use chrono::NaiveDate;
use fidc_core::{
    BenchmarkSnapshot, CandidateEligibility, CnSmallCapRotationConfig, CnSmallCapRotationStrategy,
    DailyFactorSnapshot, DailyMarketSnapshot, DataSet, Instrument, OmniMicroCapConfig,
    OmniMicroCapStrategy, PortfolioState, Strategy, StrategyContext,
};
use std::collections::BTreeSet;

fn d(value: &str) -> NaiveDate {
    NaiveDate::parse_from_str(value, "%Y-%m-%d").unwrap()
}

fn instrument(symbol: &str, name: &str) -> Instrument {
    Instrument {
        symbol: symbol.to_string(),
        name: name.to_string(),
        board: "Main".to_string(),
        round_lot: 100,
        listed_at: None,
        delisted_at: None,
        status: "active".to_string(),
    }
}

fn market(
    date: &str,
    symbol: &str,
    open: f64,
    high: f64,
    low: f64,
    close: f64,
    prev_close: f64,
    volume: u64,
    paused: bool,
) -> DailyMarketSnapshot {
    DailyMarketSnapshot {
        date: d(date),
        symbol: symbol.to_string(),
        timestamp: None,
        day_open: open,
        open,
        high,
        low,
        close,
        last_price: close,
        bid1: close,
        ask1: close,
        prev_close,
        volume,
        minute_volume: 0,
        bid1_volume: 0,
        ask1_volume: 0,
        trading_phase: None,
        paused,
        upper_limit: (prev_close * 1.10 * 100.0).round() / 100.0,
        lower_limit: (prev_close * 0.90 * 100.0).round() / 100.0,
        price_tick: 0.01,
    }
}

fn factor(
    date: &str,
    symbol: &str,
    market_cap_bn: f64,
    free_float_cap_bn: f64,
) -> DailyFactorSnapshot {
    DailyFactorSnapshot {
        date: d(date),
        symbol: symbol.to_string(),
        market_cap_bn,
        free_float_cap_bn,
        pe_ttm: 18.0,
        turnover_ratio: None,
        effective_turnover_ratio: None,
        extra_factors: Default::default(),
    }
}

fn candidate(
    date: &str,
    symbol: &str,
    is_new_listing: bool,
    is_paused: bool,
    allow_buy: bool,
    allow_sell: bool,
) -> CandidateEligibility {
    CandidateEligibility {
        date: d(date),
        symbol: symbol.to_string(),
        is_st: false,
        is_star_st: false,
        is_new_listing,
        is_paused,
        allow_buy,
        allow_sell,
        is_kcb: false,
        is_one_yuan: false,
        risk_level_code: None,
    }
}

fn benchmark(date: &str, open: f64, close: f64, prev_close: f64, volume: u64) -> BenchmarkSnapshot {
    BenchmarkSnapshot {
        date: d(date),
        benchmark: "CSI300.DEMO".to_string(),
        open,
        close,
        prev_close,
        volume,
    }
}

