"""
Tests for quant/walkforward.py.
"""
from quant.walkforward import WalkForwardRunner, WFReport, WFWindow


class TestWFReport:
    def test_empty_report(self):
        report = WFReport(strategy="test", interval="1h", n_windows=5)
        assert report.consistency == 0.0
        assert report.oos_sharpe == 0.0
        assert report.performance_decay == 0.0
        assert report.total_oos_trades == 0

    def test_single_window_positive(self):
        report = WFReport(strategy="test", interval="1h", n_windows=5)
        report.windows.append(WFWindow(
            window_idx=0, is_start="2026-01-01", is_end="2026-02-01",
            oos_start="2026-02-01", oos_end="2026-03-01",
            is_sharpe=2.0, oos_sharpe=1.5, is_return_pct=5.0,
            oos_return_pct=3.0, oos_trades=10,
        ))
        assert report.consistency == 1.0
        assert report.avg_oos_sharpe == 1.5
        assert report.performance_decay == 1.5 / 2.0
        assert report.total_oos_trades == 10

    def test_mixed_windows(self):
        report = WFReport(strategy="test", interval="1h", n_windows=3)
        report.windows = [
            WFWindow(0, "A", "B", "B", "C", 2.0, 1.0, 5.0, 2.0, 5),
            WFWindow(1, "B", "C", "C", "D", 1.0, -0.5, 2.0, -1.0, 8),
            WFWindow(2, "C", "D", "D", "E", 1.5, 0.3, 3.0, 0.5, 6),
        ]
        assert report.consistency == 2 / 3  # 2 of 3 windows positive OOS
        assert report.avg_oos_sharpe == (1.0 - 0.5 + 0.3) / 3

    def test_significance_discard_weak(self):
        report = WFReport(strategy="test", interval="1h", n_windows=5)
        report.windows.append(WFWindow(
            0, "A", "B", "B", "C", 8.0, -2.0, 2.5, -5.0, 4,
        ))
        report.oos_equity_curve = [{"t": 0, "v": 10000}, {"t": 1, "v": 9500}]
        sig = report.significance_report(n_trials=639)
        assert sig["verdict"] == "DISCARD"

    def test_summary(self):
        report = WFReport(strategy="momentum", interval="4h", n_windows=3)
        s = report.summary()
        assert s["strategy"] == "momentum"
        assert s["interval"] == "4h"