from datetime import UTC, datetime

import pytest

from multi_swarm.backtest.orders import Order, Position, Side, Trade


def test_order_validates_side() -> None:
    o = Order(ts=datetime(2024, 1, 1, tzinfo=UTC), side=Side.LONG, size=1.0)
    assert o.side == Side.LONG


def test_position_pnl_long() -> None:
    pos = Position(side=Side.LONG, entry_price=100.0, size=2.0)
    assert pos.unrealized_pnl(110.0) == pytest.approx(20.0)
    assert pos.unrealized_pnl(90.0) == pytest.approx(-20.0)


def test_position_pnl_short() -> None:
    pos = Position(side=Side.SHORT, entry_price=100.0, size=2.0)
    assert pos.unrealized_pnl(110.0) == pytest.approx(-20.0)
    assert pos.unrealized_pnl(90.0) == pytest.approx(20.0)


def test_trade_realized_pnl_with_fees() -> None:
    t = Trade(
        entry_ts=datetime(2024, 1, 1, tzinfo=UTC),
        exit_ts=datetime(2024, 1, 2, tzinfo=UTC),
        side=Side.LONG,
        size=1.0,
        entry_price=100.0,
        exit_price=110.0,
        fees_bp=5.0,
    )
    # gross 10, fees = 5bp * (100+110) = 0.0005 * 210 = 0.105
    assert t.gross_pnl == pytest.approx(10.0)
    assert t.fees == pytest.approx(0.105)
    assert t.net_pnl == pytest.approx(9.895)