package backtest

import (
	"context"
	"reflect"
	"sync"
	"testing"
	"time"

	"git.toki-labs.com/toki/alt/packages/domain/backtest"
	"git.toki-labs.com/toki/alt/packages/domain/market"
	"git.toki-labs.com/toki/alt/services/worker/internal/storage"
)

type inMemoryResultStore struct {
	mu      sync.RWMutex
	results map[backtest.RunID]backtest.Result
}

func newInMemoryResultStore() *inMemoryResultStore {
	return &inMemoryResultStore{
		results: make(map[backtest.RunID]backtest.Result),
	}
}

func (m *inMemoryResultStore) UpsertResult(ctx context.Context, result backtest.Result) error {
	m.mu.Lock()
	defer m.mu.Unlock()
	m.results[result.RunID] = result
	return nil
}

func (m *inMemoryResultStore) GetResult(ctx context.Context, id backtest.RunID) (backtest.Result, error) {
	m.mu.RLock()
	defer m.mu.RUnlock()
	res, ok := m.results[id]
	if !ok {
		return backtest.Result{}, storage.ErrResultNotFound
	}
	return res, nil
}

type inMemoryBarSource struct {
	bars []market.Bar
}

func (m *inMemoryBarSource) GetBarsForRun(ctx context.Context, spec backtest.RunSpec) ([]market.Bar, error) {
	return m.bars, nil
}

type inMemoryStrategyPort struct {
	strategy backtest.Strategy
}

func (m *inMemoryStrategyPort) GetStrategy(ctx context.Context, id backtest.StrategyID) (backtest.Strategy, error) {
	return m.strategy, nil
}

type deterministicStrategy struct {
	id backtest.StrategyID
}

func (s *deterministicStrategy) ID() backtest.StrategyID {
	return s.id
}

func (s *deterministicStrategy) Decide(input backtest.StrategyInput) ([]backtest.OrderIntent, error) {
	// Buy 2 units of the instrument on the first bar (May 1),
	// and sell 1 unit on the second bar (May 2).
	day := input.Bar.Timestamp.Day()
	if day == 1 {
		return []backtest.OrderIntent{
			{
				InstrumentID: input.Bar.InstrumentID,
				Side:         backtest.OrderSideBuy,
				Quantity:     market.Quantity{Amount: market.Decimal{Value: "2"}},
			},
		}, nil
	} else if day == 2 {
		return []backtest.OrderIntent{
			{
				InstrumentID: input.Bar.InstrumentID,
				Side:         backtest.OrderSideSell,
				Quantity:     market.Quantity{Amount: market.Decimal{Value: "1"}},
			},
		}, nil
	}
	return nil, nil
}

func TestEngineProducesDeterministicResultFromFixtureBars(t *testing.T) {
	instID := market.InstrumentID("KRX:005930")
	bar1 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000"}},
	}
	bar2 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 2, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100"}},
	}
	bar3 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1200"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1200"}},
	}

	barSource := &inMemoryBarSource{bars: []market.Bar{bar3, bar1, bar2}} // unsorted
	strat := &deterministicStrategy{id: "det-strat"}
	strategyPort := &inMemoryStrategyPort{strategy: strat}
	resultStore := newInMemoryResultStore()

	engine := NewEngine(barSource, strategyPort, resultStore)

	run := backtest.Run{
		ID: "run-deterministic",
		Spec: backtest.RunSpec{
			StrategyID: "det-strat",
			Market:     market.MarketKR,
			Timeframe:  market.TimeframeDaily,
			From:       time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
			To:         time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		},
	}

	// First execution
	err := engine.Execute(context.Background(), run)
	if err != nil {
		t.Fatalf("first execution failed: %v", err)
	}
	res1, err := resultStore.GetResult(context.Background(), run.ID)
	if err != nil {
		t.Fatalf("failed to get first result: %v", err)
	}

	// Clear the store to make sure upsert actually writes the second result
	resultStore.mu.Lock()
	delete(resultStore.results, run.ID)
	resultStore.mu.Unlock()