fn strategy_test_dataset() -> DataSet {
    let dates = [
        "2024-01-02",
        "2024-01-03",
        "2024-01-04",
        "2024-01-05",
        "2024-01-08",
        "2024-01-09",
        "2024-01-10",
        "2024-01-11",
        "2024-01-12",
    ];
    let instruments = vec![
        instrument("000001.SZ", "Alpha Components"),
        instrument("000002.SZ", "Beta Precision"),
        instrument("000003.SZ", "Charlie Materials"),
        instrument("600001.SH", "Delta Industrials"),
    ];
    let market = vec![
        market(
            "2024-01-02",
            "000001.SZ",
            10.0,
            10.2,
            9.9,
            10.1,
            9.8,
            1_200_000,
            false,
        ),
        market(
            "2024-01-02",
            "000002.SZ",
            11.0,
            11.3,
            10.9,
            11.2,
            10.8,
            1_100_000,
            false,
        ),
        market(
            "2024-01-02",
            "000003.SZ",
            8.0,
            8.1,
            7.8,
            7.9,
            8.0,
            900_000,
            false,
        ),
        market(
            "2024-01-02",
            "600001.SH",
            15.0,
            15.2,
            14.9,
            15.1,
            15.0,
            800_000,
            false,
        ),
        market(
            "2024-01-03",
            "000001.SZ",
            10.2,
            10.5,
            10.1,
            10.4,
            10.1,
            1_250_000,
            false,
        ),
        market(
            "2024-01-03",
            "000002.SZ",
            11.2,
            11.6,
            11.1,
            11.5,
            11.2,
            1_120_000,
            false,
        ),
        market(
            "2024-01-03",
            "000003.SZ",
            7.8,
            7.9,
            7.3,
            7.4,
            7.9,
            930_000,
            false,
        ),
        market(
            "2024-01-03",
            "600001.SH",
            15.1,
            15.3,
            15.0,
            15.2,
            15.1,
            820_000,
            false,
        ),
        market(
            "2024-01-04",
            "000001.SZ",
            10.5,
            10.8,
            10.4,
            10.7,
            10.4,
            1_280_000,
            false,
        ),
        market(
            "2024-01-04",
            "000002.SZ",
            11.4,
            11.9,
            11.3,
            11.8,
            11.5,
            1_150_000,
            false,
        ),
        market(
            "2024-01-04",
            "000003.SZ",
            7.3,
            7.4,
            7.0,
            7.1,
            7.4,
            940_000,
            false,
        ),
        market(
            "2024-01-04",
            "600001.SH",
            15.2,
            15.5,
            15.1,
            15.4,
            15.2,
            830_000,
            false,
        ),
        market(
            "2024-01-05",
            "000001.SZ",
            10.8,
            11.1,
            10.7,
            11.0,
            10.7,
            1_300_000,
            false,
        ),
        market(
            "2024-01-05",
            "000002.SZ",
            11.9,
            12.1,
            11.8,
            12.0,
            11.8,
            1_180_000,
            false,
        ),
        market(
            "2024-01-05",
            "000003.SZ",
            7.0,
            7.1,
            6.8,
            6.9,
            7.1,
            950_000,
            false,
        ),
        market(
            "2024-01-05",
            "600001.SH",
            15.4,
            15.6,
            15.3,
            15.5,
            15.4,
            840_000,
            false,
        ),
        market(
            "2024-01-08",
            "000001.SZ",
            11.1,
            11.6,
            11.0,
            11.5,
            11.0,
            1_400_000,
            false,
        ),
        market(
            "2024-01-08",
            "000002.SZ",
            12.1,
            12.5,
            12.0,
            12.4,
            12.0,
            1_200_000,
            false,
        ),
        market(
            "2024-01-08",
            "000003.SZ",
            7.0,
            7.3,
            6.9,
            7.2,
            6.9,
            980_000,
            false,
        ),
        market(
            "2024-01-08",
            "600001.SH",
            15.5,
            15.7,
            15.4,
            15.6,
            15.5,
            850_000,
            false,
        ),
        market(
            "2024-01-09",
            "000001.SZ",
            11.6,
            12.4,
            11.5,
            12.3,
            11.5,
            1_500_000,
            false,
        ),
        market(
            "2024-01-09",
            "000002.SZ",
            12.5,
            12.9,
            12.4,
            12.8,
            12.4,
            1_250_000,
            false,
        ),
        market(
            "2024-01-09",
            "000003.SZ",
            7.2,
            7.5,
            7.1,
            7.4,
            7.2,
            990_000,
            false,
        ),
        market(
            "2024-01-09",
            "600001.SH",
            15.6,
            15.7,
            15.4,
            15.5,
            15.6,
            860_000,
            false,
        ),
        market(
            "2024-01-10",
            "000001.SZ",
            12.2,
            12.3,
            11.9,
            12.0,
            12.3,
            1_450_000,
            false,
        ),
        market(
            "2024-01-10",
            "000002.SZ",
            12.7,
            12.8,
            12.5,
            12.6,
            12.8,
            1_220_000,
            false,
        ),
        market(
            "2024-01-10",
            "000003.SZ",
            7.5,
            7.6,
            7.4,
            7.5,
            7.4,
            1_000_000,
            false,
        ),
        market(
            "2024-01-10",
            "600001.SH",
            15.4,
            15.5,
            15.1,
            15.2,
            15.5,
            870_000,
            false,
        ),
        market(
            "2024-01-11",
            "000001.SZ",
            12.0,
            12.1,
            11.5,
            11.6,
            12.0,
            1_420_000,
            false,
        ),
        market(
            "2024-01-11",
            "000002.SZ",
            12.5,
            12.6,
            12.1,
            12.2,
            12.6,
            1_210_000,
            false,
        ),
        market(
            "2024-01-11",
            "000003.SZ",
            7.4,
            7.5,
            7.2,
            7.3,
            7.5,
            980_000,
            false,
        ),
        market(
            "2024-01-11",
            "600001.SH",
            15.2,
            15.2,
            15.2,
            15.2,
            15.2,
            0,
            true,
        ),
        market(
            "2024-01-12",
            "000001.SZ",
            11.5,
            11.6,
            11.1,
            11.2,
            11.6,
            1_380_000,
            false,
        ),
        market(
            "2024-01-12",
            "000002.SZ",
            12.1,
            12.2,
            11.8,
            11.9,
            12.2,
            1_190_000,
            false,
        ),
        market(
            "2024-01-12",
            "000003.SZ",
            7.2,
            7.2,
            6.9,
            7.0,
            7.3,
            960_000,
            false,
        ),
        market(
            "2024-01-12",
            "600001.SH",
            14.8,
            15.0,
            14.7,
            14.9,
            15.2,
            850_000,
            false,
        ),
    ];
    let factors = dates
        .iter()
        .enumerate()
        .flat_map(|(idx, date)| {
            let i = idx as f64;
            [
                factor(date, "000001.SZ", 38.0 + i, 24.0 + i * 0.5),
                factor(date, "000002.SZ", 45.0 + i, 30.0 + i * 0.5),
                factor(date, "000003.SZ", 65.0 - i, 40.0 - i * 0.5),
                factor(date, "600001.SH", 85.0 + i, 55.0 + i * 0.5),
            ]
        })
        .collect::<Vec<_>>();
    let candidates = dates
        .iter()
        .flat_map(|date| {
            let first_two = *date == "2024-01-02" || *date == "2024-01-03";
            let paused_600001 = *date == "2024-01-11";
            [
                candidate(date, "000001.SZ", first_two, false, !first_two, true),
                candidate(date, "000002.SZ", false, false, true, true),
                candidate(date, "000003.SZ", false, false, true, true),
                candidate(
                    date,
                    "600001.SH",
                    false,
                    paused_600001,
                    !paused_600001,
                    !paused_600001,
                ),
            ]
        })
        .collect::<Vec<_>>();
    let benchmarks = vec![
        benchmark("2024-01-02", 2990.0, 3000.0, 2980.0, 100_000_000),
        benchmark("2024-01-03", 3005.0, 3020.0, 3000.0, 102_000_000),
        benchmark("2024-01-04", 3025.0, 3050.0, 3020.0, 105_000_000),
        benchmark("2024-01-05", 3055.0, 3080.0, 3050.0, 108_000_000),
        benchmark("2024-01-08", 3085.0, 3110.0, 3080.0, 109_000_000),
        benchmark("2024-01-09", 3100.0, 3090.0, 3110.0, 107_000_000),
        benchmark("2024-01-10", 3080.0, 3040.0, 3090.0, 111_000_000),
        benchmark("2024-01-11", 3030.0, 2990.0, 3040.0, 115_000_000),
        benchmark("2024-01-12", 2980.0, 2950.0, 2990.0, 118_000_000),
    ];
    DataSet::from_components(instruments, market, factors, candidates, benchmarks)
        .expect("strategy test dataset")
}

