import asyncio
import dataclasses
import datetime as dt
from pathlib import Path
from unittest.mock import AsyncMock

import pandas as pd
import pytest

from ibkr_quant import cli
from ibkr_quant.broker import AccountState, Broker, Holding
from ibkr_quant.config import load_config
from ibkr_quant.rebalance import plan_orders


def test_closes_dropped_names_and_sells_before_buys():
    orders = plan_orders(
        target_weights={"AAPL": 0.5, "MSFT": 0.5},
        positions={"AAPL": 10, "NVDA": 7},
        prices={"AAPL": 100.0, "MSFT": 300.0, "NVDA": 50.0},
        investable=10_000,
        min_trade_value=200,
    )
    assert [(o.symbol, o.delta) for o in orders] == [("NVDA", -7), ("AAPL", 40), ("MSFT", 16)]


def test_skips_small_adjustments_but_not_full_exits():
    orders = plan_orders(
        target_weights={"AAPL": 1.0},
        positions={"AAPL": 99, "KO": 1},
        prices={"AAPL": 100.0, "KO": 60.0},
        investable=10_000,
        min_trade_value=200,
    )
    assert [(o.symbol, o.delta) for o in orders] == [("KO", -1)]


def test_refuses_to_plan_without_prices():
    with pytest.raises(ValueError, match="NVDA"):
        plan_orders({"AAPL": 1.0}, {"NVDA": 5}, {"AAPL": 100.0}, 10_000, 0)


def test_resize_band_keeps_near_target_holdings():
    orders = plan_orders(
        target_weights={"AAPL": 0.5, "MSFT": 0.5},
        positions={"AAPL": 46, "MSFT": 10},
        prices={"AAPL": 100.0, "MSFT": 300.0},
        investable=10_000,
        min_trade_value=50,
        resize_band=0.10,
    )
    # AAPL is 8% under target and stays; MSFT is 40% under and tops up.
    assert [(o.symbol, o.delta) for o in orders] == [("MSFT", 6)]



def dry_run(monkeypatch, tmp_path, holdings):
    cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
    cfg = dataclasses.replace(cfg, root=tmp_path, strategy=dataclasses.replace(cfg.strategy, top_n=2))
    idx = pd.bdate_range(end=dt.date(2026, 10, 13), periods=300)
    panel = pd.DataFrame(100.0, index=idx, columns=["AAA", "BBB", "CCC"])
    monkeypatch.setattr(cli, "load_universe", lambda _: list(panel.columns))
    monkeypatch.setattr(cli, "load_bars", lambda *_: (panel, panel))
    monkeypatch.setattr(cli, "sessions_until_rebalance", lambda *_: 0)
    monkeypatch.setattr(cli, "signal_overnight_recovery",
                        lambda o, c: pd.DataFrame({"AAA": 0.9, "BBB": 0.8, "CCC": 0.1}, index=o.index))
    broker = Broker(cfg.ib)
    monkeypatch.setattr(Broker, "__aenter__", AsyncMock(return_value=broker))
    monkeypatch.setattr(Broker, "__aexit__", AsyncMock(return_value=None))
    monkeypatch.setattr(cli, "Broker", lambda _: broker)
    monkeypatch.setattr(broker, "account_state", AsyncMock(return_value=AccountState("DU123", 10_000, 4_800, holdings)))
    asyncio.run(cli.rebalance(cfg, submit=False))
    return pd.read_csv(next((tmp_path / "runs").glob("*/plan.csv")))


def test_rebalance_manages_every_position_in_the_account(monkeypatch, tmp_path):
    plan = dry_run(monkeypatch, tmp_path, [Holding("AAA", "STK", "USD", 49, 100.0, 4_900.0),
                                           Holding("OLD", "STK", "USD", 10, 30.0, 300.0)])  # not in the index: no bars
    # investable = 10,000 * 0.98 = 9,800: 4,900 per name, so AAA is on target.
    assert list(zip(plan.symbol, plan.delta, plan.price)) == [("OLD", -10, 30.0), ("BBB", 49, 100.0)]


def test_rebalance_refuses_positions_it_cannot_trade(monkeypatch, tmp_path):
    with pytest.raises(SystemExit, match="not USD stocks: \\['ES'\\]"):
        dry_run(monkeypatch, tmp_path, [Holding("ES", "FUT", "USD", 1, 6_000.0, 300_000.0)])