"""Tests for sanguo_backtest.cta_engine module."""
# Mock vnpy and tzlocal modules before importing anything that depends on them
import sys
import importlib.util
from unittest.mock import MagicMock

# Only mock these when the real module is NOT importable (e.g. local env missing empyrical).
# In the container (authoritative test env) everything imports fine, so NO mock is installed
# → zero sys.modules pollution leaking into other test modules at collection time.
# (Previous unconditional sys.modules[...]=MagicMock() here broke datareader/spike/factor/metrics
# tests because it ran at collection time and never restored.)
mock_tzlocal = MagicMock()
mock_tzlocal.get_localzone_name = MagicMock(return_value="UTC")
_MOCK_FACTORIES = {
    "tzlocal": lambda: mock_tzlocal,
    "vnpy.trader.setting": MagicMock,
    "vnpy.trader.constant": MagicMock,
    "vnpy.trader.object": MagicMock,
    "vnpy.trader.database": MagicMock,
    "vnpy_ctastrategy.backtesting": MagicMock,
    "empyrical": MagicMock,
}
_SAVED_MODULES = {}
for _name, _factory in _MOCK_FACTORIES.items():
    try:
        _found = importlib.util.find_spec(_name)
    except ModuleNotFoundError:
        _found = None
    if _found is None:
        _SAVED_MODULES[_name] = sys.modules.get(_name)
        sys.modules[_name] = _factory()

import pytest
import json
from unittest.mock import Mock, patch, MagicMock
from datetime import datetime
from pathlib import Path
import pandas as pd
from sanguo_backtest.cta_engine import run_cta_backtest


@pytest.fixture(scope="module", autouse=True)
def _restore_modules_after():
    """Restore sys.modules after this module's tests, so downstream tests import the
    REAL vnpy/empyrical instead of the mocks we installed above. Also drop cta_engine/
    metrics from the module cache (they were imported while mocks were active) so they
    re-import fresh with real dependencies."""
    yield
    for cached in ("sanguo_backtest.cta_engine", "sanguo_backtest.metrics", "sanguo_backtest.ashare_engine"):
        sys.modules.pop(cached, None)
    for k, orig in _SAVED_MODULES.items():
        if orig is None:
            sys.modules.pop(k, None)
        else:
            sys.modules[k] = orig


class TestRunCtaBacktest:
    """Test suite for run_cta_backtest function."""

    def test_run_cta_backtest_returns_result(self, temp_db_path):
        """Test successful CTA backtest execution returns proper result."""
        # Mock strategy class
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "TestStrategy"

        # Mock BacktestingEngine — calculate_result() returns daily_df (DataFrame),
        # calculate_statistics(df) returns the stats dict (vnpy API, matches cta_engine)
        mock_engine = MagicMock()
        mock_engine.calculate_result.return_value = pd.DataFrame(
            {"balance": [1_000_000.0, 1_010_000.0], "net_pnl": [0.0, 10000.0]},
            index=pd.date_range("2024-01-01", periods=2, freq="D"),
        )
        mock_engine.calculate_statistics.return_value = {
            "total_return": 0.15,
            "sharpe_ratio": 1.2,
            "max_drawdown": -0.08,
            "win_rate": 0.55
        }
        mock_engine.get_all_daily_results.return_value = [
            {"date": "2024-01-01", "balance": 100000},
            {"date": "2024-01-02", "balance": 101000},
        ]

        # Mock config
        mock_cfg = Mock()

        # Create mock for AShareBacktestingEngine
        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)
        mock_engine.trades = {"t1": MagicMock()}  # 非空 trades 避免 degenerate
        mock_engine.history_data = []  # 空 history → 定寸跳过（mock 无真实 bar）

        with patch.dict("sys.modules", {"sanguo_backtest.ashare_engine": mock_ashare}):
            result = run_cta_backtest(
                strategy_class=mock_strategy_class,
                symbol="600000",
                params={"window": 20},
                start="2024-01-01",
                end="2024-03-31",
                cfg=mock_cfg,
                db_path=temp_db_path
            )

