"""vwap 派生列:turnover/volume,volume=0 → null."""
import sys, os
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", "vnpy_v4.4.0")))

from datetime import datetime
from vnpy.trader.object import BarData
from vnpy.trader.constant import Exchange, Interval
from sanguo_factor.data_adapter import convert_bars_to_alpha_df


def _bar(symbol, dt, close=10.0, volume=100.0, turnover=1000.0):
    return BarData(
        symbol=symbol, exchange=Exchange.SSE, datetime=dt, interval=Interval.DAILY,
        open_price=9.9, high_price=10.1, low_price=9.8, close_price=close,
        volume=volume, turnover=turnover, open_interest=0, gateway_name="T",
    )


def test_vwap_derived():
    df = convert_bars_to_alpha_df([_bar("600000", datetime(2024, 1, 5))])
    assert df["vwap"][0] == 10.0  # 1000 / 100


def test_vwap_null_when_volume_zero():
    df = convert_bars_to_alpha_df([_bar("600000", datetime(2024, 1, 5), volume=0.0, turnover=0.0)])
    assert df["vwap"][0] is None


def test_empty_schema_has_vwap():
    df = convert_bars_to_alpha_df([])
    assert "vwap" in df.columns
    assert df.height == 0