maraphon-app/tests/Marathon.Domain.Tests/AnomalyDetection/OverroundCompressionDetectorTests.cs

using FluentAssertions;
using Marathon.Domain.AnomalyDetection;
using Marathon.Domain.Entities;
using Marathon.Domain.Enums;
using Marathon.Domain.ValueObjects;

namespace Marathon.Domain.Tests.AnomalyDetection;

public sealed class OverroundCompressionDetectorTests
{
    private static readonly TimeSpan MoscowOffset = TimeSpan.FromHours(3);
    private static readonly DateTimeOffset BaseTime = new(2026, 5, 10, 18, 0, 0, MoscowOffset);
    private static readonly EventId Event = new("26000003");

    // window 120s, compression threshold 0.02, min 3 snapshots, continuity break at 60s.
    private static OverroundCompressionDetector CreateSut() => new(120, 0.02m, 3, 60);

    private static OddsSnapshot Live(int seconds, decimal r1, decimal r2) =>
        new(Event, BaseTime.AddSeconds(seconds), OddsSource.Live,
            new List<Bet>
            {
                new(MatchScope.Instance, BetType.Win, Side.Side1, null, new OddsRate(r1)),
                new(MatchScope.Instance, BetType.Win, Side.Side2, null, new OddsRate(r2)),
            });

    private static OddsSnapshot Live3Way(int seconds, decimal r1, decimal rDraw, decimal r2) =>
        new(Event, BaseTime.AddSeconds(seconds), OddsSource.Live,
            new List<Bet>
            {
                new(MatchScope.Instance, BetType.Win, Side.Side1, null, new OddsRate(r1)),
                new(MatchScope.Instance, BetType.Draw, Side.Draw, null, new OddsRate(rDraw)),
                new(MatchScope.Instance, BetType.Win, Side.Side2, null, new OddsRate(r2)),
            });

    private static decimal Overround2Way(decimal r1, decimal r2) => 1m / r1 + 1m / r2;

    [Fact]
    public void Should_FlagCompression_When_MarginTightensContinuously()
    {
        // Overround 1/1.8+1/2.0 = 1.056 → 1/1.9+1/2.1 = 1.002, a ~0.054 drop over 60s.
        var snapshots = new[]
        {
            Live(0,  1.80m, 2.00m),
            Live(30, 1.85m, 2.05m),
            Live(60, 1.90m, 2.10m),
        };

        var result = CreateSut().Detect(Event, snapshots);

        result.Should().NotBeEmpty();
        result.Should().OnlyContain(a => a.Kind == AnomalyKind.OverroundCompression);
        result.Max(a => a.Score).Should().BeGreaterThan(0m);
    }

    [Fact]
    public void Should_NotFlag_When_MarginStable()
    {
        var snapshots = new[]
        {
            Live(0,  1.80m, 2.00m),
            Live(30, 1.80m, 2.00m),
            Live(60, 1.80m, 2.00m),
        };

        CreateSut().Detect(Event, snapshots).Should().BeEmpty();
    }

    [Fact]
    public void Should_NotFlag_When_CompressionSpansSuspensionGap()
    {
        // The margin change straddles a 90s gap (> 60s continuity break) — out of scope.
        var snapshots = new[]
        {
            Live(0,   1.80m, 2.00m),
            Live(30,  1.80m, 2.00m),
            Live(120, 1.90m, 2.10m), // 90s gap
            Live(150, 1.90m, 2.10m),
        };

        CreateSut().Detect(Event, snapshots).Should().BeEmpty();
    }

    [Fact]
    public void Should_NotFlag_When_MarginWidens()
    {
        // Overround rising (margin widening) is the opposite signal — never flagged.
        var snapshots = new[]
        {
            Live(0,  1.90m, 2.10m),
            Live(30, 1.85m, 2.05m),
            Live(60, 1.80m, 2.00m),
        };

        CreateSut().Detect(Event, snapshots).Should().BeEmpty();
    }

    [Fact]
    public void Should_ReturnEmpty_When_FewerThanMinSnapshots()
    {
        var snapshots = new[] { Live(0, 1.80m, 2.00m), Live(60, 1.90m, 2.10m) };