	// Second execution
	err = engine.Execute(context.Background(), run)
	if err != nil {
		t.Fatalf("second execution failed: %v", err)
	}
	res2, err := resultStore.GetResult(context.Background(), run.ID)
	if err != nil {
		t.Fatalf("failed to get second result: %v", err)
	}

	// Verify deep equality
	if !reflect.DeepEqual(res1, res2) {
		t.Errorf("results are not identical.\nResult 1: %+v\nResult 2: %+v", res1, res2)
	}
}

func TestEngineRunWithUSMarketReturnsEquityInUSD(t *testing.T) {
	// This smoke test validates the MarketUS path: USD starting cash,
	// USD-denominated prices, and a final equity figure expressed in USD.
	// Next-bar fill: buy fills on day 2 at Open=110, sell fills on day 3 at Open=120.
	//
	// Starting cash = 10,000 USD
	// Day 1: strategy decides buy 2. Pending.
	// Day 2: fill buy 2@110 → cash = 10,000 - 220 = 9,780, pos = 2
	//        strategy decides sell 1. Pending.
	// Day 3: fill sell 1@120 → cash = 9,780 + 120 = 9,900, pos = 1
	//        pos marked at 120.
	// Final equity = cash 9,900 + 1*120 = 10,020 USD
	//
	// Trades: buy 2@110, sell 1@120
	// Positions: 1 unit NASDAQ:AAPL at last price 120 USD
	// Total return = (10020 - 10000) / 10000 = 0.002

	instID := market.InstrumentID("NASDAQ:AAPL")
	bar1 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "100"}},
		Close:        market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "100"}},
	}
	bar2 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 2, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "110"}},
		Close:        market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "110"}},
	}
	bar3 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "120"}},
		Close:        market.Price{Currency: market.CurrencyUSD, Amount: market.Decimal{Value: "120"}},
	}

	barSource := &inMemoryBarSource{bars: []market.Bar{bar1, bar2, bar3}}
	strat := &deterministicStrategy{id: "det-strat-us"}
	strategyPort := &inMemoryStrategyPort{strategy: strat}
	resultStore := newInMemoryResultStore()

	engine := NewEngine(barSource, strategyPort, resultStore)

	run := backtest.Run{
		ID: "run-us-smoke",
		Spec: backtest.RunSpec{
			StrategyID: "det-strat-us",
			Market:     market.MarketUS,
			Timeframe:  market.TimeframeDaily,
			From:       time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
			To:         time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		},
	}

	err := engine.Execute(context.Background(), run)
	if err != nil {
		t.Fatalf("US execution failed: %v", err)
	}

	res, err := resultStore.GetResult(context.Background(), run.ID)
	if err != nil {
		t.Fatalf("failed to get result: %v", err)
	}

	// Verify starting cash is USD 10,000
	if res.StartingCash.Currency != market.CurrencyUSD {
		t.Errorf("starting cash currency: got %q, want %q", res.StartingCash.Currency, market.CurrencyUSD)
	}
	if res.StartingCash.Amount.Value != "10000" {
		t.Errorf("expected starting cash 10000, got %s", res.StartingCash.Amount.Value)
	}

	// Verify final equity
	// Day 1: pending buy, mark pos=0 → equity = 10,000
	// Day 2: buy 2@110 → cash 9,780 + 2*110 = 10,000
	// Day 3: sell 1@120 → cash 9,900 + 1*120 = 10,020
	if res.EndingEquity.Currency != market.CurrencyUSD {
		t.Errorf("ending equity currency: got %q, want %q", res.EndingEquity.Currency, market.CurrencyUSD)
	}
	if res.EndingEquity.Amount.Value != "10020" {
		t.Errorf("expected ending equity 10020, got %s", res.EndingEquity.Amount.Value)
	}

	// Verify Trades
	if len(res.Trades) != 2 {
		t.Fatalf("expected 2 trades, got %d", len(res.Trades))
	}
	trade1 := res.Trades[0]
	if trade1.Side != backtest.OrderSideBuy || trade1.Quantity.Amount.Value != "2" ||
		trade1.Price.Amount.Value != "110" {
		t.Errorf("unexpected trade 1: %+v", trade1)
	}
	trade2 := res.Trades[1]
	if trade2.Side != backtest.OrderSideSell || trade2.Quantity.Amount.Value != "1" ||
		trade2.Price.Amount.Value != "120" {
		t.Errorf("unexpected trade 2: %+v", trade2)
	}

