from datetime import datetime
from zoneinfo import ZoneInfo

from app.sim.liquidity import bid_mark_ok
from app.sim.pricing import option_fill, perp_fill
from app.strategy.clock import can_open_new, window_key
from app.strategy.exits import check_expiry_close, check_exits
from app.strategy.signal import decide

_SH = ZoneInfo("Asia/Shanghai")


def test_signal_buy_call_short_perp() -> None:
    s = decide(20.0, 15.0)
    assert s is not None
    assert s.option_side == "call"
    assert s.perp_side == "short"


def test_signal_buy_put_long_perp() -> None:
    s = decide(10.0, 16.0)
    assert s is not None
    assert s.option_side == "put"
    assert s.perp_side == "long"


def test_signal_equal() -> None:
    assert decide(10.0, 10.0) is None


def test_signal_strike_below_spot_call_short() -> None:
    # 现价 1859、ATM 1850：即使 Put 卖一更高，也走 Call+空
    s = decide(10.0, 20.0, strike=1850, mark_px=1859)
    assert s is not None
    assert s.option_side == "call"
    assert s.perp_side == "short"
    assert s.bias == "strike_below_spot"


def test_signal_strike_above_spot_put_long() -> None:
    # 现价 1859、ATM 1875：即使 Call 卖一更高，也走 Put+多
    s = decide(20.0, 10.0, strike=1875, mark_px=1859)
    assert s is not None
    assert s.option_side == "put"
    assert s.perp_side == "long"
    assert s.bias == "strike_above_spot"


def test_signal_strike_flat_falls_back_to_ask() -> None:
    s = decide(20.0, 15.0, strike=1860, mark_px=1860)
    assert s is not None
    assert s.bias == "call_ask_gt_put"
    assert s.option_side == "call"


def test_exit_fixed_and_premium_multiple() -> None:
    fixed = check_exits(
        net_pnl=15.0,
        exit_mode="fixed_usdt",
        net_profit_target=15,
        premium_exit_multiple=1,
        initial_premium=40,
    )
    assert fixed.reason == "fixed_usdt"
    assert fixed.target == 15

    assert (
        check_exits(
            net_pnl=14.9,
            exit_mode="fixed_usdt",
            net_profit_target=15,
            premium_exit_multiple=1,
            initial_premium=40,
        ).should_close
        is False
    )

    prem = check_exits(
        net_pnl=40.0,
        exit_mode="premium_multiple",
        net_profit_target=15,
        premium_exit_multiple=1,
        initial_premium=40,
    )
    assert prem.reason == "premium_multiple"
    assert prem.target == 40

    half = check_exits(
        net_pnl=20.0,
        exit_mode="premium_multiple",
        net_profit_target=15,
        premium_exit_multiple=0.5,
        initial_premium=40,
    )
    assert half.should_close is True
    assert half.target == 20


def test_perp_pricing() -> None:
    r = perp_fill(side="long", action="open", bid=100, ask=101, qty_eth=1, fee_rate=0.001)
    assert abs(r.fill_px - 101 * 1.001) < 1e-9


def test_option_open_close_pricing() -> None:
    o = option_fill(action="open", bid=10, ask=12, qty_eth=2, fee_rate=0.001)
    assert o.fill_px > 12
    c = option_fill(action="close", bid=10, ask=12, qty_eth=2, fee_rate=0.001)
    assert c.fill_px < 10


def test_window_weekend_skip() -> None:
    # 2026-07-24 周五可开；25/26 周六日不可开
    fri = datetime(2026, 7, 24, 17, 0, tzinfo=_SH)
    sat = datetime(2026, 7, 25, 12, 0, tzinfo=_SH)
    sun = datetime(2026, 7, 26, 10, 0, tzinfo=_SH)
    mon = datetime(2026, 7, 27, 9, 0, tzinfo=_SH)
    assert can_open_new(fri, skip_weekends=True) is True
    assert can_open_new(sat, skip_weekends=True) is False
    assert can_open_new(sun, skip_weekends=True) is False
    assert can_open_new(mon, skip_weekends=True) is True
    assert can_open_new(sat, skip_weekends=False) is True
    assert window_key(fri) == "20260724"


def test_bid_mark_deviation_30pct() -> None:
    # |7-10|/10 = 30% → 允许（≤30%）
    ok, _ = bid_mark_ok(bid=7.0, mark=10.0, max_dev_pct=30)
    assert ok is True
    ok2, _ = bid_mark_ok(bid=6.9, mark=10.0, max_dev_pct=30)
    assert ok2 is False
    ok3, why = bid_mark_ok(bid=None, mark=10.0, max_dev_pct=30)
    assert ok3 is False
    assert "买一" in why


def test_expiry_close() -> None:
    assert check_expiry_close(expiry_ms=None).should_close is False
    d = check_expiry_close(expiry_ms=1_000, now_ms=999)
    assert d.should_close is False
    d2 = check_expiry_close(expiry_ms=1_000, now_ms=1_000)
    assert d2.should_close is True
    assert d2.reason == "expiry"
    d3 = check_expiry_close(expiry_ms=1_000, now_ms=1_001)
    assert d3.should_close is True


def test_option_intrinsic_and_close_bid_floor() -> None:
    from app.sim.pricing import (
        option_expiry_settle,
        option_intrinsic,
        resolve_option_close_bid,
    )

    assert option_intrinsic(option_side="call", strike=1860, spot=1882) == 22.0
    assert option_intrinsic(option_side="put", strike=1860, spot=1882) == 0.0
    assert option_intrinsic(option_side="put", strike=1860, spot=1840) == 20.0

    # 到期：严格按内在价值，无滑点
    settled = option_expiry_settle(intrinsic=22.0, qty_eth=2.0, fee_rate=0.0005)
    assert settled.fill_px == 22.0
    assert settled.slip == 0.0
    assert settled.notional == 44.0
    assert abs(settled.fee - 44.0 * 0.0005) < 1e-12

    # 紧急垃圾买一 0.2，内在价值 22 → 抬到 22
    assert (
        resolve_option_close_bid(
            bid=0.2, mark=0.2, intrinsic=22.0, bypass_liquidity=True
        )
        == 22.0
    )
    # 常规也有内在价值地板
    assert (
        resolve_option_close_bid(
            bid=0.2, mark=0.2, intrinsic=22.0, bypass_liquidity=False
        )
        == 22.0
    )
    # 买一高于内在价值，保留买一
    assert (
        resolve_option_close_bid(
            bid=25.0, mark=24.0, intrinsic=22.0, bypass_liquidity=True
        )
        == 25.0
    )
    # bypass 无买一，用标记与内在价值
    assert (
        resolve_option_close_bid(
            bid=None, mark=3.0, intrinsic=22.0, bypass_liquidity=True
        )
        == 22.0
    )