"""
策略与配置层测试
"""

import pytest
import pandas as pd
import numpy as np
from datetime import datetime

from framework.strategy import StrategyBase, ConfigLoader, RotationStrategy
from framework.factors import FactorRegistry
from framework.factors.momentum import MomentumFactor
from framework.risk import Position


class TestStrategyBase:
    """测试策略基类"""
    
    def test_strategy_attributes(self):
        """测试策略属性"""
        strategy = RotationStrategy()
        assert strategy.name == "rotation"
        assert strategy.select_num == 3
        assert strategy.stoploss == -0.05
    
    def test_config_override(self):
        """测试配置覆盖"""
        config = {
            'params': {
                'select_num': 5,
                'stoploss': -0.08
            }
        }
        
        strategy = RotationStrategy(config=config)
        assert strategy.select_num == 5
        assert strategy.stoploss == -0.08
    
    def test_factor_initialization(self):
        """测试因子初始化"""
        strategy = RotationStrategy()
        factors = strategy.init_factors()
        
        assert factors is not None
        assert len(factors.factors) == 1
    
    def test_signal_generator_initialization(self):
        """测试信号生成器初始化"""
        strategy = RotationStrategy()
        signal_gen = strategy.init_signal_generator()
        
        assert signal_gen is not None
        assert signal_gen.select_num == 3
    
    def test_strategy_run(self):
        """测试策略运行"""
        strategy = RotationStrategy()
        
        # 生成测试数据（需要'close'列）
        dates = pd.date_range('2020-01-01', periods=100)
        data = pd.DataFrame({
            'close': np.random.randn(100).cumsum() + 100,
            'code1': np.random.randn(100).cumsum() + 100,
            'code2': np.random.randn(100).cumsum() + 100,
            'code3': np.random.randn(100).cumsum() + 100,
        }, index=dates)
        
        result = strategy.run(data)
        
        assert 'signal' in result.columns
        assert len(result) == len(data)


class TestRotationStrategy:
    """测试轮动策略"""
    
    def test_before_entry_callback(self):
        """测试入场前回调"""
        strategy = RotationStrategy()
        
        # 溢价正常，允许入场
        result = strategy.before_entry('code1', 100.0, premium=0.05)
        assert result == True
        
        # 溢价过高，拒绝入场
        result = strategy.before_entry('code1', 100.0, premium=0.15)
        assert result == False
    
    def test_dynamic_stoploss_callback(self):
        """测试动态止损回调"""
        strategy = RotationStrategy()
        
        # 持仓5天
        position = Position(
            code='code1',
            entry_price=100.0,
            entry_date=datetime(2020, 1, 1),
            current_price=95.0,
            current_date=datetime(2020, 1, 6),  # 5天后
            quantity=100,
            weight=0.33
        )
        stoploss = strategy.dynamic_stoploss(position)
        # holding_days=5，返回-0.05
        assert stoploss == -0.05


class TestConfigLoader:
    """测试配置加载器"""
    
    def test_load_from_yaml_string(self):
        """测试从YAML字符串加载"""
        yaml_str = """
strategy:
  name: test_strategy
  version: 1

factors:
  - name: momentum
    weight: 1.0
    params:
      n_days: 25

signal:
  mode: top_n
  select_num: 3

params:
  stoploss: -0.05
"""
        
        config = ConfigLoader.from_yaml(yaml_str)
        
        assert config['strategy']['name'] == 'test_strategy'
        assert config['factors'][0]['name'] == 'momentum'
        assert config['signal']['select_num'] == 3


if __name__ == '__main__':
    pytest.main([__file__, '-v'])