using System;
using System.Collections.Generic;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using NT8.Core.Common.Models;
using NT8.Core.Intelligence;
using NT8.Core.Logging;

namespace NT8.Core.Tests.Intelligence
{
    [TestClass]
    public class OrbConfluenceFactorTests
    {
        [TestMethod]
        public void NarrowRange_NR7_ScoresOne()
        {
            var calc = new NarrowRangeFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            intent.Metadata["daily_bars"] = CreateDailyContext(new double[] { 10, 10, 10, 10, 10, 10, 5 });

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        [TestMethod]
        public void NarrowRange_NR4_Scores075()
        {
            var calc = new NarrowRangeFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            intent.Metadata["daily_bars"] = CreateDailyContext(new double[] { 5, 5, 5, 10, 9, 8, 7 });

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(0.75, result.Score, 0.000001);
        }

        [TestMethod]
        public void NarrowRange_WideRange_ScoresLow()
        {
            var calc = new NarrowRangeFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            intent.Metadata["daily_bars"] = CreateDailyContext(new double[] { 5, 5, 5, 5, 5, 5, 12 });

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.IsTrue(result.Score <= 0.3);
        }

        [TestMethod]
        public void NarrowRange_MissingContext_DefaultsTo03()
        {
            var calc = new NarrowRangeFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(0.3, result.Score, 0.000001);
        }

        [TestMethod]
        public void NarrowRange_InsufficientBars_DefaultsTo03()
        {
            var calc = new NarrowRangeFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            intent.Metadata["daily_bars"] = CreateDailyContext(new double[] { 8, 7, 6, 5 });

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(0.3, result.Score, 0.000001);
        }

        [TestMethod]
        public void OrbRangeVsAtr_SmallRange_ScoresOne()
        {
            var calc = new OrbRangeVsAtrFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 10, 10, 10, 10, 10, 10, 10 });
            intent.Metadata["daily_bars"] = daily;
            intent.Metadata["orb_range_ticks"] = 8.0;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        [TestMethod]
        public void OrbRangeVsAtr_LargeRange_ScoresVeryLow()
        {
            var calc = new OrbRangeVsAtrFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 10, 10, 10, 10, 10, 10, 10 });
            intent.Metadata["daily_bars"] = daily;
            intent.Metadata["orb_range_ticks"] = 40.0;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.IsTrue(result.Score <= 0.15);
        }

        [TestMethod]
        public void OrbRangeVsAtr_MissingContext_DefaultsTo05()
        {
            var calc = new OrbRangeVsAtrFactorCalculator(new BasicLogger("test"));
            var intent = CreateIntent();

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(0.5, result.Score, 0.000001);
        }

        [TestMethod]
        public void GapDirection_LargeAlignedGap_ScoresOne()
        {
            var calc = new GapDirectionAlignmentCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            daily.Closes[daily.Count - 2] = 100.0;
            daily.TodayOpen = 106.0;
            daily.TradeDirection = 1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        [TestMethod]
        public void GapDirection_LargeOpposingGap_ScoresVeryLow()
        {
            var calc = new GapDirectionAlignmentCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            daily.Closes[daily.Count - 2] = 100.0;
            daily.TodayOpen = 106.0;
            daily.TradeDirection = -1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.IsTrue(result.Score <= 0.15);
        }

        [TestMethod]
        public void GapDirection_FlatOpen_ScoresNeutral()
        {
            var calc = new GapDirectionAlignmentCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            daily.Closes[daily.Count - 2] = 100.0;
            daily.TodayOpen = 100.1;
            daily.TradeDirection = 1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(0.55, result.Score, 0.000001);
        }

        [TestMethod]
        public void BreakoutVolume_ThreeX_ScoresOne()
        {
            var calc = new BreakoutVolumeStrengthCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            daily.BreakoutBarVolume = 3000.0;
            daily.AvgIntradayBarVolume = 1000.0;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        [TestMethod]
        public void BreakoutVolume_BelowAverage_ScoresLow()
        {
            var calc = new BreakoutVolumeStrengthCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            daily.BreakoutBarVolume = 800.0;
            daily.AvgIntradayBarVolume = 1200.0;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.IsTrue(result.Score <= 0.25);
        }

        [TestMethod]
        public void PriorCloseStrength_LongTopQuartile_ScoresOne()
        {
            var calc = new PriorDayCloseStrengthCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            int prev = daily.Count - 2;
            daily.Lows[prev] = 100.0;
            daily.Highs[prev] = 120.0;
            daily.Closes[prev] = 118.0;
            daily.TradeDirection = 1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        [TestMethod]
        public void PriorCloseStrength_LongBottomQuartile_ScoresLow()
        {
            var calc = new PriorDayCloseStrengthCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            int prev = daily.Count - 2;
            daily.Lows[prev] = 100.0;
            daily.Highs[prev] = 120.0;
            daily.Closes[prev] = 101.0;
            daily.TradeDirection = 1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.IsTrue(result.Score <= 0.20);
        }

        [TestMethod]
        public void PriorCloseStrength_ShortBottomQuartile_ScoresOne()
        {
            var calc = new PriorDayCloseStrengthCalculator(new BasicLogger("test"));
            var intent = CreateIntent();
            var daily = CreateDailyContext(new double[] { 8, 8, 8, 8, 8, 8, 8 });
            int prev = daily.Count - 2;
            daily.Lows[prev] = 100.0;
            daily.Highs[prev] = 120.0;
            daily.Closes[prev] = 101.0;
            daily.TradeDirection = -1;
            intent.Metadata["daily_bars"] = daily;

            var result = calc.Calculate(intent, CreateContext(), CreateBar());

            Assert.AreEqual(1.0, result.Score, 0.000001);
        }

        private static StrategyIntent CreateIntent()
        {
            return new StrategyIntent(
                "ES",
                OrderSide.Buy,
                OrderType.Market,
                null,
                8,
                16,
                0.8,
                "test",
                new Dictionary<string, object>());
        }

        private static StrategyContext CreateContext()
        {
            return new StrategyContext(
                "ES",
                DateTime.UtcNow,
                new Position("ES", 0, 0, 0, 0, DateTime.UtcNow),
                new AccountInfo(100000, 100000, 0, 0, DateTime.UtcNow),
                new MarketSession(DateTime.Today.AddHours(9.5), DateTime.Today.AddHours(16), true, "RTH"),
                new Dictionary<string, object>());
        }

        private static BarData CreateBar()
        {
            return new BarData("ES", DateTime.UtcNow, 5000, 5005, 4998, 5002, 1000, TimeSpan.FromMinutes(5));
        }

        private static DailyBarContext CreateDailyContext(double[] ranges)
        {
            DailyBarContext context = new DailyBarContext();
            context.Count = ranges.Length;
            context.Highs = new double[ranges.Length];
            context.Lows = new double[ranges.Length];
            context.Closes = new double[ranges.Length];
            context.Opens = new double[ranges.Length];
            context.Volumes = new long[ranges.Length];

            for (int i = 0; i < ranges.Length; i++)
            {
                context.Lows[i] = 100.0;
                context.Highs[i] = 100.0 + ranges[i];
                context.Opens[i] = 100.0 + (ranges[i] * 0.25);
                context.Closes[i] = 100.0 + (ranges[i] * 0.75);
                context.Volumes[i] = 100000;
            }

            context.TodayOpen = context.Closes[Math.Max(0, context.Count - 2)] + 1.0;
            context.BreakoutBarVolume = 1000.0;
            context.AvgIntradayBarVolume = 1000.0;
            context.TradeDirection = 1;
            return context;
        }
    }
}