"""策略说明书生成器（app.quant.strategy_doc）测试 + 策略说明/公式/编辑接口测试。

目标（AGENT.md §24/§31）：说明书必须由 spec **真实推导**，并且
- 条件表达式的渲染必须与 `app.quant.selection._eval_condition` 的实际求值一致
  （含 ref 语义、缺失值语义、in/not_in 的列表语义）；
- 步骤必须与 `app.quant.local_engine` 的真实行为一致（择股日/调仓日/顺延/期末）；
- 未知因子、未建模约束一律进 warnings（不编造、不假装支持）。

同一文件还覆盖策略 API 的说明接口与「原地更新（PUT）」，因为三者共用同一契约。
"""

from __future__ import annotations

from datetime import date

import pandas as pd
import pytest
from app.api import deps
from app.domain.entities.research import (
    ConditionSpec,
    CostSpec,
    FactorSpec,
    ResearchSpec,
    SelectionSpec,
    UniverseSpec,
)
from app.domain.entities.strategy import SelectionStrategy
from app.infrastructure.persistence.sqlalchemy.base import Base
from app.main import app
from app.quant.factors import FactorDef
from app.quant.selection import build_condition_fields, eligible_symbols
from app.quant.strategy_doc import describe_strategy
from fastapi.testclient import TestClient
from sqlalchemy import create_engine
from sqlalchemy.orm import sessionmaker

from conftest_quant import synthetic_daily


def _spec(**kw) -> ResearchSpec:
    """高股息案例参数（n=30 → x=20、m=y=6、hfq、显式成本与最低佣金）。"""
    base = dict(
        type="backtest",
        universe=UniverseSpec(exclude_st=False, min_listing_days=250),
        price_adjustment="hfq",
        factors=[FactorSpec(name="dividend_yield", weight=1.0)],
        conditions=[ConditionSpec(field="dv_ratio", op="lte", value=30)],
        selection=SelectionSpec(top_n=30, hold_top_x=20, allow_substitute=False, defer_buy=True),
        rebalance="monthly",
        selection_interval_months=6,
        rebalance_interval_months=6,
        period=(date(2020, 1, 1), date(2024, 12, 31)),
        costs=CostSpec(min_commission=5.0),
    )
    base.update(kw)
    return ResearchSpec(**base)


class TestSummary:
    def test_summary_contains_factors_truncation_cycles_and_costs(self) -> None:
        doc = describe_strategy(_spec())
        s = doc.summary
        assert "股息率" in s, "summary 必须由因子元数据推导出因子含义"
        assert "dividend_yield" in s
        assert "前 30 只候选池" in s and "前 20 只等权" in s, "必须说清两级截断 n → x"
        assert "每 6 个月重新择股" in s and "每 6 个月调仓" in s, "必须说清 m / y"
        assert "后复权" in s and "收盘价成交" in s
        assert "佣金 0.03%" in s and "印花税 0.05%" in s and "滑点 0.1%" in s

    def test_summary_lower_is_better_factor_方向(self) -> None:
        doc = describe_strategy(_spec(factors=[FactorSpec(name="volatility_20", weight=1.0)]))
        assert "从低到高排序" in doc.summary

    def test_summary_without_hold_top_x_uses_n(self) -> None:
        doc = describe_strategy(
            _spec(selection=SelectionSpec(top_n=20, allow_substitute=False), conditions=[])
        )
        assert "前 20 只等权持有" in doc.summary
        assert "先通过" not in doc.summary, "无 conditions 时不得声称有过滤条件"

    def test_summary_states_buy_fallback_mode(self) -> None:
        """买不进的处置决定实际持仓，必须出现在一句话说明里（三种模式各一）。"""
        defer = describe_strategy(_spec(conditions=[]))
        assert "买不进则顺延买入" in defer.summary
        subst = describe_strategy(
            _spec(selection=SelectionSpec(top_n=5, allow_substitute=True), conditions=[])
        )
        assert "从候选池之外替补" in subst.summary
        none = describe_strategy(
            _spec(selection=SelectionSpec(top_n=5, allow_substitute=False), conditions=[])
        )
        assert "买不进则放弃" in none.summary


