanda_executor.OandaAPIError("conn refused", 0)

    daemon._executor = MockExecutorConnFail()
    daemon._verify_account_access()   # transient — must NOT raise


@test("oanda_daemon: heartbeat never raises and logs on account failure")
def _():
    daemon = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    daemon._state = {"trades": {}, "last_entries": {}}
    daemon._state_lock = threading.Lock()

    class MockExecutorDown:
        def get_account_summary(self):
            raise oanda_executor.OandaAPIError("down", 503)

    daemon._executor = MockExecutorDown()
    daemon._heartbeat_once()   # must not raise

    class MockExecutorUp:
        def get_account_summary(self):
            return {"balance": "1000"}

    daemon._executor = MockExecutorUp()
    daemon._heartbeat_once()   # must not raise


# ══════════════════════════════════════════════════════════════════════
#  MODULE 16: Provider abstraction (providers/ package)
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 16: Provider abstraction ═══")

from providers import (
    BaseDataProvider, PROVIDER_REGISTRY, TwelveDataProvider,
    make_data_provider,
)
from providers.oanda import OandaDataProvider as _POanda
from providers.tiingo import TiingoDataError, TiingoDataProvider


@test("providers: registry holds all providers, active default builds TD")
def _():
    assert PROVIDER_REGISTRY["twelve_data"] is TwelveDataProvider
    assert PROVIDER_REGISTRY["oanda"] is _POanda
    assert PROVIDER_REGISTRY["tiingo"] is TiingoDataProvider
    dp = make_data_provider(PlatformConfig())
    assert isinstance(dp, TwelveDataProvider)
    assert isinstance(dp, BaseDataProvider)


@test("providers: single knob — data_providers.active selects the class")
def _():
    from app_config import AppConfig
    for name, cls in PROVIDER_REGISTRY.items():
        fake = AppConfig()
        fake.active_provider = name
        fake.provider_settings = {name: {"api_key": ""}}
        with patch("providers.get_app_config", return_value=fake):
            dp = make_data_provider(PlatformConfig())
        assert type(dp) is cls, f"active={name} built {type(dp).__name__}"
    # An unknown name must fail loudly, not fall back silently.
    from app_config import AppConfigError
    fake = AppConfig()
    fake.active_provider = "nonsense"
    with patch("providers.get_app_config", return_value=fake):
        try:
            make_data_provider(PlatformConfig())
            assert False, "unknown provider must raise"
        except AppConfigError as e:
            assert "nonsense" in str(e)


@test("providers: shared behavior is defined ONCE on the base class")
def _():
    # The pre-refactor bug this guards against: Oanda's provider was a
    # copy-paste of the TD one, so shared-logic fixes had to be made
    # twice. Every shared method must now BE the base implementation.
    for meth in ("fetch_ohlcv", "fetch_range", "_validate_and_clean",
                 "_is_data_fresh", "_has_latest_closed_bar",
                 "_drop_forming_candle", "clear_cache", "get_pair_info"):
        for cls in PROVIDER_REGISTRY.values():
            assert getattr(cls, meth) is getattr(BaseDataProvider, meth), \
                f"{cls.__name__} overrides shared method {meth}"
    assert TwelveDataProvider.CANDLE_SECONDS is BaseDataProvider.CANDLE_SECONDS
    assert _POanda.BARS_PER_DAY is BaseDataProvider.BARS_PER_DAY
    assert TiingoDataProvider.CANDLE_SECONDS is BaseDataProvider.CANDLE_SECONDS


@test("providers: fetch_range paginates, dedupes, and trims to the window")
def _():
    class FakeProvider(BaseDataProvider):
        name = "fake"

        def __init__(self, config):
            super().__init__(config)
            idx = pd.date_range("2026-06-01", "2026-06-30 23:00",
                                freq="1h", tz="UTC")
            v = np.linspace(3000.0, 3100.0, len(idx))
            self.series = pd.DataFrame(
                {"Open": v, "High": v + 1, "Low": v - 1,
                 "Close": v, "Volume": 100.0}, index=idx)
            self.series.index.name = "Datetime"
            self.calls = 0

        def _fetch_raw(self, symbol, timeframe, outputsize,
                       start=None, end=None):
            self.calls += 1
            df = self.series
            if start is not None:
                df = df[df.index >= pd.Timestamp(start)]
            if end is not None:
                df = df[df.index <= pd.Timestamp(end)]
            # Overlap by a bar to prove concat dedupes.
            return df.tail(min(len(df), 200))

        # Keep the test date-stable: nothing here is "forming".
        def _drop_forming_candle(self, df, timeframe):
            return df

    fp = FakeProvider(PlatformConfig())
    start = datetime(2026, 6, 5, tzinfo=timezone.utc)
    end = datetime(2026, 6, 25, tzinfo=timezone.utc)
    df = fp.fetch_range("XAU/USD", Timeframe.H1, start, end)

    assert fp.calls > 1, "a 20-day H1 window must take multiple chunks"
    assert df.index.is_monotonic_increasing
    assert not df.index.duplicated().any()
    assert df.index[0] >= pd.Timestamp(start)
    assert df.index[-1] <= pd.Timestamp(end)
    expected = fp.series[(fp.series.index >= pd.Timestamp(start))
                         & (fp.series.index <= pd.Timestamp(end))]
    assert len(df) == len(expected), \
        f"window must be gapless: {len(df)} vs {len(expected)}"


@test("providers: streaming capability flags and base refusal")
def _():
    assert TwelveDataProvider.supports_streaming is True
    assert _POanda.supports_streaming is False
    assert TiingoDataProvider.supports_streaming is True

    class Minimal(BaseDataProvider):
        name = "minimal"

        def _fetch_raw(self, symbol, timeframe, outputsize,
                       start=None, end=None):
            raise NotImplementedError

    m = Minimal(PlatformConfig())
    assert m.supports_streaming is False
    try:
        m.iter_ticks(["XAU/USD"])
        assert False, "base iter_ticks must refuse"
    except NotImplementedError:
        pass


@test("providers: TD WS price-message parsing")
def _():
    parse = TwelveDataProvider._parse_ws_price
    assert parse('{"event":"price","symbol":"XAU/USD","price":"3345.5"}') \
        == ("XAU/USD", 3345.5)
    assert parse('{"event":"subscribe-status","fails":[]}') is None
    assert parse('{"event":"heartbeat"}') is None
    assert parse('not json{{') is None
    assert parse('{"event":"price","symbol":"XAU/USD"}') is None  # no price
    assert parse('{"event":"price","symbol":"XAU/USD","price":"abc"}') is None


@test("providers: Tiingo WS quote-message parsing")
def _():
    parse = TiingoDataProvider._parse_ws_message
    # Field order matches a live-captured frame (2026-08-03):
    # ["Q", ticker, ts, bidSize, bid, mid, askSize, ask]
    quote = ('{"service":"fx","messageType":"A","data":'
             '["Q","xauusd","2026-08-03T17:09:46.084000+00:00",'
             '1000000.0,4035.05,4035.1,1000000.0,4035.15]}')
    assert parse(quote) == ("xauusd", 4035.1)
    # mid null → (bid+ask)/2, ask read from index 7 (index 6 is askSize)
    mid_null = ('{"messageType":"A","service":"fx","data":'
                '["Q","xauusd","2026-08-03T10:00:00+00:00",'
                '1000000,3344.0,null,1000000,3346.0]}')
    assert parse(mid_null) == ("xauusd", 3345.0)
    # mid and bid null → unusable, skipped
    all_null = ('{"messageType":"A","service":"fx","data":'
                '["Q","xauusd","2026-08-03T10:00:00+00:00",'
                '1000000,null,null,1000000,3346.0]}')
    assert parse(all_null) is None
    assert parse('{"messageType":"H"}') is None                 # heartbeat
    assert parse('{"messageType":"I","response":{"code":200}}') is None
    assert parse('not json{{') is None
    assert parse('{"messageType":"A","data":["X","xauusd"]}') is None
    # server error (e.g. bad token) must RAISE so the caller's backoff
    # applies — Tiingo auths inside the socket, not at the HTTP upgrade
    try:
        parse('{"messageType":"E","response":'
              '{"code":401,"message":"bad token"}}')
        assert False, "server error message must raise"
    except TiingoDataError:
        pass


@test("providers: Tiingo WS ticker mapping round-trips the scanned pairs")
def _():
    tp = TiingoDataProvider.__new__(TiingoDataProvider)
    for pair in PAIR_INFO:
        ticker = tp._to_tiingo_ticker(pair)
        assert ticker.islower() and "/" not in ticker
        inverse = {tp._to_tiingo_ticker(s): s for s in PAIR_INFO}
        assert inverse[ticker] == pair


@test("providers: Oanda date-window fetch omits count and sends from/to")
def _():
    captured = {}

    def mock_get(self, url, params=None, timeout=None):
        captured["params"] = params
        return type("R", (), {
            "status_code": 200,
            "json": lambda self: {"candles": [{
                "complete": True,
                "time": "2026-06-02T10:00:00.000000000Z",
                "mid": {"o": "3000", "h": "3001", "l": "2999", "c": "3000.5"},
                "bid": {"c": "3000.2"}, "ask": {"c": "3000.8"},
                "volume": 10,
            }]},
        })()

    provider = _POanda.__new__(_POanda)
    provider.config = PlatformConfig()
    provider._base_url = "https://test"
    provider._spread_cache = {}
    provider._session = type("S", (), {"get": mock_get})()

    start = datetime(2026, 6, 1, tzinfo=timezone.utc)
    end = datetime(2026, 6, 3, tzinfo=timezone.utc)
    df = provider._fetch_raw("XAU/USD", Timeframe.H1, 5000, start, end)
    assert "count" not in captured["params"], \
        "v20 rejects count combined with from/to"
    assert captured["params"]["from"].startswith("2026-06-01")
    assert captured["params"]["to"].startswith("2026-06-03")
    assert len(df) == 1

    # Live path (no window) keeps sending count only.
    provider._fetch_raw("XAU/USD", Timeframe.H1, 300)
    assert captured["params"]["count"] == 300
    assert "from" not in captured["params"]


def _tiingo_provider(response):
    """TiingoDataProvider with a canned session response (no network)."""
    provider = TiingoDataProvider.__new__(TiingoDataProvider)
    provider.config = PlatformConfig()
    provider._api_key = "test-key"
    provider._spread_cache = {}
    captured = {}

    def mock_get(self, url, params=None, timeout=None):
        captured["url"] = url
        captured["params"] = params
        return response

    provider._session = type("S", (), {"get": mock_get})()
    return provider, captured


def _tiingo_resp(status_code, payload):
    return type("R", (), {
        "status_code": status_code,
        "json": lambda self: payload,
        "text": json.dumps(payload) if not isinstance(payload, str) else payload,
    })()


@test("providers: Tiingo parses FX JSON into the normalized frame")
def _():
    payload = [
        {"date": "2026-07-20T11:00:00.000Z", "ticker": "xauusd",
         "open": 2403.0, "high": 2408.0, "low": 2401.0, "close": 2406.0},
        # Deliberately out of order — provider must sort oldest-first.
        {"date": "2026-07-20T10:00:00.000Z", "ticker": "xauusd",
         "open": 2400.0, "high": 2405.0, "low": 2398.0, "close": 2403.0},
    ]
    provider, captured = _tiingo_provider(_tiingo_resp(200, payload))
    df = provider._fetch_raw("XAU/USD", Timeframe.H1, 300)

    assert list(df.columns) == ["Open", "High", "Low", "Close", "Volume"]
    assert df.index.name == "Datetime"
    assert df.index.tz is not None, "Index must be tz-aware UTC"
    assert df.index.is_monotonic_increasing, "must be oldest-first"
    assert df.iloc[0]["Open"] == 2400.0 and df.iloc[1]["Close"] == 2406.0
    assert (df["Volume"] == 0.0).all(), "FX endpoint has no volume"
    assert captured["url"].endswith("/tiingo/fx/xauusd/prices")
    assert captured["params"]["resampleFreq"] == "1hour"
    assert "startDate" in captured["params"], \
        "live fetch must derive a start window from the bar count"
    assert "token" not in captured["params"], \
        "key must travel in the auth header, never the URL"


