from datetime import date, timedelta
from decimal import Decimal

from app.service.allocation_backtest_service import AllocationBacktestService, BacktestPrice


def series(start: str, daily_change_pct: str, turnover: str | None) -> list[BacktestPrice]:
    value = Decimal("100")
    start_date = date.fromisoformat(start)
    points: list[BacktestPrice] = []
    for offset in range(150):
        value *= Decimal("1") + Decimal(daily_change_pct) / Decimal("100")
        points.append(BacktestPrice(
            trade_date=start_date + timedelta(days=offset),
            close_price=value,
            turnover_amount=Decimal(turnover) if turnover is not None else None,
        ))
    return points


def test_walk_forward_backtest_compares_dynamic_and_static_without_lookahead() -> None:
    result = AllocationBacktestService.run(
        {
            "cash_management_etf": series("2026-01-01", "0.01", "50000000"),
            "bond_etf": series("2026-01-01", "0.03", "8000000"),
            "equity_etf": series("2026-01-01", "0.08", "10000000"),
        },
        {"cash_management_etf": 15, "bond_etf": 45, "equity_etf": 40},
        return_target_lower_pct=Decimal("6"),
        max_drawdown_pct=Decimal("15"),
        liquidity_requirement="within_30_days",
    )

    assert result.status == "ready"
    assert result.observation_count > 0
    assert result.dynamic_rebalance_count > 0
    assert result.dynamic_total_return_pct is not None
    assert result.static_total_return_pct is not None


def test_backtest_refuses_to_compare_when_a_quality_approved_asset_class_is_missing() -> None:
    result = AllocationBacktestService.run(
        {"bond_etf": series("2026-01-01", "0.03", None)},
        {"cash_management_etf": 15, "bond_etf": 45, "equity_etf": 40},
        return_target_lower_pct=Decimal("6"),
        max_drawdown_pct=Decimal("15"),
        liquidity_requirement="within_30_days",
    )

    assert result.status == "data_quality_required"
    assert result.limitations == ("missing_quality_approved_asset_class",)