"""Tests for MOC (Market on Close) 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.moc_strategy import MocStrategy


def _candle(price, hour=20, minute=0, volume=100.0, day=1, open_price=None):
    op = open_price if open_price is not None else price - 1  # Default: bullish
    return Candle(
        symbol="AAPL",
        timeframe="5Min",
        open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc),
        open=Decimal(str(op)),
        high=Decimal(str(price + 1)),
        low=Decimal(str(min(op, price) - 1)),
        close=Decimal(str(price)),
        volume=Decimal(str(volume)),
    )


def _make_strategy(**overrides):
    s = MocStrategy()
    params = {
        "quantity_pct": 0.2,
        "stop_loss_pct": 2.0,
        "rsi_min": 30,
        "rsi_max": 70,  # Wider for tests
        "ema_period": 5,
        "volume_avg_period": 5,
        "min_volume_ratio": 0.5,
        "buy_start_utc": 19,
        "buy_end_utc": 21,
        "sell_start_utc": 13,
        "sell_end_utc": 15,
        "max_positions": 5,
    }
    params.update(overrides)
    s.configure(params)
    return s


def test_moc_warmup_period():
    s = _make_strategy(ema_period=20, volume_avg_period=15)
    assert s.warmup_period == 21


def test_moc_no_signal_outside_buy_window():
    s = _make_strategy()
    # Hour 12 UTC — not in buy (19-21) or sell (13-15) window
    for i in range(10):
        sig = s.on_candle(_candle(150 + i, hour=12, minute=i * 5))
    assert sig is None


def test_moc_buy_signal_in_window():
    s = _make_strategy(ema_period=3)
    # Build up history with some oscillation so RSI settles in the 30-70 range
    prices = [150, 149, 151, 148, 152, 149, 150, 151, 148, 150,
              149, 151, 150, 152, 151, 153, 152, 154, 153, 155]
    signals = []
    for i, p in enumerate(prices):
        sig = s.on_candle(_candle(p, hour=20, minute=i * 2, volume=200.0))
        if sig is not None:
            signals.append(sig)
    buy_signals = [sig for sig in signals if sig.side == OrderSide.BUY]
    assert len(buy_signals) > 0
    assert buy_signals[0].strategy == "moc"


def test_moc_sell_at_open():
    s = _make_strategy(ema_period=3)
    # Force entry
    for i in range(10):
        s.on_candle(_candle(150 + i, hour=20, minute=i * 3, volume=200.0))

    if s._in_position:
        # Next day, sell window
        sig = s.on_candle(_candle(155, hour=14, minute=0, day=2))
        assert sig is not None
        assert sig.side == OrderSide.SELL
        assert "MOC sell" in sig.reason


def test_moc_stop_loss():
    s = _make_strategy(ema_period=3, stop_loss_pct=1.0)
    for i in range(10):
        s.on_candle(_candle(150 + i, hour=20, minute=i * 3, volume=200.0))

    if s._in_position:
        drop_price = s._entry_price * 0.98  # -2%
        sig = s.on_candle(_candle(drop_price, hour=22, minute=0))
        if sig is not None:
            assert sig.side == OrderSide.SELL
            assert "stop loss" in sig.reason


def test_moc_no_buy_on_bearish_candle():
    s = _make_strategy(ema_period=3)
    for i in range(8):
        s.on_candle(_candle(150, hour=20, minute=i * 3, volume=200.0))
    # Bearish candle (open > close)
    sig = s.on_candle(_candle(149, hour=20, minute=30, open_price=151))
    # May or may not signal depending on other criteria, but bearish should reduce chances
    # Just verify no crash


def test_moc_only_one_buy_per_day():
    s = _make_strategy(ema_period=3)
    buy_count = 0
    for i in range(20):
        sig = s.on_candle(_candle(150 + i * 0.3, hour=20, minute=i * 2, volume=200.0))
        if sig is not None and sig.side == OrderSide.BUY:
            buy_count += 1
    assert buy_count <= 1


def test_moc_reset():
    s = _make_strategy()
    s.on_candle(_candle(150, hour=20))
    s._in_position = True
    s.reset()
    assert not s._in_position
    assert len(s._closes) == 0
    assert not s._bought_today