class TestFormula:
    def test_formula_has_factor_name_meaning_and_formula(self) -> None:
        doc = describe_strategy(_spec())
        f = doc.formula
        assert "dividend_yield" in f
        # 因子元数据（AGENT.md §22）逐项落进公式：含义 / 公式 / 方向 / 输入列
        assert "含义：股息率" in f
        assert "公式：dv_ratio（Tushare daily_basic，逐日时点值）" in f
        assert "越高越好" in f and "higher_is_better" in f
        assert "输入列：dv_ratio" in f
        assert "score_i = Σ_f  w_f × d_f × z_f,i" in f
        assert "z_f,i = (x_f,i - mean_i(x_f)) / std_i(x_f)" in f

    def test_formula_has_two_level_truncation_and_cycles(self) -> None:
        f = describe_strategy(_spec()).formula
        assert "n = 30" in f and "x = 20" in f
        assert "每 6 个月" in f
        assert "择股日" in f and "调仓日" in f

    def test_formula_has_costs_and_execution_price_basis(self) -> None:
        f = describe_strategy(_spec()).formula
        assert "佣金 = max(投入资金 × 0.03%, 最低佣金 5 元/笔)" in f
        assert "印花税 0.05%（仅卖出）" in f, "印花税只对卖出计提（local_engine._rebalance）"
        assert "滑点 0.1%" in f
        assert "后复权" in f and "乘以 adjust_factor" not in f  # 口径文案由 _ADJUST_TEXT 给出
        assert "成交时点：调仓日收盘" in f
        assert "1,000,000 元" in f

    def test_formula_renders_conditions_readably(self) -> None:
        spec = _spec(
            conditions=[
                ConditionSpec(field="dv_ratio", op="lte", value=30),
                ConditionSpec(field="close", op="gte", ref="ma60"),
                ConditionSpec(field="fundamental.roe", op="gte", value=15),
                ConditionSpec(field="static.industry", op="in", value=["白酒", "银行"]),
                ConditionSpec(field="static.industry", op="ne", value="白酒"),
                ConditionSpec(field="pe", op="lt", value=30.5),
            ]
        )
        f = describe_strategy(spec).formula
        assert "dv_ratio <= 30" in f
        assert "close >= ma60" in f, "ref 条件必须渲染成「字段 op 字段」（同一股票同一日比较）"
        assert "fundamental.roe >= 15" in f
        assert 'static.industry ∈ ["白酒", "银行"]' in f
        assert 'static.industry != "白酒"' in f
        assert "pe < 30.5" in f
        # 说明字段域语义，避免使用者误以为 fundamental.* 是当日值
        assert "announce_date <= 择股日" in f

    def test_empty_conditions_does_not_crash(self) -> None:
        doc = describe_strategy(_spec(conditions=[]))
        assert "（无）" in doc.formula
        assert any("未配置过滤条件" in w for w in doc.warnings)
        assert doc.steps

    def test_unknown_factor_goes_to_warnings_not_crash(self) -> None:
        doc = describe_strategy(_spec(factors=[FactorSpec(name="no_such_factor", weight=2.0)]))
        assert any("未知因子 no_such_factor" in w for w in doc.warnings)
        assert "元数据缺失" in doc.formula
        assert doc.summary  # 仍然可用（说明不因未知因子而失败）

    def test_factor_meta_override_is_used(self) -> None:
        meta = {
            "my_signal": FactorDef(
                name="my_signal", description="自定义信号", formula="close / ma20",
                brief="实验因子", direction="lower_is_better", requires=("close",),
            )
        }
        doc = describe_strategy(
            _spec(factors=[FactorSpec(name="my_signal", weight=0.5)], conditions=[]),
            factor_meta=meta,
        )
        assert "自定义信号" in doc.formula and "公式：close / ma20" in doc.formula
        assert "越低越好" in doc.formula
        assert not any("未知因子" in w for w in doc.warnings)
        assert "从低到高排序" in doc.summary

