"""Fix gap intrabar: lo StrategyWorker esce su TP/SL toccati INTRABAR (high/low della barra),
al livello, come il backtest — non solo quando il close supera il livello."""
import pandas as pd
from src.live.strategy_worker import StrategyWorker
from src.live.strategy_loader import load_strategy


def _df(last_high, last_low, n=120, price=100.0):
    c = [price] * n
    h = [price] * n
    l = [price] * n
    h[-1] = last_high
    l[-1] = last_low
    ts = (pd.date_range("2024-01-01", periods=n, freq="1h", tz="UTC").astype("int64") // 10**6)
    return pd.DataFrame({"timestamp": ts, "open": c, "high": h, "low": l, "close": c, "volume": 1.0})


def _long_worker(tmp):
    w = StrategyWorker(strategy=load_strategy("MR01_bollinger_fade"), asset="BTC", tf="1h",
                       capital=1000.0, data_dir=tmp)
    w._notify = lambda *a, **k: None
    w.in_position = True
    w.direction = 1
    w.entry_price = 100.0
    w.tp = 102.0
    w.sl = 98.0
    w.max_bars = 24
    w.bars_held = 1
    w.last_bar_ts = 0
    return w


def test_long_exits_at_tp_on_intrabar_high(tmp_path):
    w = _long_worker(tmp_path)
    # close=100 (dentro la banda) ma high tocca 102.5 -> con il fix esce a TP
    w.tick(_df(last_high=102.5, last_low=99.5))
    assert not w.in_position


def test_long_exits_at_sl_on_intrabar_low(tmp_path):
    w = _long_worker(tmp_path)
    w.tick(_df(last_high=100.5, last_low=97.0))      # low sotto SL -> stop
    assert not w.in_position


def test_long_holds_when_bar_within_band(tmp_path):
    w = _long_worker(tmp_path)
    w.tick(_df(last_high=101.0, last_low=99.0))       # né TP né SL toccati -> resta in posizione
    assert w.in_position


def test_sl_has_priority_over_tp_same_bar(tmp_path):
    w = _long_worker(tmp_path)
    # barra che tocca SIA tp(102) SIA sl(98): conservativo -> SL prima
    w.tick(_df(last_high=103.0, last_low=97.0))
    assert not w.in_position                          # uscito (allo stop, ramo SL valutato per primo)