"""PaperEngine 主循环测试（mock data_source + mock 策略，spec §4）。"""
from types import SimpleNamespace

from sanguo_trader.account import Account
from sanguo_trader.cta_adapter import PaperCtaEngine
from sanguo_trader.engine import PaperEngine
from sanguo_trader.models import AccountConfig, MatchSession
from sanguo_trader.persistence import (
    init_db, list_daily_balance, list_trades, save_account,
)
from sanguo_trader.strategy_runner import StrategyRunner


def _bar(date, o, h, l, c):
    return SimpleNamespace(open_price=o, high_price=h, low_price=l,
                           close_price=c, datetime=date)


class _FakeDataSource:
    def __init__(self, sections):
        self.sections = sections

    def iter_bars(self, symbols, start, end, interval, adjust="qfq", cfg=None):
        del symbols, start, end, interval, adjust, cfg
        for date, bars in self.sections:
            yield date, bars


class _AlwaysBuyStrategy:
    def __init__(self, engine, vt_symbol):
        self.cta_engine = engine
        self.vt_symbol = vt_symbol

    def on_bar(self, bar):
        self.cta_engine.send_order(self, "LONG", "OPEN", bar.close_price, 100)


def _build(tmp_path, sections, match_session=MatchSession.NEXT_OPEN):
    db = str(tmp_path / "e.db")
    init_db(db)
    aid = save_account(db, {"name": "t", "initial_capital": 1_000_000})
    cfg = AccountConfig(initial_capital=1_000_000)
    account = Account(1_000_000)
    cta = PaperCtaEngine("s1", match_session=match_session)
    strat = _AlwaysBuyStrategy(cta, "600000.SSE")
    cta.set_strategy(strat)
    runner = StrategyRunner("s1", strategy=strat, paper_cta_engine=cta, symbol="600000")
    pe = PaperEngine(account, [runner], _FakeDataSource(sections), cfg, db, aid,
                     symbols=["600000"], start="2024-01-01", end="2024-12-31")
    return pe, db, aid, account, runner


def test_engine_next_open_fills_at_next_bar_open(tmp_path):
    sections = [
        ("2024-01-01", {"600000": _bar("2024-01-01", 10.0, 10.5, 9.5, 10.0)}),
        ("2024-01-02", {"600000": _bar("2024-01-02", 10.5, 11.0, 10.0, 10.8)}),
        ("2024-01-03", {"600000": _bar("2024-01-03", 10.8, 11.5, 10.5, 11.0)}),
    ]
    pe, db, aid, *_ = _build(tmp_path, sections)
    pe.run()
    fills = [t for t in list_trades(db, aid) if not t["rejected"]]
    # day1 信号→day2 撮合@10.5(open)；day2 信号→day3 撮合@10.8(open)；day3 信号无day4
    assert len(fills) == 2
    assert fills[0]["price"] == 10.5
    assert fills[1]["price"] == 10.8


def test_engine_current_close_fills_same_bar(tmp_path):
    sections = [
        ("2024-01-01", {"600000": _bar("2024-01-01", 10.0, 10.5, 9.5, 10.0)}),
        ("2024-01-02", {"600000": _bar("2024-01-02", 10.5, 11.0, 10.0, 10.8)}),
    ]
    pe, db, aid, *_ = _build(tmp_path, sections, match_session=MatchSession.CURRENT_CLOSE)
    pe.run()
    fills = [t for t in list_trades(db, aid) if not t["rejected"]]
    assert len(fills) == 2
    assert fills[0]["price"] == 10.0   # 当根 close
    assert fills[1]["price"] == 10.8


def test_engine_daily_balance_and_consistency(tmp_path):
    sections = [
        ("2024-01-01", {"600000": _bar("2024-01-01", 10.0, 10.5, 9.5, 10.0)}),
        ("2024-01-02", {"600000": _bar("2024-01-02", 10.5, 11.0, 10.0, 10.8)}),
        ("2024-01-03", {"600000": _bar("2024-01-03", 10.8, 11.5, 10.5, 11.0)}),
    ]
    pe, db, aid, account, runner = _build(tmp_path, sections)
    pe.run()
    balances = list_daily_balance(db, aid)
    assert len(balances) == 3
    # 总账持仓 = 分户持仓（day2+day3 各买100 = 200）
    assert account.positions["600000"].volume == 200
    assert runner.positions["600000"].volume == 200