    def test_unknown_condition_field_goes_to_warnings(self) -> None:
        doc = describe_strategy(
            _spec(conditions=[ConditionSpec(field="no_such_col", op="gt", value=1)])
        )
        assert any("条件字段 no_such_col 未识别" in w for w in doc.warnings)
        assert "no_such_col > 1" in doc.formula


class TestConditionSemanticsMatchSelectionEvaluator:
    """渲染文本必须与 selection 的真实求值一致（以代码为准，不以注释/直觉为准）。"""

    def test_gte_ref_and_lte_value_match_eligible_symbols(self) -> None:
        syms = ["600000.SH", "600001.SH", "600002.SH"]
        daily = synthetic_daily({"600000.SH": 0.006, "600001.SH": -0.006, "600002.SH": 0.0005}, n=300)
        obs = pd.Timestamp("2024-12-31")
        conds = [
            ConditionSpec(field="close", op="gte", ref="ma60"),
            ConditionSpec(field="momentum_20", op="lte", value=0.05),
        ]
        fields = build_condition_fields(daily, conds, obs)
        passed = eligible_symbols(sorted(syms), conds, {}, fields, {})

        # 期望值直接按「渲染出的表达式」的语义计算，与求值器结果对齐
        for sym in syms:
            expected = bool(
                fields["close"][sym] >= fields["ma60"][sym]
                and fields["momentum_20"][sym] <= 0.05
            )
            assert (sym in passed) == expected, f"{sym} 的渲染语义与求值器不一致"

        # 且文档里出现的就是这两条表达式
        doc = describe_strategy(_spec(conditions=conds))
        assert "close >= ma60" in doc.formula
        assert "momentum_20 <= 0.05" in doc.formula

    def test_in_not_in_and_missing_value_semantics(self) -> None:
        """in/not_in 的右操作数是列表，语义为 `left in right`；缺失值语义见下。"""
        conds = [
            ConditionSpec(field="static.industry", op="in", value=["白酒"]),
            ConditionSpec(field="static.pe", op="ne", value=10),  # 缺失字段
        ]
        statics = {"A": {"industry": "白酒"}, "B": {"industry": "银行"}}
        passed = eligible_symbols(["A", "B"], conds, statics, {}, {})
        # 代码事实（selection._compare）：op == "ne" 在 None 判定**之前**返回 left != right，
        # 因此字段缺失时 `ne` 判定为「不等于」→ 通过；其余运算符在缺失值上不通过。
        assert set(passed) == {"A"}
        doc = describe_strategy(_spec(conditions=conds))
        assert 'static.industry ∈ ["白酒"]' in doc.formula
        assert "static.pe != 10" in doc.formula
        assert "除 != 外一律判为「未通过」" in doc.formula

    def test_string_comparison_is_lexicographic_in_real_evaluator(self) -> None:
        """对照 selection._compare 的实际实现，修正其内联注释的说法。

        `_compare` 的注释写「字符串会 ValueError → False」，但代码里 gt/gte/lt/lte
        最终走 `_num_cmp(left, right, op)`，而 `_num_cmp` **不做 float 转换**，
        因此两个字符串是按 Python 原生（字典序）比较的，并不会 ValueError。
        说明书按代码事实渲染为 `static.industry > "M"`（同一运算符、同一语义）。
        """
        conds = [ConditionSpec(field="static.industry", op="gt", value="M")]
        statics = {"A": {"industry": "白酒"}}  # '白酒' > 'M'（Unicode 码位更大）
        passed = eligible_symbols(["A"], conds, statics, {}, {})
        assert set(passed) == {"A"}
        assert 'static.industry > "M"' in describe_strategy(_spec(conditions=conds)).formula


class TestStepsAndWarnings:
    def test_steps_follow_local_engine_behaviour(self) -> None:
        doc = describe_strategy(_spec())
        joined = " | ".join(doc.steps)
        assert "300 个自然日" in joined, "预热窗口来自 service._load_daily"
        assert "候选池" in joined and "selection_history" in joined
        assert "收盘" in joined, "成交发生在调仓日收盘"
        assert "涨停" in joined and "停牌" in joined
        assert "顺延" in joined, "defer_buy=True 必须如实说明顺延买入"
        assert "次日起计收益" in joined, "调仓日收盘生效（无未来函数）"
        assert "不强制平仓" in joined, "期末不平仓是引擎的真实行为，必须披露"

