"""Il libro di bordo dei trade: parsing, FIFO, riconciliazione, idempotenza.

Ogni rilevatore ha il suo CONTROLLO POSITIVO: un parser che non estrae mai niente e uno che
estrae tutto passano gli stessi test pigri, e nessuno dei due sta misurando qualcosa.
"""
from __future__ import annotations

import sqlite3
import sys
from datetime import date, datetime, timedelta, timezone
from pathlib import Path

import pytest

ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT))

from src.live import tradesdb as T  # noqa: E402

LOG_FINTO = """===== 2026-08-20T04:07:01Z cron_book =====
  modo            : ESECUZIONE REALE
  conto reale     : $610.82
  ultima barra    : 2026-08-20

  feed SKH        : fresco (3 min)
  BTC TP +0.199 · SKH +1(LONG@66475.9) -> net $+122 | pos $+76 -> BUY $+46
      -> BUY 0.0007 @ $69,351.8 fee 0.01699 (OK)
  ETH TP +0.294 · SKH +0(flat) -> net $+67 | pos $+0 -> BUY $+67
      -> BUY 0.0298 @ $2,257.9 fee 0.02355 (OK)
===== done 04:07:14Z =====
===== 2026-08-20T05:07:01Z cron_book =====
  conto reale     : $611.90
  ultima barra    : 2026-08-20

  feed SKH        : fresco (0 min)
  BTC TP +0.199 · SKH +1(LONG@66475.9) -> net $+123 | pos $+123 -> HOLD (a target)
  ETH TP +0.294 · SKH +0(flat) -> net $+67 | pos $+67 -> HOLD (a target)

  => Nessuna azione: conto gia' al target netto del book.
===== done 05:07:11Z =====
"""


# ---------------------------------------------------------------- parsing del log

def test_estrae_ora_vera_e_non_la_barra():
    runs = T.parse_cron_log(LOG_FINTO)
    assert len(runs) == 2
    f = runs[0].fills[0]
    assert f.ts_utc.startswith("2026-08-20T04:07:01")      # ora del giro
    assert f.bar_ts == "2026-08-20"                        # barra, sotto il suo nome
    assert f.ts_utc[:10] != "" and "T" in f.ts_utc         # non e' una data nuda


def test_estrae_contesto_del_segnale():
    r = T.parse_cron_log(LOG_FINTO)[0]
    assert r.equity == 610.82 and r.feed_min == 3
    f = [x for x in r.fills if x.asset == "BTC"][0]
    assert f.tp_frac == 0.199 and f.skh_sign == 1 and f.skh_entry == 66475.9
    assert f.net_target == 122 and f.pos_before == 76
    assert f.qty == 0.0007 and f.price == 69351.8 and f.fee == 0.01699
    assert f.verified == 1


def test_controllo_positivo_un_giro_senza_fill_non_ne_inventa():
    """Il secondo giro e' un HOLD: se il parser tornasse fill anche li', non starebbe leggendo."""
    runs = T.parse_cron_log(LOG_FINTO)
    assert len(runs[1].fills) == 0
    assert runs[1].stato_asset["BTC"]["azione"] == "HOLD (a target)"


def test_fill_non_verificato_resta_marcato():
    log = LOG_FINTO.replace("fee 0.01699 (OK)", "fee 0.01699 (NON VERIFICATO: timeout)")
    f = T.parse_cron_log(log)[0].fills[0]
    assert f.verified == 0


def test_fill_id_deterministico_e_distingue_due_fill_simili():
    a = T.Fill(ts_utc="2026-08-20T04:07:01+00:00", asset="BTC", side="buy", qty=0.0007, price=69351.8, fee=0.01)
    b = T.Fill(ts_utc="2026-08-20T04:07:01+00:00", asset="BTC", side="buy", qty=0.0007, price=69351.8, fee=0.01)
    c = T.Fill(ts_utc="2026-08-20T05:07:01+00:00", asset="BTC", side="buy", qty=0.0007, price=69351.8, fee=0.01)
    assert a.fill_id == b.fill_id and a.fill_id != c.fill_id


# ---------------------------------------------------------------- FIFO

def _f(ts, asset, side, qty, price, fee=0.0):
    return T.Fill(ts_utc=ts, asset=asset, side=side, qty=qty, price=price, fee=fee)


def test_fifo_chiude_nell_ordine_giusto_e_alloca_le_fee():
    fills = [_f("2026-01-01T00:00:00+00:00", "BTC", "buy", 1.0, 100.0, 1.0),
             _f("2026-01-02T00:00:00+00:00", "BTC", "buy", 1.0, 200.0, 1.0),
             _f("2026-01-03T00:00:00+00:00", "BTC", "sell", 1.0, 300.0, 1.0)]
    rts, aperti = T.fifo_roundtrips(fills)
    assert len(rts) == 1
    assert rts[0]["px_in"] == 100.0                      # FIFO: chiude il PRIMO lotto
    assert rts[0]["pnl_lordo"] == pytest.approx(200.0)
    assert rts[0]["fee_quota"] == pytest.approx(2.0)     # fee d'entrata + d'uscita, pro-quota
    assert rts[0]["pnl_netto"] == pytest.approx(198.0)
    assert rts[0]["ore_tenuta"] == pytest.approx(48.0)
    assert aperti["BTC"][0]["price"] == 200.0            # resta il secondo lotto


def test_fifo_chiusura_parziale_spezza_il_lotto():
    fills = [_f("2026-01-01T00:00:00+00:00", "ETH", "buy", 1.0, 100.0),
             _f("2026-01-02T00:00:00+00:00", "ETH", "sell", 0.25, 120.0)]
    rts, aperti = T.fifo_roundtrips(fills)
    assert len(rts) == 1 and rts[0]["qty"] == pytest.approx(0.25)
    assert rts[0]["pnl_lordo"] == pytest.approx(5.0)
    assert aperti["ETH"][0]["qty"] == pytest.approx(0.75)