        # Verify result structure
        assert result.type == "cta"
        assert result.status == "done"
        assert result.strategy == "TestStrategy"
        assert result.symbol == "600000"
        assert result.params == {"window": 20}
        assert result.start == "2024-01-01"
        assert result.end == "2024-03-31"
        # statistics 是 dict——vnpy calculate_statistics 的原始键会被 compute_metrics
        # 的 scalars 覆盖/扩充（容器内 config 加载成功时 metrics 会跑，覆盖 mock 的 0.15；
        # Mac 无 config 时 metrics 跳过，保留 mock 值）。具体数值随环境，真实值由
        # test_integration_ashare 验证；此处只验结构 + mock 特有字段。
        assert isinstance(result.statistics, dict)
        assert result.statistics.get("sizing_shares_per_lot") == 0
        assert result.error_msg is None

        # Verify BacktestingEngine methods were called
        mock_engine.set_parameters.assert_called_once()
        mock_engine.add_strategy.assert_called_once_with(mock_strategy_class, {"window": 20})
        mock_engine.load_data.assert_called_once()
        mock_engine.run_backtesting.assert_called_once()
        mock_engine.calculate_result.assert_called_once()
        mock_engine.calculate_statistics.assert_called_once()

    def test_run_cta_backtest_handles_exception(self, temp_db_path):
        """Test that exceptions during backtest are handled properly."""
        # Mock strategy class
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "FailingStrategy"

        # Mock BacktestingEngine to raise exception
        mock_engine = MagicMock()
        mock_engine.load_data.side_effect = RuntimeError("Data loading failed")

        # Mock config
        mock_cfg = Mock()

        # Create mock for AShareBacktestingEngine
        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)

        with patch.dict("sys.modules", {"sanguo_backtest.ashare_engine": mock_ashare}):
            result = run_cta_backtest(
                strategy_class=mock_strategy_class,
                symbol="000001",
                params={"window": 20},
                start="2024-01-01",
                end="2024-03-31",
                cfg=mock_cfg,
                db_path=temp_db_path
            )

        # Verify failed result structure
        assert result.type == "cta"
        assert result.status == "failed"
        assert result.strategy == "FailingStrategy"
        assert result.symbol == "000001"
        assert result.error_msg is not None
        assert "RuntimeError" in result.error_msg
        assert "Data loading failed" in result.error_msg

    def test_run_cta_backtest_generates_task_id(self, temp_db_path):
        """Test that run_cta_backtest generates unique task IDs."""
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "IdTestStrategy"

        mock_engine = MagicMock()
        mock_engine.calculate_result.return_value = {"sharpe_ratio": 1.0}
        mock_engine.get_all_daily_results.return_value = []

        mock_cfg = Mock()

        # Create mock for AShareBacktestingEngine
        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)

        with patch.dict("sys.modules", {"sanguo_backtest.ashare_engine": mock_ashare}):
            result1 = run_cta_backtest(
                strategy_class=mock_strategy_class,
                symbol="600000",
                params={},
                start="2024-01-01",
                end="2024-03-31",
                cfg=mock_cfg,
                db_path=temp_db_path
            )

            result2 = run_cta_backtest(
                strategy_class=mock_strategy_class,
                symbol="600001",
                params={},
                start="2024-01-01",
                end="2024-03-31",
                cfg=mock_cfg,
                db_path=temp_db_path
            )

        # Verify unique task IDs
        assert result1.task_id != result2.task_id
        assert result1.task_id.startswith("cta_")
        assert result2.task_id.startswith("cta_")

    def test_run_cta_backtest_computes_relative_metrics(self, temp_db_path):
        """Test that run_cta_backtest computes relative metrics against benchmark."""
        # Mock strategy class
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "BmTestStrategy"

        # Mock daily_df with 'return' column (required by compute_metrics)
        dates = pd.date_range("2024-01-01", "2024-03-31", freq="D")
        daily_df = pd.DataFrame({
            "return": [0.001] * len(dates)
        }, index=dates)

        # Mock vnpy BacktestingEngine
        mock_engine = MagicMock()
        mock_engine.calculate_result.return_value = daily_df
        mock_engine.calculate_statistics.return_value = {
            "total_return": 0.15,
            "sharpe_ratio": 1.2,
            "max_drawdown": -0.08,
        }

        # Mock config with benchmark
        mock_cfg = Mock()
        mock_cfg.data_paths = {"daily_dir": "/mock/daily_dir"}

        # Mock read_index_daily to return benchmark data
        mock_bench_df = pd.DataFrame({
            "date": dates,
            "close": [100.0] * len(dates)
        })