@test("providers: Tiingo date-window fetch sends startDate AND endDate")
def _():
    payload = [{"date": "2026-06-02T10:00:00.000Z",
                "open": 1, "high": 2, "low": 0, "close": 1}]
    provider, captured = _tiingo_provider(_tiingo_resp(200, payload))
    start = datetime(2026, 6, 1, tzinfo=timezone.utc)
    end = datetime(2026, 6, 3, tzinfo=timezone.utc)
    provider._fetch_raw("XAU/USD", Timeframe.H1, 5000, start, end)
    assert captured["params"]["startDate"].startswith("2026-06-01")
    assert captured["params"]["endDate"].startswith("2026-06-03")


@test("providers: Tiingo fails LOUDLY on every bad-response shape")
def _():
    cases = [
        (_tiingo_resp(429, "quota"), "rate limit"),
        (_tiingo_resp(401, "denied"), "auth failed"),
        (_tiingo_resp(500, "boom"), "HTTP 500"),
        (_tiingo_resp(200, []), "Empty candle response"),
        (_tiingo_resp(200, [{"open": 1}]), "missing 'date'"),
        (_tiingo_resp(200, [{"date": "2026-07-20T10:00:00Z",
                             "close": "n/a"}]), "no numeric closes"),
    ]
    for resp, needle in cases:
        provider, _cap = _tiingo_provider(resp)
        try:
            provider._fetch_raw("XAU/USD", Timeframe.H1, 300)
            assert False, f"must raise for: {needle}"
        except TiingoDataError as e:
            assert needle.lower() in str(e).lower(), \
                f"error must name the cause ({needle}): {e}"

    # Missing key and unsupported timeframe are named errors too.
    provider, _cap = _tiingo_provider(_tiingo_resp(200, []))
    provider._api_key = None
    try:
        provider._fetch_raw("XAU/USD", Timeframe.H1, 300)
        assert False, "missing key must raise"
    except TiingoDataError as e:
        assert "TIINGO_API_KEY" in str(e)
    provider._api_key = "k"
    try:
        provider._fetch_raw("XAU/USD", Timeframe.W1, 300)
        assert False, "unsupported TF must raise"
    except TiingoDataError as e:
        assert "Unsupported timeframe" in str(e)
    # And everything above is catchable as the shared base error.
    assert issubclass(TiingoDataError, DataIntegrityError)


@test("providers: per-provider env keys (TIINGO_API_KEY vs TWELVE_DATA_API_KEY)")
def _():
    from app_config import AppConfig, provider_api_key
    app = AppConfig()
    app.active_provider = "tiingo"
    app.provider_settings = {"tiingo": {"api_key": "json-tiingo"},
                             "twelve_data": {"api_key": "json-td"}}
    with patch.dict(os.environ, {"TIINGO_API_KEY": "env-tiingo",
                                 "TWELVE_DATA_API_KEY": "env-td"}):
        assert provider_api_key(app) == "env-tiingo"
        assert provider_api_key(app, provider="twelve_data") == "env-td"
    with patch.dict(os.environ, {}, clear=False):
        os.environ.pop("TIINGO_API_KEY", None)
        assert provider_api_key(app) == "json-tiingo"
        # The TD env var must never leak into another provider's key.
        with patch.dict(os.environ, {"TWELVE_DATA_API_KEY": "env-td"}):
            assert provider_api_key(app, provider="tiingo") == "json-tiingo"


@test("providers: aggregator bar-close clock uses the base-class table")
def _():
    # signal_aggregator computes bar-CLOSE hours (session filter, SELL
    # hour gate) from BaseDataProvider.CANDLE_SECONDS — a provider swap
    # must never change the session clock.
    import signal_aggregator as sa
    assert sa.BaseDataProvider.CANDLE_SECONDS[Timeframe.M15] == 900
    assert not hasattr(sa, "TwelveDataProvider"), \
        "aggregator must not depend on a concrete provider class"


@test("providers: backtest parquet cache is keyed per provider")
def _():
    # Bars differ between feeds (Oanda/TD divergence study 2026-07-24) —
    # a provider switch must never serve another feed's cached bars.
    # twelve_data keeps the legacy un-prefixed name so pinned-book caches
    # stay valid.
    from datetime import datetime
    from backtest.gpu_backtest import _cache_path
    s, e = datetime(2026, 1, 1), datetime(2026, 2, 1)
    td = _cache_path(XAUUSD, Timeframe.M15, s, e, "twelve_data")
    oa = _cache_path(XAUUSD, Timeframe.M15, s, e, "oanda")
    legacy = _cache_path(XAUUSD, Timeframe.M15, s, e)
    assert td.name == "XAU_USD_15min_20260101_20260201.parquet", td.name
    assert oa.name == "oanda_XAU_USD_15min_20260101_20260201.parquet", oa.name
    assert legacy == td, "default must stay the legacy twelve_data key"
    assert td != oa, "providers must not share cache files"


# ══════════════════════════════════════════════════════════════════════
#  MODULE 17: Big-candle entry gate (gate 6h)
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 17: big-candle entry gate ═══")


def _inject_big_bar(df, pos=-250, mult=8.0):
    """Copy df and widen one bar to ~mult x the median range (a burst
    candle) at position `pos` — far enough back not to disturb the
    near-window indicators (RSI/BB/ATR 14-20 bars, swing S/R 120)."""
    out = df.copy()
    atr_est = (out["High"] - out["Low"]).median()
    ts = out.index[pos]
    out.loc[ts, "High"] = out.loc[ts, "Open"] + mult * atr_est
    out.loc[ts, "Low"] = out.loc[ts, "Open"] - 0.5 * atr_est
    out.loc[ts, "Close"] = out.loc[ts, "Open"] + mult * 0.9 * atr_est
    return out


def _bc_agg(k=3.0, tf=Timeframe.M5, confirms=(Timeframe.M15, Timeframe.H1)):
    from pair_signals.xauusd import make_config as xau_make_config
    cfg = xau_make_config(tf, list(confirms))
    cfg.xau_strategy.big_candle_atr_multiple = k
    return SignalAggregator(cfg)


# Deterministic ACTIONABLE fixture: grade A BUY with a GENERIC setup
# through the factory M5 config at an unblocked hour (Wed 14:55 UTC),
# huge bar pre-injected 250 bars back (verified by seed search).
def _bc_actionable_dfs():
    end = "2026-07-08 14:55"
    primary = _inject_big_bar(make_xau_bars(end=end, drift=0.8, seed=0))
    m15 = make_xau_bars(end="2026-07-08 14:45", freq="15min", drift=0.8, seed=100)
    h1 = make_xau_bars(end="2026-07-08 14:00", freq="60min", drift=0.8, seed=200)
    return {Timeframe.M5: primary, Timeframe.M15: m15, Timeframe.H1: h1}


@test("BC detect: quiet fixture → None; injected 8x bar → (its ts, ratio ≥ 3)")
def _():
    agg = _bc_agg(k=3.0)
    quiet = make_xau_bars(end="2026-07-08 14:55")
    assert agg._detect_big_candle(quiet) is None, \
        "quiet bars must not trip the detector"
    spiked = _inject_big_bar(quiet, pos=-250)
    hit = agg._detect_big_candle(spiked)
    assert hit is not None, "injected burst bar not detected"
    ts, ratio = hit
    assert ts == spiked.index[-250], f"wrong offender bar: {ts}"
    assert ratio >= 3.0, f"ratio {ratio} below threshold"


@test("BC detect: burst bar as LAST row still trips (prior-ATR shift)")
def _():
    # The huge bar inflates the concurrent Wilder ATR; the shift(1)
    # denominator keeps the very newest burst detectable.
    agg = _bc_agg(k=3.0)
    spiked = _inject_big_bar(make_xau_bars(end="2026-07-08 14:55"), pos=-1)
    hit = agg._detect_big_candle(spiked)
    assert hit is not None and hit[0] == spiked.index[-1], f"last-row burst missed: {hit}"


@test("BC detect: bar older than the lookback window ignored; short df safe")
def _():
    agg = _bc_agg(k=3.0)
    # M5 window = 288 bars (+42 ewm warm-up tail). A burst at -350 is
    # outside even the warm-up slice of a 400-bar df.
    old_spike = _inject_big_bar(make_xau_bars(n=400, end="2026-07-08 14:55"), pos=-350)
    assert agg._detect_big_candle(old_spike) is None, \
        "bar outside the lookback window must not block"
    # Short history: no raise, graceful no-trip on quiet bars.
    assert agg._detect_big_candle(make_xau_bars(n=60, end="2026-07-08 14:55")) is None


@test("BC gate 6h: actionable A-grade → warning + D + setup killed")
def _():
    dfs = _bc_actionable_dfs()
    control = _bc_agg(k=0.0).analyze_from_dataframes(XAUUSD, dfs, use_news=False)
    assert control.signal_quality == "A" and control.trade_setup is not None, \
        f"fixture drifted: expected actionable A, got {control.signal_quality}"
    assert not any("BIG CANDLE" in w for w in control.warnings), \
        "disabled gate must stay silent"
    gated = _bc_agg(k=3.0).analyze_from_dataframes(XAUUSD, dfs, use_news=False)
    assert any(w.startswith("BIG CANDLE FILTER") for w in gated.warnings), \
        f"gate did not fire: {gated.warnings}"
    assert gated.signal_quality == "D", f"expected D, got {gated.signal_quality}"
    assert gated.trade_setup is None, "setup must be killed by the gate"


@test("BC gate 6h: session-blocked F stays F (warning only, no F→D)")
def _():
    end = "2026-07-08 16:55"  # blocked hour → gate 6b sets F
    dfs = {
        Timeframe.M5: _inject_big_bar(make_xau_bars(end=end)),
        Timeframe.M15: make_xau_bars(end="2026-07-08 16:45", freq="15min"),
        Timeframe.H1: make_xau_bars(end="2026-07-08 16:00", freq="60min"),
    }
    report = _bc_agg(k=3.0).analyze_from_dataframes(XAUUSD, dfs, use_news=False)
    assert any("SESSION FILTER" in w for w in report.warnings)
    assert any(w.startswith("BIG CANDLE FILTER") for w in report.warnings), \
        "detection must run regardless of grade (PB/CP suppression channel)"
    assert report.signal_quality == "F", \
        f"blocked bar must stay F, got {report.signal_quality}"


@test("BC gate 6h: XAU_PB and XAU_CP entry paths suppressed")
def _():
    # The D-downgrade alone would NOT stop them: PB accepts D (check is
    # != 'F') and CP even F — the warning is the suppression channel.
    dfs = _bc_actionable_dfs()

    def run(k):
        agg = _bc_agg(k=k)
        agg.config.xau_strategy.cp_enabled = True
        # Force-enable PB: this test exercises gate mechanics, not the
        # tuned M5 default (PB off since 2026-08-04, xauusd.py docstring).
        agg.config.xau_strategy.m5_pullback_enabled = True
        calls = []
        agg._try_m5_pullback = lambda *a, **kw: calls.append("pb")
        agg._try_chart_pattern = lambda *a, **kw: calls.append("cp")
        # Keep the setup slot empty so steps 9/10 are actually reached.
        agg._generate_trade_setup = lambda *a, **kw: None
        agg._generate_xau_atr_trade_setup = lambda *a, **kw: None
        agg.analyze_from_dataframes(XAUUSD, dfs, use_news=False)
        return calls

    assert run(k=0.0) == ["pb", "cp"], "control must reach both entry paths"
    assert run(k=3.0) == [], "tripped gate must suppress both entry paths"


@test("BC gate: disabled by default in every factory TF config")
def _():
    from pair_signals.xauusd import make_config as xau_make_config
    for tf in (Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4):
        cfg = xau_make_config(tf)
        assert cfg.xau_strategy.big_candle_atr_multiple == 0.0, \
            f"{tf}: gate must ship default-OFF (validate-first rollout)"
        assert cfg.xau_strategy.big_candle_lookback_hours == 24.0


@test("BC backtester: --big-candle / --big-candle-hours parse, default None")
def _():
    from gpu_backtest import _parse_args
    args = _parse_args(["--pair", "XAUUSD",
                        "--big-candle", "3.0", "--big-candle-hours", "12"])
    assert args.big_candle == 3.0 and args.big_candle_hours == 12.0
    args2 = _parse_args(["--pair", "XAUUSD"])
    assert args2.big_candle is None and args2.big_candle_hours is None


