package com.goldenchart.service;

import com.goldenchart.dto.BacktestSettingsDto;
import org.junit.jupiter.api.Test;

import java.math.BigDecimal;

import static org.junit.jupiter.api.Assertions.assertEquals;

/**
 * 체결(ledger) 순손익 기준 승률·승패 집계 검증.
 * 분석레포트_수정.pdf 28시그널 / 14라운드트립 시나리오.
 */
class PortfolioLedgerTradeStatsTest {

    private static final double INIT = 10_000_000.0;

    private PortfolioLedger newLedger() {
        BacktestSettingsDto cfg = BacktestSettingsDto.builder()
                .initialCapital(BigDecimal.valueOf(INIT))
                .commissionType("LINEAR")
                .commissionRate(new BigDecimal("0.00150"))
                .slippageRate(new BigDecimal("0.00050"))
                .tradeSizeType("CAPITAL_PCT")
                .tradeSizeValue(new BigDecimal("100"))
                .analysisMethod("MARK_TO_MARKET")
                .build();
        return new PortfolioLedger(INIT, cfg);
    }

    @Test
    void pdfScenario_netPnlWinLoss_afterFees() {
        double[][] pairs = {
                {93254604, 92806574},
                {92876415, 92203875},
                {91648802, 92324815},
                {92723339, 93019467},
                {92258106, 92293830},
                {92507231, 92150902},
                {92463209, 91909023},
                {92117036, 92075939},
                {92298126, 92062946},
                {92253104, 92280837},
                {92306130, 92359797},
                {93446700, 93045454},
                {93458706, 93657148},
                {94142048, 93835059},
        };

        PortfolioLedger ledger = newLedger();
        long t = 1_700_000_000L;
        int bar = 0;
        for (double[] pair : pairs) {
            // PDF 시그널 가격 = 슬리피지 반영 체결가
            ledger.executeBuy(pair[0], pair[0], t + bar, bar);
            bar += 8;
            ledger.executeSell(pair[1], 1.0, t + bar, bar);
            bar += 8;
        }

        PortfolioLedger.TradeStats ts = ledger.tradeStats();
        assertEquals(14, ts.closedCount);
        assertEquals(2, ts.winning, "수수료 반영 순손익 기준 2승");
        assertEquals(12, ts.losing, "수수료 반영 순손익 기준 12패");
        assertEquals(0, ts.breakEven);
        assertEquals(2.0 / 14.0, ts.winRate, 1e-9);

        double finalEq = ledger.resolveFinalEquity(pairs[pairs.length - 1][1]);
        assertEquals(-0.0588, (finalEq - INIT) / INIT, 0.002);
        assertEquals(ledger.grossProfit + ledger.grossLoss, ledger.realizedPnl, 1.0);
    }
}