    def test_steps_describe_substitute_mode(self) -> None:
        doc = describe_strategy(
            _spec(selection=SelectionSpec(top_n=5, allow_substitute=True), conditions=[])
        )
        assert any("替补" in s for s in doc.steps)

    def test_universe_step_conditional_and_time_accurate(self) -> None:
        """股票池步骤只写实际生效的过滤，且时点口径必须正确（起始日过滤一次）。

        以 service._load_daily / universe.filter_stocks 的代码为准：universe 过滤在
        as_of=回测起始日执行一次，之后只有 exclude_st 会按当日名称逐择股日重判。
        """
        doc = describe_strategy(_spec(universe=UniverseSpec(min_listing_days=250), conditions=[]))
        pool_step = doc.steps[1]
        assert "回测起始日按 universe 过滤一次" in pool_step
        assert "当日名称" in pool_step
        assert "指数成分" not in pool_step, "未配置 index_code 时不得声称有指数成分过滤"

        idx = describe_strategy(
            _spec(
                universe=UniverseSpec(index_code="000300.SH", exclude_st=False, min_listing_days=0),
                conditions=[],
            )
        )
        assert "000300.SH 的当日历史成分" in idx.steps[1]
        assert "名称含 ST" not in idx.steps[1]

    def test_warnings_cover_unmodelled_constraints(self) -> None:
        # exclude_st 默认 True（UniverseSpec 默认值）时才需要标注时点/快照口径
        doc = describe_strategy(_spec(universe=UniverseSpec(min_listing_days=250)))
        joined = " | ".join(doc.warnings)
        assert "exclude_suspended" in joined, "停牌未建模必须标注"
        assert "名称变更历史" in joined, "exclude_st 时点/快照口径必须标注"
        assert "幸存者偏差" in joined
        assert "涨跌停" in joined

    def test_warnings_flag_none_adjustment_and_industry_cap(self) -> None:
        from app.domain.entities.research import PortfolioSpec

        doc = describe_strategy(
            _spec(price_adjustment="none", portfolio=PortfolioSpec(max_industry_weight_pct=0.3))
        )
        joined = " | ".join(doc.warnings)
        assert "不复权" in joined
        assert "未建模" in joined and "行业权重" in joined

    def test_stale_pool_warning_when_y_lt_m(self) -> None:
        doc = describe_strategy(
            _spec(selection_interval_months=12, rebalance_interval_months=3, conditions=[])
        )
        assert any("池子陈旧" in w for w in doc.warnings)


class TestDefinitionInput:
    def test_selection_strategy_describes_only_selection(self) -> None:
        """选股策略说明只讲「怎么选」，不假装知道回测参数（重构后无 period/costs/selection）。"""
        st = SelectionStrategy(
            name="演示",
            factors=[FactorSpec(name="momentum_60", weight=1.0)],
            conditions=[{"field": "dv_ratio", "op": "lte", "value": 30}],
        )
        doc = describe_strategy(st)
        assert doc.summary and doc.formula and doc.steps
        assert "选股策略" in doc.summary
        assert "momentum_60" in doc.formula
        # 如实声明回测参数不在策略内
        assert any("回测组合" in w for w in doc.warnings)

    def test_real_spec_has_no_placeholder_warning(self) -> None:
        doc = describe_strategy(_spec())
        assert not any("无回测区间" in w for w in doc.warnings)
        assert "2020-01-01 ~ 2024-12-31" in doc.formula

    def test_describe_does_not_mutate_input(self) -> None:
        """纯函数约定：只生成文本，不改写 spec（更不改写研究结果）。"""
        spec = _spec()
        before = spec.model_dump()
        describe_strategy(spec)
        assert spec.model_dump() == before

        st = SelectionStrategy(name="演示", factors=[FactorSpec(name="momentum_60")])
        before_st = st.model_dump()
        describe_strategy(st)
        assert st.model_dump() == before_st

    def test_unsupported_input_raises_clear_type_error(self) -> None:
        with pytest.raises(TypeError, match="ResearchSpec 或 SelectionStrategy"):
            describe_strategy({"factors": []})  # type: ignore[arg-type]