def test_fifo_non_mescola_gli_asset():
    fills = [_f("2026-01-01T00:00:00+00:00", "BTC", "buy", 1.0, 100.0),
             _f("2026-01-02T00:00:00+00:00", "ETH", "sell", 1.0, 100.0)]
    rts, aperti = T.fifo_roundtrips(fills)
    assert rts == []                                     # la vendita ETH non chiude il long BTC
    assert set(aperti) == {"BTC"}


def test_fifo_riproduce_il_conto_del_libro_vero():
    """Controllo di realta' sui numeri gia' pubblicati: 12 round-trip, 11 in utile."""
    if not T.CRON_LOG.exists():
        pytest.skip("cron_book.log assente")
    fills = [f for r in T.parse_cron_log(T.CRON_LOG.read_text(errors="replace")) for f in r.fills]
    rts, _ = T.fifo_roundtrips(fills)
    assert len(rts) >= 12
    assert sum(1 for r in rts if r["pnl_netto"] > 0) >= 11


# ---------------------------------------------------------------- riconciliazione

def test_riconciliazione_scopre_lo_sfasamento_di_data():
    """IL difetto vero: il jsonl datava un trade alla BARRA, non al fill (14/07 scritto 08/07)."""
    fills = [_f("2026-07-14T14:00:02+00:00", "ETH", "buy", 0.04, 1869.7)]
    righe = [dict(ts_utc="2026-07-08 00:00:00", asset="ETH", side="buy", filled=0.04, price=1869.74)]
    rec = T.reconcile(fills, righe)
    assert len(rec["ok"]) == 0
    assert len(rec["solo_log"]) == 1 and len(rec["solo_jsonl"]) == 1


def test_riconciliazione_controllo_positivo_quando_concordano():
    """Speculare del precedente: se le due fonti coincidono NON deve segnalare niente."""
    fills = [_f("2026-08-20T04:07:01+00:00", "BTC", "buy", 0.0007, 69351.8)]
    righe = [dict(ts_utc="2026-08-20 00:00:00", asset="BTC", side="buy", filled=0.0007, price=69351.8)]
    rec = T.reconcile(fills, righe)
    assert len(rec["ok"]) == 1 and not rec["solo_log"] and not rec["solo_jsonl"]
    assert not rec["prezzi_divergenti"]


def test_riconciliazione_segnala_un_prezzo_davvero_diverso_non_l_arrotondamento():
    base = dict(asset="BTC", side="buy", filled=0.0007, ts_utc="2026-08-20 00:00:00")
    f = [_f("2026-08-20T04:07:01+00:00", "BTC", "buy", 0.0007, 69351.8)]
    assert not T.reconcile(f, [dict(base, price=69351.84)])["prezzi_divergenti"]   # stampa a 1 dec.
    assert T.reconcile(f, [dict(base, price=69400.00)])["prezzi_divergenti"]       # divergenza vera


# ---------------------------------------------------------------- persistenza

@pytest.fixture()
def db(tmp_path):
    con = T.connect(tmp_path / "t.db")
    yield con
    con.close()


def test_upsert_e_idempotente(db):
    fills = [f for r in T.parse_cron_log(LOG_FINTO) for f in r.fills]
    assert T.upsert_fills(db, fills) == 2
    assert T.upsert_fills(db, fills) == 0                # secondo giro: nessun duplicato
    assert db.execute("SELECT COUNT(*) c FROM fills").fetchone()["c"] == 2


def test_roundtrip_sono_derivati_non_accumulati(db):
    T.upsert_fills(db, [_f("2026-01-01T00:00:00+00:00", "BTC", "buy", 1.0, 100.0),
                        _f("2026-01-02T00:00:00+00:00", "BTC", "sell", 1.0, 110.0)])
    assert T.rebuild_roundtrips(db) == 1
    assert T.rebuild_roundtrips(db) == 1                 # ricalcolo, non append
    assert db.execute("SELECT COUNT(*) c FROM roundtrips").fetchone()["c"] == 1


def test_equity_una_riga_per_istante(db):
    assert T.upsert_equity(db, [("2026-01-01T00:00:00+00:00", 600.0, "x")]) == 1
    assert T.upsert_equity(db, [("2026-01-01T00:00:00+00:00", 999.0, "x")]) == 0
    assert db.execute("SELECT equity FROM equity").fetchone()["equity"] == 600.0


def test_stato_aperto_media_i_lotti(db):
    T.upsert_fills(db, [_f("2026-01-01T00:00:00+00:00", "ETH", "buy", 1.0, 100.0),
                        _f("2026-01-02T00:00:00+00:00", "ETH", "buy", 1.0, 200.0)])
    st = T.stato_aperto(db)
    assert st["ETH"]["qty"] == pytest.approx(2.0)
    assert st["ETH"]["prezzo_medio"] == pytest.approx(150.0)


# ---------------------------------------------------------------- regressione sulla SORGENTE

def test_l_esecutore_non_data_piu_i_fill_alla_barra_di_segnale():
    """Il difetto riparato il 2026-08-23: `ts_utc` era `pd.Timestamp(r['last_data'])`.

    Se qualcuno lo rimette, questo test lo dice — il DB verrebbe ricostruito su date finte.
    """
    src = (Path(__file__).resolve().parents[1] / "scripts" / "live" / "book_execute.py").read_text()
    assert "ts_utc=str(pd.Timestamp(r['last_data']))" not in src
    assert "bar_ts=str(pd.Timestamp(r['last_data']))" in src
    assert "ts_utc=datetime.now(timezone.utc)" in src