from __future__ import annotations

from app.backtest.sweep import expand_grid, run_sweep
from app.schemas import Candle


def candles_from_closes(closes: list[float]) -> list[Candle]:
    return [Candle(ts=i, open=c, high=c, low=c, close=c, volume=1.0) for i, c in enumerate(closes)]


def test_expand_grid() -> None:
    grid = {"fast": [2, 3], "slow": [10, 20]}
    combos = expand_grid(grid)
    assert len(combos) == 4
    assert {"fast": 2, "slow": 10} in combos
    assert {"fast": 3, "slow": 20} in combos


def test_expand_grid_empty() -> None:
    assert expand_grid({}) == [{}]


def test_expand_grid_single_axis() -> None:
    assert expand_grid({"x": [1, 2, 3]}) == [{"x": 1}, {"x": 2}, {"x": 3}]


def test_run_sweep_ranks_and_merges_base_params() -> None:
    # A trending series so SMA crossover trades.
    prices = [100 + i for i in range(60)]
    rows = run_sweep(
        "sma_cross",
        base_params={"size": 1.0},
        grid={"fast": [2, 5], "slow": [10, 20]},
        candles=candles_from_closes(prices),
        symbol="BTC/USDT",
        timeframe="1h",
        top_n=10,
    )
    assert len(rows) == 4
    # Every row carries the merged base params.
    assert all(row.params["size"] == 1.0 for row in rows)
    # Sorted by composite score descending.
    scores = [row.metrics["total_return_pct"] - row.metrics["max_drawdown_pct"] for row in rows]
    assert scores == sorted(scores, reverse=True)


def test_run_sweep_top_n_truncates() -> None:
    prices = [100 + i for i in range(60)]
    rows = run_sweep(
        "sma_cross",
        base_params={},
        grid={"fast": [2, 3, 4], "slow": [10, 15, 20]},
        candles=candles_from_closes(prices),
        symbol="BTC/USDT",
        timeframe="1h",
        top_n=3,
    )
    assert len(rows) == 3


def test_run_sweep_unknown_strategy() -> None:
    import pytest

    with pytest.raises(KeyError):
        run_sweep("nope", {}, {}, candles_from_closes([1, 2, 3]), "BTC/USDT", "1h")