"""复权换算 adjust_bars：bfq/qfq/hfq 乘数、阶梯因子向前沿用、名义量不缩放。"""
from __future__ import annotations

from datetime import datetime

import pytest

from app.api._deps import adjust_bars
from app.domain import Bar


def _bars(*rows) -> list[Bar]:
    # (date, open, close)
    return [Bar(ts=datetime(y, m, d), open=o, high=o, low=o, close=c, volume=100.0)
            for (y, m, d), o, c in rows]


def _factors(*pairs):
    return [(datetime(y, m, d), f) for (y, m, d), f in pairs]


def test_bfq_to_bfq_identity():
    bars = _bars(((2024, 1, 2), 10.0, 11.0))
    out = adjust_bars(bars, _factors(((2024, 1, 2), 2.0)), "bfq", "bfq")
    assert out[0].close == 11.0


def test_qfq_normalizes_by_latest_factor():
    # 因子 1.0 -> 2.0（中途除权）：qfq = f(t)/f(latest)
    bars = _bars(
        ((2024, 1, 2), 10.0, 10.0),   # f=1.0
        ((2024, 6, 3), 5.0, 5.0),     # f=2.0（除权日，价格腰斩）
    )
    factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
    out = adjust_bars(bars, factors, "bfq", "qfq")
    # 除权前按 1.0/2.0 缩放 -> 5.0；除权后 2.0/2.0 -> 原价
    assert out[0].close == pytest.approx(5.0)
    assert out[1].close == pytest.approx(5.0)


def test_hfq_scales_by_factor():
    bars = _bars(((2024, 1, 2), 10.0, 10.0), ((2024, 6, 3), 5.0, 5.0))
    factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
    out = adjust_bars(bars, factors, "bfq", "hfq")
    assert out[0].close == pytest.approx(10.0)   # f=1
    assert out[1].close == pytest.approx(10.0)   # 5 * 2


def test_factor_step_forward_fill():
    """因子是阶梯函数：变化点之间的日期向前沿用最近因子。"""
    bars = _bars(((2024, 2, 1), 8.0, 8.0))  # 在 1/2 与 6/3 之间 -> 沿用 1.0
    factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
    out = adjust_bars(bars, factors, "bfq", "hfq")
    assert out[0].close == pytest.approx(8.0)  # 8 * 1.0


def test_nominal_columns_not_scaled():
    """成交额/换手率是名义量，不随复权缩放。"""
    bars = [Bar(ts=datetime(2024, 1, 2), open=10, high=10, low=10, close=10,
                volume=100.0, amount=1_000_000.0, turnover=1.5)]
    out = adjust_bars(bars, _factors(((2024, 1, 2), 4.0)), "bfq", "hfq")
    assert out[0].close == pytest.approx(40.0)
    assert out[0].amount == 1_000_000.0
    assert out[0].turnover == 1.5
    assert out[0].volume == 100.0