"""
基本面因子前视回归测试：财报不得在披露日之前被回测看到。
"""
import sys
import os
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))

import numpy as np
import pandas as pd
import pytest

from factors.fundamental.pe_pb import PEFactor
from factors.fundamental.roe import ROEFactor, ROETTMDeltaFactor
from factors.fundamental._mapping import map_fundamental_to_daily, effective_available_dates

INDICES = pd.date_range('2024-01-01', '2024-09-30', freq='B').strftime('%Y%m%d')


def _daily():
    return pd.DataFrame({'close': np.full(len(INDICES), 10.0)}, index=INDICES)


def _fin_ann():
    # 提供 ann_date（实际披露日）：年报 4/25, 一季报 4/28, 中报 8/30
    return pd.DataFrame({
        'end_date': ['20231231', '20240331', '20240630'],
        'ann_date': ['20240425', '20240428', '20240830'],
        'eps': [1.0, 1.2, 1.5],
        'roe': [0.10, 0.12, 0.15],
    })


def test_lookahead_absent_before_disclosure():
    daily = _daily()
    mapped = map_fundamental_to_daily(daily, _fin_ann(), 'eps')
    # 披露日(4/25)之前绝不可见任何财务值 → 消除前视
    pre = mapped[mapped.index <= '20240424'].dropna()
    assert pre.empty, "披露日前出现财务值 → 前视泄漏!"
    # 4/25 起可见年报 eps=1.0
    post = mapped[mapped.index >= '20240425'].dropna()
    assert abs(float(post.iloc[0]) - 1.0) < 1e-6


def test_ann_date_refines_overlap():
    daily = _daily()
    mapped = map_fundamental_to_daily(daily, _fin_ann(), 'eps')
    # 4/25-4/27 是年报(1.0)，4/28 起切换为一季报(1.2)
    band = mapped[(mapped.index >= '20240425') & (mapped.index <= '20240427')]
    assert (band.dropna() == 1.0).all()
    post = mapped[mapped.index >= '20240428'].dropna()
    assert abs(float(post.iloc[0]) - 1.2) < 1e-6


def test_pe_roe_no_lookahead():
    daily = _daily()
    fin = _fin_ann()
    for f in [PEFactor(fin), ROEFactor(fin), ROETTMDeltaFactor(fin)]:
        s = f.calculate(daily)
        pre = s[s.index <= '20240424'].dropna()
        assert pre.empty, f"{f.name} 在披露日前出现值 → 前视泄漏"


def test_default_disclosure_lag_without_ann_date():
    """无 ann_date 时用法定滞后：年报(1231)→次年4/30。"""
    daily = _daily()
    fin = pd.DataFrame({'end_date': ['20231231'], 'eps': [1.0]})
    mapped = map_fundamental_to_daily(daily, fin, 'eps')
    pre = mapped[mapped.index <= '20240429'].dropna()
    assert pre.empty, "无 ann_date 时财报不应在披露日前可见"
    post = mapped[mapped.index >= '20240430'].dropna()
    assert not post.empty