# ══════════════════════════════════════════════════════════════════════
#  MODULE 18: --set research override + diagnose_filters tag freshness
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 18: --set override + diagnose tags ═══")


@test("--set: nested float/bool/JSON-list overrides apply with typing")
def _():
    from gpu_backtest import _apply_config_overrides
    cfg = PlatformConfig()
    _apply_config_overrides(cfg, [
        "xau_strategy.m5_min_abs_score=25",
        "xau_strategy.m5_require_mtf=false",
        'xau_strategy.sell_blocked_hours_utc=[15,17]',
        "signals.min_tp_cost_multiple=20.5",
    ])
    assert cfg.xau_strategy.m5_min_abs_score == 25
    assert cfg.xau_strategy.m5_require_mtf is False
    assert cfg.xau_strategy.sell_blocked_hours_utc == [15, 17]
    assert cfg.signals.min_tp_cost_multiple == 20.5


@test("--set: unknown path / section leaf / missing '=' all fail loudly")
def _():
    # A typo'd path MUST NOT become a silent no-op run: dataclass
    # instances happily accept setattr of any name.
    from gpu_backtest import _apply_config_overrides
    cfg = PlatformConfig()
    for bad in ("xau_strategy.m5_min_abs_scroe=25",   # typo leaf
                "xau_stragety.m5_min_abs_score=25",   # typo section
                "xau_strategy=5",                     # section, not leaf
                "no_equals_sign"):
        try:
            _apply_config_overrides(cfg, [bad])
        except SystemExit:
            pass
        else:
            raise AssertionError(f"'{bad}' must raise SystemExit")


@test("--set: bare-string fallback for non-JSON values")
def _():
    from gpu_backtest import _apply_config_overrides
    cfg = PlatformConfig()
    _apply_config_overrides(cfg, ["technical.rsi_mode=classic"])
    assert cfg.technical.rsi_mode == "classic"


@test("--set: CLI flag parses as repeatable list, default empty")
def _():
    from gpu_backtest import _parse_args
    args = _parse_args(["--pair", "XAUUSD",
                        "--set", "xau_strategy.m5_min_abs_score=25",
                        "--set", "signals.tp_floor_rr=1.0"])
    assert args.set == ["xau_strategy.m5_min_abs_score=25",
                        "signals.tp_floor_rr=1.0"]
    assert _parse_args(["--pair", "XAUUSD"]).set == []


@test("diagnose_filters: every filter tag has a live emitter (staleness guard)")
def _():
    import inspect
    import diagnose_filters
    import signal_aggregator as sa
    src = inspect.getsource(sa)
    tag_src = inspect.getsource(diagnose_filters.classify_bar)
    # Extract the tag strings from the ordered list in classify_bar.
    import re
    tags = re.findall(r'\("([^"]+)",\s+"[A-Z0-9_]+"\)', tag_src)
    assert len(tags) >= 25, f"tag extraction broke: found {len(tags)}"
    for tag in tags:
        assert tag in src, f"filter tag '{tag}' has no emitter in signal_aggregator.py"


@test("diagnose_filters: one tag per warning, specific prefix wins")
def _():
    import diagnose_filters as d
    from signal_aggregator import SignalReport

    class _R:
        pass
    r = _R()
    r.warnings = [
        "M5 FILTER: SELL quality A capped — high-conviction M5 shorts enter at extremes",
        "SELL FILTER: 15:00 UTC entry blocked for shorts",
        "TREND EXHAUSTION — price extended >3.5 ATR past swing high",
    ]
    r.final_signal = SignalStrength.SELL
    r.signal_quality = "D"
    r.trade_setup = None
    outcome, hits = d.classify_bar(r, True)
    assert outcome == "LOW_QUALITY"
    assert hits == ["M5_SELL_QUALITY", "SELL_HOUR", "TREND_EXHAUSTION"], hits


# ══════════════════════════════════════════════════════════════════════
#  MODULE 19: DeepSeek news enrichment (llm_client + news_engine seams)
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 19: DeepSeek news enrichment ═══")

import datetime as _dt_m19
import llm_client as lc
from llm_client import DeepSeekClient
from news_engine import (EconomicEvent, FundamentalContext, NewsEngine,
                         NewsSentiment)


def _stub_resp(payload, status=200):
    return type("R", (), {
        "status_code": status,
        "text": json.dumps(payload),
        "json": lambda self: payload,
    })()


def _chat_body(content_obj):
    return {"choices": [{"message": {"content": json.dumps(content_obj)}}]}


def _counting_session(payload, status=200):
    class S:
        calls = 0

        def post(self, url, json=None, timeout=None):
            S.calls += 1
            return _stub_resp(payload, status)
    return S()


@test("llm_client: response parsing and availability gating")
def _():
    parse = DeepSeekClient._parse_response
    assert parse(_chat_body({"a": 1})) == {"a": 1}
    assert parse({"choices": []}) is None
    assert parse({"error": "x"}) is None
    assert parse({"choices": [{"message": {"content": "not json"}}]}) is None
    assert parse({"choices": [{"message": {"content": "[1,2]"}}]}) is None

    # keyless / disabled clients never touch the network
    for client in (DeepSeekClient(api_key=""),
                   DeepSeekClient(api_key="k", enabled=False)):
        assert client.available is False
        s = _counting_session(_chat_body({"a": 1}))
        client._session = s
        assert client.chat_json("sys", {"q": 1}) is None
        assert type(s).calls == 0


@test("llm_client: daily cap blocks requests and resets on UTC date roll")
def _():
    client = DeepSeekClient(api_key="k", daily_cap=2)
    s = _counting_session(_chat_body({"ok": True}))
    client._session = s
    assert client.chat_json("sys", {}) == {"ok": True}
    assert client.chat_json("sys", {}) == {"ok": True}
    assert client.chat_json("sys", {}) is None, "third call must hit the cap"
    assert type(s).calls == 2, "capped call must make no HTTP request"
    # UTC date roll resets the counter
    client._count_day = (_dt_m19.datetime.now(_dt_m19.timezone.utc).date()
                         - _dt_m19.timedelta(days=1))
    assert client.chat_json("sys", {}) == {"ok": True}
    assert type(s).calls == 3


@test("llm_client: HTTP error and malformed body return None")
def _():
    client = DeepSeekClient(api_key="k")
    client._session = _counting_session({"detail": "quota"}, status=429)
    assert client.chat_json("sys", {}) is None
    client._session = _counting_session({"unexpected": "shape"})
    assert client.chat_json("sys", {}) is None


class _StubLLM:
    """Drop-in for the llm_client singleton."""
    def __init__(self, reply):
        self.reply = reply
        self.calls = 0
    available = True

    def chat_json(self, system_prompt, user_payload):
        self.calls += 1
        return self.reply


@test("NewsEngine: _llm_headline_scores validates, clamps, rejects mismatch")
def _():
    ne = NewsEngine(NewsConfig())
    try:
        lc._client = _StubLLM({"scores": [[5, -3], [0.2, 0.1]]})
        assert ne._llm_headline_scores(["a", "b"]) == [(1.0, -1.0), (0.2, 0.1)]
        lc._client = _StubLLM({"scores": [[0.1, 0.1]]})
        assert ne._llm_headline_scores(["a", "b"]) is None, "length mismatch"
        lc._client = _StubLLM({"scores": [["hot", 0], [0.3]]})
        assert ne._llm_headline_scores(["a", "b"]) is None, "non-numeric/short"
        lc._client = _StubLLM(None)
        assert ne._llm_headline_scores(["a"]) is None, "failed call"
    finally:
        lc._client = None


@test("NewsEngine: LLM sentiment overrides keyword scores per currency")
def _():
    now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
    ne = NewsEngine(NewsConfig())
    NewsEngine._llm_sent_cache = {}
    try:
        lc._client = _StubLLM({"ok": True})  # available, unused (stubbed below)
        h = NewsSentiment(
            headline="Fed signals rate hike", source="s", timestamp=now,
            currencies_mentioned=["USD", "XAU"], sentiment_score=1.0,
            keywords=["rate hike"],
            sentiment_by_currency={"USD": 1.0, "XAU": -1.0})
        ne._llm_headline_scores = lambda texts: [(0.4, -0.7)] * len(texts)
        ne._apply_llm_sentiment([h])
        assert h.sentiment_score == 0.4
        assert h.sentiment_by_currency == {"USD": 0.4, "XAU": -0.7}
        assert h.keywords == ["rate hike"], "keywords stay keyword-derived"
    finally:
        NewsEngine._llm_sent_cache = {}
        lc._client = None


@test("NewsEngine: LLM failure keeps keyword sentiment untouched")
def _():
    now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
    ne = NewsEngine(NewsConfig())
    NewsEngine._llm_sent_cache = {}
    try:
        lc._client = _StubLLM({"ok": True})
        h = NewsSentiment(
            headline="Fed signals rate hike", source="s", timestamp=now,
            currencies_mentioned=["USD"], sentiment_score=0.6,
            keywords=[], sentiment_by_currency={"USD": 0.6})
        ne._llm_headline_scores = lambda texts: None
        ne._apply_llm_sentiment([h])
        assert h.sentiment_score == 0.6
        assert h.sentiment_by_currency == {"USD": 0.6}
        # unavailable client: not even the scores call happens
        lc._client = None
        ne._llm_headline_scores = lambda texts: (_ for _ in ()).throw(
            AssertionError("must not be called when unavailable"))
        ne._apply_llm_sentiment([h])
    finally:
        NewsEngine._llm_sent_cache = {}
        lc._client = None


@test("NewsEngine: LLM sentiment cache only sends new headlines")
def _():
    now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
    ne = NewsEngine(NewsConfig())
    NewsEngine._llm_sent_cache = {}
    sent_batches = []

    def make(h):
        return NewsSentiment(
            headline=h, source="s", timestamp=now,
            currencies_mentioned=["XAU"], sentiment_score=0.0,
            keywords=[], sentiment_by_currency={"XAU": 0.0})

    try:
        lc._client = _StubLLM({"ok": True})

        def scores(texts):
            sent_batches.append(list(texts))
            return [(0.5, 0.5)] * len(texts)

        ne._llm_headline_scores = scores
        ne._apply_llm_sentiment([make("headline one"), make("headline two")])
        ne._apply_llm_sentiment([make("headline one"), make("headline two"),
                                 make("headline three")])
        assert sent_batches == [["headline one", "headline two"],
                                ["headline three"]], sent_batches
    finally:
        NewsEngine._llm_sent_cache = {}
        lc._client = None


@test("NewsEngine: LLM enriches surprise description, numeric fallback intact")
def _():
    now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
    ne = NewsEngine(NewsConfig())
    NewsEngine._llm_event_cache = {}
    released = EconomicEvent(
        time=now - _dt_m19.timedelta(minutes=10), currency="USD",
        impact="high", event="Nonfarm Payrolls",
        forecast="200K", actual="300K")
    ctx = FundamentalContext(events_today=[released])
    try:
        # failure first: description must equal today's numeric form
        lc._client = _StubLLM(None)
        risk, desc = ne.get_event_risk_level("XAU/USD", ctx)
        assert risk == "caution"
        assert desc.endswith("(actual 300K vs forecast 200K)"), desc
        # then success: LLM direction appended to the description only
        lc._client = _StubLLM({"gold_direction": "bearish",
                               "reason": "strong jobs lift yields"})
        risk, desc = ne.get_event_risk_level("XAU/USD", ctx)
        assert risk == "caution"
        assert desc.endswith("— gold bearish: strong jobs lift yields"), desc
        # bogus direction → numeric fallback
        NewsEngine._llm_event_cache = {}
        lc._client = _StubLLM({"gold_direction": "sideways"})
        _, desc = ne.get_event_risk_level("XAU/USD", ctx)
        assert desc.endswith("(actual 300K vs forecast 200K)"), desc
    finally:
        NewsEngine._llm_event_cache = {}
        lc._client = None


