#![allow(
    clippy::manual_range_contains,
    clippy::useless_format,
    clippy::useless_vec,
    dead_code,
    unused_variables
)]
//! Test Helper Utilities for Data Validation
//!
//! Provides reusable assertion and validation functions for backtesting tests.
//! All functions are designed to give clear, actionable error messages.
//!
//! # Categories
//!
//! - **OHLCV Validation**: Price relationship checks
//! - **Time Series Validation**: Chronological ordering, continuity
//! - **Statistical Validation**: Price ranges, volatility bounds
//! - **Trade Validation**: PnL calculations, execution logic
//!
//! # Usage
//!
//! ```rust,ignore
//! use helpers::{assert_valid_ohlcv, assert_chronological, assert_price_range};
//!
//! fn test_market_data_quality() {
//!     let bars = load_test_data();
//!     assert_valid_ohlcv(&bars);
//!     assert_chronological(&bars);
//!     assert_price_range(&bars, "ES.FUT");
//! }
//! ```

use backtesting_service::strategy_engine::{BacktestTrade, MarketData, TradeSide};
use num_traits::ToPrimitive;
use rust_decimal::Decimal;

// ============================================================================
// OHLCV Validation
// ============================================================================

/// Assert that OHLCV bars have valid price relationships
///
/// # Validates
///
/// - High >= Low (always)
/// - High >= Open, Close
/// - Low <= Open, Close
/// - All prices > 0
/// - Volume >= 0
///
/// # Panics
///
/// On first invalid bar with detailed error message
///
/// # Example
///
/// ```rust
/// assert_valid_ohlcv(&bars);
/// ```
pub fn assert_valid_ohlcv(bars: &[MarketData]) {
    for (i, bar) in bars.iter().enumerate() {
        // Basic positivity checks
        assert!(
            bar.open > Decimal::ZERO,
            "Bar {}: Open must be positive, got {}",
            i,
            bar.open
        );
        assert!(
            bar.high > Decimal::ZERO,
            "Bar {}: High must be positive, got {}",
            i,
            bar.high
        );
        assert!(
            bar.low > Decimal::ZERO,
            "Bar {}: Low must be positive, got {}",
            i,
            bar.low
        );
        assert!(
            bar.close > Decimal::ZERO,
            "Bar {}: Close must be positive, got {}",
            i,
            bar.close
        );
        assert!(
            bar.volume >= Decimal::ZERO,
            "Bar {}: Volume must be non-negative, got {}",
            i,
            bar.volume
        );

        // OHLCV relationship checks
        assert!(
            bar.high >= bar.low,
            "Bar {}: High ({}) must be >= Low ({})",
            i,
            bar.high,
            bar.low
        );
        assert!(
            bar.high >= bar.open,
            "Bar {}: High ({}) must be >= Open ({})",
            i,
            bar.high,
            bar.open
        );
        assert!(
            bar.high >= bar.close,
            "Bar {}: High ({}) must be >= Close ({})",
            i,
            bar.high,
            bar.close
        );
        assert!(
            bar.low <= bar.open,
            "Bar {}: Low ({}) must be <= Open ({})",
            i,
            bar.low,
            bar.open
        );
        assert!(
            bar.low <= bar.close,
            "Bar {}: Low ({}) must be <= Close ({})",
            i,
            bar.low,
            bar.close
        );

        // Open and Close must be within [Low, High]
        assert!(
            bar.open >= bar.low && bar.open <= bar.high,
            "Bar {}: Open ({}) must be within [{}, {}]",
            i,
            bar.open,
            bar.low,
            bar.high
        );
        assert!(
            bar.close >= bar.low && bar.close <= bar.high,
            "Bar {}: Close ({}) must be within [{}, {}]",
            i,
            bar.close,
            bar.low,
            bar.high
        );
    }
}

// ============================================================================
// Time Series Validation
// ============================================================================

/// Assert that bars are sorted chronologically
///
/// # Panics
///
/// If any bar has timestamp <= previous bar
///
/// # Example
///
/// ```rust
/// assert_chronological(&bars);
/// ```
pub fn assert_chronological(bars: &[MarketData]) {
    for i in 1..bars.len() {
        assert!(
            bars[i].timestamp >= bars[i - 1].timestamp,
            "Bar {}: Timestamps not chronological. Bar[{}]={:?}, Bar[{}]={:?}",
            i,
            i - 1,
            bars[i - 1].timestamp,
            i,
            bars[i].timestamp
        );
    }
}