	// Verify Positions
	if len(res.Positions) != 1 {
		t.Fatalf("expected 1 position, got %d", len(res.Positions))
	}
	pos := res.Positions[0]
	if pos.InstrumentID != instID || pos.Quantity.Amount.Value != "1" ||
		pos.LastPrice.Amount.Value != "120" {
		t.Errorf("unexpected position: %+v", pos)
	}

	// Verify derived summary metrics
	if res.Summary.EndingEquity.Amount.Value != "10020" {
		t.Errorf("summary ending equity: got %s, want 10020", res.Summary.EndingEquity.Amount.Value)
	}
	if res.Summary.TradeCount != 2 {
		t.Errorf("summary trade count: got %d, want 2", res.Summary.TradeCount)
	}
	// (10020 - 10000) / 10000 = 0.002
	if res.Summary.TotalReturn.Value != "0.002" {
		t.Errorf("summary total return: got %s, want 0.002", res.Summary.TotalReturn.Value)
	}

	// Verify equity curve: one point per bar
	// Day 1: no fill yet, equity = 10,000
	// Day 2: buy 2@110 → cash 9,780 + 2*110 = 10,000
	// Day 3: sell 1@120 → cash 9,900 + 1*120 = 10,020
	if len(res.EquityCurve) != 3 {
		t.Fatalf("equity curve length: got %d, want 3", len(res.EquityCurve))
	}
	wantCurve := []struct {
		ts     time.Time
		equity string
	}{
		{bar1.Timestamp, "10000"},
		{bar2.Timestamp, "10000"},
		{bar3.Timestamp, "10020"},
	}
	for i, want := range wantCurve {
		point := res.EquityCurve[i]
		if !point.Timestamp.Equal(want.ts) {
			t.Errorf("equity curve point %d timestamp: got %v, want %v", i, point.Timestamp, want.ts)
		}
		if point.Equity.Amount.Value != want.equity {
			t.Errorf("equity curve point %d equity: got %s, want %s", i, point.Equity.Amount.Value, want.equity)
		}
		if point.Equity.Currency != market.CurrencyUSD {
			t.Errorf("equity curve point %d currency: got %q, want %q", i, point.Equity.Currency, market.CurrencyUSD)
		}
	}

	// Final equity curve point must match ending equity
	finalPoint := res.EquityCurve[len(res.EquityCurve)-1]
	if finalPoint.Equity.Amount.Value != res.EndingEquity.Amount.Value {
		t.Errorf("final equity point %s does not match ending equity %s",
			finalPoint.Equity.Amount.Value, res.EndingEquity.Amount.Value)
	}
}

// TestEngineProducesDeterministicResultAcrossTimeframes verifies that the
// same strategy logic produces identical financial results across monthly,
// daily, and minute timeframes when bar prices are identical.
func TestEngineProducesDeterministicResultAcrossTimeframes(t *testing.T) {
	instID := market.InstrumentID("KRX:005930")

	type barData struct {
		day   int
		price string
	}
	baseBars := []barData{
		{1, "1000"},
		{2, "1100"},
		{3, "1200"},
	}

	for _, tf := range []market.Timeframe{market.TimeframeMonthly, market.TimeframeDaily, market.TimeframeMin1} {
		tfLabel := string(tf)
		t.Run(tfLabel, func(t *testing.T) {
			var bars []market.Bar
			for _, b := range baseBars {
				bars = append(bars, market.Bar{
					InstrumentID: instID,
					Timeframe:    tf,
					Timestamp:    time.Date(2026, 5, b.day, 0, 0, 0, 0, time.UTC),
					Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: b.price}},
					High:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: b.price}},
					Low:          market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: b.price}},
					Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: b.price}},
				})
			}

			barSource := &inMemoryBarSource{bars: bars}
			strat := &deterministicStrategy{id: "det-strat-tf"}
			strategyPort := &inMemoryStrategyPort{strategy: strat}
			resultStore := newInMemoryResultStore()

			engine := NewEngine(barSource, strategyPort, resultStore)

			run := backtest.Run{
				ID: backtest.RunID("run-tf-" + tfLabel),
				Spec: backtest.RunSpec{
					StrategyID: "det-strat-tf",
					Market:     market.MarketKR,
					Timeframe:  tf,
					From:       time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
					To:         time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
				},
			}

			err := engine.Execute(context.Background(), run)
			if err != nil {
				t.Fatalf("execution failed: %v", err)
			}

			res, err := resultStore.GetResult(context.Background(), run.ID)
			if err != nil {
				t.Fatalf("failed to get result: %v", err)
			}

