"""Tests for Asian Session RSI strategy."""

import sys
from pathlib import Path

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

from datetime import datetime, timezone
from decimal import Decimal

from shared.models import Candle, OrderSide
from strategies.asian_session_rsi import AsianSessionRsiStrategy


def _candle(price, hour=0, minute=30, volume=100.0, day=1):
    return Candle(
        symbol="SOLUSDT",
        timeframe="5m",
        open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc),
        open=Decimal(str(price)),
        high=Decimal(str(price + 1)),
        low=Decimal(str(price - 1)),
        close=Decimal(str(price)),
        volume=Decimal(str(volume)),
    )


def _make_strategy(**overrides):
    s = AsianSessionRsiStrategy()
    params = {
        "rsi_period": 5,
        "rsi_oversold": 30,
        "rsi_overbought": 70,
        "quantity": "0.5",
        "take_profit_pct": 1.5,
        "stop_loss_pct": 0.7,
        "session_start_utc": 0,
        "session_end_utc": 2,
        "max_trades_per_day": 3,
        "max_consecutive_losses": 2,
    }
    params.update(overrides)
    s.configure(params)
    return s


def test_no_signal_outside_session():
    s = _make_strategy()
    # Hour 5 UTC = outside session (0-2 UTC)
    for i in range(10):
        sig = s.on_candle(_candle(100 - i * 3, hour=5))
    assert sig is None


def test_buy_signal_during_session_on_oversold():
    s = AsianSessionRsiStrategy()
    s._rsi_period = 5
    s._rsi_oversold = 30
    s._quantity = Decimal("0.5")
    s._take_profit_pct = 1.5
    s._stop_loss_pct = 0.7
    s._session_start_utc = 0
    s._session_end_utc = 2
    s._max_trades_per_day = 3
    s._max_consecutive_losses = 10  # High limit so test isn't blocked

    # Feed declining prices — collect all signals
    signals = []
    for i in range(10):
        sig = s.on_candle(_candle(100 - i * 3, hour=0, minute=i * 5))
        if sig is not None:
            signals.append(sig)

    # Should have generated at least one BUY signal
    buy_signals = [s for s in signals if s.side == OrderSide.BUY]
    assert len(buy_signals) > 0
    assert buy_signals[0].strategy == "asian_session_rsi"


def test_take_profit_exit():
    s = _make_strategy(rsi_period=5, rsi_oversold=40)
    # Force entry
    for i in range(8):
        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))

    # Should be in position now — push price up for TP
    sig = s.on_candle(_candle(100, hour=0, minute=50))  # entry ~around 84-86
    if s._in_position:
        tp_price = s._entry_price * (1 + s._take_profit_pct / 100)
        sig = s.on_candle(_candle(tp_price + 1, hour=1, minute=0))
        if sig is not None:
            assert sig.side == OrderSide.SELL
            assert "Take profit" in sig.reason


def test_stop_loss_exit():
    s = _make_strategy(rsi_period=5, rsi_oversold=40)
    for i in range(8):
        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))

    if s._in_position:
        sl_price = s._entry_price * (1 - s._stop_loss_pct / 100)
        sig = s.on_candle(_candle(sl_price - 1, hour=1, minute=0))
        if sig is not None:
            assert sig.side == OrderSide.SELL
            assert "Stop loss" in sig.reason


def test_time_exit_when_session_ends():
    s = _make_strategy(rsi_period=5, rsi_oversold=40)
    for i in range(8):
        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))

    if s._in_position:
        # Session ends at hour 2
        sig = s.on_candle(_candle(s._entry_price, hour=3, minute=0))
        if sig is not None:
            assert sig.side == OrderSide.SELL
            assert "Time exit" in sig.reason


def test_max_trades_per_day():
    s = _make_strategy(rsi_period=3, rsi_oversold=40, max_trades_per_day=1)
    # Force one trade
    for i in range(6):
        s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
    # Exit
    if s._in_position:
        s.on_candle(_candle(200, hour=0, minute=35))  # TP exit
    # Try to enter again — should be blocked
    for i in range(6):
        s.on_candle(_candle(100 - i * 5, hour=1, minute=i * 5))
    # After 1 trade, no more allowed
    assert not s._in_position or s._trades_today >= 1


def test_consecutive_losses_stop():
    s = _make_strategy(rsi_period=3, rsi_oversold=40, max_consecutive_losses=2)
    # Simulate 2 losses
    s._consecutive_losses = 2
    # Even with valid conditions, should not enter
    for i in range(6):
        sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
    assert sig is None


def test_reset_clears_all():
    s = _make_strategy()
    s.on_candle(_candle(100, hour=0))
    s._in_position = True
    s._trades_today = 2
    s._consecutive_losses = 1
    s.reset()
    assert not s._in_position
    assert s._trades_today == 0
    assert len(s._closes) == 0


def test_warmup_period():
    s = _make_strategy(rsi_period=14)
    assert s.warmup_period == 15


def test_ema_filter_blocks_below_ema():
    """Entry blocked when price is below EMA."""
    s = AsianSessionRsiStrategy()
    s._rsi_period = 5
    s._rsi_oversold = 40
    s._quantity = Decimal("0.5")
    s._take_profit_pct = 1.5
    s._stop_loss_pct = 0.7
    s._session_start_utc = 0
    s._session_end_utc = 2
    s._max_trades_per_day = 3
    s._max_consecutive_losses = 10
    s._ema_period = 5
    s._require_bullish_candle = False  # Test EMA only

    # Feed rising prices to set EMA high, then sharp drop
    for i in range(10):
        s.on_candle(_candle(200 + i * 5, hour=0, minute=i * 5))
    # Now feed low price -- below EMA, RSI should be low
    signals = []
    for i in range(5):
        sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=(15 + i) * 5 % 60))
        if sig is not None:
            signals.append(sig)
    # Should have no BUY signals because price is way below EMA
    buy_sigs = [s for s in signals if s.side == OrderSide.BUY]
    assert len(buy_sigs) == 0