/// Assert that bars have no gaps larger than specified duration
///
/// # Arguments
///
/// * `bars` - Market data bars
/// * `max_gap_minutes` - Maximum allowed gap in minutes
///
/// # Example
///
/// ```rust
/// // Assert no gaps > 5 minutes (for 1-minute data)
/// assert_no_large_gaps(&bars, 5);
/// ```
pub fn assert_no_large_gaps(bars: &[MarketData], max_gap_minutes: i64) {
    use chrono::Duration;

    let max_gap = Duration::minutes(max_gap_minutes);

    for i in 1..bars.len() {
        let gap = bars[i].timestamp - bars[i - 1].timestamp;
        assert!(
            gap <= max_gap,
            "Bar {}: Gap too large ({:?} > {:?}). Bar[{}]={:?}, Bar[{}]={:?}",
            i,
            gap,
            max_gap,
            i - 1,
            bars[i - 1].timestamp,
            i,
            bars[i].timestamp
        );
    }
}

// ============================================================================
// Statistical Validation
// ============================================================================

/// Assert that prices are within realistic range for a symbol
///
/// # Symbol Ranges (2024 typical)
///
/// - ES.FUT: 3000 - 6000
/// - NQ.FUT: 12000 - 20000
/// - CL.FUT: 50 - 100
///
/// # Panics
///
/// If any price is outside realistic range
///
/// # Example
///
/// ```rust
/// assert_price_range(&bars, "ES.FUT");
/// ```
pub fn assert_price_range(bars: &[MarketData], symbol: &str) {
    let (min_price, max_price) = match symbol {
        "ES.FUT" => (3000.0, 6000.0),
        "NQ.FUT" => (12000.0, 20000.0),
        "CL.FUT" => (50.0, 100.0),
        _ => (0.1, 1_000_000.0), // Very permissive for unknown symbols
    };

    for (i, bar) in bars.iter().enumerate() {
        let close = bar.close.to_f64().unwrap_or(0.0);
        assert!(
            close >= min_price && close <= max_price,
            "Bar {}: {} price {} outside realistic range [{}, {}]",
            i,
            symbol,
            close,
            min_price,
            max_price
        );
    }
}

/// Assert that volatility is within realistic bounds
///
/// Calculates return volatility and checks against expected ranges.
///
/// # Arguments
///
/// * `bars` - Market data (minimum 20 bars required)
/// * `max_volatility_pct` - Maximum expected annualized volatility (%)
///
/// # Example
///
/// ```rust
/// // Assert volatility < 100% annualized
/// assert_volatility_bounds(&bars, 100.0);
/// ```
pub fn assert_volatility_bounds(bars: &[MarketData], max_volatility_pct: f64) {
    if bars.len() < 20 {
        return; // Need sufficient data for volatility calculation
    }

    // Calculate returns
    let mut returns = Vec::new();
    for i in 1..bars.len() {
        let prev_close = bars[i - 1].close.to_f64().unwrap_or(1.0);
        let curr_close = bars[i].close.to_f64().unwrap_or(1.0);
        let ret = (curr_close - prev_close) / prev_close;
        returns.push(ret);
    }

    // Calculate standard deviation
    let mean = returns.iter().sum::<f64>() / returns.len() as f64;
    let variance: f64 =
        returns.iter().map(|r| (r - mean).powi(2)).sum::<f64>() / returns.len() as f64;
    let std_dev = variance.sqrt();

    // Annualize (assume 252 trading days, 390 1-minute bars per day)
    let bars_per_year: f64 = 252.0 * 390.0;
    let annualized_volatility = std_dev * (bars_per_year).sqrt() * 100.0;

    assert!(
        annualized_volatility <= max_volatility_pct,
        "Volatility ({:.2}%) exceeds maximum ({:.2}%)",
        annualized_volatility,
        max_volatility_pct
    );
}

/// Calculate and return actual volatility (for informational purposes)
///
/// # Returns
///
/// Annualized volatility as percentage
pub fn calculate_volatility(bars: &[MarketData]) -> f64 {
    if bars.len() < 2 {
        return 0.0;
    }

    let mut returns = Vec::new();
    for i in 1..bars.len() {
        let prev_close = bars[i - 1].close.to_f64().unwrap_or(1.0);
        let curr_close = bars[i].close.to_f64().unwrap_or(1.0);
        let ret = (curr_close - prev_close) / prev_close;
        returns.push(ret);
    }

    let mean = returns.iter().sum::<f64>() / returns.len() as f64;
    let variance: f64 =
        returns.iter().map(|r| (r - mean).powi(2)).sum::<f64>() / returns.len() as f64;
    let std_dev = variance.sqrt();

    // Annualize
    let bars_per_year: f64 = 252.0 * 390.0;
    std_dev * (bars_per_year).sqrt() * 100.0
}

// ============================================================================
// Trade Validation
// ============================================================================

