test accepted ratchet strategy adapter

Author: dharmanan

tests/regime-trend-v1-accepted-ratchet.test.ts

@@ -0,0 +1,89 @@
+import { describe, expect, it } from "vitest";
+import {
+  ACCEPTED_RATCHET,
+  applyAcceptedRatchet5m
+} from "../research/regime-trend-v1/accepted-ratchet-tools.mjs";
+
+const FIVE = 5 * 60 * 1000;
+
+function trade(overrides = {}) {
+  return {
+    strategy_id: "regime-trend-v1",
+    implementation_version: "test",
+    dataset_hash: "test",
+    symbol: "TESTUSDT",
+    timeframe: "4h",
+    direction: "long",
+    signal_timestamp: -4 * 60 * 60 * 1000,
+    entry_timestamp: 0,
+    raw_entry_open: 100,
+    entry_fill: 100,
+    entry_atr: 10,
+    initial_stop: 90,
+    exit_timestamp: 4 * 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 accepted +2 ATR break-even ratchet", () => {
+  it("freezes the accepted candidate", () => {
+    expect(ACCEPTED_RATCHET).toEqual({
+      id: "touch-2.00-lock-0.00",
+      activationAtr: 2,
+      floorAtr: 0
+    });
+    expect(Object.isFrozen(ACCEPTED_RATCHET)).toBe(true);
+  });
+
+  it("activates on +2 ATR and exits from the next 5m candle when binding", () => {
+    const result = applyAcceptedRatchet5m(
+      trade(),
+      [],
+      map([
+        candle(0, { high: 121, low: 95 }),
+        candle(FIVE, { open: 101, high: 103, low: 99 }),
+        candle(2 * FIVE, { open: 103, high: 104, low: 102 }),
+        candle(3 * FIVE, { open: 103, high: 104, low: 102 })
+      ])
+    );
+
+    expect(result.classification).toBe("RATCHET_EXIT");
+    expect(result.overlay.activated).toBe(true);
+    expect(result.overlay.trade.exit_timestamp).toBe(FIVE);
+  });
+
+  it("keeps the baseline result when a required 5m candle is missing", () => {
+    const original = trade();
+    const result = applyAcceptedRatchet5m(original, [], map([candle(0)]));
+
+    expect(result.classification).toBe("DATA_GAP");
+    expect(result.baseline_trade).toBe(original);
+    expect(result.overlay_trade).toBe(original);
+  });
+});