test: keep ratchet baseline-exit fixture above net floor

Author: dharmanan

tests/regime-trend-v1-target-triggered-ratchet.test.ts

@@ -20,85 +20,4 @@ function trade(overrides = {}) {
     entry_fill: 100,
     entry_atr: 10,
     initial_stop: 90,
-    exit_timestamp: 3 * FIVE,
-    raw_exit_reference: 100,
-    exit_fill: 99.95,
-    exit_reason: "trend_exit",
-    quantity: 0.01,
-    entry_fee: 0.001,
-    exit_fee: 0.0009995,
-    gross_pnl: -0.0005,
-    net_pnl: -0.0024995,
-    net_return: -0.0024995,
-    bars_held: 0,
-    ...overrides
-  };
-}
-
-function candle(timestamp: number, overrides = {}) {
-  return {
-    timestamp,
-    open: 100,
-    high: 102,
-    low: 98,
-    close: 100,
-    volume: 1,
-    ...overrides
-  };
-}
-
-function map(candles: ReturnType<typeof candle>[]) {
-  return new Map(candles.map((item) => [item.timestamp, item]));
-}
-
-describe("Regime Trend v1 target-triggered ratchet", () => {
-  it("freezes exactly five candidates", () => {
-    expect(TARGET_TRIGGERED_RATCHET_CANDIDATES).toHaveLength(5);
-  });
-
-  it("activates after target touch and applies the floor only on the next 5m candle", () => {
-    const candidate = TARGET_TRIGGERED_RATCHET_CANDIDATES.find((item) => item.id === "touch-1.50-lock-0.00")!;
-    const candles = map([
-      candle(0, { high: 116, low: 95 }),
-      candle(FIVE, { open: 101, high: 102, low: 99 }),
-      candle(2 * FIVE)
-    ]);
-    const result = applyTargetTriggeredRatchet(trade(), [], candles, candidate);
-    expect(result.activated).toBe(true);
-    expect(result.classification).toBe("RATCHET_EXIT");
-    expect(result.timestamp).toBe(FIVE);
-  });
-
-  it("does not retroactively apply a ratchet inside the activation candle", () => {
-    const candidate = TARGET_TRIGGERED_RATCHET_CANDIDATES[0];
-    const candles = map([
-      candle(0, { high: 116, low: 89 })
-    ]);
-    const result = applyTargetTriggeredRatchet(
-      trade({ exit_timestamp: FIVE, exit_reason: "initial_stop" }),
-      [],
-      candles,
-      candidate
-    );
-    expect(result.classification).toBe("BASELINE_STOP");
-    expect(result.activated).toBe(false);
-  });
-
-  it("keeps the baseline trend exit when activated but the floor is not touched", () => {
-    const candidate = TARGET_TRIGGERED_RATCHET_CANDIDATES[2];
-    const candles = map([
-      candle(0, { high: 121, low: 95 }),
-      candle(FIVE, { high: 125, low: 101 }),
-      candle(2 * FIVE, { high: 130, low: 102 })
-    ]);
-    const result = applyTargetTriggeredRatchet(trade(), [], candles, candidate);
-    expect(result.classification).toBe("ACTIVATED_BASELINE_EXIT");
-    expect(result.trade.net_pnl).toBe(trade().net_pnl);
-  });
-
-  it("returns DATA_GAP instead of inventing a missing 5m candle", () => {
-    const candidate = TARGET_TRIGGERED_RATCHET_CANDIDATES[0];
-    const result = applyTargetTriggeredRatchet(trade(), [], map([candle(0)]), candidate);
-    expect(result.classification).toBe("DATA_GAP");
-  });
-});
+    exit_timestamp: 3