"""
测试简单轮动策略

验证完整流程：
1. 配置加载
2. 策略初始化
3. 数据获取
4. 因子计算
5. 信号生成
6. 回测执行
"""

import sys
from pathlib import Path
import os

# 添加项目根目录到路径
project_root = Path(__file__).parent.parent
if str(project_root) not in sys.path:
    sys.path.insert(0, str(project_root))

from framework_v2.config import load_config
from framework_v2.strategies.rotation.simple import SimpleRotationStrategy


def test_simple_rotation():
    """测试简单轮动策略完整流程"""
    
    print("\n" + "=" * 70)
    print("  简单轮动策略端到端测试")
    print("=" * 70)
    
    # 设置环境变量
    os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
    
    # 1. 加载配置
    print("\n[1/6] 加载配置...")
    config_path = Path(__file__).parent.parent / 'strategies' / 'rotation' / 'config_simple.yaml'
    config = load_config(str(config_path))
    print(f"  ✓ 配置加载成功")
    print(f"    策略: {config.metadata.strategy}")
    print(f"    标的: {list(config.asset_pools.equity.keys())}")
    print(f"    回测: {config.backtest.start_date} ~ {config.backtest.end_date}")
    
    # 2. 初始化策略
    print("\n[2/6] 初始化策略...")
    strategy = SimpleRotationStrategy(config)
    print(f"  ✓ 策略初始化成功")
    print(f"    名称: {strategy.name}")
    print(f"    动量窗口: {config.factor.n_days} 天")
    print(f"    选股数量: {strategy.select_num}")
    
    # 3. 获取数据
    print("\n[3/6] 获取数据...")
    codes = strategy.get_codes()
    print(f"  标的列表: {codes}")
    
    data = strategy.get_data()
    print(f"  ✓ 获取 {len(data)} 个标的")
    for code, df in data.items():
        print(f"    {code}: {len(df)} 天 ({df.index[0].date()} ~ {df.index[-1].date()})")
    
    # 4. 计算因子
    print("\n[4/6] 计算因子...")
    factors = strategy.compute_factors(data)
    print(f"  ✓ 计算 {len(factors)} 个因子")
    for code, factor in factors.items():
        print(f"    {code}: {len(factor)} 值, 范围 [{factor.min():.4f}, {factor.max():.4f}]")
    
    # 5. 生成信号
    print("\n[5/6] 生成信号...")
    signals = strategy.generate_signals(factors)
    n_signals = signals.sum().sum()
    print(f"  ✓ 生成 {signals.shape[0]} 个交易日信号")
    print(f"    总信号数: {n_signals}")
    print(f"    平均每日持仓: {signals.mean().mean():.2%}")
    
    # 6. 仓位管理
    print("\n[6/6] 仓位管理...")
    positions = strategy.manage_positions(signals)
    print(f"  ✓ 仓位分配完成")
    print(f"    权重和: {positions.sum(axis=1).mean():.2%}")
    
    # 7. 执行回测
    print("\n执行回测...")
    result = strategy._execute_backtest(positions, data)
    
    # 打印结果
    print("\n" + "=" * 70)
    print("  回测结果")
    print("=" * 70)
    
    metrics = result['metrics']
    print(f"\n  总收益率: {metrics['total_return']:.2%}")
    print(f"  年化收益: {metrics['annual_return']:.2%}")
    print(f"  最大回撤: {metrics['max_drawdown']:.2%}")
    print(f"  夏普比率: {metrics['sharpe_ratio']:.2f}")
    print(f"  交易天数: {metrics['n_days']}")
    
    # 验证结果
    print("\n" + "=" * 70)
    print("  验证")
    print("=" * 70)
    
    assert metrics['total_return'] != 0, "总收益率不应为 0"
    print("  ✓ 总收益率有效")
    
    assert len(result['equity_curve']) > 0, "净值曲线不应为空"
    print("  ✓ 净值曲线有效")
    
    assert positions.sum(axis=1).max() <= 1.01, "权重和不应超过 100%"
    print("  ✓ 仓位权重有效")
    
    print("\n" + "=" * 70)
    print("  ✓ 所有测试通过")
    print("=" * 70 + "\n")
    
    return result


if __name__ == "__main__":
    try:
        result = test_simple_rotation()
    except Exception as e:
        print(f"\n✗ 测试失败: {e}")
        import traceback
        traceback.print_exc()
        sys.exit(1)