			// Next-bar fill: buy 2 at day 2 Open=1100, sell 1 at day 3 Open=1200.
			// cash = 10,000,000 - 2*1100 = 9,997,800, pos = 2
			// cash = 9,997,800 + 1200 = 9,999,000, pos = 1
			// equity = 9,999,000 + 1*1200 = 10,000,200
			if res.StartingCash.Amount.Value != "10000000" {
				t.Errorf("starting cash: got %s, want 10000000", res.StartingCash.Amount.Value)
			}
			if res.EndingEquity.Amount.Value != "10000200" {
				t.Errorf("ending equity: got %s, want 10000200", res.EndingEquity.Amount.Value)
			}
			if res.Summary.TradeCount != 2 {
				t.Errorf("trade count: got %d, want 2", res.Summary.TradeCount)
			}
			if len(res.Trades) != 2 {
				t.Fatalf("trades length: got %d, want 2", len(res.Trades))
			}
			if res.Trades[0].Price.Amount.Value != "1100" {
				t.Errorf("trade 0 price: got %s, want 1100", res.Trades[0].Price.Amount.Value)
			}
			if res.Trades[1].Price.Amount.Value != "1200" {
				t.Errorf("trade 1 price: got %s, want 1200", res.Trades[1].Price.Amount.Value)
			}
			if len(res.EquityCurve) != 3 {
				t.Fatalf("equity curve length: got %d, want 3", len(res.EquityCurve))
			}
		})
	}
}

// TestEngineStoresAndQueriesFixtureResult verifies the full engine pipeline:
// bars → strategy → next-bar fills → store → query with deterministic values.
// Next-bar fill: buy 2 on day 1 fills on day 2 at 1100, sell 1 on day 2 fills on day 3 at 1200.
func TestEngineStoresAndQueriesFixtureResult(t *testing.T) {
	instID := market.InstrumentID("KRX:005930")
	bar1 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1000"}},
	}
	bar2 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 2, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1100"}},
	}
	bar3 := market.Bar{
		InstrumentID: instID,
		Timeframe:    market.TimeframeDaily,
		Timestamp:    time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		Open:         market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1200"}},
		Close:        market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "1200"}},
	}

	barSource := &inMemoryBarSource{bars: []market.Bar{bar1, bar2, bar3}}
	strat := &deterministicStrategy{id: "det-strat"}
	strategyPort := &inMemoryStrategyPort{strategy: strat}
	resultStore := newInMemoryResultStore()

	engine := NewEngine(barSource, strategyPort, resultStore)

	run := backtest.Run{
		ID: "run-query",
		Spec: backtest.RunSpec{
			StrategyID: "det-strat",
			Market:     market.MarketKR,
			Timeframe:  market.TimeframeDaily,
			From:       time.Date(2026, 5, 1, 0, 0, 0, 0, time.UTC),
			To:         time.Date(2026, 5, 3, 0, 0, 0, 0, time.UTC),
		},
	}

	err := engine.Execute(context.Background(), run)
	if err != nil {
		t.Fatalf("execution failed: %v", err)
	}

	res, err := resultStore.GetResult(context.Background(), run.ID)
	if err != nil {
		t.Fatalf("failed to get result: %v", err)
	}

