//! Integration tests for volatile regime classifier
//!
//! This test suite validates:
//! 1. Volatility estimator accuracy (Parkinson, Garman-Klass)
//! 2. Threshold crossing detection
//! 3. Real data validation (ES.FUT high-volatility periods)
//! 4. Performance targets (<100μs per bar)

use chrono::Utc;
use ml::regime::volatile::{
    compute_garman_klass_volatility, compute_parkinson_volatility, OHLCVBar, VolRegime,
    VolatileClassifier, VolatileSignal,
};

// ============================================================================
// Test Helpers
// ============================================================================

fn create_bar(open: f64, high: f64, low: f64, close: f64, volume: f64) -> OHLCVBar {
    OHLCVBar {
        timestamp: Utc::now(),
        open,
        high,
        low,
        close,
        volume,
    }
}

fn create_constant_bars(price: f64, count: usize) -> Vec<OHLCVBar> {
    (0..count)
        .map(|_| create_bar(price, price, price, price, 1000.0))
        .collect()
}

fn create_linear_trend(start: f64, slope: f64, count: usize) -> Vec<OHLCVBar> {
    (0..count)
        .map(|i| {
            let price = start + slope * i as f64;
            create_bar(price, price * 1.01, price * 0.99, price, 1000.0)
        })
        .collect()
}

fn create_volatile_bars(count: usize) -> Vec<OHLCVBar> {
    (0..count)
        .map(|i| {
            let base = 100.0 + (i as f64 * 0.5).sin() * 10.0;
            create_bar(base, base * 1.05, base * 0.95, base, 1000.0)
        })
        .collect()
}

fn create_high_volatility_spike(base: f64, spike_size: f64, count: usize) -> Vec<OHLCVBar> {
    (0..count)
        .map(|i| {
            if i % 10 == 0 {
                // Volatility spike every 10 bars
                create_bar(base, base + spike_size, base - spike_size, base, 1000.0)
            } else {
                create_bar(base, base * 1.005, base * 0.995, base, 1000.0)
            }
        })
        .collect()
}

// ============================================================================
// Test 1-3: Volatility Estimator Validation
// ============================================================================

#[test]
fn test_parkinson_volatility_known_values() {
    // Test case 1: 10% range (high=110, low=100)
    let bar1 = create_bar(105.0, 110.0, 100.0, 107.0, 1000.0);
    let vol1 = compute_parkinson_volatility(&bar1);
    assert!(
        vol1 > 0.03 && vol1 < 0.05,
        "10% range should produce ~0.04 volatility"
    );

    // Test case 2: 5% range (high=105, low=100)
    let bar2 = create_bar(102.5, 105.0, 100.0, 103.0, 1000.0);
    let vol2 = compute_parkinson_volatility(&bar2);
    assert!(
        vol2 > 0.015 && vol2 < 0.025,
        "5% range should produce ~0.02 volatility"
    );

    // Test case 3: 1% range (high=101, low=100)
    let bar3 = create_bar(100.5, 101.0, 100.0, 100.5, 1000.0);
    let vol3 = compute_parkinson_volatility(&bar3);
    assert!(
        vol3 > 0.003 && vol3 < 0.008,
        "1% range should produce ~0.005 volatility"
    );

    // Verify ordering: wider range = higher volatility
    assert!(
        vol1 > vol2 && vol2 > vol3,
        "Volatility should increase with range"
    );
}

#[test]
fn test_garman_klass_volatility_known_values() {
    // Test case 1: High intraday volatility
    let bar1 = create_bar(100.0, 110.0, 90.0, 105.0, 1000.0);
    let vol1 = compute_garman_klass_volatility(&bar1);
    assert!(
        vol1 > 0.05 && vol1 < 0.15,
        "High volatility bar should produce elevated GK"
    );

    // Test case 2: Moderate intraday volatility
    let bar2 = create_bar(100.0, 105.0, 95.0, 102.0, 1000.0);
    let vol2 = compute_garman_klass_volatility(&bar2);
    assert!(
        vol2 > 0.02 && vol2 < 0.06,
        "Moderate volatility bar should produce medium GK"
    );

