feat(BT-003A): add event comparison page

tests/test_event_comparison_ui.py

@@ -0,0 +1,130 @@
+from __future__ import annotations
+
+from datetime import date
+
+import pytest
+
+from app.services.event_comparison_ui import EventComparisonFixtureHistoricalPriceSource, EventComparisonPageService
+
+
+def test_event_comparison_page_service_runs_seeded_gld_preset_deterministically() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m", "protective-put-95pct-12m"),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+
+    assert report.event_preset.slug == "gld-jan-2024-selloff"
+    assert report.scenario.start_date.isoformat() == "2024-01-02"
+    assert report.scenario.end_date.isoformat() == "2024-01-08"
+    assert [item.template_slug for item in report.rankings] == [
+        "protective-put-atm-12m",
+        "protective-put-95pct-12m",
+    ]
+    assert report.rankings[0].rank == 1
+    assert (
+        report.rankings[0].result.daily_path[-1].net_portfolio_value
+        > report.rankings[-1].result.daily_path[-1].net_portfolio_value
+    )
+
+
+def test_event_comparison_page_service_uses_preset_default_templates_when_none_selected() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=(),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+
+    assert [item.template_slug for item in report.rankings] == [
+        "protective-put-atm-12m",
+        "ladder-50-50-atm-95pct-12m",
+        "protective-put-95pct-12m",
+        "protective-put-90pct-12m",
+    ]
+
+
+def test_event_comparison_page_service_exposes_seeded_preset_options() -> None:
+    service = EventComparisonPageService()
+
+    options = service.preset_options("GLD")
+
+    assert options[0]["slug"] == "gld-jan-2024-selloff"
+    assert options[0]["label"] == "GLD January 2024 Selloff"
+    assert tuple(options[0]["default_template_slugs"]) == (
+        "protective-put-atm-12m",
+        "protective-put-95pct-12m",
+        "protective-put-90pct-12m",
+        "ladder-50-50-atm-95pct-12m",
+    )
+
+
+def test_event_comparison_page_service_resets_template_selection_to_preset_defaults() -> None:
+    service = EventComparisonPageService()
+
+    assert service.default_template_selection("gld-jan-2024-selloff") == (
+        "protective-put-atm-12m",
+        "protective-put-95pct-12m",
+        "protective-put-90pct-12m",
+        "ladder-50-50-atm-95pct-12m",
+    )
+    assert service.default_template_selection("gld-jan-2024-drawdown") == (
+        "protective-put-atm-12m",
+        "ladder-50-50-atm-95pct-12m",
+        "ladder-33-33-33-atm-95pct-90pct-12m",
+    )
+
+
+def test_event_comparison_page_service_preview_uses_same_materialization_path() -> None:
+    service = EventComparisonPageService()
+
+    scenario = service.preview_scenario(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m",),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+
+    assert scenario.start_date.isoformat() == "2024-01-02"
+    assert scenario.end_date.isoformat() == "2024-01-08"
+    assert scenario.initial_portfolio.entry_spot == 100.0
+    assert [ref.slug for ref in scenario.template_refs] == ["protective-put-atm-12m"]
+
+
+def test_event_comparison_fixture_fails_closed_for_unsupported_range() -> None:
+    source = EventComparisonFixtureHistoricalPriceSource()
+
+    with pytest.raises(ValueError, match="seeded 2024-01-02 through 2024-01-08"):
+        source.load_daily_closes("GLD", date(2024, 1, 1), date(2024, 1, 8))
+
+
+def test_event_comparison_page_service_builds_chart_model_with_unhedged_reference() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m", "protective-put-95pct-12m"),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+    chart_model = service.chart_model(report)
+
+    assert chart_model.dates == (
+        "2024-01-02",
+        "2024-01-03",
+        "2024-01-04",
+        "2024-01-05",
+        "2024-01-08",
+    )
+    assert chart_model.series[0].name == "Unhedged collateral baseline"
+    assert chart_model.series[1].name == "Protective Put ATM"
+    assert len(chart_model.series[0].values) == len(chart_model.dates)