@test("NewsEngine: market summary cached across engine instances")
def _():
    now = _dt_m19.datetime.now(_dt_m19.timezone.utc)
    NewsEngine._llm_summary_cache = (0.0, "")
    ctx = FundamentalContext(news_headlines=[NewsSentiment(
        headline="Gold steady", source="s", timestamp=now,
        currencies_mentioned=["XAU"], sentiment_score=0.0, keywords=[])])
    try:
        stub = _StubLLM({"summary": "Soft dollar supports gold."})
        lc._client = stub
        assert NewsEngine(NewsConfig())._llm_market_summary(ctx) == \
            "Soft dollar supports gold."
        # second engine instance within the TTL: served from cache, no call
        assert NewsEngine(NewsConfig())._llm_market_summary(ctx) == \
            "Soft dollar supports gold."
        assert stub.calls == 1
        # failure caches "" so a broken API is retried next window, not per scan
        NewsEngine._llm_summary_cache = (0.0, "")
        lc._client = _StubLLM(None)
        assert NewsEngine(NewsConfig())._llm_market_summary(ctx) == ""
        assert NewsEngine._llm_summary_cache[1] == ""
    finally:
        NewsEngine._llm_summary_cache = (0.0, "")
        lc._client = None


@test("SignalReport.news_summary flows to Telegram, resets when news off")
def _():
    import telegram_bot as tb
    config = PlatformConfig()
    config.primary_timeframe = Timeframe.H1
    config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
    agg = SignalAggregator(config)
    dfs = {
        Timeframe.H1: make_ohlcv(300, seed=42),
        Timeframe.M15: make_ohlcv(300, seed=43),
        Timeframe.H4: make_ohlcv(300, seed=44),
    }
    ctx = FundamentalContext(llm_summary="Test macro blurb.")
    report = agg.analyze_from_dataframes(
        "XAU/USD", dfs, context=ctx, use_news=True)
    assert report.news_summary == "Test macro blurb."
    assert "Test macro blurb." in tb.format_signal_message(report)
    report = agg.analyze_from_dataframes(
        "XAU/USD", dfs, context=ctx, use_news=False)
    assert report.news_summary == ""


@test("news defaults: LLM never gates signals (2026-07 audit lock)")
def _():
    cfg = NewsConfig()
    assert cfg.event_risk_caps_signals is False
    assert cfg.sentiment_affects_signals is False


# ══════════════════════════════════════════════════════════════════════
#  MODULE 20: dashboard_publisher.py (static web dashboard)
# ══════════════════════════════════════════════════════════════════════

print("\n═══ Module 20: dashboard_publisher.py ═══")

import tempfile
import dashboard_publisher as dpub
from engine import TechnicalAnalysis, IndicatorSignal


def make_fake_dashboard_report():
    """SignalReport with every serialization hazard: NaN value, inf key
    level, weight-0 ATR, a poisoned '_secret' indicator, a dynamic
    pandas attr, and a full TradeSetup."""
    analysis = TechnicalAnalysis(
        symbol="XAU/USD", timeframe="1h",
        timestamp="2026-08-03 10:00:00+00:00")
    names = ["ema_trend", "rsi", "macd", "bollinger", "adx",
             "roc", "keltner", "divergence", "candlestick"]
    for i, name in enumerate(names):
        analysis.indicators[name] = IndicatorSignal(
            name=name, value=float(i),
            signal=SignalStrength.BUY if i % 2 == 0 else SignalStrength.SELL,
            confidence=60.0, description=f"{name} desc", weight=1.0)
    analysis.indicators["rsi"].value = float("nan")
    analysis.indicators["atr"] = IndicatorSignal(
        name="atr", value=12.5, signal=SignalStrength.NEUTRAL,
        confidence=0.0, description="ATR context", weight=0.0)
    analysis.indicators["_secret"] = IndicatorSignal(
        name="_secret", value=1.0, signal=SignalStrength.NEUTRAL,
        confidence=0.0, description="must not serialize", weight=1.0)
    analysis._rsi_series = pd.Series([1.0, 2.0])  # dynamic attr, must not leak
    analysis.key_levels = {"atr": 12.5, "support": 3300.0,
                           "broken": float("inf")}
    analysis.composite_signal = SignalStrength.BUY
    analysis.composite_score = 42.0
    analysis.confidence = 61.5
    analysis.pattern_signals = ["BULLISH_ENGULFING"]

    report = SignalReport(symbol="XAU/USD", display_name="XAU/USD",
                          timestamp="2026-08-03 10:00:00+00:00")
    report.final_signal = SignalStrength.BUY
    report.final_score = 55.0
    report.final_confidence = 70.0
    report.signal_quality = "B"
    report.primary_signal = SignalStrength.BUY
    report.primary_score = 50.0
    report.primary_analysis = analysis
    report.confirmation_analyses = [analysis]
    report.mtf_signals = {"1h": SignalStrength.BUY,
                          "4h": SignalStrength.NEUTRAL}
    report.mtf_scores = {"1h": 50.0, "4h": 10.0}
    report.exhaustion_count = 1
    report.current_price = 3350.0
    report.trade_setup = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction="BUY",
        entry_price=3350.0, stop_loss=3340.0, take_profit_1=3360.0,
        take_profit_2=3370.0, risk_reward=2.0, risk_pips=100.0,
        reward_pips=200.0, pip_value=0.1, strategy="XAU_ATR",
        trail_arm_r=1.0, trail_dist_r=0.85)
    return report


@test("dashboard: report_to_webapp_dict round-trips allow_nan=False")
def _():
    d = dpub.report_to_webapp_dict(make_fake_dashboard_report())
    json.dumps(d, allow_nan=False)  # raises if NaN/inf leaked
    assert d["signal"] == "BUY" and d["primary_signal"] == "BUY"
    assert d["mtf_scores"] == {"1h": 50.0, "4h": 10.0}
    assert d["exhaustion_count"] == 1
    assert d["trade_setup"]["strategy"] == "XAU_ATR"
    pa = d["primary_analysis"]
    assert pa["composite_signal"] == "BUY"
    assert pa["indicators"]["rsi"]["value"] is None       # NaN → None
    assert pa["key_levels"]["broken"] is None             # inf → None
    assert len(d["confirmation_analyses"]) == 1


@test("dashboard: ATR is context not grid; _-keys excluded")
def _():
    pa = dpub.report_to_webapp_dict(make_fake_dashboard_report())["primary_analysis"]
    assert "atr" not in pa["indicators"]
    assert "_secret" not in pa["indicators"]
    assert "_rsi_series" not in pa
    assert pa["atr_context"]["value"] == 12.5
    assert len(pa["indicators"]) == 9


@test("dashboard: missing divergence and weekend report tolerated")
def _():
    report = make_fake_dashboard_report()
    del report.primary_analysis.indicators["divergence"]
    pa = dpub.report_to_webapp_dict(report)["primary_analysis"]
    assert len(pa["indicators"]) == 8 and "divergence" not in pa["indicators"]

    weekend = SignalReport(symbol="XAU/USD", display_name="XAU/USD",
                           timestamp="now")  # primary_analysis=None
    d = dpub.report_to_webapp_dict(weekend)
    json.dumps(d, allow_nan=False)
    assert d["primary_analysis"] is None
    assert d["confirmation_analyses"] == []


@test("dashboard: due_timeframes uses RAW wake time")
def _():
    def due(h, m):
        wake = datetime(2026, 8, 3, h, m, 10, tzinfo=timezone.utc)
        return [tf.value for tf in dpub.due_timeframes(wake)]
    # The v1 regression: 12:00:10 must classify as the 12:00 boundary
    # (all four due), not 11:55.
    assert due(12, 0) == ["5min", "15min", "1h", "4h"]
    assert due(13, 0) == ["5min", "15min", "1h"]
    assert due(12, 15) == ["5min", "15min"]
    assert due(12, 5) == ["5min"]
    assert due(0, 0) == ["5min", "15min", "1h", "4h"]


@test("dashboard: build_snapshot_payload warming/error/next_close")
def _():
    now = datetime(2026, 8, 3, 12, 2, 30, tzinfo=timezone.utc)  # Monday
    with patch("providers.base._is_forex_weekend", return_value=False):
        payload = dpub.build_snapshot_payload({}, now)
    assert payload["symbol"] == "XAU/USD"
    assert payload["market_closed"] is False
    assert set(payload["timeframes"]) == {"5min", "15min", "1h", "4h"}
    for entry in payload["timeframes"].values():
        assert entry["status"] == "warming" and entry["report"] is None
        assert entry["next_close_epoch"] > payload["server_time_epoch"]
        assert entry["next_scan_epoch"] == entry["next_close_epoch"] + 10
    # M5 closes at 12:05 → 150 s away from 12:02:30.
    assert abs(payload["timeframes"]["5min"]["next_close_epoch"]
               - (now.timestamp() + 150)) < 1e-6

    # An errored TF keeps its stale report + error badge.
    stale = {"status": "error", "scanned_at": "earlier",
             "error": "ValueError: boom", "error_at": "now",
             "report": {"signal": "BUY"}}
    with patch("providers.base._is_forex_weekend", return_value=True):
        payload = dpub.build_snapshot_payload({"5min": stale}, now)
    assert payload["market_closed"] is True
    m5 = payload["timeframes"]["5min"]
    assert m5["status"] == "error" and m5["report"] == {"signal": "BUY"}
    assert m5["error"] == "ValueError: boom"
    json.dumps(payload, allow_nan=False)


@test("dashboard: event_to_dict includes computed properties")
def _():
    ev = EconomicEvent(
        time=datetime(2026, 8, 7, 12, 30, tzinfo=timezone.utc),
        currency="USD", impact="high", event="Non-Farm Payrolls",
        forecast="180K", previous="147K", actual="228K")
    d = dpub.event_to_dict(ev)
    assert d["event"] == "Non-Farm Payrolls"
    assert d["actual"] == "228K"            # strings stay strings
    assert d["surprise"] == "positive"      # property, added explicitly
    assert d["is_high_impact"] is True
    assert isinstance(d["minutes_until"], float)
    assert d["time"] == "2026-08-07T12:30:00+00:00"
    json.dumps(d, allow_nan=False)


@test("dashboard: build_news_payload sorts headlines, survives NaN")
def _():
    now = datetime(2026, 8, 3, 12, 0, tzinfo=timezone.utc)
    old = NewsSentiment(
        headline="Old story", source="http://feed/a",
        timestamp=now - timedelta(hours=5),
        currencies_mentioned=["USD"], sentiment_score=float("nan"),
        keywords=[], sentiment_by_currency={})
    new = NewsSentiment(
        headline="Gold surges", source="http://feed/b",
        timestamp=now - timedelta(minutes=10),
        currencies_mentioned=["XAU"], sentiment_score=0.6,
        keywords=["surge"], sentiment_by_currency={"XAU": 0.6})
    ctx = FundamentalContext(
        news_headlines=[old, new],
        news_sentiment={"XAU": 0.6, "USD": -0.1},
        llm_summary="Macro blurb.", calendar_available=True)
    events = [EconomicEvent(time=now + timedelta(hours=3),
                            currency="USD", impact="medium", event="ISM")]
    payload = dpub.build_news_payload(ctx, events, now)
    json.dumps(payload, allow_nan=False)
    assert payload["llm_summary"] == "Macro blurb."
    assert [h["headline"] for h in payload["headlines"]] == \
        ["Gold surges", "Old story"]        # newest first
    assert payload["headlines"][1]["score"] is None  # NaN → None
    assert payload["events"][0]["event"] == "ISM"
    assert payload["sentiment"] == {"XAU": 0.6, "USD": -0.1}


@test("dashboard: publish is atomic and leaves no temp file")
def _():
    with tempfile.TemporaryDirectory() as tmp:
        path = os.path.join(tmp, "snapshot.json")
        dpub.publish({"a": 1, "ok": True}, path)
        with open(path, encoding="utf-8") as fh:
            assert json.load(fh) == {"a": 1, "ok": True}
        assert os.listdir(tmp) == ["snapshot.json"]  # no .tmp left


@test("dashboard: seconds_until_boundary bounds and constants")
def _():
    for interval in (5, 15, 60, 240):
        s = dpub.seconds_until_boundary(interval, buffer=10)
        assert 10 < s <= interval * 60 + 10, f"{interval}min → {s}"
    # Confirmation map mirrors the bot's (kept local by design).
    assert dpub.CONFIRMATIONS[Timeframe.M5] == [Timeframe.M15, Timeframe.H1]
    assert dpub.CONFIRMATIONS[Timeframe.H4] == [Timeframe.H1, Timeframe.D1]