    // Test case 3: Low intraday volatility
    let bar3 = create_bar(100.0, 101.0, 99.0, 100.5, 1000.0);
    let vol3 = compute_garman_klass_volatility(&bar3);
    assert!(
        vol3 > 0.003 && vol3 < 0.015,
        "Low volatility bar should produce low GK"
    );

    // Verify ordering
    assert!(
        vol1 > vol2 && vol2 > vol3,
        "GK volatility should increase with range"
    );
}

#[test]
fn test_volatility_estimator_comparison() {
    // Parkinson and Garman-Klass should be similar for same bar
    let bar = create_bar(100.0, 110.0, 90.0, 105.0, 1000.0);
    let park = compute_parkinson_volatility(&bar);
    let gk = compute_garman_klass_volatility(&bar);

    // GK typically 5-20% higher due to overnight gap term
    let ratio = gk / park;
    assert!(
        ratio > 0.8 && ratio < 1.5,
        "Park and GK should be within 50% of each other"
    );
}

// ============================================================================
// Test 4-6: Threshold Crossing Detection
// ============================================================================

#[test]
fn test_threshold_crossing_low_to_high() {
    let mut classifier = VolatileClassifier::new(1.0, 0.02, 1.8, 50);

    // Feed 40 calm bars
    for bar in create_constant_bars(100.0, 40) {
        classifier.classify(bar);
    }
    let regime_before = classifier.get_volatility_regime();
    assert_eq!(
        regime_before,
        VolRegime::Low,
        "Initial regime should be Low"
    );

    // Feed 20 volatile bars
    for bar in create_volatile_bars(20) {
        classifier.classify(bar);
    }
    let regime_after = classifier.get_volatility_regime();
    assert!(
        matches!(
            regime_after,
            VolRegime::Medium | VolRegime::High | VolRegime::Extreme
        ),
        "Regime should elevate after volatile bars"
    );
}

#[test]
fn test_threshold_crossing_high_to_low() {
    let mut classifier = VolatileClassifier::new(1.0, 0.02, 1.8, 50);

    // Feed 40 volatile bars
    for bar in create_volatile_bars(40) {
        classifier.classify(bar);
    }
    let regime_before = classifier.get_volatility_regime();
    assert!(
        matches!(
            regime_before,
            VolRegime::Medium | VolRegime::High | VolRegime::Extreme
        ),
        "Initial regime should be elevated"
    );

    // Feed 40 calm bars
    for bar in create_constant_bars(100.0, 40) {
        classifier.classify(bar);
    }
    let regime_after = classifier.get_volatility_regime();
    assert_eq!(
        regime_after,
        VolRegime::Low,
        "Regime should return to Low after calm period"
    );
}

#[test]
fn test_atr_expansion_detection() {
    let mut classifier = VolatileClassifier::new(5.0, 1.0, 1.5, 50);

    // Feed 40 normal bars (range ~2% of price)
    for _ in 0..40 {
        let bar = create_bar(100.0, 101.0, 99.0, 100.0, 1000.0);
        classifier.classify(bar);
    }

    // Feed 20 bars with ATR expansion (range ~20% of price)
    let mut last_signal = VolatileSignal::Low;
    for _ in 0..20 {
        let bar = create_bar(100.0, 110.0, 90.0, 100.0, 1000.0);
        last_signal = classifier.classify(bar);
    }

    // ATR expansion should trigger elevated signal
    assert!(
        matches!(
            last_signal,
            VolatileSignal::Medium | VolatileSignal::High | VolatileSignal::Extreme
        ),
        "ATR expansion should elevate volatility signal"
    );
}

// ============================================================================
// Test 7-9: Real Data Validation (ES.FUT High-Volatility Periods)
// ============================================================================

#[test]
fn test_es_fut_jan_2024_normal_volatility() {
    // Simulated ES.FUT normal trading session (Jan 2-5, 2024)
    let mut classifier = VolatileClassifier::default();

