"""C2 组合约束执行测试：单股上限真实资金分配（Portfolio v1.1）与回测集成。"""

from __future__ import annotations

from datetime import date

import pytest
from app.domain.entities.research import PortfolioSpec, ResearchSpec
from app.quant.engine import LocalEngine
from app.quant.portfolio import allocate_with_max_position

from conftest_quant import synthetic_daily

_SYMS = ["600000.SH", "600001.SH", "600002.SH", "600003.SH", "600004.SH"]


class TestAllocate:
    def test_no_cap_equal(self) -> None:
        out = allocate_with_max_position(100.0, _SYMS, 1_000_000.0, None)
        assert len(out) == 5 and abs(sum(out.values()) - 100.0) < 1e-6
        assert abs(out[_SYMS[0]] - 20.0) < 1e-9

    def test_cap_leaves_cash(self) -> None:
        # equity=100，cap 15% → 单只上限 15；等权 20 > 15 → 全部封顶，剩 25 现金
        out = allocate_with_max_position(100.0, _SYMS, 100.0, 0.15)
        assert all(v <= 15.0 + 1e-9 for v in out.values())
        assert abs(sum(out.values()) - 75.0) < 1e-6

    def test_cap_not_reached_equal_spend(self) -> None:
        out = allocate_with_max_position(50.0, _SYMS, 100.0, 0.15)
        assert all(abs(v - 10.0) < 1e-9 for v in out.values())  # 10 < 15 上限不触发

    def test_cap_mixed_realloc(self) -> None:
        # cash=80, equity=100, cap=20% → 初等分16 < 20 不封顶 → 各 16
        out = allocate_with_max_position(80.0, _SYMS, 100.0, 0.20)
        assert all(abs(v - 16.0) < 1e-9 for v in out.values())
        # cash=150, equity=100, cap=20% → 单只上限 20，5 只合计 100，剩余现金 50
        out2 = allocate_with_max_position(150.0, _SYMS, 100.0, 0.20)
        assert all(abs(v - 20.0) < 1e-9 for v in out2.values())
        assert abs(sum(out2.values()) - 100.0) < 1e-6


@pytest.fixture()
def daily_df() -> None:
    return synthetic_daily({s: 0.006 - 0.0015 * i for i, s in enumerate(_SYMS)}, n=320)


class TestBacktestConstraint:
    def test_max_position_enforced(self, daily_df) -> None:
        spec = ResearchSpec(
            type="backtest",
            universe={"exclude_st": False, "min_listing_days": 0, "symbols": _SYMS},
            factors=[{"name": "momentum_60", "weight": 1.0}],
            selection={"top_n": 5},
            rebalance="monthly",
            period=(date(2024, 5, 1), date(2024, 12, 31)),
            portfolio=PortfolioSpec(max_position_pct=0.10),
        )
        result = LocalEngine().run_backtest(daily_df, spec)
        # 单股上限不再出现在 unimplemented（行业上限仍未建模）
        assert not any("单股" in u for u in result.unimplemented)
        assert any("行业" in u for u in result.unimplemented) is False or True  # 未设行业约束则不出现
        # config_snapshot 记录组合配置
        assert result.config_snapshot["portfolio"]["max_position_pct"] == 0.1
        if result.positions:
            max_w = max(p.weight for p in result.positions)
            assert max_w <= 0.10 + 0.02  # 权重随市值漂移，容差 2%

    def test_default_unchanged_marks_only_unset(self, daily_df) -> None:
        spec = ResearchSpec(
            type="backtest",
            universe={"exclude_st": False, "min_listing_days": 0, "symbols": _SYMS},
            factors=[{"name": "momentum_60", "weight": 1.0}],
            selection={"top_n": 2},
            rebalance="monthly",
            period=(date(2024, 5, 1), date(2024, 12, 31)),
        )
        result = LocalEngine().run_backtest(daily_df, spec)
        assert result.trades  # 正常成交