# ══════════════════════════════════════════════════════════════════════
#  MODULE 21: 2026-08-04 audit-fix regressions (execution lifecycle)
# ══════════════════════════════════════════════════════════════════════
print("\n═══ Module 21: 2026-08-04 audit fixes — execution lifecycle ═══")

import threading as _thr21


def _m21_daemon(state=None, quality_gate="C", max_hold=300):
    d = oanda_daemon.TradingDaemon.__new__(oanda_daemon.TradingDaemon)
    d._state = state if state is not None else {"trades": {}, "last_entries": {}}
    d._state_lock = _thr21.Lock()
    d._entry_lock = _thr21.Lock()
    d._quality_gate = quality_gate
    d._max_hold_bars = max_hold
    d._price_precision = 2
    d._running = True
    return d


def _m21_bar(ts="2026-08-04 10:00:00+00:00", high=2410.0, low=2395.0):
    idx = pd.DatetimeIndex([pd.Timestamp(ts)])
    return pd.DataFrame({"Open": [2400.0], "High": [high], "Low": [low],
                         "Close": [2405.0], "Volume": [1.0]}, index=idx)


def _m21_trade(**over):
    base = {"tf": "5min", "direction": "BUY", "entry": 2400.0,
            "sl_initial": 2384.0, "current_sl": 2384.0, "risk": 16.0,
            "peak": 2400.0, "trail_armed": False, "trail_arm_r": 0.6,
            "trail_dist_r": 0.85, "bars_held": 0,
            "signal_bar_ts": None, "last_bar_ts": None}
    base.update(over)
    return base


@test("executor: close_trade raises when the close order did not fill")
def _():
    ex = oanda_executor.OandaExecutor.__new__(oanda_executor.OandaExecutor)
    ex._account_id, ex._base_url, ex._price_precision = "acc", "http://x", 2

    class _Resp:
        status_code = 200
        text = "{}"
        def json(self):
            return {"orderCreateTransaction": {"id": "1"},
                    "orderCancelTransaction": {"reason": "MARKET_HALTED"}}

    ex._request_with_retry = lambda *a, **k: _Resp()
    try:
        ex.close_trade("T1")
        assert False, "close_trade must raise on a no-fill close response"
    except oanda_executor.OandaAPIError as e:
        assert "MARKET_HALTED" in str(e)


@test("daemon: timeout close that did not fill keeps the trade tracked")
def _():
    d = _m21_daemon({"trades": {"T1": _m21_trade(bars_held=299)},
                     "last_entries": {}}, max_hold=300)

    class _Exec:
        def close_trade(self, tid):
            raise oanda_executor.OandaAPIError(
                "Close of trade T1 did not fill: MARKET_HALTED", 200, "")

    class _Prov:
        def fetch_ohlcv(self, sym, tf):
            return _m21_bar()

    d._executor, d._provider = _Exec(), _Prov()
    d._manage_trailing(Timeframe.M5)
    assert "T1" in d._state["trades"], \
        "un-filled close must NOT pop the trade from state"


@test("daemon: fill without tradeOpened triggers reconciliation, not silence")
def _():
    d = _m21_daemon()
    recon = []
    d._reconcile_positions = lambda reason: recon.append(reason)

    class _Exec:
        def place_market_order(self, **k):
            return {"orderFillTransaction": {
                "id": "5001", "price": "2400.5",
                "tradesClosed": [{"tradeID": "OLD1"}]}}

    d._executor = _Exec()
    ts = TradeSetup(pair="XAU_USD", display_name="XAU/USD",
                       direction="SELL", entry_price=2400.0, stop_loss=2416.0,
                       take_profit_1=2384.0, take_profit_2=2376.0,
                       risk_reward=1.0, risk_pips=160.0, reward_pips=160.0,
                       pip_value=0.1)
    rep = SignalReport(symbol="XAU_USD", display_name="XAU/USD",
                          timestamp="2026-08-04 09:55:00+00:00")
    rep.trade_setup, rep.signal_quality = ts, "B"
    rep.final_signal = SignalStrength.SELL
    d._execute_trade(rep, Timeframe.M5)
    assert recon, "unexpected fill shape must trigger _reconcile_positions"
    assert not d._state["trades"]


@test("daemon: placement OandaAPIError triggers reconciliation")
def _():
    d = _m21_daemon()
    recon = []
    d._reconcile_positions = lambda reason: recon.append(reason)

    class _Exec:
        def place_market_order(self, **k):
            raise oanda_executor.OandaAPIError("timeout after retries")

    d._executor = _Exec()
    ts = TradeSetup(pair="XAU_USD", display_name="XAU/USD",
                       direction="BUY", entry_price=2400.0, stop_loss=2384.0,
                       take_profit_1=2416.0, take_profit_2=2432.0,
                       risk_reward=1.0, risk_pips=160.0, reward_pips=160.0,
                       pip_value=0.1)
    rep = SignalReport(symbol="XAU_USD", display_name="XAU/USD",
                          timestamp="2026-08-04 09:55:00+00:00")
    rep.trade_setup, rep.signal_quality = ts, "B"
    rep.final_signal = SignalStrength.BUY
    d._execute_trade(rep, Timeframe.M5)
    assert recon, "placement error must trigger _reconcile_positions " \
                  "(server may have filled before the error)"


@test("daemon: reconcile adopts naked position with risk=0 and no fake SL")
def _():
    d = _m21_daemon()

    class _Exec:
        def get_open_trades(self, instrument=None):
            return [{"id": "N1", "instrument": "XAU_USD",
                     "currentUnits": "1", "price": "2400.0"}]  # no stopLossOrder

    d._executor = _Exec()
    d._reconcile_positions("test")
    info = d._state["trades"]["N1"]
    assert info["risk"] == 0.0, "risk must be 0 (undefined), not entry-diff"
    assert d._compute_trail(dict(info), 2500.0, 2400.0) is None, \
        "risk=0 must never arm the trail (no invented stop)"


@test("daemon: trade popped mid-trailing is NOT resurrected by write-back")
def _():
    d = _m21_daemon({"trades": {"R1": _m21_trade()}, "last_entries": {}})

    class _Exec:
        def get_open_trades(self, instrument=None):
            return []
        def modify_trade_sl(self, tid, sl):
            return {}

    d._executor = _Exec()

    class _Prov:
        def fetch_ohlcv(self, sym, tf):
            d._check_closed_trades()          # interleave: broker closed R1
            assert "R1" not in d._state["trades"]
            return _m21_bar()

    d._provider = _Prov()
    d._manage_trailing(Timeframe.M5)
    assert "R1" not in d._state["trades"], \
        "write-back must not re-insert a trade closed by the broker"


@test("daemon: trailing snapshot no longer aliases live state dicts")
def _():
    d = _m21_daemon({"trades": {"S1": _m21_trade()}, "last_entries": {}})
    with d._state_lock:
        snap = {tid: dict(info)
                for tid, info in d._state.get("trades", {}).items()}
    assert snap["S1"] is not d._state["trades"]["S1"]


@test("daemon: unknown quality gate refuses to start (fail closed)")
def _():
    real_init = oanda_daemon.TradingDaemon.__init__
    # Drive just the validation logic the ctor now applies.
    gate = "Bb"
    assert gate not in oanda_daemon.QUALITY_RANK
    d = _m21_daemon(quality_gate="Bb")
    # _should_execute is unreachable in prod with a bad gate (ctor exits);
    # the ctor check is the contract:
    src = open(os.path.join(os.path.dirname(__file__),
                            "oanda_daemon.py"), encoding="utf-8").read()
    assert "refusing to start" in src and "not in QUALITY_RANK" in src


@test("executor: market orders request positionFill=OPEN_ONLY")
def _():
    ex = oanda_executor.OandaExecutor.__new__(oanda_executor.OandaExecutor)
    ex._account_id, ex._base_url, ex._price_precision = "acc", "http://x", 2
    ex._lot_size = 1
    sent = {}

    class _Resp:
        status_code = 200
        text = "{}"
        def json(self):
            return {"orderFillTransaction": {
                "price": "2400.0", "tradeOpened": {"tradeID": "T9"}}}

    def _req(method, url, retries=None, **kw):
        sent.update(kw.get("json", {}))
        return _Resp()

    ex._request_with_retry = _req
    ex.place_market_order("XAU_USD", "BUY", stop_loss=2384.0)
    assert sent["order"]["positionFill"] == "OPEN_ONLY"


@test("daemon: _oanda_setting_int rejects a non-integer env value cleanly")
def _():
    os.environ["OANDA_LOT_SIZE"] = "one"
    try:
        oanda_daemon._oanda_setting_int("OANDA_LOT_SIZE", "lot_size", 1)
        assert False, "must SystemExit on a non-integer env value"
    except SystemExit as e:
        assert "not an integer" in str(e)
    finally:
        os.environ.pop("OANDA_LOT_SIZE", None)


@test("GPU parity: ALL indicators + composite identical on every prefix")
def _():
    # Closes the 2026-08-04 audit gap: the Module 11 parity test never
    # compared ADX/MACD/ROC/Keltner/RSI outputs or the warmup band. This
    # sweep diffs EVERY indicator signal/conf/value, the composite, and
    # both regimes, on every analyzable prefix incl. a flat (zero-DM,
    # zero-TR) run that exercises the divisor edge cases.
    import gpu_backtest as _gb
    from engine import TechnicalEngine as _LiveEng

    rng = np.random.default_rng(11)
    n = 160
    steps = rng.normal(0.3, 2.0, n)
    close = 2300 + np.cumsum(steps)
    high = close + np.abs(rng.normal(1.0, 0.4, n))
    low = close - np.abs(rng.normal(1.0, 0.4, n))
    open_ = np.roll(close, 1); open_[0] = close[0]
    p = close[79]
    for arr in (close, high, low, open_):
        arr[80:84] = p                       # flat run: H=L=O=C
    idx = pd.date_range("2026-01-05", periods=n, freq="15min", tz="UTC")
    deck = pd.DataFrame({"Open": open_, "High": high, "Low": low,
                         "Close": close, "Volume": 1.0}, index=idx)

    tech = TechnicalConfig()
    caches = {"15min": _gb.precompute_indicators(deck, tech)}
    live_eng = _LiveEng(tech)
    gpu_eng = _gb.GPUTechnicalEngine(tech, caches)

    for pos in range(30, n, 1):
        sl = deck.iloc[:pos + 1]
        ra = live_eng.analyze(sl, "XAU_USD", "15min")
        rb = gpu_eng.analyze(sl, "XAU_USD", "15min")
        assert set(ra.indicators) == set(rb.indicators), \
            f"pos {pos}: indicator sets differ"
        for name, a in ra.indicators.items():
            b = rb.indicators[name]
            assert str(a.signal) == str(b.signal), \
                f"pos {pos} {name}: {a.signal} vs {b.signal}"
            assert abs(a.confidence - b.confidence) < 1e-6, \
                f"pos {pos} {name} conf: {a.confidence} vs {b.confidence}"
        assert abs(ra.composite_score - rb.composite_score) < 1e-6, \
            f"pos {pos} composite: {ra.composite_score} vs {rb.composite_score}"
        assert ra.market_regime == rb.market_regime, f"pos {pos} regime"
        assert ra.volatility_regime == rb.volatility_regime, f"pos {pos} vol"
    assert gpu_eng.fallback_count == 0, "sweep must never miss the cache"


@test("factory: M5 per-TF hour delta stays XAU-side (pair isolation)")
def _():
    # 2026-08-04 audit E18 verdict: the xau_strategy/backtest hour lists
    # SHOULD diverge after the M5 factory — the backtest copy is the
    # generic non-XAU fallback and must never inherit gold-validated
    # deltas. All XAU consumers branch to the xau_strategy copy
    # (signal_aggregator.py session gates, gpu_backtest outer filter).
    from pair_signals.xauusd import make_config as _mk
    cfg = _mk(Timeframe.M5)
    assert 9 in cfg.xau_strategy.blocked_hours_utc
    assert 21 not in cfg.xau_strategy.blocked_hours_utc
    assert 9 not in cfg.backtest.blocked_hours_utc, \
        "gold-validated hour-9 delta must NOT leak into the generic copy"
    assert 21 in cfg.backtest.blocked_hours_utc