        CreateSut().Detect(Event, snapshots).Should().BeEmpty();
    }

    [Fact]
    public void Should_Throw_When_ThresholdOutOfRange()
    {
        var act = () => new OverroundCompressionDetector(120, 1.0m, 3, 60);
        act.Should().Throw<ArgumentOutOfRangeException>();
    }

    [Fact]
    public void Should_SaturateScore_When_CompressionExceedsReference()
    {
        // Overround 1.333 (1.50/1.50) → 1.000 (2.00/2.00): a 0.333 drop, well past the
        // 0.10 ReferenceCompression, so the score must clamp to exactly 1.0.
        var snapshots = new[]
        {
            Live(0,  1.50m, 1.50m),
            Live(30, 1.75m, 1.75m),
            Live(60, 2.00m, 2.00m),
        };

        var result = CreateSut().Detect(Event, snapshots);

        result.Should().NotBeEmpty();
        result.Max(a => a.Score).Should().Be(1.0m);
    }

    [Fact]
    public void Should_ScaleScore_ByCompressionMagnitude()
    {
        // Overround 1.25 (1.60/1.60) → 1.17647 (1.70/1.70): a ~0.0735 drop, between the
        // 0.02 flag threshold and the 0.10 reference, so the score is the linear ratio.
        var snapshots = new[]
        {
            Live(0,  1.60m, 1.60m),
            Live(30, 1.65m, 1.65m),
            Live(60, 1.70m, 1.70m),
        };
        var expected = Math.Min(
            1m,
            (Overround2Way(1.60m, 1.60m) - Overround2Way(1.70m, 1.70m))
                / OverroundCompressionDetector.ReferenceCompression);

        var result = CreateSut().Detect(Event, snapshots);

        result.Max(a => a.Score).Should().BeApproximately(expected, 0.0001m);
        result.Max(a => a.Score).Should().BeGreaterThan(0m).And.BeLessThan(1m);
    }

    [Fact]
    public void Should_Flag_When_CompressionExactlyEqualsThreshold()
    {
        // The full-window drop is the largest compression present; setting the threshold to
        // exactly that value must still flag — the boundary is inclusive (compression >= T).
        var snapshots = new[]
        {
            Live(0,  1.80m, 2.00m),
            Live(30, 1.85m, 2.05m),
            Live(60, 1.90m, 2.10m),
        };
        var exact = Overround2Way(1.80m, 2.00m) - Overround2Way(1.90m, 2.10m);

        new OverroundCompressionDetector(120, exact, 3, 60)
            .Detect(Event, snapshots).Should().NotBeEmpty();
    }

    [Fact]
    public void Should_NotFlag_When_ThresholdExceedsCompression()
    {
        // Threshold a hair above the largest drop present — nothing qualifies.
        var snapshots = new[]
        {
            Live(0,  1.80m, 2.00m),
            Live(30, 1.85m, 2.05m),
            Live(60, 1.90m, 2.10m),
        };
        var aboveMax = (Overround2Way(1.80m, 2.00m) - Overround2Way(1.90m, 2.10m)) + 0.0001m;

        new OverroundCompressionDetector(120, aboveMax, 3, 60)
            .Detect(Event, snapshots).Should().BeEmpty();
    }

    [Fact]
    public void Should_IncludeDrawLeg_When_OnlyDrawMarginTightens()
    {
        // Win legs are held constant (zero contribution); only the draw price lengthens
        // (3.00 → 4.00), dropping the overround by ~0.083. If the overround ignored the
        // draw leg the compression would be 0 and nothing would flag — so flagging proves
        // the three-way leg is summed into the margin.
        var snapshots = new[]
        {
            Live3Way(0,  2.00m, 3.00m, 2.00m),
            Live3Way(30, 2.00m, 3.50m, 2.00m),
            Live3Way(60, 2.00m, 4.00m, 2.00m),
        };

        var result = CreateSut().Detect(Event, snapshots);

        result.Should().NotBeEmpty();
        result.Should().OnlyContain(a => a.Kind == AnomalyKind.OverroundCompression);
    }
}