import numpy as np
import pandas as pd
import pytest

from multi_swarm.backtest.engine import BacktestEngine
from multi_swarm.backtest.orders import Side


@pytest.fixture
def trending_ohlcv() -> pd.DataFrame:
    idx = pd.date_range("2024-01-01", periods=100, freq="1h", tz="UTC")
    close = np.linspace(100, 120, 100)
    df = pd.DataFrame(
        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
        index=idx,
    )
    return df


def test_engine_no_signals_zero_pnl(trending_ohlcv: pd.DataFrame) -> None:
    signals = pd.Series([Side.FLAT] * len(trending_ohlcv), index=trending_ohlcv.index)
    engine = BacktestEngine(fees_bp=5.0)
    result = engine.run(trending_ohlcv, signals)
    assert result.equity_curve.iloc[-1] == pytest.approx(0.0)
    assert len(result.trades) == 0


def test_engine_long_in_uptrend_makes_profit(trending_ohlcv: pd.DataFrame) -> None:
    signals = pd.Series([Side.LONG] * len(trending_ohlcv), index=trending_ohlcv.index)
    engine = BacktestEngine(fees_bp=5.0)
    result = engine.run(trending_ohlcv, signals)
    assert result.equity_curve.iloc[-1] > 0
    assert len(result.trades) == 1
    assert result.trades[0].side == Side.LONG


def test_engine_position_flips_on_side_change(trending_ohlcv: pd.DataFrame) -> None:
    half = len(trending_ohlcv) // 2
    signals = pd.Series(
        [Side.LONG] * half + [Side.SHORT] * (len(trending_ohlcv) - half),
        index=trending_ohlcv.index,
    )
    engine = BacktestEngine(fees_bp=5.0)
    result = engine.run(trending_ohlcv, signals)
    assert len(result.trades) == 2
    assert result.trades[0].side == Side.LONG
    assert result.trades[1].side == Side.SHORT


def test_engine_fees_are_subtracted(trending_ohlcv: pd.DataFrame) -> None:
    signals = pd.Series([Side.LONG] * len(trending_ohlcv), index=trending_ohlcv.index)
    engine_no_fees = BacktestEngine(fees_bp=0.0)
    engine_fees = BacktestEngine(fees_bp=10.0)
    r1 = engine_no_fees.run(trending_ohlcv, signals)
    r2 = engine_fees.run(trending_ohlcv, signals)
    assert r1.equity_curve.iloc[-1] > r2.equity_curve.iloc[-1]