# ---------- 策略 API：说明接口 + 原地更新（PUT） ----------


@pytest.fixture()
def client(tmp_path) -> TestClient:
    engine = create_engine(f"sqlite:///{tmp_path / 'stratdoc.db'}", future=True)
    Base.metadata.create_all(engine)
    Session = sessionmaker(bind=engine, expire_on_commit=False)

    def _session_override():
        with Session() as s:
            yield s

    app.dependency_overrides[deps.get_session] = _session_override
    with TestClient(app) as c:
        yield c
    app.dependency_overrides.clear()


_SPEC_BODY = {
    "type": "backtest",
    "universe": {"exclude_st": False, "min_listing_days": 0},
    "factors": [{"name": "dividend_yield", "weight": 1.0}],
    "selection": {"top_n": 20, "hold_top_x": 20, "allow_substitute": False, "defer_buy": True},
    "rebalance": "monthly",
    "selection_interval_months": 6,
    "rebalance_interval_months": 6,
    "period": ["2020-01-01", "2024-12-31"],
}


class TestStrategyDocApi:
    def test_post_describe_from_research_spec_without_saving(self, client: TestClient) -> None:
        resp = client.post("/api/strategies/describe", json=_SPEC_BODY)
        assert resp.status_code == 200
        doc = resp.json()
        assert set(doc) == {"summary", "formula", "steps", "warnings"}
        assert "dividend_yield" in doc["formula"]
        assert "每 6 个月" in doc["summary"]
        # 未保存：列表仍为空（POST /describe 与 POST /strategies 不冲突）
        assert client.get("/api/strategies").json() == []

    def test_post_describe_invalid_spec_422(self, client: TestClient) -> None:
        bad = dict(_SPEC_BODY, period=["2024-01-01", "2020-01-01"])
        assert client.post("/api/strategies/describe", json=bad).status_code == 422

    def test_get_describe_saved_strategy_and_404(self, client: TestClient) -> None:
        created = client.post(
            "/api/strategies",
            json={"name": "高股息", "factors": [{"name": "dividend_yield", "weight": 1}]},
        )
        sid = created.json()["id"]
        resp = client.get(f"/api/strategies/{sid}/describe")
        assert resp.status_code == 200
        doc = resp.json()
        assert doc["summary"]
        assert "选股策略" in doc["summary"]
        assert client.get("/api/strategies/STG-NOT-EXIST/describe").status_code == 404

    def test_post_fills_empty_description(self, client: TestClient) -> None:
        """需求：策略必须有说明 —— description 为空/纯空白时由 summary 自动补全。"""
        for desc in ("", "   "):
            resp = client.post(
                "/api/strategies",
                json={
                    "name": f"无说明策略-{len(desc)}",
                    "description": desc,
                    "factors": [{"name": "momentum_60", "weight": 1}],
                },
            )
            assert resp.status_code == 200
            body = resp.json()
            assert body["description"].strip()
            assert "momentum_60" in body["description"]
            # 响应中的说明与 GET 读回一致（真的落库了）
            assert client.get(f"/api/strategies/{body['id']}").json()["description"] == body[
                "description"
            ]

    def test_post_keeps_explicit_description(self, client: TestClient) -> None:
        resp = client.post(
            "/api/strategies",
            json={
                "name": "有说明策略",
                "description": "我自己写的说明",
                "factors": [{"name": "momentum_60", "weight": 1}],
            },
        )
        assert resp.json()["description"] == "我自己写的说明"

    def test_auto_description_fits_column_width(self, client: TestClient) -> None:
        """自动说明必须落在 `StrategyModel.description = String(300)` 之内。