/// Assert that a trade has valid structure
///
/// # Validates
///
/// - Exit time > entry time
/// - Exit price > 0
/// - Entry price > 0
/// - Quantity > 0
/// - PnL calculation correct for side
///
/// # Example
///
/// ```rust
/// assert_valid_trade(&trade);
/// ```
pub fn assert_valid_trade(trade: &BacktestTrade) {
    // Time validation
    assert!(
        trade.exit_time > trade.entry_time,
        "Trade {}: Exit time must be after entry time",
        trade.trade_id
    );

    // Price validation
    assert!(
        trade.entry_price > Decimal::ZERO,
        "Trade {}: Entry price must be positive",
        trade.trade_id
    );
    assert!(
        trade.exit_price > Decimal::ZERO,
        "Trade {}: Exit price must be positive",
        trade.trade_id
    );

    // Quantity validation
    assert!(
        trade.quantity > Decimal::ZERO,
        "Trade {}: Quantity must be positive",
        trade.trade_id
    );

    // PnL calculation validation
    let entry = trade.entry_price.to_f64().unwrap_or(0.0);
    let exit = trade.exit_price.to_f64().unwrap_or(0.0);
    let qty = trade.quantity.to_f64().unwrap_or(0.0);

    let expected_pnl = match trade.side {
        TradeSide::Buy => (exit - entry) * qty,
        TradeSide::Sell => (entry - exit) * qty,
    };

    let actual_pnl = trade.pnl.to_f64().unwrap_or(0.0);

    // Allow small floating point errors
    let pnl_diff = (actual_pnl - expected_pnl).abs();
    assert!(
        pnl_diff < 0.01,
        "Trade {}: PnL mismatch. Expected {:.4}, got {:.4} (diff: {:.6})",
        trade.trade_id,
        expected_pnl,
        actual_pnl,
        pnl_diff
    );
}

/// Assert that a list of trades has valid sequence
///
/// # Validates
///
/// - No overlapping trades (same symbol)
/// - Chronological order
/// - All trades individually valid
///
/// # Example
///
/// ```rust
/// assert_valid_trade_sequence(&trades);
/// ```
pub fn assert_valid_trade_sequence(trades: &[BacktestTrade]) {
    // Validate each trade
    for trade in trades {
        assert_valid_trade(trade);
    }

    // Check chronological order
    for i in 1..trades.len() {
        assert!(
            trades[i].entry_time >= trades[i - 1].entry_time,
            "Trade {}: Trades not in chronological order",
            i
        );
    }

    // Check for overlapping trades (same symbol)
    for i in 0..trades.len() {
        for j in (i + 1)..trades.len() {
            if trades[i].symbol == trades[j].symbol {
                // If same symbol, ensure no time overlap
                let overlap = trades[j].entry_time < trades[i].exit_time;
                assert!(
                    !overlap,
                    "Trades {} and {}: Overlapping trades for symbol {}",
                    i, j, trades[i].symbol
                );
            }
        }
    }
}

// ============================================================================
// Performance Metrics Validation
// ============================================================================

/// Assert that Sharpe ratio is within realistic bounds
///
/// # Arguments
///
/// * `sharpe` - Sharpe ratio value
/// * `min` - Minimum realistic value (typically -3.0)
/// * `max` - Maximum realistic value (typically 5.0)
///
/// # Example
///
/// ```rust
/// assert_sharpe_bounds(sharpe_ratio, -3.0, 5.0);
/// ```
pub fn assert_sharpe_bounds(sharpe: f64, min: f64, max: f64) {
    assert!(
        sharpe >= min && sharpe <= max,
        "Sharpe ratio {:.2} outside realistic bounds [{:.2}, {:.2}]",
        sharpe,
        min,
        max
    );
}

/// Assert that drawdown is positive and within bounds
///
/// # Arguments
///
/// * `drawdown` - Max drawdown as positive percentage (e.g., 15.5 for 15.5%)
/// * `max_drawdown` - Maximum acceptable drawdown percentage
///
/// # Example
///
/// ```rust
/// assert_drawdown_bounds(max_dd, 50.0); // Max 50% drawdown
/// ```
pub fn assert_drawdown_bounds(drawdown: f64, max_drawdown: f64) {
    assert!(
        drawdown >= 0.0,
        "Drawdown must be non-negative, got {:.2}%",
        drawdown
    );
    assert!(
        drawdown <= max_drawdown,
        "Drawdown {:.2}% exceeds maximum {:.2}%",
        drawdown,
        max_drawdown
    );
}

/// Assert that win rate is between 0% and 100%
pub fn assert_win_rate_valid(win_rate: f64) {
    assert!(
        win_rate >= 0.0 && win_rate <= 100.0,
        "Win rate must be between 0% and 100%, got {:.2}%",
        win_rate
    );
}

