"""A股适配层真实集成测试（容器内跑，Mac 本机无法运行）。

需要 vnpy_ctastrategy + quant_trading.db + A 股 K 线数据。
用法：容器内 `pytest tests/backtest/test_integration_ashare.py -m integration`

验证 Phase 1+2 四项核心断言：
- C1 定寸：成交金额 ≈ 满仓量级（size=N 方案，volume=1 手=N 股）
- C2 做空拦截：无 SHORT+OPEN 成交
- H3 真实费用：end_balance != capital（非空转，费用+盈亏反映在余额）
- 非噪声：|total_return| > 1e-3
"""
import pytest

# 容器内才有 vnpy_ctastrategy；Mac 本机自动 skip（不中断 pytest 全量跑）
pytest.importorskip("vnpy_ctastrategy")

pytestmark = [pytest.mark.integration]


def test_double_ma_600000_2022_2024():
    """DoubleMa 600000 2022-2024 真实回测验证。

    标记 integration → 仅容器内跑（需 vnpy + quant_trading.db + A 股日线数据）。
    用 3 年窗口确保 ArrayManager(100) 充分暖机 + 产生足够多 MA 交叉信号
    （2024H1 窗口太短，仅 111 根 bar 暖机后信号窗口不足，会误判退化）。
    """
    from vnpy_ctastrategy.strategies.double_ma_strategy import DoubleMaStrategy
    from sanguo_backtest.cta_engine import run_cta_backtest

    capital = 1_000_000
    position_pct = 0.95

    result = run_cta_backtest(
        strategy_class=DoubleMaStrategy,
        symbol="600000",
        params={"fast_window": 5, "slow_window": 10},
        start="2022-01-01",
        end="2024-12-31",
        cfg=None,  # cta_engine 内部 load_config
        db_path="/tmp/test_integration_ashare.db",
        benchmark="hs300",
        capital=capital,
        position_pct=position_pct,
    )

    # 基本成功检查
    assert result.status in ("done", "degenerate"), f"回测失败: {result.error_msg}"
    assert result.status == "done", f"回测退化（不应退化）: {result.statistics.get('degenerate_reason')}"

    stats = result.statistics
    trades = result.trades

    # H3: end_balance != capital（非空转——有费用+盈亏）
    end_balance = stats.get("end_balance")
    assert end_balance is not None, "statistics 缺 end_balance"
    assert abs(end_balance - 1_000_000) > 1.0, f"end_balance={end_balance} 与 capital 几乎相同（空转）"

    # C2: 做空拦截——无 SHORT+OPEN
    if trades is not None and not trades.empty:
        short_opens = trades[
            (trades["direction"].str.contains("SHORT"))
            & (trades["offset"].str.contains("OPEN"))
        ]
        assert len(short_opens) == 0, f"存在 SHORT+OPEN 成交（做空未拦截）: {short_opens}"

    # C1: 定寸生效——成交金额 ≈ 满仓量级（size=N 方案：volume=1 手，turnover=1*N*price）
    sizing_shares_per_lot = stats.get("sizing_shares_per_lot", 0)
    if trades is not None and not trades.empty and sizing_shares_per_lot > 0:
        first_trade = trades.iloc[0]
        turnover = first_trade["volume"] * sizing_shares_per_lot * first_trade["price"]
        assert turnover > capital * position_pct * 0.5, (
            f"首笔成交金额={turnover:.0f} 未达满仓量级 "
            f"(capital={capital} pct={position_pct} N={sizing_shares_per_lot})"
        )

    # 非噪声：|total_return| > 1e-3
    total_return = stats.get("total_return")
    if total_return is not None:
        assert abs(total_return) > 1e-3, f"|total_return|={abs(total_return)} <= 1e-3（噪声）"

    # H3: 费用可见——statistics 含 stamp_duty 或 commission > 0
    total_commission = stats.get("total_commission", 0)
    assert total_commission > 0, f"total_commission={total_commission}（费用未计入）"