from __future__ import annotations

import pytest

import app.core.pricing.black_scholes as black_scholes
from app.core.pricing.black_scholes import BlackScholesInputs


@pytest.mark.parametrize(
    "params, expected_price",
    [
        (
            BlackScholesInputs(
                spot=460.0,
                strike=460.0,
                time_to_expiry=1.0,
                risk_free_rate=0.045,
                volatility=0.16,
                option_type="put",
                dividend_yield=0.0,
            ),
            19.68944358516964,
        )
    ],
)
def test_put_price_calculation(
    monkeypatch: pytest.MonkeyPatch,
    params: BlackScholesInputs,
    expected_price: float,
) -> None:
    """European put price from the research-paper ATM example."""
    monkeypatch.setattr(black_scholes, "ql", None)
    result = black_scholes.black_scholes_price_and_greeks(params)
    assert result.price == pytest.approx(expected_price, rel=1e-9)


def test_greeks_values(monkeypatch: pytest.MonkeyPatch) -> None:
    """Validate Black-Scholes Greeks against research-paper baseline inputs."""
    monkeypatch.setattr(black_scholes, "ql", None)
    result = black_scholes.black_scholes_price_and_greeks(
        BlackScholesInputs(
            spot=460.0,
            strike=460.0,
            time_to_expiry=1.0,
            risk_free_rate=0.045,
            volatility=0.16,
            option_type="put",
            dividend_yield=0.0,
        )
    )

    assert result.delta == pytest.approx(-0.35895628379355216, rel=1e-9)
    assert result.gamma == pytest.approx(0.005078017547110844, rel=1e-9)
    assert result.theta == pytest.approx(-5.4372889301396174, rel=1e-9)
    assert result.vega == pytest.approx(171.92136207498476, rel=1e-9)
    assert result.rho == pytest.approx(-184.80933413020364, rel=1e-9)


def test_margin_call_price_calculation() -> None:
    """Margin-call trigger from research defaults: 460 spot, 1,000,000 collateral, 600,000 loan."""
    threshold = black_scholes.margin_call_threshold_price(
        portfolio_value=1_000_000.0,
        loan_amount=600_000.0,
        current_price=460.0,
        margin_call_ltv=0.75,
    )
    assert threshold == pytest.approx(368.0, rel=1e-12)