from __future__ import annotations

import asyncio
from datetime import UTC, datetime, timedelta
from pathlib import Path

from arbitrade.backtesting.replay import (
    BacktestConfig,
    BacktestReplayEngine,
    ReplayBookEvent,
    load_replay_events,
)
from arbitrade.detection.graph import CurrencyGraph
from arbitrade.exchange.models import BookLevel


def _build_cycles() -> tuple[dict[str, list], list[str]]:
    graph = CurrencyGraph()
    graph.add_pair("USD", "BTC", "BTC/USD")
    graph.add_pair("BTC", "ETH", "ETH/BTC")
    graph.add_pair("ETH", "USD", "ETH/USD")
    cycles = graph.triangular_cycles()
    return graph.index_cycles_by_pair(cycles), ["BTC/USD", "ETH/BTC", "ETH/USD"]


def test_load_replay_events_orders_jsonl_by_timestamp(tmp_path: Path) -> None:
    path = tmp_path / "replay.jsonl"
    path.write_text(
        "\n".join(
            [
                '{"timestamp":"2026-06-01T12:00:02Z","symbol":"ETH/USD","bids":[[100.0,1.0]],"asks":[[101.0,1.0]]}',
                '{"timestamp":"2026-06-01T12:00:01Z","symbol":"BTC/USD","bids":[[10.0,1.0]],"asks":[[11.0,1.0]]}',
            ]
        ),
        encoding="utf-8",
    )

    events = load_replay_events(path)

    assert [event.symbol for event in events] == ["BTC/USD", "ETH/USD"]


def test_backtest_replay_engine_runs_deterministically() -> None:
    cycles_by_pair, available_pairs = _build_cycles()
    started_at = datetime(2026, 6, 1, 12, 0, tzinfo=UTC)
    replay_events = [
        ReplayBookEvent(
            occurred_at=started_at,
            symbol="BTC/USD",
            bids=(BookLevel(price=99.5, volume=10.0),),
            asks=(BookLevel(price=100.0, volume=10.0),),
        ),
        ReplayBookEvent(
            occurred_at=started_at + timedelta(seconds=1),
            symbol="ETH/BTC",
            bids=(BookLevel(price=0.051, volume=10.0),),
            asks=(BookLevel(price=0.050, volume=10.0),),
        ),
        ReplayBookEvent(
            occurred_at=started_at + timedelta(seconds=2),
            symbol="ETH/USD",
            bids=(BookLevel(price=110.0, volume=10.0),),
            asks=(BookLevel(price=110.5, volume=10.0),),
        ),
    ]

    engine = BacktestReplayEngine(
        cycles_by_pair=cycles_by_pair,
        available_pairs=available_pairs,
        config=BacktestConfig(trade_capital=100.0, slippage_bps=5.0, execution_latency_ms=10.0),
        started_at=started_at,
    )

    report = asyncio.run(engine.run(replay_events, starting_balances={"USD": 1000.0}))

    assert report.processed_events == 3
    assert report.opportunities_seen >= 0
    assert report.trades_executed >= 0
    assert isinstance(report.realized_pnl_usd, float)
    assert report.max_drawdown_usd >= 0.0
    assert report.execution_latency_p50_ms is None
    assert report.execution_latency_p95_ms is None
    assert report.execution_latency_p99_ms is None