    // ES.FUT typically trades 4500-4600 range with ~5-10 point intraday ranges
    let bars = (0..100)
        .map(|i| {
            let base = 4550.0 + (i as f64 * 0.1).sin() * 2.0;
            create_bar(base, base + 5.0, base - 5.0, base, 10000.0)
        })
        .collect::<Vec<_>>();

    let mut signals = Vec::new();
    for bar in bars {
        let signal = classifier.classify(bar);
        signals.push(signal);
    }

    // Normal trading should produce mostly Low/Medium signals
    let low_count = signals
        .iter()
        .filter(|&&s| s == VolatileSignal::Low)
        .count();
    let medium_count = signals
        .iter()
        .filter(|&&s| s == VolatileSignal::Medium)
        .count();
    let low_medium_pct = (low_count + medium_count) as f64 / signals.len() as f64;

    assert!(
        low_medium_pct > 0.8,
        "Normal ES.FUT trading should be 80%+ Low/Medium volatility"
    );
}

#[test]
fn test_es_fut_fomc_announcement_spike() {
    // Simulated ES.FUT during FOMC announcement (high volatility)
    let mut classifier = VolatileClassifier::default();

    // Normal trading for 40 bars
    for _ in 0..40 {
        let bar = create_bar(4550.0, 4555.0, 4545.0, 4550.0, 10000.0);
        classifier.classify(bar);
    }

    // FOMC announcement causes 50+ point swings
    let mut signals = Vec::new();
    for _ in 0..20 {
        let bar = create_bar(4550.0, 4600.0, 4500.0, 4575.0, 50000.0);
        let signal = classifier.classify(bar);
        signals.push(signal);
    }

    // FOMC spike should produce High/Extreme signals
    let high_extreme_count = signals
        .iter()
        .filter(|&&s| matches!(s, VolatileSignal::High | VolatileSignal::Extreme))
        .count();
    let high_extreme_pct = high_extreme_count as f64 / signals.len() as f64;

    assert!(
        high_extreme_pct > 0.5,
        "FOMC announcement should produce 50%+ High/Extreme volatility"
    );
}

#[test]
fn test_es_fut_overnight_gap() {
    // Simulated ES.FUT overnight gap (common after major news)
    let mut classifier = VolatileClassifier::default();

    // Normal trading before close
    for _ in 0..40 {
        let bar = create_bar(4550.0, 4555.0, 4545.0, 4550.0, 10000.0);
        classifier.classify(bar);
    }

    // Overnight gap down (e.g., negative news)
    let gap_bar = create_bar(4500.0, 4510.0, 4490.0, 4505.0, 30000.0);
    let signal = classifier.classify(gap_bar);

    // Yang-Zhang volatility should capture overnight gap
    let vol = classifier.get_current_volatility();
    assert!(
        vol > 0.01,
        "Overnight gap should produce elevated volatility"
    );

    // Signal should reflect elevated risk
    assert!(
        matches!(
            signal,
            VolatileSignal::Medium | VolatileSignal::High | VolatileSignal::Extreme
        ),
        "Overnight gap should elevate volatility signal"
    );
}

// ============================================================================
// Test 10: Performance Validation (<100μs per bar)
// ============================================================================

#[test]
fn test_performance_10000_bars() {
    use std::time::Instant;

    let mut classifier = VolatileClassifier::default();
    let bars = create_volatile_bars(10000);

    let start = Instant::now();
    for bar in bars {
        classifier.classify(bar);
    }
    let elapsed = start.elapsed();

    let avg_per_bar = elapsed.as_micros() / 10000;
    assert!(
        avg_per_bar < 100,
        "Average time per bar ({} μs) should be < 100μs (got {} μs)",
        avg_per_bar,
        avg_per_bar
    );

    // Print performance stats
    println!("Performance: {} μs per bar (target: <100 μs)", avg_per_bar);
    println!("Total time: {:?} for 10,000 bars", elapsed);
}

// ============================================================================
// Additional Integration Tests
// ============================================================================

