"""R623：原单体与模块基线等价；每次只关一个过滤器，机会逐项匹配。"""
from math import prod,isclose

ROWS=[{'id':1,'volume':True,'trend':True,'return':.02},
      {'id':2,'volume':False,'trend':True,'return':-.03},
      {'id':3,'volume':True,'trend':False,'return':.01},
      {'id':4,'volume':True,'trend':True,'return':.04},
      {'id':5,'volume':False,'trend':False,'return':-.01}]
BASE={'volume':True,'trend':True}


def run(switches):
    if set(switches)!=set(BASE):raise ValueError('unknown module')
    trades=[]
    for row in ROWS:
        if all(not switches[name] or row[name] for name in BASE):
            trades.append({'id':row['id'],'entry':row['id'],'exit':row['id']+1,'return':row['return']})
    return trades


def changes(base,variant):
    left={r['id']:r for r in base};right={r['id']:r for r in variant}
    return {'added':sorted(right.keys()-left.keys()),'removed':sorted(left.keys()-right.keys()),
            'retimed':sorted(k for k in left.keys()&right.keys()
                            if (left[k]['entry'],left[k]['exit'])!=(right[k]['entry'],right[k]['exit']))}


def ablate(switches):
    if sum(switches[k]!=BASE[k] for k in BASE)!=1:raise ValueError('not one module')
    return run(switches)


base=run(BASE)
assert [t['id'] for t in base]==[r['id'] for r in ROWS if r['volume'] and r['trend']]
without_volume=ablate({'volume':False,'trend':True})
without_trend=ablate({'volume':True,'trend':False})
assert changes(base,without_volume)=={'added':[2],'removed':[],'retimed':[]}
assert changes(base,without_trend)=={'added':[3],'removed':[],'retimed':[]}
results=[prod(1+r['return'] for r in rows)-1 for rows in [base,without_volume,without_trend]]
assert all(isclose(a,b,abs_tol=1e-12) for a,b in zip(results,[.0608,.028976,.071408]))
retimed=[dict(t) for t in base];retimed[0]['exit']+=1
assert changes(base,retimed)['retimed']==[1]
try:ablate({'volume':False,'trend':False})
except ValueError:pass
else:raise AssertionError('two modules changed')
print('baseline_equivalent=True returns='+str([format(x,'.6%') for x in results]))
print('without_volume='+str(changes(base,without_volume))+' without_trend='+str(changes(base,without_trend)))
print('retiming_detector=matched_opportunity_1 two_module_intervention=rejected')