        # Mock compute_metrics result
        mock_metrics_result = Mock()
        mock_metrics_result.scalars = {
            "alpha": 0.05,
            "beta": 0.95,
            "sharpe_ratio": 1.3,
            "total_return": 0.15,
            "benchmark_return": 0.10
        }
        mock_metrics_result.series = {
            "equity_curve": pd.Series([1.0, 1.1, 1.2]),
            "benchmark_curve": pd.Series([1.0, 1.05, 1.1]),
            "alpha": pd.Series([0.01, 0.02, 0.03]),
            "beta": pd.Series([0.9, 0.95, 1.0]),
            "drawdown": pd.Series([0.0, -0.01, -0.02])
        }

        # Create mock for AShareBacktestingEngine
        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)
        mock_engine.trades = {"t1": MagicMock()}  # 非空 trades 避免 degenerate
        mock_engine.history_data = []  # 空 history → 定寸跳过（mock 无真实 bar）

        # Mock tzlocal and vnpy modules to avoid import errors
        mock_tzlocal = MagicMock()
        mock_tzlocal.get_localzone_name = Mock(return_value="UTC")

        with patch.dict("sys.modules", {
            "sanguo_backtest.ashare_engine": mock_ashare,
            "tzlocal": mock_tzlocal,
            "vnpy.trader.setting": MagicMock()
        }):
            with patch("sanguo_backtest.cta_engine.read_index_daily", return_value=mock_bench_df):
                with patch("sanguo_backtest.cta_engine.compute_metrics", return_value=mock_metrics_result):
                    result = run_cta_backtest(
                        strategy_class=mock_strategy_class,
                        symbol="600000",
                        params={"window": 20},
                        start="2024-01-01",
                        end="2024-03-31",
                        cfg=mock_cfg,
                        db_path=temp_db_path
                    )

        # Verify result contains relative metrics (scalars merged into statistics)
        assert result.statistics.get("alpha") == 0.05
        assert result.statistics.get("beta") == 0.95
        assert result.statistics.get("sharpe_ratio") == 1.3  # Should be present
        assert result.statistics.get("total_return") == 0.15  # Should be present

        # Verify metrics JSON file was written
        file_dir = Path(temp_db_path).parent
        metrics_file = file_dir / f"{result.task_id}_metrics.json"
        assert metrics_file.exists(), f"Metrics file not found: {metrics_file}"

        # Verify metrics file can be loaded and contains expected keys
        with open(metrics_file, "r") as f:
            metrics_data = json.load(f)

        # Check that we have 5 series keys
        series_keys = list(metrics_data.get("series", {}).keys())
        assert len(series_keys) == 5
        assert "equity_curve" in series_keys
        assert "benchmark_curve" in series_keys
        assert "alpha" in series_keys
        assert "beta" in series_keys
        assert "drawdown" in series_keys

    def test_run_cta_backtest_default_benchmark_hs300(self, temp_db_path):
        """Test that default benchmark is hs300 when not specified in config."""
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "DefaultBmStrategy"

        # Mock daily_df
        dates = pd.date_range("2024-01-01", "2024-03-31", freq="D")
        daily_df = pd.DataFrame({
            "return": [0.001] * len(dates)
        }, index=dates)

        mock_engine = MagicMock()
        mock_engine.calculate_result.return_value = daily_df
        mock_engine.calculate_statistics.return_value = {"total_return": 0.15}

        # Mock config without benchmark (should use default hs300)
        mock_cfg = Mock()
        mock_cfg.data_paths = {"daily_dir": "/mock/daily_dir"}

        mock_bench_df = pd.DataFrame({
            "date": dates,
            "close": [100.0] * len(dates)
        })

        mock_metrics_result = Mock()
        mock_metrics_result.scalars = {"alpha": 0.05}
        mock_metrics_result.series = {}

        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)
        mock_engine.trades = {"t1": MagicMock()}  # 非空 trades 避免 degenerate
        mock_engine.history_data = []  # 空 history → 定寸跳过（mock 无真实 bar）

        # Mock tzlocal and vnpy modules to avoid import errors
        mock_tzlocal = MagicMock()
        mock_tzlocal.get_localzone_name = Mock(return_value="UTC")

        with patch.dict("sys.modules", {
            "sanguo_backtest.ashare_engine": mock_ashare,
            "tzlocal": mock_tzlocal,
            "vnpy.trader.setting": MagicMock()
        }):
            with patch("sanguo_backtest.cta_engine.read_index_daily", return_value=mock_bench_df) as mock_read:
                with patch("sanguo_backtest.cta_engine.compute_metrics", return_value=mock_metrics_result):
                    result = run_cta_backtest(
                        strategy_class=mock_strategy_class,
                        symbol="600000",
                        params={},
                        start="2024-01-01",
                        end="2024-03-31",
                        cfg=mock_cfg,
                        db_path=temp_db_path
                    )

