"""Causality proof: for every registered strategy, the target at bar t computed on data[:t+1] equals the target
computed on the full series. Any use of future rows (centered windows, shift(-k), global normalisation…) fails."""

import numpy as np
import pytest

from ktrade.strategy.registry import _REGISTRY
from tests.conftest import synthetic_candles


@pytest.mark.parametrize("name", sorted(_REGISTRY))
def test_targets_are_causal(name):
    cls = _REGISTRY[name]
    df = synthetic_candles(n=700, seed=3)
    full = cls().run(df).target.to_numpy()
    for cut in (320, 450, 600, 699):
        part = cls().run(df.iloc[: cut + 1].copy()).target.to_numpy()
        assert np.allclose(np.nan_to_num(part), np.nan_to_num(full[: cut + 1]), atol=1e-9), f"{name}: look-ahead at bar {cut}"


@pytest.mark.parametrize("name", sorted(_REGISTRY))
def test_targets_within_bounds(name):
    cls = _REGISTRY[name]
    t = cls().run(synthetic_candles(n=400, seed=5)).target
    lo = -1.0 if cls.meta.allows_short else 0.0
    assert ((t >= lo - 1e-12) & (t <= 1.0 + 1e-12)).all()