"""Tests for the mention-driven Kevin backtest mini-engine."""

from datetime import datetime, timedelta, timezone
from decimal import Decimal

import pandas as pd
import pytest

from backtester.kevin_backtest import (
    KevinBacktestParams,
    KevinBacktestRunner,
)
from backtester.metrics import BacktestResult
from shared.strategies.kevin import KevinStrategy, KevinStrategyConfig


class _StubPriceLoader:
    """In-memory bars; behaves like the real KevinPriceLoader."""

    def __init__(self, bars_by_symbol: dict[str, pd.DataFrame]):
        self.bars = bars_by_symbol
        self.spy = bars_by_symbol.get("SPY")

    async def daily_bars(self, symbol, start, end):
        return self.bars.get(symbol, pd.DataFrame())

    async def is_tradable(self, symbol):
        return symbol in self.bars

    async def benchmark_bars(self, start, end):
        return self.spy if self.spy is not None else pd.DataFrame()


def _mention(symbol, action, conviction, horizon, days_ago):
    return type(
        "M",
        (),
        {
            "id": days_ago,
            "symbol": symbol,
            "action": type("A", (), {"value": action})(),
            "conviction": Decimal(conviction),
            "time_horizon": type("H", (), {"value": horizon})(),
            "created_at": datetime(2026, 5, 15, 14, 0, tzinfo=timezone.utc)
            + timedelta(days=days_ago),
        },
    )


def _bars(symbol, start_date, prices):
    """Build a daily-bar DataFrame indexed by date."""
    dates = pd.date_range(start_date, periods=len(prices), freq="B", tz="UTC")
    return pd.DataFrame(
        {
            "open": prices,
            "high": prices,
            "low": prices,
            "close": prices,
        },
        index=dates,
    )


@pytest.fixture
def cfg() -> KevinStrategyConfig:
    return KevinStrategyConfig(
        min_conviction=Decimal("0.6"),
        max_mention_age_hours=48 * 365,  # effectively no age filter for backtest
        base_position_pct=Decimal("0.04"),
        min_trade_usd=Decimal("500"),
        max_trade_usd=Decimal("5000"),
        max_per_ticker_usd=Decimal("7500"),
        hold_days_by_horizon={
            "days": 3,
            "weeks": 5,
            "months": 10,
            "long_term": 15,
            "unspecified": 5,
        },
        avoid_closes_longs=True,
        avoid_blocks_days=7,
    )


async def test_backtest_emits_winning_trade(cfg):
    # NVDA: enters at $100 day 0, exits at $110 day 5 = +10%
    bars = {
        "NVDA": _bars("NVDA", "2026-05-15", [100, 102, 104, 106, 108, 110, 112]),
        "SPY": _bars("SPY", "2026-05-15", [500, 501, 502, 503, 504, 505, 506]),
    }
    strategy = KevinStrategy(cfg)
    mentions = [_mention("NVDA", "buy", "0.8", "weeks", 0)]

    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(
        mentions,
        KevinBacktestParams(
            initial_capital=Decimal("100000"),
            slippage_pct=Decimal("0.0005"),
        ),
    )

    assert isinstance(result, BacktestResult)
    assert result.trade_count == 1
    assert result.total_return_pct > 0
    # exit was triggered by holding period (5 trading days)


async def test_backtest_filters_low_conviction(cfg):
    bars = {
        "NVDA": _bars("NVDA", "2026-05-15", [100, 105, 110, 115, 120, 125]),
        "SPY": _bars("SPY", "2026-05-15", [500] * 6),
    }
    strategy = KevinStrategy(cfg)
    mentions = [_mention("NVDA", "buy", "0.5", "weeks", 0)]  # below 0.6 floor

    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(mentions, KevinBacktestParams())
    assert result.trade_count == 0


async def test_backtest_dedupe_roll_extends_exit(cfg):
    # Two BUYs on same ticker within hold window; exit should extend
    bars = {
        "NVDA": _bars("NVDA", "2026-05-15", [100] * 20),
        "SPY": _bars("SPY", "2026-05-15", [500] * 20),
    }
    strategy = KevinStrategy(cfg)
    mentions = [
        _mention("NVDA", "buy", "0.7", "weeks", 0),
        _mention("NVDA", "buy", "0.7", "weeks", 3),
    ]
    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(
        mentions,
        KevinBacktestParams(dedupe_policy="roll"),
    )
    # Exit at day 3 + 5 = 8, not day 0 + 5 = 5
    assert result.trade_count == 1
    closed = result.trades[0]
    assert closed["holding_days_actual"] >= 5


async def test_backtest_sell_mid_position_closes_early(cfg):
    bars = {
        "NVDA": _bars("NVDA", "2026-05-15", [100, 105, 110, 95, 90, 85, 80]),
        "SPY": _bars("SPY", "2026-05-15", [500] * 7),
    }
    strategy = KevinStrategy(cfg)
    mentions = [
        _mention("NVDA", "buy", "0.8", "weeks", 0),
        _mention("NVDA", "sell", "0.9", "days", 2),
    ]
    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(mentions, KevinBacktestParams())
    assert result.trade_count == 1
    assert result.trades[0]["holding_days_actual"] <= 5


async def test_backtest_handles_missing_bars(cfg):
    bars = {
        "SPY": _bars("SPY", "2026-05-15", [500] * 5),
        # NVDA missing
    }
    strategy = KevinStrategy(cfg)
    mentions = [_mention("NVDA", "buy", "0.8", "weeks", 0)]
    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(mentions, KevinBacktestParams())
    # Mention skipped (no price data); no trade
    assert result.trade_count == 0


async def test_backtest_computes_alpha_vs_spy(cfg):
    # NVDA +10%, SPY flat -> positive alpha
    bars = {
        "NVDA": _bars("NVDA", "2026-05-15", [100, 100, 100, 100, 100, 110, 110]),
        "SPY": _bars("SPY", "2026-05-15", [500] * 7),
    }
    strategy = KevinStrategy(cfg)
    mentions = [_mention("NVDA", "buy", "0.8", "weeks", 0)]
    runner = KevinBacktestRunner(strategy, _StubPriceLoader(bars))
    result = await runner.run(
        mentions,
        KevinBacktestParams(initial_capital=Decimal("100000")),
    )
    assert result.alpha_vs_spy_pct is not None
    assert result.alpha_vs_spy_pct > 0