from __future__ import annotations

from datetime import datetime

import pandas as pd
import pytest

from app.models.portfolio import LombardPortfolio
from app.strategies.base import StrategyConfig


@pytest.fixture
def sample_portfolio() -> LombardPortfolio:
    """Research-paper baseline portfolio: 1M collateral, 600k loan, 460 spot, 75% LTV trigger."""
    gold_ounces = 1_000_000.0 / 460.0
    return LombardPortfolio(
        gold_ounces=gold_ounces,
        gold_price_per_ounce=460.0,
        loan_amount=600_000.0,
        initial_ltv=0.60,
        margin_call_ltv=0.75,
    )


@pytest.fixture
def sample_strategy_config(sample_portfolio: LombardPortfolio) -> StrategyConfig:
    return StrategyConfig(
        portfolio=sample_portfolio,
        spot_price=sample_portfolio.gold_price_per_ounce,
        volatility=0.16,
        risk_free_rate=0.045,
    )


@pytest.fixture
def sample_option_chain(sample_portfolio: LombardPortfolio) -> dict[str, object]:
    """Deterministic mock option chain around a 460 GLD reference price."""
    spot = sample_portfolio.gold_price_per_ounce
    return {
        "symbol": "GLD",
        "updated_at": datetime(2026, 3, 21, 0, 0).isoformat(),
        "source": "mock",
        "calls": [
            {"strike": round(spot * 1.05, 2), "premium": round(spot * 0.03, 2), "expiry": "2026-06-19"},
            {"strike": round(spot * 1.10, 2), "premium": round(spot * 0.02, 2), "expiry": "2026-09-18"},
        ],
        "puts": [
            {"strike": round(spot * 0.95, 2), "premium": round(spot * 0.028, 2), "expiry": "2026-06-19"},
            {"strike": round(spot * 0.90, 2), "premium": round(spot * 0.018, 2), "expiry": "2026-09-18"},
        ],
    }


@pytest.fixture
def mock_yfinance_data(monkeypatch):
    """Patch yfinance in the data layer with deterministic historical close data."""
    # Lazy import here to avoid side effects when the environment lacks Python 3.11's
    # datetime.UTC symbol used in the data_service module.
    from app.services import data_service as data_service_module

    history = pd.DataFrame({"Close": [458.0, 460.0]}, index=pd.date_range("2026-03-20", periods=2, freq="D"))

    class FakeTicker:
        def __init__(self, symbol: str) -> None:
            self.symbol = symbol

        def history(self, period: str, interval: str):
            return history.copy()

    class FakeYFinance:
        Ticker = FakeTicker

    monkeypatch.setattr(data_service_module, "yf", FakeYFinance())
    return {
        "symbol": "GLD",
        "history": history,
        "last_price": 460.0,
        "previous_price": 458.0,
    }


@pytest.fixture
def mock_yfinance(mock_yfinance_data):
    """Compatibility alias for tests that request a yfinance fixture name."""
    return mock_yfinance_data