	// Next-bar fill calculation:
	// Starting cash = 10,000,000 KRW
	//
	// Day 1: strategy decides buy 2. Pending.
	// Day 2: fill buy 2@1100 → cash = 10,000,000 - 2,200 = 9,997,800, pos = 2
	//        strategy decides sell 1. Pending.
	// Day 3: fill sell 1@1200 → cash = 9,997,800 + 1,200 = 9,999,000, pos = 1
	//        pos marked at 1200.
	// Final Equity = 9,999,000 + 1*1200 = 10,000,200 KRW
	//
	// Expected trades:
	// 1. Buy 2 units at 1100 KRW on May 2 (next-bar fill of day 1 order)
	// 2. Sell 1 unit at 1200 KRW on May 3 (next-bar fill of day 2 order)
	//
	// Expected positions:
	// 1. 1 unit of KRX:005930 at last price 1200 KRW

	if res.StartingCash.Amount.Value != "10000000" {
		t.Errorf("expected starting cash 10000000, got %s", res.StartingCash.Amount.Value)
	}
	if res.EndingEquity.Amount.Value != "10000200" {
		t.Errorf("expected ending equity 10000200, got %s", res.EndingEquity.Amount.Value)
	}

	// Verify Trades
	if len(res.Trades) != 2 {
		t.Fatalf("expected 2 trades, got %d", len(res.Trades))
	}
	trade1 := res.Trades[0]
	if trade1.Side != backtest.OrderSideBuy || trade1.Quantity.Amount.Value != "2" || trade1.Price.Amount.Value != "1100" {
		t.Errorf("unexpected trade 1: %+v", trade1)
	}
	trade2 := res.Trades[1]
	if trade2.Side != backtest.OrderSideSell || trade2.Quantity.Amount.Value != "1" || trade2.Price.Amount.Value != "1200" {
		t.Errorf("unexpected trade 2: %+v", trade2)
	}

	// Verify Positions
	if len(res.Positions) != 1 {
		t.Fatalf("expected 1 position, got %d", len(res.Positions))
	}
	pos := res.Positions[0]
	if pos.InstrumentID != instID || pos.Quantity.Amount.Value != "1" || pos.LastPrice.Amount.Value != "1200" {
		t.Errorf("unexpected position: %+v", pos)
	}

	// Verify derived summary metrics.
	if res.Summary.StartingCash.Amount.Value != "10000000" {
		t.Errorf("summary starting cash: got %s, want 10000000", res.Summary.StartingCash.Amount.Value)
	}
	if res.Summary.EndingEquity.Amount.Value != "10000200" {
		t.Errorf("summary ending equity: got %s, want 10000200", res.Summary.EndingEquity.Amount.Value)
	}
	if res.Summary.TradeCount != 2 {
		t.Errorf("summary trade count: got %d, want 2", res.Summary.TradeCount)
	}
	// (10000200 - 10000000) / 10000000 = 0.00002
	if res.Summary.TotalReturn.Value != "0.00002" {
		t.Errorf("summary total return: got %s, want 0.00002", res.Summary.TotalReturn.Value)
	}

	// Verify deterministic equity curve: one point per bar, ordered by timestamp.
	// Day 1: no fill, equity = 10,000,000
	// Day 2: buy 2@1100 → cash 9,997,800 + 2*1100 = 10,000,000
	// Day 3: sell 1@1200 → cash 9,999,000 + 1*1200 = 10,000,200
	if len(res.EquityCurve) != 3 {
		t.Fatalf("equity curve length: got %d, want 3", len(res.EquityCurve))
	}
	wantCurve := []struct {
		ts     time.Time
		equity string
	}{
		{bar1.Timestamp, "10000000"},
		{bar2.Timestamp, "10000000"},
		{bar3.Timestamp, "10000200"},
	}
	for i, want := range wantCurve {
		point := res.EquityCurve[i]
		if !point.Timestamp.Equal(want.ts) {
			t.Errorf("equity curve point %d timestamp: got %v, want %v", i, point.Timestamp, want.ts)
		}
		if point.Equity.Amount.Value != want.equity {
			t.Errorf("equity curve point %d equity: got %s, want %s", i, point.Equity.Amount.Value, want.equity)
		}
	}
	// Final equity curve point must match the reported ending equity.
	finalPoint := res.EquityCurve[len(res.EquityCurve)-1]
	if finalPoint.Equity.Amount.Value != res.EndingEquity.Amount.Value {
		t.Errorf("final equity point %s does not match ending equity %s", finalPoint.Equity.Amount.Value, res.EndingEquity.Amount.Value)
	}
}