using FluentAssertions;
using IBKRTrader.Core.Analytics;
using IBKRTrader.Core.Persistence.Entities;

namespace IBKRTrader.Tests.Analytics;

[Trait("cat", "unit")]
public class TradeAnalyticsTests
{
    private static CoreTrade Fill(string module, string action, decimal qty, decimal price, int minute, string symbol = "AAPL") =>
        new()
        {
            Module = module, Symbol = symbol, Action = action,
            Quantity = qty, Price = price, TotalValue = qty * price,
            TradedAt = new DateTime(2026, 1, 1, 0, minute, 0, DateTimeKind.Utc)
        };

    [Fact]
    public void EmptyInput_YieldsZeroKpis()
    {
        var k = TradeAnalytics.ComputeKpis(Array.Empty<CoreTrade>());

        k.TradeCount.Should().Be(0);
        k.NetPnl.Should().Be(0m);
        k.WinRatePct.Should().Be(0d);
    }

    [Fact]
    public void ComputesWinRateAndProfitFactor()
    {
        var fills = new[]
        {
            Fill("CT", "BUY", 10, 100m, 0),
            Fill("CT", "SELL", 10, 130m, 1),  // +300 Gewinner
            Fill("CT", "BUY", 10, 100m, 2, "MSFT"),
            Fill("CT", "SELL", 10, 90m, 3, "MSFT")  // -100 Verlierer
        };

        var k = TradeAnalytics.ComputeKpis(fills);

        k.TradeCount.Should().Be(2);
        k.NetPnl.Should().Be(200m);
        k.WinRatePct.Should().Be(50d);
        k.ProfitFactor.Should().Be(3d);   // 300 / 100
    }

    [Fact]
    public void PnlByModule_GroupsAndSorts()
    {
        var fills = new[]
        {
            Fill("A", "BUY", 10, 100m, 0),
            Fill("A", "SELL", 10, 130m, 1),   // +300
            Fill("B", "BUY", 10, 100m, 2, "MSFT"),
            Fill("B", "SELL", 10, 90m, 3, "MSFT")  // -100
        };

        var buckets = TradeAnalytics.PnlByModule(fills);

        buckets.Should().HaveCount(2);
        buckets[0].Key.Should().Be("A");
        buckets[0].Pnl.Should().Be(300m);
        buckets[1].Key.Should().Be("B");
    }
}