@test("factory: shipped M5 entry-path state is locked (PB off, CP BUY-only)")
def _():
    # 2026-08-04 audit: the CP path bypassing exhaustion/M5-score gates is
    # VALIDATED behavior (226/586 trades, +38.9R in the pinned 12mo book).
    # This test pins the shipped state so any flip is a conscious,
    # revalidated decision — not an accident.
    from pair_signals.xauusd import make_config as _mk
    m5 = _mk(Timeframe.M5)
    assert m5.xau_strategy.m5_pullback_enabled is False
    assert m5.xau_strategy.cp_enabled is True
    assert m5.xau_strategy.cp_patterns == ["inv_hs", "double_bottom", "bull_flag"]
    assert m5.technical.ema_partial_neutral is True
    for tf in (Timeframe.M15, Timeframe.H1, Timeframe.H4):
        cfg = _mk(tf)
        assert cfg.xau_strategy.cp_enabled is False, f"{tf}: CP must stay off"
        assert cfg.technical.ema_partial_neutral is False


@test("GPU parity: cache miss falls back LOUDLY (counter + warning)")
def _():
    import gpu_backtest as _gb
    tech = TechnicalConfig()
    idx = pd.date_range("2026-01-05", periods=60, freq="15min", tz="UTC")
    rng = np.random.default_rng(3)
    close = 2300 + np.cumsum(rng.normal(0, 1.5, 60))
    deck = pd.DataFrame({"Open": close, "High": close + 1, "Low": close - 1,
                         "Close": close, "Volume": 1.0}, index=idx)
    caches = {"15min": _gb.precompute_indicators(deck, tech)}
    gpu_eng = _gb.GPUTechnicalEngine(tech, caches)

    alien = deck.copy()
    alien.index = alien.index + pd.Timedelta(minutes=7)   # not in cache
    import logging as _lg
    records = []
    h = _lg.Handler(); h.emit = lambda rec: records.append(rec)
    _gb.logger.addHandler(h)
    old_level = _gb.logger.level
    _gb.logger.setLevel(_lg.WARNING)
    try:
        gpu_eng.analyze(alien, "XAU_USD", "15min")
    finally:
        _gb.logger.removeHandler(h)
        _gb.logger.setLevel(old_level)
    assert gpu_eng.fallback_count > 0, "cache miss must increment counter"
    assert any("cache miss" in rec.getMessage() for rec in records), \
        "first cache miss must emit a WARNING"


def _m21_stub_provider(bars=320, tf=Timeframe.H1):
    """Stub provider whose _fetch_raw serves a deterministic frame and
    counts invocations (2026-08-04 audit, Batch E)."""
    import providers.base as pbase

    class _Stub(pbase.BaseDataProvider):
        PROVIDER = "stub21"
        calls = []

        def _fetch_raw(self, symbol, timeframe, outputsize,
                       start=None, end=None):
            self.calls.append(outputsize)
            time_mod.sleep(0.05)
            end_ts = pd.Timestamp.now(tz="UTC").floor("1h") - pd.Timedelta(hours=1)
            idx = pd.date_range(end=end_ts, periods=min(outputsize, bars),
                                freq="1h", tz="UTC")
            base = 2300 + np.cumsum(np.ones(len(idx)) * 0.1)
            return pd.DataFrame(
                {"Open": base, "High": base + 1, "Low": base - 1,
                 "Close": base, "Volume": 1.0},
                index=pd.DatetimeIndex(idx, name="Datetime"))

        def get_pair_info(self, symbol):
            return PAIR_INFO[XAUUSD]

    return _Stub(PlatformConfig())


import time as time_mod


@test("provider cache: longer-lookback request is NOT served the short frame")
def _():
    from unittest.mock import patch
    with patch("providers.base._is_forex_weekend", lambda now: False):
        p = _m21_stub_provider()
        p.fetch_ohlcv(XAUUSD, Timeframe.H1, lookback_days=1)
        assert len(p.calls) == 1 and p.calls[0] == 300
        p.fetch_ohlcv(XAUUSD, Timeframe.H1, lookback_days=60)
        assert len(p.calls) == 2, \
            "a longer-lookback call within TTL must refetch, not serve the " \
            "short cached frame"
        assert p.calls[1] == 1460


@test("provider cache: concurrent same-key fetches are single-flight")
def _():
    from unittest.mock import patch
    import threading as _t
    with patch("providers.base._is_forex_weekend", lambda now: False):
        p = _m21_stub_provider()
        barrier = _t.Barrier(4)
        results = []

        def worker():
            barrier.wait()
            results.append(p.fetch_ohlcv(XAUUSD, Timeframe.H1))

        threads = [_t.Thread(target=worker) for _ in range(4)]
        for th in threads: th.start()
        for th in threads: th.join()
        assert len(results) == 4
        assert len(p.calls) == 1, \
            f"4 concurrent fetches must produce 1 API call, got {len(p.calls)}"


@test("provider: multi-bar forming/future tail is fully dropped")
def _():
    p = _m21_stub_provider()
    now = pd.Timestamp.now(tz="UTC")
    idx = pd.DatetimeIndex(
        [now - pd.Timedelta(hours=3), now - pd.Timedelta(hours=2),
         now - pd.Timedelta(minutes=30), now + pd.Timedelta(minutes=30)],
        name="Datetime")
    df = pd.DataFrame({"Open": 1.0, "High": 2.0, "Low": 0.5, "Close": 1.5,
                       "Volume": 1.0}, index=idx)
    out = p._drop_forming_candle(df, Timeframe.H1)
    assert len(out) == 2, \
        f"both not-yet-closed bars must be dropped, kept {len(out)}"


@test("provider fetch_range: 3 consecutive chunk ERRORS raise, no silent truncation")
def _():
    import providers.base as pbase

    class _Err(pbase.BaseDataProvider):
        PROVIDER = "err21"

        def _fetch_raw(self, symbol, timeframe, outputsize,
                       start=None, end=None):
            raise self.DATA_ERROR("HTTP 429 simulated")

        def get_pair_info(self, symbol):
            return PAIR_INFO[XAUUSD]

    p = _Err(PlatformConfig())
    from datetime import datetime as _dt, timezone as _tz, timedelta as _td
    end = _dt.now(_tz.utc)
    try:
        # M5 → ~15-day chunks, so a 90-day window would walk ≥3 chunks.
        p.fetch_range(XAUUSD, Timeframe.M5, end - _td(days=90), end)
        assert False, "must raise after repeated chunk failures"
    except pbase.DataIntegrityError as e:
        assert "truncated" in str(e) or "consecutive" in str(e)


@test("provider cleaning: non-positive bar dropped, 10-sigma filter stays armed")
def _():
    p = _m21_stub_provider()
    n = 260
    idx = pd.date_range("2026-01-05", periods=n, freq="1h", tz="UTC")
    close = 2300 + np.cumsum(np.random.default_rng(5).normal(0, 1.0, n))
    df = pd.DataFrame({"Open": close, "High": close + 1, "Low": close - 1,
                       "Close": close, "Volume": 1.0}, index=idx)
    df.iloc[100, df.columns.get_loc("Close")] = 0.0     # corrupt mid-frame bar
    df.iloc[200, df.columns.get_loc("Close")] = close[200] * 1.5  # true spike
    out = p._validate_and_clean(df, XAUUSD, Timeframe.H1)
    assert (out[["Open", "High", "Low", "Close"]] > 0).all().all(), \
        "non-positive bar must be dropped"
    assert idx[200] not in out.index, \
        "the 10-sigma filter must survive the corrupt bar and still " \
        "remove the genuine spike (inf-return kill-switch fixed)"
    assert out["Low"].min() > 1000, "no zero may leak into Low via repair"


@test("oanda: malformed candle (missing OHLC field) is skipped, not zeroed")
def _():
    from providers.oanda import OandaDataProvider
    prov = OandaDataProvider.__new__(OandaDataProvider)
    prov._spread_cache = {}

    good = {"complete": True, "time": "2026-08-04T10:00:00Z", "volume": 10,
            "mid": {"o": "3000.0", "h": "3001.0", "l": "2999.0", "c": "3000.5"}}
    bad = {"complete": True, "time": "2026-08-04T11:00:00Z", "volume": 10,
           "mid": {"o": "3000.5", "h": "3001.5", "c": "3000.9"}}   # no "l"
    good2 = {"complete": True, "time": "2026-08-04T12:00:00Z", "volume": 10,
             "mid": {"o": "3000.9", "h": "3002.0", "l": "3000.0", "c": "3001.4"}}

    class _Resp:
        status_code = 200
        text = ""
        def json(self):
            return {"candles": [good, bad, good2]}

    class _Sess:
        def get(self, url, params=None, timeout=None):
            return _Resp()

    prov._session = _Sess()
    prov._base_url = "http://x"
    df = prov._fetch_oanda_candles(XAUUSD, Timeframe.H1, 10)
    assert len(df) == 2, "malformed candle must be skipped"
    assert (df[["Open", "High", "Low", "Close"]] > 0).all().all(), \
        "no 0.0-defaulted prices may appear"


@test("backtester: NaN bar inside a trailing window cannot poison R/metrics")
def _():
    import gpu_backtest as _gb
    t = _gb.Trade(pair="XAU/USD",
                  entry_time=pd.Timestamp("2026-01-05 10:00", tz="UTC"),
                  entry_price=2400.0, sl=2384.0, tp1=2416.0, tp2=2432.0,
                  direction="BUY", pip_value=0.1, risk_pips=160.0,
                  reward_pips=160.0, rr_planned=1.0, quality="B",
                  final_score=30.0, final_confidence=60.0,
                  market_regime="trending_up")
    idx = pd.date_range("2026-01-05 10:00", periods=10, freq="15min", tz="UTC")
    o = np.full(10, 2401.0); h = np.full(10, 2402.0)
    l = np.full(10, 2399.0); c = np.full(10, 2401.5)
    for arr in (o, h, l, c):
        arr[3] = np.nan          # data gap mid-window
    c[9] = np.nan
    sim = pd.DataFrame({"Open": o, "High": h, "Low": l, "Close": c,
                        "Volume": 1.0}, index=idx)
    _gb.simulate_trades([t], sim, max_bars=10, spread=0.30,
                        trail_arm_r=0.7, trail_dist_r=0.75)
    assert t.exit_reason == "TIMEOUT" and t.bars_held == 3, \
        f"must exit at last valid bar pre-gap, got {t.exit_reason}/{t.bars_held}"
    assert np.isfinite(t.r_multiple), "NaN R must never be emitted"
    m = _gb.compute_metrics([t])
    assert np.isfinite(m.total_r) and np.isfinite(m.avg_r)


@test("backtester: compute_metrics excludes a non-finite R loudly, not NaN-ly")
def _():
    import gpu_backtest as _gb
    def mk(r):
        t = _gb.Trade(pair="XAU/USD",
                      entry_time=pd.Timestamp("2026-01-05 10:00", tz="UTC"),
                      entry_price=2400.0, sl=2384.0, tp1=2416.0, tp2=2432.0,
                      direction="BUY", pip_value=0.1, risk_pips=160.0,
                      reward_pips=160.0, rr_planned=1.0, quality="B",
                      final_score=30.0, final_confidence=60.0,
                      market_regime="trending_up")
        t.exit_reason = "SL"; t.bars_held = 5; t.r_multiple = r
        return t
    m = _gb.compute_metrics([mk(1.0), mk(float("nan")), mk(-1.0)])
    assert m.n_trades == 2, "non-finite R trade must be excluded"
    assert np.isfinite(m.total_r) and abs(m.total_r) < 1e-9


# ── Batch C: telegram_bot delivery-path fixes (2026-08-04 audit) ─────
# Regression kernels from the H33–H38 verification harness. All hermetic:
# fake bots, fake streaming providers, patched run_signal — no network.

import asyncio as _aio21

import telegram_bot as _tb21
from telegram.error import BadRequest as _BadRequest21


def _m21c_report(tf="15min", quality="A", levels=None,
                 entry=3300.0, sl=3290.0):
    from engine import TechnicalAnalysis
    r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="t")
    r.final_signal = SignalStrength.BUY
    r.signal_quality = quality
    r.final_score = 30.0
    r.final_confidence = 60.0
    r.market_regime = "trending_up"
    r.volatility_regime = "normal"
    r.current_price = entry
    r.primary_analysis = TechnicalAnalysis(
        symbol="XAU/USD", timeframe=tf, timestamp="t",
        key_levels=dict(levels) if levels else {},
    )
    r.trade_setup = TradeSetup(
        pair="XAU/USD", display_name="XAU/USD", direction="BUY",
        entry_price=entry, stop_loss=sl, take_profit_1=entry + 15,
        take_profit_2=entry + 25, risk_reward=1.5, risk_pips=100.0,
        reward_pips=150.0, pip_value=0.10,
        trail_arm_r=0.7, trail_dist_r=0.85,
    )
    return r


class _M21cBot:
    """send_message stub: optionally raise (exc / md_exc for Markdown
    attempts only) or block on an asyncio.Event before returning."""

