"""kr_backtest_engine 청산: 라이브 모드/DB 비의존 + 실전 분할익절 규약."""
from datetime import date

import pytest

from app.core.config import settings
from app.services import kr_backtest_engine as eng
from app.services.kr_backtest_engine import (
    BarData,
    MeanReversionBacktest,
    Position,
    check_exit_signal_backtest_v2,
)
from app.services.sizing_core import remaining_pct_after_partial_sell


@pytest.fixture(autouse=True)
def _no_live_state(monkeypatch):
    """라이브 적응형·DB 값 조회는 호출 즉시 예외 (거짓 통과 방지)."""
    def boom(*a, **k):
        raise AssertionError("백테스트 청산이 라이브 상태를 읽음")
    import app.services.adaptive_strategy as adp
    import app.services.mean_reversion_strategy as mr
    monkeypatch.setattr(adp, "get_current_adaptive_params", boom)
    monkeypatch.setattr(mr, "resolve_swing_stop_params_v2", boom)
    monkeypatch.setattr(eng, "check_exit_signal", boom)


def _p(**kw):
    return {**MeanReversionBacktest().default_params(), **kw}


def test_stop_uses_params():
    p = _p(stop_loss_pct=3.0, atr_stop_multiplier=settings.SWING_ATR_STOP_MULT_MAX)
    sig = check_exit_signal_backtest_v2(p, 50, 9690, 20000, 20000, 10000, 100, 1.0, None)
    assert sig and sig.sell_pct == 1.0 and "손절" in sig.reason
    assert check_exit_signal_backtest_v2(p, 50, 9750, 20000, 20000, 10000, 100, 1.0, None) is None


def test_positive_stop_sign_guard():
    sig = check_exit_signal_backtest_v2(_p(stop_loss_pct=7.0), 50, 10100, 20000, 20000, 10000, 100, 1.0, None)
    assert sig is None  # 부호가 뒤집혀 +7% 로 해석되면 손절이 발동한다


def test_rsi_partial_threshold_from_params():
    # close 10100 < bb_middle, 2xATR 미달 -> RSI 만 판정
    args = (41, 10100, 20000, 20000, 10000, 100, 1.0, None)
    sig = check_exit_signal_backtest_v2(_p(rsi_exit_threshold=40), *args)
    assert sig and sig.action == "SELL_PARTIAL" and sig.sell_pct == 0.5
    assert check_exit_signal_backtest_v2(_p(rsi_exit_threshold=60), *args) is None


def _bars(n, price):
    return [BarData(trade_date=date(2024, 1, 1), open_price=price, high_price=price + 5,
                    low_price=price - 5, close_price=price, volume=1000, stock_code="A")
            for _ in range(n)]


@pytest.fixture
def _ind(monkeypatch):
    monkeypatch.setattr(eng, "calculate_rsi", lambda *a, **k: float(settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD) + 1)
    monkeypatch.setattr(eng, "calculate_bollinger", lambda *a, **k: (20000.0, 20000.0, 8000.0))
    monkeypatch.setattr(eng, "calculate_atr", lambda *a, **k: 10.0)


def _pos(qty, orig, rem):
    return Position("A", date(2024, 1, 1), 10000.0, qty, 10100.0, remaining_pct=rem, original_quantity=orig)


def test_partial_sell_qty_from_original_and_small_full(_ind):
    st = MeanReversionBacktest()
    bars = {"A": _bars(80, 10100)}
    o = st.on_bar(70, bars, {"A": _pos(7, 7, 1.0)}, 0, 1e7, _p(max_positions=1))
    assert o and o[0]["quantity"] == 3
    # 단계 소진(0.5) 이후엔 1차 익절 재발동 없음
    assert st.on_bar(70, bars, {"A": _pos(4, 7, 0.5)}, 0, 1e7, _p(max_positions=1)) == []
    # 잔량 3주 이하 + 신호 -> 전량
    o = st.on_bar(70, bars, {"A": _pos(3, 7, 1.0)}, 0, 1e7, _p(max_positions=1))
    assert o[0]["quantity"] == 3


def test_stage_remaining_pct_blocks_second_partial():
    r = remaining_pct_after_partial_sell(1.0, 0.5, 4, 7)
    assert r <= 0.5
    args = (settings.MEAN_REVERSION_RSI_EXIT_THRESHOLD + 1, 10100, 20000, 20000, 10000, 100, r, None)
    assert check_exit_signal_backtest_v2(_p(), *args) is None