"""期期到期结算指数：虚值 Call fill=0 不得反推成行权价。"""

from __future__ import annotations

from app.api.trades import _infer_settle_index, _overlay_expiry_zero_fills


def test_otm_call_zero_fill_does_not_become_strike(monkeypatch) -> None:
    g = {
        "hedge_mode": "option_option",
        "option_side": "call",
        "option2_side": "put",
        "option_inst_id": "ETH-USD-260811-1920-C",  # OKX 样式：不走公开回退
        "strike": 1920.0,
        "strike2": 1890.0,
        "settle_index_px": None,
        "close_reason": "expiry",
        "close_at_ms": 1,
    }
    fills = [
        {"leg": "option", "action": "close", "fill_px": 0.0, "slip": 0},
        {"leg": "option2", "action": "close", "fill_px": 0.0, "slip": 0},
    ]
    monkeypatch.setattr(
        "app.api.public_index.maybe_public_settle_index", lambda _g: None
    )
    assert _infer_settle_index(g, fills) is None


def test_itm_put_fill_infers_settle_near_1875() -> None:
    g = {
        "hedge_mode": "option_option",
        "option_side": "call",
        "option2_side": "put",
        "strike": 1920.0,
        "strike2": 1920.0,
        "settle_index_px": None,
    }
    fills = [
        {"leg": "option", "action": "close", "fill_px": 0.0, "slip": 0},
        {"leg": "option2", "action": "close", "fill_px": 45.0, "slip": 0},
    ]
    assert _infer_settle_index(g, fills) == 1875.0


def test_stored_settle_wins() -> None:
    g = {
        "option_side": "call",
        "strike": 1920.0,
        "settle_index_px": 1875.2,
    }
    fills = [{"leg": "option", "action": "close", "fill_px": 0.0, "slip": 0}]
    assert _infer_settle_index(g, fills) == 1875.2


def test_public_fallback_and_overlay(monkeypatch) -> None:
    g = {
        "hedge_mode": "option_option",
        "option_side": "call",
        "option2_side": "put",
        "option_inst_id": "ETH-USD_UM-260811-1940-C",
        "strike": 1940.0,
        "strike2": 1920.0,
        "settle_index_px": None,
        "close_reason": "expiry",
        "close_at_ms": 1786435200000,
    }
    fills = [
        {"leg": "option", "action": "close", "fill_px": 0.0, "qty_eth": 7, "slip": 0},
        {"leg": "option2", "action": "close", "fill_px": 0.0, "qty_eth": 7, "slip": 0},
    ]
    monkeypatch.setattr(
        "app.api.public_index.maybe_public_settle_index", lambda _g: 1877.8
    )
    assert _infer_settle_index(g, fills) == 1877.8
    view = _overlay_expiry_zero_fills(g, fills, 1877.8)
    assert view[0]["fill_px"] == 0.0  # call OTM
    assert abs(view[1]["fill_px"] - (1920 - 1877.8)) < 1e-9


def test_overlay_wrong_near_zero_put_fill() -> None:
    """账单误写成 0.2 时，应按内在价值 42.2 覆盖，Put 显示盈利。"""
    g = {
        "hedge_mode": "option_option",
        "option_side": "call",
        "option2_side": "put",
        "strike": 1940.0,
        "strike2": 1920.0,
        "close_reason": "expiry",
    }
    fills = [
        {
            "leg": "option",
            "action": "open",
            "fill_px": 12.0,
            "qty_eth": 7.5,
            "fee": 0.045,
            "slip": 0,
        },
        {
            "leg": "option2",
            "action": "open",
            "fill_px": 12.8,
            "qty_eth": 7.0,
            "fee": 0.045,
            "slip": 0,
        },
        {
            "leg": "option",
            "action": "close",
            "fill_px": 0.0,
            "qty_eth": 7.5,
            "fee": 0,
            "slip": 0,
        },
        {
            "leg": "option2",
            "action": "close",
            "fill_px": 0.2,
            "qty_eth": 7.0,
            "fee": 0.0007,
            "slip": 0,
        },
    ]
    from app.sim.pnl import summarize_fills_pnl

    view = _overlay_expiry_zero_fills(g, fills, 1877.8)
    assert abs(view[3]["fill_px"] - 42.2) < 1e-9
    s = summarize_fills_pnl(view)
    # Put: (42.2 - 12.8) * 7 = 205.8
    assert abs(float(s["option2_pnl"] or 0) - 205.8) < 1e-6
    assert float(s["option2_pnl"] or 0) > 0