        重构后选股策略的说明只讲「怎么选」，天然简洁（不再拼回测公式），
        即使挂满全部因子也远低于列宽 —— 这里断言「一定放得下」即可；
        截断分支（超长带省略号）由 ResearchSpec 路径保留，选股策略触达不到。
        """
        from app.api.strategies import _DESCRIPTION_MAX_CHARS
        from app.quant.factors import list_factors

        all_factors = [{"name": f.name, "weight": 1} for f in list_factors()]
        resp = client.post(
            "/api/strategies", json={"name": "全因子策略", "factors": all_factors}
        )
        assert resp.status_code == 200
        desc = resp.json()["description"]
        assert len(desc) <= _DESCRIPTION_MAX_CHARS, "选股策略说明也必须落在列宽内"

        normal = client.post(
            "/api/strategies",
            json={"name": "单因子策略", "factors": [{"name": "dividend_yield", "weight": 1}]},
        ).json()["description"]
        assert len(normal) <= _DESCRIPTION_MAX_CHARS
        assert not normal.endswith("…")


class TestStrategyUpdateApi:
    def _create(self, client: TestClient, name: str = "策略A") -> dict:
        resp = client.post(
            "/api/strategies",
            json={
                "name": name,
                "description": "初始说明",
                "factors": [{"name": "momentum_60", "weight": 1}],
            },
        )
        assert resp.status_code == 200
        return resp.json()

    def test_put_updates_in_place_and_keeps_created_at(self, client: TestClient) -> None:
        created = self._create(client)
        sid = created["id"]
        created_at = created["created_at"]
        assert created_at is not None

        resp = client.put(
            f"/api/strategies/{sid}",
            json={
                "name": "策略A",
                "description": "改后的说明",
                "factors": [{"name": "momentum_20", "weight": 2}],
            },
        )
        assert resp.status_code == 200
        body = resp.json()
        assert body["id"] == sid, "原地更新必须保持 id 不变（不新建）"
        assert body["created_at"] == created_at, "PUT 不得刷新创建时间"
        assert body["factors"][0]["name"] == "momentum_20"
        assert body["description"] == "改后的说明"

        # 再读一次：落库后的创建时间同样未变，且列表仍只有一条
        assert client.get(f"/api/strategies/{sid}").json()["created_at"] == created_at
        assert len(client.get("/api/strategies").json()) == 1

    def test_put_path_id_wins_over_body_id(self, client: TestClient) -> None:
        created = self._create(client, "策略B")
        sid = created["id"]
        resp = client.put(
            f"/api/strategies/{sid}",
            json={
                "id": "STG-FAKE",
                "name": "策略B",
                "factors": [{"name": "momentum_60", "weight": 1}],
            },
        )
        assert resp.status_code == 200
        assert resp.json()["id"] == sid
        assert client.get("/api/strategies/STG-FAKE").status_code == 404

    def test_put_missing_strategy_404(self, client: TestClient) -> None:
        resp = client.put(
            "/api/strategies/STG-NOT-EXIST",
            json={"name": "X", "factors": [{"name": "momentum_60", "weight": 1}]},
        )
        assert resp.status_code == 404
        assert "不存在" in resp.json()["detail"]

    def test_put_duplicate_name_400(self, client: TestClient) -> None:
        first = self._create(client, "策略C")
        second = self._create(client, "策略D")
        resp = client.put(
            f"/api/strategies/{second['id']}",
            json={"name": "策略C", "factors": [{"name": "momentum_60", "weight": 1}]},
        )
        assert resp.status_code == 400
        assert "策略名已存在" in resp.json()["detail"]
        # 撞车失败后第二条策略名不变（未被部分写入）
        assert client.get(f"/api/strategies/{second['id']}").json()["name"] == "策略D"
        assert client.get(f"/api/strategies/{first['id']}").json()["name"] == "策略C"

    def test_put_fills_empty_description(self, client: TestClient) -> None:
        created = self._create(client, "策略E")
        resp = client.put(
            f"/api/strategies/{created['id']}",
            json={
                "name": "策略E",
                "description": "  ",
                "factors": [{"name": "dividend_yield", "weight": 1}],
            },
        )
        assert resp.status_code == 200
        assert resp.json()["description"].strip()
        assert "dividend_yield" in resp.json()["description"]