"""
Tests for funding arb strategy and WQI predictor integration.
"""
import math


class TestFundingArb:
    def test_no_entry_below_threshold(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30)
        trade = arb.tick(0.10, 100000.0, 0.0)
        assert trade is None
        assert arb.position == 0

    def test_entry_above_threshold_positive(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30)
        trade = arb.tick(0.50, 100000.0, 0.0)
        assert trade is not None
        assert trade["action"] == "SELL"
        assert arb.position == -1

    def test_entry_above_threshold_negative(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30)
        trade = arb.tick(-0.50, 100000.0, 0.0)
        assert trade is not None
        assert trade["action"] == "BUY"
        assert arb.position == 1

    def test_exit_when_apr_fades(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30, apr_exit=0.10)
        arb.tick(0.50, 100000.0, 0.0)
        trade = arb.tick(0.05, 100000.0, 3600.0)
        assert trade is not None
        assert "EXIT" in trade["action"]
        assert arb.position == 0

    def test_exit_when_funding_flips(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30, apr_exit=0.10)
        arb.tick(0.50, 100000.0, 0.0)
        trade = arb.tick(-0.10, 100000.0, 3600.0)
        assert trade is not None
        assert "EXIT" in trade["action"]
        assert arb.position == 0

    def test_signal_no_exit_when_apr_still_high(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30)
        arb.tick(0.50, 100000.0, 0.0)
        result = arb.signal(0.60, 100000.0)
        assert result["action"] == "HOLD"

    def test_signal_hold_when_below_threshold(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30)
        result = arb.signal(0.05)
        assert result["action"] == "HOLD"

    def test_summary_no_trades(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb()
        s = arb.summary()
        assert s["total_trades"] == 0
        assert s["win_rate"] == 0.0

    def test_summary_with_trades(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30, apr_exit=0.10)
        arb.tick(0.50, 100000.0, 0.0)
        arb.tick(0.05, 100100.0, 3600.0)
        arb.tick(0.50, 100000.0, 7200.0)
        arb.tick(0.05, 100050.0, 10800.0)
        s = arb.summary()
        assert s["total_trades"] == 2
        assert s["position"] == 0

    def test_reset(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.30, apr_exit=0.10)
        arb.tick(0.50, 100000.0, 0.0)
        arb.reset()
        assert arb.position == 0
        assert len(arb.trades) == 0

    def test_backtest_empty(self):
        from strategies.funding_arb_strategy import backtest_funding_arb
        result = backtest_funding_arb([], [])
        assert result["total_trades"] == 0

    def test_backtest_single_trade(self):
        from strategies.funding_arb_strategy import backtest_funding_arb
        rates = [0.50, 0.06]
        prices = [100000.0, 100000.0]
        result = backtest_funding_arb(rates, prices, apr_threshold=0.30)
        assert result["total_trades"] == 1

    def test_fee_accounting(self):
        from strategies.funding_arb_strategy import FundingArb
        arb = FundingArb(apr_threshold=0.10, size=0.001, taker_fee_pct=0.00045)
        trade = arb.tick(0.50, 100000.0, 0.0)
        assert trade is not None
        expected_fee = 0.001 * 100000.0 * 0.00045
        assert abs(trade["fee"] - expected_fee) < 0.001


class TestFundingDiscoveryCLI:
    def test_discovery_no_data(self):
        from strategies.funding_arb_strategy import run_funding_discovery
        result = run_funding_discovery(
            data_dir="/tmp/nonexistent_data",
            coin="BTC",
        )
        assert "error" in result

    def test_backtest_multiple_thresholds(self):
        from strategies.funding_arb_strategy import backtest_funding_arb
        import random
        random.seed(42)
        rates = [abs(random.gauss(0, 0.5)) for _ in range(200)]
        prices = [100000.0 + random.gauss(0, 500) for _ in range(200)]

        for threshold in [0.10, 0.30, 0.50]:
            result = backtest_funding_arb(rates, prices, apr_threshold=threshold)
            assert "total_trades" in result
            assert "total_net_pnl" in result


class TestWQIIntegration:
    def test_wqi_with_node_interface(self):
        from strategies.wqi_predictor import WQIPredictor
        wqi = WQIPredictor(z_entry=2.0, max_hold_seconds=30)
        bids = [(50000.0, 1.0), (49999.0, 0.5)]
        asks = [(50002.0, 1.0), (50003.0, 0.5)]

        for _ in range(30):
            wqi.feed_signal(bids, asks, 50001.0)

        extreme_bids = [(50000.0, 10.0), (49999.0, 5.0)]
        extreme_asks = [(50002.0, 0.5)]
        signal = wqi.feed_signal(extreme_bids, extreme_asks, 50001.0)

        assert signal["action"] in ("BUY", "HOLD")
        if signal["action"] == "BUY":
            assert wqi.position != 0

    def test_wqi_exit_on_timeout(self):
        from strategies.wqi_predictor import WQIPredictor
        import time
        wqi = WQIPredictor(z_entry=0.01, z_exit=999.0, wqi_threshold=0.01,
                           max_hold_seconds=0.001, max_adverse=999.0)

        for _ in range(30):
            wqi.feed_signal([(100.0, 1.0)], [(102.0, 1.0)], 101.0)

        extreme_bids = [(100.0, 20.0), (99.0, 10.0)]
        extreme_asks = [(102.0, 1.0)]
        signal = wqi.feed_signal(extreme_bids, extreme_asks, 101.0)

        if signal["action"] in ("BUY", "SELL"):
            time.sleep(0.01)
            signal2 = wqi.feed_signal(extreme_bids, extreme_asks, 101.0)
            assert signal2["action"] in ("EXIT", "HOLD")


class TestNodeV2Strategies:
    def test_node_creates_all_strategies(self):
        from live.node_v2 import ProductionNode
        node = ProductionNode(
            coins=["BTC"],
            testnet=True,
            mode="paper",
            max_position_per_coin=0.001,
            base_quote_size=0.0001,
        )
        assert len(node._wqi_predictors) == 1
        assert node._funding_arb is not None
        assert node._fill_model is not None

    def test_wqi_not_none(self):
        from live.node_v2 import ProductionNode
        node = ProductionNode(
            coins=["BTC"],
            testnet=True,
            mode="paper",
            max_position_per_coin=0.001,
        )
        wqi = node._wqi_predictors.get("BTC")
        assert wqi is not None
        assert wqi._z_entry == 2.0
        assert wqi._max_hold_seconds == 30

    def test_funding_arb_config(self):
        from live.node_v2 import ProductionNode
        node = ProductionNode(
            coins=["BTC"],
            testnet=True,
            mode="paper",
            max_position_per_coin=0.001,
        )
        arb = node._funding_arb
        assert arb._apr_threshold == 0.30
        assert arb._apr_exit == 0.10