from __future__ import annotations

from datetime import datetime

import pandas as pd
import pytest

from app.core.calculations import option_row_greeks
from app.core.pricing.black_scholes import (
    DEFAULT_RISK_FREE_RATE,
    DEFAULT_VOLATILITY,
    BlackScholesInputs,
    black_scholes_price_and_greeks,
)
from app.services.cache import CacheService
from app.services.data_service import DataService


@pytest.mark.parametrize(
    "row, expected_volatility",
    [
        (
            {
                "strike": 460.0,
                "expiry": "2026-06-19",
                "type": "put",
                "impliedVolatility": 0.24,
            },
            0.24,
        ),
        (
            {
                "strike": 460.0,
                "expiry": "2026-06-19",
                "type": "put",
                "impliedVolatility": 0.0,
            },
            DEFAULT_VOLATILITY,
        ),
    ],
)
def test_option_row_greeks_uses_live_iv_or_falls_back(row: dict[str, object], expected_volatility: float) -> None:
    valuation_date = datetime(2026, 3, 23).date()

    greeks = option_row_greeks(row, underlying_price=460.0, valuation_date=valuation_date)
    expected = black_scholes_price_and_greeks(
        BlackScholesInputs(
            spot=460.0,
            strike=460.0,
            time_to_expiry=(datetime(2026, 6, 19).date() - valuation_date).days / 365.0,
            risk_free_rate=DEFAULT_RISK_FREE_RATE,
            volatility=expected_volatility,
            option_type="put",
            valuation_date=valuation_date,
        )
    )

    assert greeks["delta"] == pytest.approx(expected.delta, rel=1e-9)
    assert greeks["gamma"] == pytest.approx(expected.gamma, rel=1e-9)
    assert greeks["theta"] == pytest.approx(expected.theta, rel=1e-9)
    assert greeks["vega"] == pytest.approx(expected.vega, rel=1e-9)


def test_option_row_greeks_handles_invalid_input_gracefully() -> None:
    greeks = option_row_greeks(
        {"strike": 0.0, "expiry": "not-a-date", "type": "call", "impliedVolatility": -1.0},
        underlying_price=0.0,
    )

    assert greeks == {"delta": 0.0, "gamma": 0.0, "theta": 0.0, "vega": 0.0, "rho": 0.0}


def test_normalize_option_rows_populates_greeks() -> None:
    frame = pd.DataFrame(
        [
            {
                "contractSymbol": "GLD260619P00460000",
                "strike": 460.0,
                "bid": 18.5,
                "ask": 19.5,
                "lastPrice": 19.0,
                "impliedVolatility": 0.22,
                "openInterest": 100,
                "volume": 50,
            }
        ]
    )
    service = DataService(CacheService(None))

    rows = service._normalize_option_rows(frame, "GLD", "2026-06-19", "put", 460.0)

    assert len(rows) == 1
    assert rows[0]["symbol"] == "GLD260619P00460000"
    assert rows[0]["delta"] < 0.0
    assert rows[0]["gamma"] > 0.0
    assert rows[0]["theta"] < 0.0
    assert rows[0]["vega"] > 0.0