    def __init__(self, exc=None, md_exc=None, gate=None):
        self.exc = exc
        self.md_exc = md_exc
        self.gate = gate
        self.attempts = []
        self.sent = []

    async def send_message(self, chat_id, text, parse_mode=None, **kw):
        self.attempts.append(parse_mode)
        if self.gate is not None:
            await self.gate.wait()
        if self.exc is not None:
            raise self.exc
        if self.md_exc is not None and parse_mode is not None:
            raise self.md_exc
        self.sent.append(text)


def _m21c_reset():
    _tb21._scan_cooldowns.clear()
    _tb21._pending_breach.clear()
    _tb21._last_alert_fp.clear()
    _tb21._last_alert_ts.clear()
    _tb21._last_alert_setup.clear()
    _tb21._level_cache.clear()
    _tb21._level_cache_ts.clear()
    _tb21._last_prices.clear()
    _tb21._last_price_ts.clear()
    _tb21._autoscan_chats.discard(911)


@test("H33a: failed breach rescan shrinks cooldown to the retry window")
def _():
    async def main():
        _m21c_reset()
        _tb21._autoscan_chats.add(911)
        calls = {"n": 0}

        async def failing(*a, **k):
            calls["n"] += 1
            raise RuntimeError("simulated rescan failure")

        good = _m21c_report()

        async def working(*a, **k):
            calls["n"] += 1
            return good

        bot = _M21cBot()
        with patch.object(_tb21, "_WS_COOLDOWN", 0.4), \
             patch.object(_tb21, "_BREACH_RETRY_SECONDS", 0.05):
            with patch.object(_tb21, "run_signal", failing):
                await _tb21._handle_breach(bot, "XAU/USD", 3301.0, "swing_high_1")
            assert calls["n"] == 1
            remaining = _tb21._WS_COOLDOWN - (
                time.time() - _tb21._scan_cooldowns["XAU/USD"])
            assert remaining <= _tb21._BREACH_RETRY_SECONDS + 0.02, \
                f"cooldown must be rolled back to the retry window, " \
                f"got {remaining:.2f}s remaining"
            assert "XAU/USD" in _tb21._pending_breach, \
                "failed rescan must re-park the breach for retry"
            await _aio21.sleep(0.07)   # retry window elapses
            with patch.object(_tb21, "run_signal", working):
                await _tb21._handle_breach(bot, "XAU/USD", 3301.0, "swing_high_1")
            assert calls["n"] == 2, "post-retry-window breach must rescan"
            assert len(bot.sent) == 1, "and the alert must go out"
        _m21c_reset()

    _aio21.run(main())


@test("H33b: breach during cooldown is parked and fired after expiry")
def _():
    async def main():
        _m21c_reset()
        _tb21._autoscan_chats.add(911)
        _tb21._update_level_cache(
            [_m21c_report(levels={"swing_high_1": 3300.0})])
        _tb21._scan_cooldowns["XAU/USD"] = time.time()   # cooldown active
        rescans = {"n": 0}

        async def working(*a, **k):
            rescans["n"] += 1
            return _m21c_report()

        bot = _M21cBot()
        mid_state = {}
        connects = {"n": 0}

        class FakeDP:
            name = "fake"
            supports_streaming = True
            _api_key = "k"

            async def iter_ticks(self, symbols, on_connect=None):
                # No asserts in here: an in-generator failure would be
                # swallowed by the monitor's reconnect loop. Record state,
                # assert after; the connect counter is a safety valve.
                connects["n"] += 1
                if connects["n"] > 1:
                    raise _aio21.CancelledError
                yield "XAU/USD", 3299.0   # below level
                yield "XAU/USD", 3301.0   # CROSS — inside cooldown → parked
                await _aio21.sleep(0)     # let the breach task park it
                mid_state["rescans"] = rescans["n"]
                mid_state["parked"] = "XAU/USD" in _tb21._pending_breach
                await _aio21.sleep(0.1)   # cooldown (0.08s) expires
                yield "XAU/USD", 3302.0   # no crossing — pending must fire
                await _aio21.sleep(0.05)  # let the fired task run
                raise _aio21.CancelledError

        with patch.object(_tb21, "_WS_COOLDOWN", 0.08), \
             patch.object(_tb21, "run_signal", working), \
             patch.object(_tb21, "_get_streaming_dp", lambda: FakeDP()):
            await _tb21._ws_monitor(bot)
            if _tb21._breach_tasks:
                await _aio21.gather(*_tb21._breach_tasks,
                                    return_exceptions=True)
        assert connects["n"] == 1, "monitor must stop on the first pass"
        assert mid_state == {"rescans": 0, "parked": True}, \
            f"cross inside cooldown must park, not rescan: {mid_state}"
        assert rescans["n"] == 1, "parked breach must fire after expiry"
        assert len(bot.sent) == 1
        assert "3301" in bot.sent[0], \
            "alert must carry the original crossing price"
        assert "XAU/USD" not in _tb21._pending_breach, "pending consumed"
        _m21c_reset()

    _aio21.run(main())


@test("H34: level cache is per-timeframe — M5 scan no longer wipes H1 levels")
def _():
    _m21c_reset()
    _tb21._update_level_cache([_m21c_report(
        tf="1h", levels={"swing_high_1": 3350.0, "ema_trend": 3310.0})])
    _tb21._update_level_cache([_m21c_report(
        tf="5min", levels={"swing_high_1": 3311.0})])
    cache = _tb21._level_cache["XAU/USD"]
    assert set(cache) == {"1h", "5min"}, f"both TF slots must exist: {cache}"
    assert cache["1h"]["swing_high_1"] == 3350.0, \
        "M5 write must not touch the H1 slot"
    # Breach check scans the union: crossing the H1-only level fires
    # with a TF-qualified name.
    _tb21._last_prices["XAU/USD"] = 3349.0
    assert _tb21._check_level_breach("XAU/USD", 3351.0) == "1h swing_high_1"
    # A second M5 scan replaces only the M5 slot.
    _tb21._update_level_cache([_m21c_report(
        tf="5min", levels={"swing_low_1": 3290.0})])
    assert _tb21._level_cache["XAU/USD"]["5min"] == {"swing_low_1": 3290.0}
    assert _tb21._level_cache["XAU/USD"]["1h"]["swing_high_1"] == 3350.0
    _m21c_reset()


@test("H35: Markdown parse failure falls back to plain text, then commits")
def _():
    async def main():
        _m21c_reset()
        _tb21._autoscan_chats.add(911)
        rep = _m21c_report()

        async def rs(*a, **k):
            return rep

        key = f"XAU/USD_{Timeframe.M15.value}"
        with patch.object(_tb21, "run_signal", rs):
            # Markdown attempt fails → plain-text retry succeeds → commit.
            bot = _M21cBot(md_exc=_BadRequest21("Can't parse entities"))
            await _tb21._scan_timeframe(
                bot, Timeframe.M15, [Timeframe.M5, Timeframe.H1])
            assert bot.attempts == [_tb21.ParseMode.MARKDOWN, None], \
                f"expected md attempt then plain retry, got {bot.attempts}"
            assert len(bot.sent) == 1
            assert key in _tb21._last_alert_fp, \
                "plain-text delivery must commit the fingerprint"

            # Both attempts fail → NOT committed (commit-after-send holds).
            _m21c_reset()
            _tb21._autoscan_chats.add(911)
            bot2 = _M21cBot(exc=_BadRequest21("Can't parse entities"))
            await _tb21._scan_timeframe(
                bot2, Timeframe.M15, [Timeframe.M5, Timeframe.H1])
            assert key not in _tb21._last_alert_fp, \
                "a fully failed send must stay eligible for the next scan"

            # Breach path uses the same fallback helper.
            _m21c_reset()
            _tb21._autoscan_chats.add(911)
            bot3 = _M21cBot(md_exc=_BadRequest21("Can't parse entities"))
            await _tb21._handle_breach(bot3, "XAU/USD", 3301.0, "swing_high_1")
            assert len(bot3.sent) == 1 and key in _tb21._last_alert_fp
        _m21c_reset()

    _aio21.run(main())


@test("H36: concurrent scan + breach on one key produce a single alert")
def _():
    async def main():
        _m21c_reset()
        _tb21._autoscan_chats.add(911)
        rep = _m21c_report()

        async def rs(*a, **k):
            return rep

        gate = _aio21.Event()
        bot = _M21cBot(gate=gate)
        with patch.object(_tb21, "run_signal", rs):
            t1 = _aio21.create_task(_tb21._scan_timeframe(
                bot, Timeframe.M15, [Timeframe.M5, Timeframe.H1]))
            await _aio21.sleep(0.02)   # scan holds the key lock, blocked in send
            t2 = _aio21.create_task(_tb21._handle_breach(
                bot, "XAU/USD", 3301.0, "swing_high_1"))
            await _aio21.sleep(0.02)   # breach is queued on the lock
            assert len(bot.attempts) == 1, \
                "breach must wait on the alert lock, not race into send"
            gate.set()
            await _aio21.gather(t1, t2)
        assert len(bot.sent) == 1, \
            f"same fingerprint must alert exactly once, got {len(bot.sent)}"
        _m21c_reset()

    _aio21.run(main())


@test("H37: _start_scheduler respawns only the dead TF loop")
def _():
    async def main():
        saved_tasks = list(_tb21._autoscan_tasks)
        saved_ws = _tb21._ws_task
        _tb21._autoscan_tasks.clear()
        _tb21._ws_task = None

        async def fake_loop(bot, tf, interval):
            await _aio21.sleep(30)

        class NoStream:
            name = "stub"
            supports_streaming = False

        try:
            with patch.object(_tb21, "_AUTOSCAN_LOOPS",
                              [(Timeframe.M5, 5), (Timeframe.M15, 15)]), \
                 patch.object(_tb21, "_candle_loop", fake_loop), \
                 patch.object(_tb21, "_get_streaming_dp", lambda: NoStream()):
                _tb21._start_scheduler(None)
                assert len(_tb21._autoscan_tasks) == 2
                m5 = next(t for t in _tb21._autoscan_tasks
                          if t.get_name() == "candle_loop_M5")
                m15 = next(t for t in _tb21._autoscan_tasks
                           if t.get_name() == "candle_loop_M15")
                m5.cancel()
                await _aio21.sleep(0.01)   # let the cancellation land
                assert m5.done() and not m15.done()

                _tb21._start_scheduler(None)
                names = sorted(t.get_name() for t in _tb21._autoscan_tasks)
                assert names == ["candle_loop_M15", "candle_loop_M5"], names
                assert m15 in _tb21._autoscan_tasks, \
                    "the live loop must be kept, not restarted"
                assert m5 not in _tb21._autoscan_tasks, \
                    "the dead loop must be replaced by a fresh task"
        finally:
            for t in _tb21._autoscan_tasks:
                t.cancel()
            await _aio21.gather(*_tb21._autoscan_tasks,
                                return_exceptions=True)
            if _tb21._ws_task is not None:
                _tb21._ws_task.cancel()
                await _aio21.gather(_tb21._ws_task, return_exceptions=True)
            _tb21._autoscan_tasks[:] = saved_tasks
            _tb21._ws_task = saved_ws

    _aio21.run(main())


@test("H38a: clean WS close backs off; backoff resets only after ticks")
def _():
    async def main():
        _m21c_reset()
        _tb21._autoscan_chats.add(911)
        sleeps = []
        real_asyncio = _aio21

        class AsyncioProxy:
            def __getattr__(self, name):
                return getattr(real_asyncio, name)