        # Verify read_index_daily was called with hs300 code (sh000300)
        mock_read.assert_called_once()
        call_args = mock_read.call_args
        assert call_args[0][0] == "sh000300", "Default benchmark should be hs300 (sh000300)"

    def test_run_cta_backtest_benchmark_missing_degrades(self, temp_db_path):
        """benchmark 缺失时 compute_metrics 仍执行、metrics.json 照写(降级)。

        根因:read_index_daily 返空时原实现 if 跳过整段 compute_metrics →
        {task_id}_metrics.json 不写 → 策略净值/回撤/波动图也空(不只基准图)。
        降级:benchmark 空时传空 Series 给 compute_metrics(内部 reindex→fillna(0),
        基准类指标返 NaN→None,策略指标正常),metrics.json 照写。
        """
        mock_strategy_class = Mock()
        mock_strategy_class.__name__ = "DegBmStrategy"

        dates = pd.date_range("2024-01-01", "2024-03-31", freq="D")
        daily_df = pd.DataFrame(
            {"balance": [1_000_000.0 * (1.001 ** i) for i in range(len(dates))]},
            index=dates,
        )

        mock_engine = MagicMock()
        mock_engine.calculate_result.return_value = daily_df
        mock_engine.calculate_statistics.return_value = {"total_return": 0.15}
        mock_engine.trades = {"t1": MagicMock()}  # 非空 trades 避免 degenerate
        mock_engine.history_data = []  # 空 history → 定寸跳过

        mock_cfg = Mock()
        mock_cfg.data_paths = {"daily_dir": "/mock/daily_dir"}

        mock_ashare = MagicMock()
        mock_ashare.AShareBacktestingEngine = Mock(return_value=mock_engine)

        mock_metrics_result = Mock()
        mock_metrics_result.scalars = {
            "total_return": 0.15,       # 策略指标(不依赖基准)有值
            "max_drawdown": -0.05,
            "alpha": None,              # 基准类指标 NaN→None(基准缺失)
            "benchmark_return": None,
        }
        mock_metrics_result.series = {
            "equity_curve": pd.Series([1.0, 1.05, 1.1]),
            "drawdown": pd.Series([0.0, -0.01, -0.02]),
        }

        mock_tzlocal = MagicMock()
        mock_tzlocal.get_localzone_name = Mock(return_value="UTC")

        with patch.dict("sys.modules", {
            "sanguo_backtest.ashare_engine": mock_ashare,
            "tzlocal": mock_tzlocal,
            "vnpy.trader.setting": MagicMock(),
        }):
            # read_index_daily 返空 DataFrame = benchmark 缺失
            with patch("sanguo_backtest.cta_engine.read_index_daily", return_value=pd.DataFrame()):
                with patch("sanguo_backtest.cta_engine.compute_metrics", return_value=mock_metrics_result) as mock_cm:
                    result = run_cta_backtest(
                        strategy_class=mock_strategy_class,
                        symbol="600000",
                        params={},
                        start="2024-01-01",
                        end="2024-03-31",
                        cfg=mock_cfg,
                        db_path=temp_db_path,
                    )

        # 1. compute_metrics 仍被调用(降级,没因 benchmark 空跳过)
        mock_cm.assert_called_once()
        # 2. 传入的 benchmark_returns 是空 Series(降级标记)
        benchmark_arg = mock_cm.call_args[0][1]
        assert isinstance(benchmark_arg, pd.Series)
        assert benchmark_arg.empty, "benchmark 缺失时应传空 Series 给 compute_metrics"

        # 3. metrics.json 仍写(策略净值/回撤/波动图数据源)
        file_dir = Path(temp_db_path).parent
        metrics_file = file_dir / f"{result.task_id}_metrics.json"
        assert metrics_file.exists(), f"降级时 metrics.json 应照写: {metrics_file}"
        with open(metrics_file) as f:
            metrics_data = json.load(f)
        series_keys = list(metrics_data.get("series", {}).keys())
        assert "equity_curve" in series_keys
        assert "drawdown" in series_keys

        # 4. 策略指标有值(基准类 None)
        assert result.statistics.get("total_return") == 0.15
        assert result.statistics.get("alpha") is None