package backtest

import (
	"math"
	"testing"
)

func TestComputeMetrics_Empty(t *testing.T) {
	m := ComputeMetrics(nil)
	if m.TradeDays != 0 {
		t.Errorf("expected 0 trade days, got %d", m.TradeDays)
	}
}

func TestComputeMetrics_SinglePoint(t *testing.T) {
	curve := []EquityPoint{{Date: "2020-01-02", Value: 100000, Return: 0}}
	m := ComputeMetrics(curve)
	if m.TotalReturn != 0 {
		t.Errorf("expected 0 total return, got %f", m.TotalReturn)
	}
}

func TestComputeMetrics_SteadyGrowth(t *testing.T) {
	// 10 个交易日，每天涨 1%
	curve := make([]EquityPoint, 11)
	curve[0] = EquityPoint{Date: "2020-01-02", Value: 100000, Return: 0}
	for i := 1; i <= 10; i++ {
		val := curve[i-1].Value * 1.01
		curve[i] = EquityPoint{
			Date:   "2020-01-02",
			Value:  val,
			Return: val/100000 - 1,
		}
	}
	m := ComputeMetrics(curve)
	expectedReturn := 100000*math.Pow(1.01, 10)/100000 - 1
	if math.Abs(m.TotalReturn-expectedReturn) > 0.0001 {
		t.Errorf("total return: expected %f, got %f", expectedReturn, m.TotalReturn)
	}
	if m.WinRatio != 1.0 {
		t.Errorf("win ratio: expected 1.0, got %f", m.WinRatio)
	}
	if m.MaxDrawdown > 0.0001 {
		t.Errorf("max drawdown: expected 0, got %f", m.MaxDrawdown)
	}
	if m.TradeDays != 11 {
		t.Errorf("trade days: expected 11, got %d", m.TradeDays)
	}
}

func TestComputeMetrics_Drawdown(t *testing.T) {
	// 先涨后跌：100000 → 110000 → 99000
	curve := []EquityPoint{
		{Date: "2020-01-02", Value: 100000, Return: 0},
		{Date: "2020-01-03", Value: 110000, Return: 0.1},
		{Date: "2020-01-06", Value: 99000, Return: -0.01},
	}
	m := ComputeMetrics(curve)
	if m.TotalReturn != -0.01 {
		t.Errorf("total return: expected -0.01, got %f", m.TotalReturn)
	}
	// 峰值 110000, 谷 99000, 回撤 = (110000-99000)/110000 = 0.1
	expectedDD := 0.1
	if math.Abs(m.MaxDrawdown-expectedDD) > 0.0001 {
		t.Errorf("max drawdown: expected %f, got %f", expectedDD, m.MaxDrawdown)
	}
}

func TestComputeMetrics_MixedPerformance(t *testing.T) {
	// 模拟实际场景：混合涨跌
	curve := []EquityPoint{
		{Date: "2020-01-02", Value: 100000, Return: 0},
		{Date: "2020-01-03", Value: 101000, Return: 0.01},  // +1%
		{Date: "2020-01-06", Value: 100500, Return: 0.005}, // -0.5%
		{Date: "2020-01-07", Value: 102000, Return: 0.02},  // +1.5%
		{Date: "2020-01-08", Value: 101500, Return: 0.015}, // -0.5%
		{Date: "2020-01-09", Value: 103000, Return: 0.03},  // +1.5%
	}
	m := ComputeMetrics(curve)
	if m.TotalReturn != 0.03 {
		t.Errorf("total return: expected 0.03, got %f", m.TotalReturn)
	}
	if m.TradeDays != 6 {
		t.Errorf("trade days: expected 6, got %d", m.TradeDays)
	}
	// 3 个正收益日 / 5 个交易日
	if math.Abs(m.WinRatio-0.6) > 0.0001 {
		t.Errorf("win ratio: expected 0.6, got %f", m.WinRatio)
	}
	// 年化收益应 > 0
	if m.AnnualReturn <= 0 {
		t.Errorf("annual return should be positive, got %f", m.AnnualReturn)
	}
	// 波动率应 > 0
	if m.Volatility <= 0 {
		t.Errorf("volatility should be positive, got %f", m.Volatility)
	}
}