from datetime import date, timedelta
from decimal import Decimal

from app.service.allocation_backtest_service import (
    AllocationBacktestEngine,
    AllocationBacktestService,
    BacktestObservation,
)


def observation(day: int, cash: str, equity: str, liquid: bool = True) -> BacktestObservation:
    return BacktestObservation(
        trade_date=date(2026, 1, 1) + timedelta(days=day),
        returns_pct={
            "cash_management_etf": Decimal(cash),
            "equity_etf": Decimal(equity),
        },
        liquidity_observed=liquid,
    )


def test_backtest_compares_static_and_dynamic_performance() -> None:
    observations = [observation(0, "0", "10"), observation(1, "0", "-10")]
    result = AllocationBacktestEngine.run(
        observations,
        {"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
        {
            observations[1].trade_date: {
                "cash_management_etf": 100,
                "bond_etf": 0,
                "equity_etf": 0,
            }
        },
    )

    assert result.observation_count == 2
    assert result.static is not None and result.dynamic is not None
    assert result.static.total_return_pct == Decimal("-0.2500")
    assert result.dynamic.total_return_pct == Decimal("5.0000")
    assert result.dynamic_rebalance_count == 1
    assert result.liquidity_history_coverage_pct == Decimal("100")
    assert result.status == "insufficient_history"


def test_rolling_metrics_and_adequate_history_are_ready() -> None:
    observations = [observation(day, "1", "2") for day in range(20)]
    metrics = AllocationBacktestService._rolling_metrics(observations)

    assert {item.asset_class for item in metrics} == {"cash_management_etf", "equity_etf"}
    assert all(item.product_count == 20 for item in metrics)
    result = AllocationBacktestEngine.run(
        observations,
        {"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
        {},
    )
    assert result.status == "ready"
    assert result.limitations == ("历史观察不足 120 个交易日，动态优化无法覆盖完整窗口。",)


def test_backtest_reports_liquidity_coverage_limit() -> None:
    observations = [observation(day, "0", "0", day < 10) for day in range(20)]
    result = AllocationBacktestEngine.run(
        observations,
        {"cash_management_etf": 100, "bond_etf": 0, "equity_etf": 0},
        {},
    )

    assert result.status == "partial"
    assert result.liquidity_history_coverage_pct == Decimal("50")
    assert any("80%" in limitation for limitation in result.limitations)