from __future__ import annotations

from typing import ClassVar

import pytest

from app.broker.paper import PaperBroker
from app.config import Settings
from app.engine.engine import TradingEngine
from app.engine.strategies.base import Strategy, StrategyContext
from app.market.fake import FakeMarketData
from app.models import OrderSide, PositionSide
from app.schemas import Candle
from app.store import Store


class ToggleStrategy(Strategy):
    key: ClassVar[str] = "test_toggle"
    name: ClassVar[str] = "Toggle"
    default_params: ClassVar[dict] = {}

    def on_candle(self, ctx: StrategyContext) -> None:
        if ctx.is_flat:
            ctx.enter_long(size=0.5)
        else:
            ctx.close()


def build_engine(settings: Settings, store: Store, market: FakeMarketData) -> TradingEngine:
    return TradingEngine(
        feed=market,
        broker=PaperBroker(fee_bps=0, slippage_bps=0),
        store=store,
        settings=settings,
    )


async def test_manual_open_and_close_pnl(settings: Settings, store: Store) -> None:
    market = FakeMarketData.from_closes([100.0])
    engine = build_engine(settings, store, market)
    engine.symbol = "BTC/USDT"
    engine.last_price = 100.0

    await engine.manual_order(OrderSide.BUY, qty=1.0, quote_amount=None, reason="test")
    assert engine.position is not None
    assert engine.cash == pytest.approx(9_900.0)
    assert engine.equity == pytest.approx(10_000.0)

    engine.last_price = 110.0
    assert engine.equity == pytest.approx(10_010.0)
    assert engine.unrealized_pnl == pytest.approx(10.0)

    await engine.close_current_position()
    assert engine.position is None
    assert engine.realized_pnl == pytest.approx(10.0)
    assert engine.cash == pytest.approx(10_010.0)


async def test_stop_loss_exits_at_level(settings: Settings, store: Store) -> None:
    market = FakeMarketData.from_closes([100.0])
    engine = build_engine(settings, store, market)
    engine.symbol = "BTC/USDT"
    engine.last_price = 100.0

    await engine._open_position(
        PositionSide.LONG,
        size=0.0,
        stop_loss=95.0,
        take_profit=120.0,
        reason="entry",
        qty_override=1.0,
    )
    await engine._check_risk(Candle(ts=0, open=100, high=101, low=94, close=96, volume=1))
    assert engine.position is None
    assert engine.realized_pnl == pytest.approx(-5.0)


async def test_take_profit_exits_at_level(settings: Settings, store: Store) -> None:
    market = FakeMarketData.from_closes([100.0])
    engine = build_engine(settings, store, market)
    engine.symbol = "BTC/USDT"
    engine.last_price = 100.0

    await engine._open_position(
        PositionSide.LONG,
        size=0.0,
        stop_loss=95.0,
        take_profit=110.0,
        reason="entry",
        qty_override=1.0,
    )
    await engine._check_risk(Candle(ts=0, open=100, high=111, low=100, close=109, volume=1))
    assert engine.position is None
    assert engine.realized_pnl == pytest.approx(10.0)


async def test_tick_runs_strategy_and_opens_position(settings: Settings, store: Store) -> None:
    market = FakeMarketData.from_closes([100.0, 100.0])
    engine = build_engine(settings, store, market)
    engine.strategy = ToggleStrategy()
    engine.strategy_key = "test_toggle"
    engine.symbol = "BTC/USDT"

    await engine.tick()
    assert engine.position is not None
    assert engine.position.side == PositionSide.LONG

    market.append(Candle(ts=99, open=110, high=110, low=110, close=110, volume=1))
    await engine.tick()
    assert engine.position is None