"""Test del contenitore portafoglio estensibile."""
import sys
from pathlib import Path
PROJECT_ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(PROJECT_ROOT))
import numpy as np
import pandas as pd
import pytest

from src.portfolio.portfolio import Sleeve, StrategyPortfolio, to_daily, metrics


def _const_sleeve(name, weight, val, n=400):
    idx = pd.date_range("2020-01-01", periods=n, freq="1D", tz="UTC")
    return Sleeve(name, weight, lambda: pd.Series(val, index=idx))


def test_single_sleeve_equals_itself():
    s = _const_sleeve("A", 1.0, 0.001)
    pf = StrategyPortfolio([s])
    combo = pf.combined_daily()
    assert np.allclose(combo.values, s.daily().values)
    assert pf.weights() == {"A": 1.0}


def test_weights_normalize():
    pf = StrategyPortfolio([_const_sleeve("A", 3.0, 0.001), _const_sleeve("B", 1.0, 0.002)])
    w = pf.weights()
    assert abs(sum(w.values()) - 1.0) < 1e-12
    assert abs(w["A"] - 0.75) < 1e-12 and abs(w["B"] - 0.25) < 1e-12


def test_equal_weight_combine():
    a, b = _const_sleeve("A", 1.0, 0.001), _const_sleeve("B", 1.0, 0.003)
    pf = StrategyPortfolio([a, b])
    combo = pf.combined_daily()
    assert np.allclose(combo.values, 0.5 * 0.001 + 0.5 * 0.003)   # 0.002


def test_to_daily_compounds_intraday():
    # due barre da +1% nello stesso giorno -> +2.01% giornaliero
    idx = pd.to_datetime(["2020-01-01T00:00", "2020-01-01T12:00"], utc=True)
    d = to_daily(pd.Series([0.01, 0.01], index=idx))
    assert len(d) == 1 and abs(d.iloc[0] - (1.01 * 1.01 - 1)) < 1e-12


def test_metrics_basic():
    idx = pd.date_range("2020-01-01", periods=730, freq="1D", tz="UTC")
    m = metrics(pd.Series(0.0005, index=idx))   # ritorno costante positivo
    assert m["ret"] > 0 and m["maxdd"] == 0.0 and m["n"] == 730


def test_empty_portfolio_raises():
    with pytest.raises(ValueError):
        StrategyPortfolio([])