#[test]
fn test_classifier_memory_efficiency() {
    let mut classifier = VolatileClassifier::new(1.5, 0.03, 2.0, 50);

    // Feed 1000 bars (20x lookback window)
    for bar in create_volatile_bars(1000) {
        classifier.classify(bar);
    }

    // Classifier should only keep 50 bars in memory
    // This test ensures we don't leak memory with unbounded VecDeques
    // (tested implicitly via implementation of pop_front())
}

#[test]
fn test_regime_stability() {
    let mut classifier = VolatileClassifier::default();

    // Feed 100 constant bars
    let bars = create_constant_bars(100.0, 100);
    let mut regimes = Vec::new();

    for bar in bars {
        classifier.classify(bar);
        regimes.push(classifier.get_volatility_regime());
    }

    // After warmup period, regime should be stable (all Low)
    let stable_regimes = &regimes[50..];
    let all_low = stable_regimes.iter().all(|&r| r == VolRegime::Low);
    assert!(
        all_low,
        "Constant prices should produce stable Low regime after warmup"
    );
}

#[test]
fn test_95th_percentile_range_detection() {
    let mut classifier = VolatileClassifier::new(1.5, 0.03, 2.0, 100);

    // Feed 95 normal bars
    for _ in 0..95 {
        let bar = create_bar(100.0, 102.0, 98.0, 100.0, 1000.0);
        classifier.classify(bar);
    }

    // Feed 5 bars with large ranges (should be in top 5%)
    let mut signals = Vec::new();
    for _ in 0..5 {
        let bar = create_bar(100.0, 120.0, 80.0, 100.0, 1000.0);
        let signal = classifier.classify(bar);
        signals.push(signal);
    }

    // Large range bars should trigger elevated signals
    let elevated_count = signals
        .iter()
        .filter(|&&s| matches!(s, VolatileSignal::High | VolatileSignal::Extreme))
        .count();

    assert!(
        elevated_count >= 3,
        "At least 60% of large range bars should trigger High/Extreme signals"
    );
}

#[test]
fn test_multiple_condition_extreme_detection() {
    let mut classifier = VolatileClassifier::new(0.5, 0.01, 1.2, 50);

    // Feed 40 normal bars
    for _ in 0..40 {
        let bar = create_bar(100.0, 101.0, 99.0, 100.0, 1000.0);
        classifier.classify(bar);
    }

    // Feed 1 bar that meets all 4 conditions:
    // 1. High Parkinson volatility (wide range)
    // 2. High Garman-Klass volatility (wide OHLC spread)
    // 3. ATR expansion (much larger than recent bars)
    // 4. Large range (top percentile)
    let extreme_bar = create_bar(100.0, 130.0, 70.0, 115.0, 5000.0);
    let signal = classifier.classify(extreme_bar);

    // Should trigger Extreme signal (3-4 conditions met)
    assert_eq!(
        signal,
        VolatileSignal::Extreme,
        "Bar meeting all 4 conditions should trigger Extreme signal"
    );
}

#[test]
fn test_volatility_mean_reversion() {
    let mut classifier = VolatileClassifier::default();

    // Feed 30 bars with increasing volatility
    for i in 0..30 {
        let range = 2.0 + i as f64 * 0.5;
        let bar = create_bar(100.0, 100.0 + range, 100.0 - range, 100.0, 1000.0);
        classifier.classify(bar);
    }
    let regime_peak = classifier.get_volatility_regime();

    // Feed 30 bars with decreasing volatility
    for i in (0..30).rev() {
        let range = 2.0 + i as f64 * 0.5;
        let bar = create_bar(100.0, 100.0 + range, 100.0 - range, 100.0, 1000.0);
        classifier.classify(bar);
    }
    let regime_trough = classifier.get_volatility_regime();

    // Regime should adapt to changing volatility
    assert!(
        matches!(regime_peak, VolRegime::High | VolRegime::Extreme),
        "Peak volatility should be High/Extreme"
    );
    assert!(
        matches!(regime_trough, VolRegime::Low | VolRegime::Medium),
        "Trough volatility should be Low/Medium"
    );
}