            @staticmethod
            async def sleep(t):
                sleeps.append(t)
                await real_asyncio.sleep(0)

        def make_dp(tick_per_conn):
            connects = {"n": 0}

            class FakeDP:
                name = "fake"
                supports_streaming = True
                _api_key = "k"

                async def iter_ticks(self, symbols, on_connect=None):
                    connects["n"] += 1
                    if connects["n"] >= 3:
                        raise real_asyncio.CancelledError
                    if tick_per_conn:
                        yield "XAU/USD", 3300.0
                    return   # clean close, no exception

            return FakeDP()

        try:
            # No ticks: backoff must GROW across clean closes (1, then 2).
            with patch.object(_tb21, "_get_streaming_dp",
                              lambda: make_dp(False)):
                _tb21.asyncio = AsyncioProxy()
                await _tb21._ws_monitor(_M21cBot())
            assert sleeps == [1, 2], \
                f"clean closes without data must back off, got {sleeps}"
            # One tick per connection: backoff resets, sleeps stay at 1.
            sleeps.clear()
            with patch.object(_tb21, "_get_streaming_dp",
                              lambda: make_dp(True)):
                await _tb21._ws_monitor(_M21cBot())
            assert sleeps == [1, 1], \
                f"a connection that produced ticks must reset backoff, " \
                f"got {sleeps}"
        finally:
            _tb21.asyncio = real_asyncio
        _m21c_reset()

    _aio21.run(main())


@test("H38b: TD iter_ticks fires on_connect on first RECEIVED frame only")
def _():
    import types as _types

    class FakeWS:
        def __init__(self, messages):
            self.messages = list(messages)
            self.sent = []

        async def send(self, m):
            self.sent.append(m)

        def __aiter__(self):
            return self

        async def __anext__(self):
            if self.messages:
                return self.messages.pop(0)
            raise StopAsyncIteration

    class CM:
        def __init__(self, ws):
            self.ws = ws

        async def __aenter__(self):
            return self.ws

        async def __aexit__(self, *a):
            return False

    async def main():
        from providers.twelve_data import TwelveDataProvider
        fake_mod = _types.ModuleType("websockets")
        saved = sys.modules.get("websockets")
        sys.modules["websockets"] = fake_mod
        try:
            td = TwelveDataProvider(PlatformConfig())
            # Server sends NOTHING (rejected key / silent close): the
            # subscribe frame goes out but on_connect must NOT fire.
            ws1 = FakeWS([])
            fake_mod.connect = lambda url, **kw: CM(ws1)
            fired = []
            async for _ in td.iter_ticks(["XAU/USD"],
                                         on_connect=lambda: fired.append(1)):
                pass
            await _aio21.sleep(0)   # let the heartbeat task cancel cleanly
            assert len(ws1.sent) == 1, "subscribe frame must have been sent"
            assert not fired, \
                "on_connect must not fire before any server frame (H38b)"
            # First received frame (even a non-price one) → fires.
            ws2 = FakeWS([json.dumps({"event": "subscribe-status",
                                      "status": "ok"})])
            fake_mod.connect = lambda url, **kw: CM(ws2)
            async for _ in td.iter_ticks(["XAU/USD"],
                                         on_connect=lambda: fired.append(1)):
                pass
            await _aio21.sleep(0)
            assert fired == [1], "on_connect must fire on first received frame"
        finally:
            if saved is not None:
                sys.modules["websockets"] = saved
            else:
                sys.modules.pop("websockets", None)

    _aio21.run(main())


@test("scan-failure log carries the real traceback (not 'NoneType: None')")
def _():
    async def main():
        _m21c_reset()

        async def rs(*a, **k):
            raise RuntimeError("m21-traceback-marker")

        import logging as _lg
        records = []
        h = _lg.Handler()
        h.emit = lambda rec: records.append(rec)
        _tb21.logger.addHandler(h)
        try:
            with patch.object(_tb21, "run_signal", rs):
                await _tb21._scan_timeframe(_M21cBot(), Timeframe.M15, [])
        finally:
            _tb21.logger.removeHandler(h)
        fails = [r for r in records if "Auto-scan failed" in r.getMessage()]
        assert fails, "the per-pair failure must be logged"
        text = _lg.Formatter("%(message)s").format(fails[0])
        assert "NoneType: None" not in text
        assert "m21-traceback-marker" in text and "RuntimeError" in text, \
            f"log must include the real traceback, got: {text[-160:]!r}"
        _m21c_reset()

    _aio21.run(main())


def _m21_sim_trade(direction="BUY", entry=2400.0, sl=2390.0, tp1=2410.0,
                   ts="2026-01-05 10:00"):
    import gpu_backtest as _gb
    return _gb.Trade(pair="XAU/USD", entry_time=pd.Timestamp(ts, tz="UTC"),
                     entry_price=entry, sl=sl, tp1=tp1, tp2=tp1 + 10,
                     direction=direction, pip_value=0.1, risk_pips=100.0,
                     reward_pips=100.0, rr_planned=1.0, quality="B",
                     final_score=30.0, final_confidence=60.0,
                     market_regime="trending_up")


def _m21_sim_df(bars, ts="2026-01-05 10:00"):
    idx = pd.date_range(ts, periods=len(bars), freq="15min", tz="UTC")
    return pd.DataFrame(
        {"Open": [b[0] for b in bars], "High": [b[1] for b in bars],
         "Low": [b[2] for b in bars], "Close": [b[3] for b in bars],
         "Volume": 1.0}, index=idx)


@test("backtester: same-bar SL+TP tie resolves to SL (static path)")
def _():
    import gpu_backtest as _gb
    t = _m21_sim_trade()
    sim = _m21_sim_df([(2400, 2411, 2389, 2400)])   # both barriers inside bar 0
    _gb.simulate_trades([t], sim, max_bars=5, spread=0.0, trail_arm_r=0.0)
    assert t.exit_reason == "SL", f"tie must be SL-first, got {t.exit_reason}"
    assert abs(t.exit_price - 2390.0) < 1e-9
    assert abs(t.r_multiple - (-1.0)) < 1e-9


@test("backtester: gap through SL fills at the open, not the stop")
def _():
    import gpu_backtest as _gb
    t = _m21_sim_trade()
    sim = _m21_sim_df([(2385, 2388, 2384, 2386)])   # opens below the 2390 stop
    _gb.simulate_trades([t], sim, max_bars=5, spread=0.0, trail_arm_r=0.0)
    assert t.exit_reason == "SL"
    assert abs(t.exit_price - 2385.0) < 1e-9, "gap must fill at the open"
    assert t.r_multiple < -1.0, "gap loss must exceed 1R"


@test("backtester: TIMEOUT closes at the last window bar's close, spread charged")
def _():
    import gpu_backtest as _gb
    t = _m21_sim_trade()
    sim = _m21_sim_df([(2400, 2405, 2395, 2402)] * 3)   # never hits either side
    _gb.simulate_trades([t], sim, max_bars=3, spread=0.30, trail_arm_r=0.0)
    assert t.exit_reason == "TIMEOUT" and t.bars_held == 3
    assert abs(t.exit_price - 2402.0) < 1e-9
    expected_r = (2402.0 - 2400.0 - 0.30) / 10.0
    assert abs(t.r_multiple - expected_r) < 1e-9, \
        "R must be (pnl - round-trip spread) / risk"


@test("backtester: trailing stop ratchets at bar close, fills next bar only")
def _():
    import gpu_backtest as _gb
    t = _m21_sim_trade()
    # bar0: runs to +1R (2410) — arms trail (0.6R=6), stop → 2410-7.5=2402.5;
    # bar0 low 2398 must NOT trigger the new stop intra-bar.
    # bar1: dips to 2402 → trailed stop 2402.5 hit → TRAIL exit.
    sim = _m21_sim_df([(2400, 2410, 2398, 2409), (2409, 2409.5, 2402, 2403)])
    _gb.simulate_trades([t], sim, max_bars=5, spread=0.0,
                        trail_arm_r=0.6, trail_dist_r=0.75)
    assert t.exit_reason == "TRAIL", f"got {t.exit_reason}"
    assert t.bars_held == 2, "new stop may only fill from the NEXT bar"
    assert abs(t.exit_price - 2402.5) < 1e-9
    assert abs(t.r_multiple - 0.25) < 1e-9


@test("backtester: cooldown pass drops candidates inside the window, in order")
def _():
    import gpu_backtest as _gb
    cands = [(10, "A"), (12, "B"), (15, "C"), (21, "D"), (24, "E")]
    out = _gb._apply_cooldown(cands, cooldown_bars=5)
    assert [(p, t) for p, t in out] == [(10, "A"), (15, "C"), (21, "D")], \
        f"cooldown must measure from the previously ACCEPTED entry, got {out}"
    assert _gb._apply_cooldown([], 5) == []
    assert [p for p, _ in _gb._apply_cooldown(cands, 1)] == [10, 12, 15, 21, 24]


@test("weekend calendar is NY-anchored: summer close 21:00 UTC, winter reopen 23:00")
def _():
    # 2026-08-04 audit I43, fixed per owner decision: the market week is
    # Fri 17:00 -> Sun 18:00 NEW YORK time (measured on 5yr of Oanda
    # bars), not a fixed UTC hour.
    import providers.base as pbase
    T = lambda s: pd.Timestamp(s, tz="UTC")
    # US DST 2026: Mar 8 – Nov 1.
    assert pbase._is_forex_weekend(T("2026-07-31 21:30")) is True, \
        "summer Friday 21:30 UTC = 17:30 ET → market CLOSED (old code said open)"
    assert pbase._is_forex_weekend(T("2026-07-31 20:30")) is False
    assert pbase._is_forex_weekend(T("2026-01-02 21:30")) is False, \
        "winter Friday 21:30 UTC = 16:30 ET → still open"
    assert pbase._is_forex_weekend(T("2026-01-02 22:30")) is True
    assert pbase._is_forex_weekend(T("2026-01-04 22:30")) is True, \
        "winter Sunday 22:30 UTC = 17:30 ET → still closed (old code said open)"
    assert pbase._is_forex_weekend(T("2026-01-04 23:30")) is False
    assert pbase._is_forex_weekend(T("2026-08-02 21:30")) is True   # summer Sun 17:30 ET
    assert pbase._is_forex_weekend(T("2026-08-02 22:30")) is False  # summer Sun 18:30 ET
    assert pbase._is_forex_weekend(T("2026-08-01 03:00")) is True   # Saturday


@test("weekend calendar: all three copies agree hourly across DST transitions")
def _():
    import providers.base as pbase
    import signal_aggregator as sa_mod
    import gpu_backtest as _gb
    cfg = PlatformConfig()
    cfg.xau_strategy.weekend_filter = True
    cfg.xau_strategy.allowed_weekdays = []      # isolate the weekend gate
    # Sweep spring-forward (2026-03-06..11) and fall-back (2026-10-30..11-04).
    for start in ("2026-03-06", "2026-10-30"):
        for ts in pd.date_range(start, periods=5 * 24, freq="1h", tz="UTC"):
            a = pbase._is_forex_weekend(ts)
            b = sa_mod._is_forex_weekend(ts)
            c = _gb._is_xau_blocked_by_calendar(ts, cfg) == "WEEKEND_FILTER"
            assert a == b == c, f"{ts}: base={a} aggregator={b} backtest={c}"


@test("FB2_EMA_LO: garbage value degrades to tuned default, scan survives")
def _():
    os.environ["FB2_EMA_LO"] = "not-a-number"
    try:
        config = PlatformConfig()
        config.primary_timeframe = Timeframe.H1
        config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
        agg = SignalAggregator(config)
        dfs = {
            Timeframe.H1: make_ohlcv(300, seed=42),
            Timeframe.M15: make_ohlcv(300, seed=43),
            Timeframe.H4: make_ohlcv(300, seed=44),
        }
        report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
        assert isinstance(report, SignalReport), \
            "analysis must survive an unparseable FB2_EMA_LO"
    finally:
        os.environ.pop("FB2_EMA_LO", None)


# ══════════════════════════════════════════════════════════════════════
#  SUMMARY
# ══════════════════════════════════════════════════════════════════════

print(f"\n{'═' * 60}")
print(f"  RESULTS: {PASS} passed, {FAIL} failed, {PASS + FAIL} total")
print(f"{'═' * 60}")

if ERRORS:
    print("\n  FAILURES:")
    for name, err, tb in ERRORS:
        print(f"\n  ✗ {name}")
        print(f"    Error: {err}")
        for line in tb.strip().split("\n")[-3:]:
            print(f"    {line}")

print()
sys.exit(1 if FAIL > 0 else 0)