import numpy as np
import pandas as pd

from multi_swarm.agents.market_summary import build_market_summary


def test_build_summary_basic() -> None:
    idx = pd.date_range("2024-01-01", periods=200, freq="1h", tz="UTC")
    np.random.seed(0)
    close = 100 + np.cumsum(np.random.normal(0, 1, 200))
    df = pd.DataFrame(
        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
        index=idx,
    )
    s = build_market_summary(df, symbol="BTC/USDT", timeframe="1h")
    assert s.symbol == "BTC/USDT"
    assert s.timeframe == "1h"
    assert s.n_bars == 200
    assert isinstance(s.return_mean, float)
    assert isinstance(s.return_std, float)
    assert s.volatility_regime in {"low", "medium", "high"}


def test_volatility_regime_high_for_volatile() -> None:
    idx = pd.date_range("2024-01-01", periods=200, freq="1h", tz="UTC")
    np.random.seed(0)
    close = 100 + np.cumsum(np.random.normal(0, 5.0, 200))  # alta vol
    df = pd.DataFrame(
        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
        index=idx,
    )
    s = build_market_summary(df, symbol="BTC/USDT", timeframe="1h")
    assert s.volatility_regime in {"medium", "high"}