// ============================================================================
// Data Quality Reports
// ============================================================================

/// Generate a comprehensive data quality report
///
/// # Returns
///
/// String with detailed quality metrics
///
/// # Example
///
/// ```rust
/// let report = generate_quality_report(&bars);
/// println!("{}", report);
/// ```
pub fn generate_quality_report(bars: &[MarketData]) -> String {
    if bars.is_empty() {
        return "No data to analyze".to_string();
    }

    let mut report = String::new();
    report.push_str("=== Data Quality Report ===\n\n");

    // Basic stats
    report.push_str(&format!("Total bars: {}\n", bars.len()));
    report.push_str(&format!("Symbol: {}\n", bars[0].symbol));
    report.push_str(&format!(
        "Date range: {} to {}\n",
        bars[0].timestamp,
        bars[bars.len() - 1].timestamp
    ));

    // Price stats
    let prices: Vec<f64> = bars
        .iter()
        .map(|b| b.close.to_f64().unwrap_or(0.0))
        .collect();
    let min_price = prices.iter().cloned().fold(f64::INFINITY, f64::min);
    let max_price = prices.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
    let avg_price = prices.iter().sum::<f64>() / prices.len() as f64;

    report.push_str(&format!("\nPrice Statistics:\n"));
    report.push_str(&format!("  Min: {:.2}\n", min_price));
    report.push_str(&format!("  Max: {:.2}\n", max_price));
    report.push_str(&format!("  Avg: {:.2}\n", avg_price));
    report.push_str(&format!(
        "  Range: {:.2}%\n",
        ((max_price - min_price) / avg_price) * 100.0
    ));

    // Volatility
    let volatility = calculate_volatility(bars);
    report.push_str(&format!("\nVolatility:\n"));
    report.push_str(&format!("  Annualized: {:.2}%\n", volatility));

    // Data quality checks
    report.push_str(&format!("\nQuality Checks:\n"));

    let mut ohlcv_errors = 0;
    for bar in bars {
        if bar.high < bar.low
            || bar.high < bar.open
            || bar.high < bar.close
            || bar.low > bar.open
            || bar.low > bar.close
        {
            ohlcv_errors += 1;
        }
    }
    report.push_str(&format!("  OHLCV errors: {}\n", ohlcv_errors));

    let mut chronology_errors = 0;
    for i in 1..bars.len() {
        if bars[i].timestamp < bars[i - 1].timestamp {
            chronology_errors += 1;
        }
    }
    report.push_str(&format!("  Chronology errors: {}\n", chronology_errors));

    report.push_str(&format!("\n=== End Report ===\n"));

    report
}

// ============================================================================
// Unit Tests
// ============================================================================

#[cfg(test)]
mod tests {
    use super::*;
    use chrono::Utc;

    fn create_valid_bar() -> MarketData {
        MarketData {
            symbol: "TEST".to_string(),
            timestamp: Utc::now(),
            open: Decimal::from_f64_retain(100.0).unwrap(),
            high: Decimal::from_f64_retain(105.0).unwrap(),
            low: Decimal::from_f64_retain(95.0).unwrap(),
            close: Decimal::from_f64_retain(102.0).unwrap(),
            volume: Decimal::from_f64_retain(10000.0).unwrap(),
        }
    }

    #[test]
    fn test_valid_ohlcv() {
        let bars = vec![create_valid_bar()];
        assert_valid_ohlcv(&bars);
    }

    #[test]
    #[should_panic(expected = "High")]
    fn test_invalid_ohlcv_high_low() {
        let mut bar = create_valid_bar();
        bar.high = Decimal::from_f64_retain(90.0).unwrap(); // High < Low
        assert_valid_ohlcv(&vec![bar]);
    }

    #[test]
    fn test_chronological() {
        use chrono::Duration;
        let mut bars = vec![create_valid_bar()];
        let mut bar2 = create_valid_bar();
        bar2.timestamp = bars[0].timestamp + Duration::minutes(1);
        bars.push(bar2);

        assert_chronological(&bars);
    }

    #[test]
    #[should_panic(expected = "chronological")]
    fn test_non_chronological() {
        use chrono::Duration;
        let mut bars = vec![create_valid_bar()];
        let mut bar2 = create_valid_bar();
        bar2.timestamp = bars[0].timestamp - Duration::minutes(1); // Earlier
        bars.push(bar2);

        assert_chronological(&bars);
    }

    #[test]
    fn test_quality_report() {
        let bars = vec![create_valid_bar()];
        let report = generate_quality_report(&bars);
        assert!(report.contains("Total bars: 1"));
    }
}