"""
Tests for sim/maker.py — market-making quoting logic.
"""
from sim.maker import AvellanedaStoikovMaker, GridMaker, MakerConfig, Quote


class TestAvellanedaStoikovMaker:
    def test_initial_sigma(self):
        maker = AvellanedaStoikovMaker()
        assert maker.sigma == 0.02  # default

    def test_observe_updates_volatility(self):
        maker = AvellanedaStoikovMaker()
        for i in range(20):
            maker.observe(100000.0 + i * 100)
        assert maker.sigma > 0

    def test_quote_no_inventory(self):
        maker = AvellanedaStoikovMaker()
        maker.observe(100000.0)
        q = maker.quote(mid_price=100000.0, inventory=0.0, elapsed_hours=0.0)
        assert q.bid > 0
        assert q.ask > q.bid
        assert q.spread_bps >= 0

    def test_quote_short_inventory_skew(self):
        maker = AvellanedaStoikovMaker(MakerConfig(gamma=0.5, k=1.0))
        for i in range(50):
            maker.observe(100000.0 + i * 50 * (1 if i % 2 == 0 else -1))
        q_short = maker.quote(mid_price=100000.0, inventory=-0.003, elapsed_hours=0.0)
        q_long = maker.quote(mid_price=100000.0, inventory=0.003, elapsed_hours=0.0)
        assert q_short.reservation > q_long.reservation

    def test_quote_long_inventory_skew(self):
        maker = AvellanedaStoikovMaker()
        maker.observe(100000.0)
        q = maker.quote(mid_price=100000.0, inventory=0.004, elapsed_hours=0.1)
        assert q.reservation < q.ask

    def test_quote_with_skew(self):
        maker = AvellanedaStoikovMaker()
        maker.observe(100000.0)
        q = maker.quote_with_skew(mid_price=100000.0, inventory=0.003, elapsed_hours=0.0, target_inventory=0.0)
        assert q.ask_size > q.bid_size  # long → bigger asks to reduce position

    def test_elapsed_reduces_spread(self):
        maker = AvellanedaStoikovMaker()
        maker.observe(100000.0)
        q_early = maker.quote(mid_price=100000.0, inventory=0.0, elapsed_hours=0.0)
        q_late = maker.quote(mid_price=100000.0, inventory=0.0, elapsed_hours=0.9)
        # Near session end → narrower spread (less time to recover)
        assert q_late.spread_bps <= q_early.spread_bps + 1


class TestGridMaker:
    def test_grid_levels(self):
        gm = GridMaker(grid_levels=3, spacing_bps=10.0, size_per_level=0.001)
        quotes = gm.quotes(100000.0)
        assert len(quotes) == 6  # 3 bid + 3 ask levels

    def test_symmetric(self):
        gm = GridMaker(grid_levels=2, spacing_bps=50.0, size_per_level=0.001)
        quotes = gm.quotes(100000.0)
        bids = [q for q in quotes if q["side"] == "bid"]
        asks = [q for q in quotes if q["side"] == "ask"]
        assert len(bids) == 2
        assert len(asks) == 2
        for b, a in zip(bids[::-1], asks):
            assert a["price"] > b["price"]