#[test]
fn strategy_emits_target_weights_and_diagnostics() {
    let data = strategy_test_dataset();
    let decision_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
    let execution_date = NaiveDate::from_ymd_opt(2024, 1, 11).unwrap();
    let portfolio = PortfolioState::new(1_000_000.0);
    let mut cfg = CnSmallCapRotationConfig::cn_dyn_smallcap_band();
    cfg.signal_symbol = Some("000001.SZ".to_string());
    cfg.short_ma_days = 3;
    cfg.long_ma_days = 5;
    let mut strategy = CnSmallCapRotationStrategy::new(cfg);
    let subscriptions = BTreeSet::new();

    let decision = strategy
        .on_day(&StrategyContext {
            execution_date,
            decision_date,
            decision_index: 0,
            data: &data,
            portfolio: &portfolio,
            futures_account: None,
            open_orders: &[],
            dynamic_universe: None,
            subscriptions: &subscriptions,
            process_events: &[],
            active_process_event: None,
            active_datetime: None,
            order_events: &[],
            fills: &[],
        })
        .expect("decision");

    assert!(decision.rebalance);
    assert!(decision.rebalance);
    assert!(!decision.diagnostics.is_empty());
    assert!(
        decision
            .diagnostics
            .iter()
            .any(|line| line.contains("signal_symbol="))
    );
    assert_eq!(strategy.name(), "cn-dyn-smallcap-band");
}

#[test]
fn omni_strategy_emits_same_day_decision() {
    let data = strategy_test_dataset();
    let execution_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
    let portfolio = PortfolioState::new(1_000_000.0);
    let mut cfg = OmniMicroCapConfig::omni_microcap();
    cfg.benchmark_signal_symbol = "000001.SZ".to_string();
    cfg.benchmark_short_ma_days = 3;
    cfg.benchmark_long_ma_days = 5;
    cfg.stock_short_ma_days = 3;
    cfg.stock_mid_ma_days = 4;
    cfg.stock_long_ma_days = 5;
    let mut strategy = OmniMicroCapStrategy::new(cfg);
    let subscriptions = BTreeSet::new();

    let decision = strategy
        .on_day(&StrategyContext {
            execution_date,
            decision_date: execution_date,
            decision_index: 0,
            data: &data,
            portfolio: &portfolio,
            futures_account: None,
            open_orders: &[],
            dynamic_universe: None,
            subscriptions: &subscriptions,
            process_events: &[],
            active_process_event: None,
            active_datetime: None,
            order_events: &[],
            fills: &[],
        })
        .expect("omni decision");

    assert!(!decision.rebalance);
    assert!(
        decision
            .diagnostics
            .iter()
            .any(|line| line.contains("omni_microcap signal="))
    );
    assert!(
        decision
            .diagnostics
            .iter()
            .any(|line| line.contains("selected="))
    );
}