"""kr_backtest_engine: 결측일 가짜 봉(is_filler)에서는 체결·신호·지표를 쓰지 않는다."""
from datetime import date, timedelta

from app.services import kr_backtest_engine as eng
from app.services.kr_backtest_engine import (
    BarData, BacktestStrategy, KrBacktestEngine, MeanReversionBacktest,
    _align_bars_to_dates,
)

D0 = date(2026, 1, 5)


def _dates(n):
    return [D0 + timedelta(days=i) for i in range(n)]


def _bar(d, px, vol=1000, code="A"):
    return BarData(trade_date=d, open_price=px, high_price=px + 1, low_price=px - 1,
                   close_price=px, volume=vol, stock_code=code)


def test_align_marks_filler_and_keeps_real():
    ds = _dates(4)
    out = _align_bars_to_dates({"A": [_bar(ds[0], 100), _bar(ds[3], 90)]}, ds)["A"]
    assert [b.is_filler for b in out] == [False, True, True, False]
    assert out[1].volume == 0


class _ScriptedStrategy(BacktestStrategy):
    """지정한 bar_idx 에서 주문을 낸다."""
    def __init__(self, script):
        self.script = script

    def name(self): return "s"
    def description(self): return "s"
    def default_params(self): return {}

    def on_bar(self, bar_idx, bars, positions, cash, total_equity, params):
        return list(self.script.get(bar_idx, []))


def _buy(q=10):
    return {"action": "BUY", "stock_code": "A", "price": 100, "quantity": q, "reason": "t", "sell_pct": 0.0}


def _sell(q=10):
    return {"action": "SELL", "stock_code": "A", "price": 100, "quantity": q, "reason": "t", "sell_pct": 1.0}


def _run(bars, ds, script):
    st = _ScriptedStrategy(script)
    return KrBacktestEngine()._simulate({"A": bars}, ds, st, {}, 1_000_000, "KOSPI", 1)


def test_sell_not_filled_on_filler_bar_carries_to_next_real_bar():
    ds = _dates(5)
    # 0,1:실 2,3:가짜(정지) 4:실(갭하락 50)
    aligned = _align_bars_to_dates({"A": [_bar(ds[0], 100), _bar(ds[1], 100), _bar(ds[4], 50)]}, ds)["A"]
    res = _run(aligned, ds, {0: [_buy()], 1: [_sell()]})
    sells = [t for t in res.trades if t["side"] == "SELL"]
    assert len(sells) == 1
    # 정지일의 평평한 가격(100 근처)이 아니라 재개일 갭 시가(50 근처)에 체결
    assert sells[0]["exit_date"] == str(ds[4])
    assert sells[0]["exit_price"] < 60


def test_buy_signal_on_filler_next_bar_is_dropped():
    ds = _dates(4)
    aligned = _align_bars_to_dates({"A": [_bar(ds[0], 100), _bar(ds[1], 100), _bar(ds[3], 100)]}, ds)["A"]
    res = _run(aligned, ds, {1: [_buy()]})  # ds[2] 는 가짜 봉
    assert [t for t in res.trades if t["side"] == "BUY"] == []


def test_mean_reversion_on_bar_ignores_filler_days(monkeypatch):
    n = 70
    ds = _dates(n + 2)
    real = [_bar(ds[i], 10000 + (i % 3)) for i in range(n)] + [_bar(ds[n + 1], 10000)]
    aligned = _align_bars_to_dates({"A": real}, ds)
    seen = []

    def spy_rsi(closes, period=14):
        seen.append(len(closes))
        return 50.0
    monkeypatch.setattr(eng, "calculate_rsi", spy_rsi)
    monkeypatch.setattr(eng, "calculate_bollinger", lambda c, p=20: (110.0, 100.0, 90.0))
    monkeypatch.setattr(eng, "check_buy_signal_backtest_v2", lambda *a, **k: None)
    s = MeanReversionBacktest()
    p = s.default_params()
    assert aligned["A"][n].is_filler
    assert s.on_bar(n, aligned, {}, 1e6, 1e6, p) == []
    assert seen == []  # 가짜 봉 날에는 지표 계산 자체가 없다
    s.on_bar(n + 1, aligned, {}, 1e6, 1e6, p)
    assert seen and seen[0] == n + 1  # 가짜 봉 1개가 입력에서 제외됨