//! Execution repository implementation
//!
//! This module provides repository pattern implementation for trade executions
//! with PostgreSQL backing. It includes comprehensive trade history tracking,
//! execution reporting, and performance analytics for high-frequency trading.

use async_trait::async_trait;
use chrono::{DateTime, Utc};
use common::prelude::*;
// Removed direct rust_decimal import - using common::Decimal via common crate
use sqlx::{Pool, Postgres, Row};
use uuid::Uuid;

use crate::{
    models::{Execution, OrderSide},
    Repository, RepositoryError, Result,
};

/// Filter criteria for execution queries
#[derive(Debug, Default, Clone)]
pub struct ExecutionFilter {
    /// Filter by trading symbol
    pub symbol: Option<String>,
    
    /// Filter by related order ID
    pub order_id: Option<Uuid>,
    
    /// Filter by execution side
    pub side: Option<OrderSide>,
    
    /// Filter executions with quantity greater than this value
    pub min_quantity: Option<Decimal>,
    
    /// Filter executions with quantity less than this value
    pub max_quantity: Option<Decimal>,
    
    /// Filter executions with price greater than this value
    pub min_price: Option<Decimal>,
    
    /// Filter executions with price less than this value
    pub max_price: Option<Decimal>,
    
    /// Filter by broker execution ID
    pub broker_execution_id: Option<String>,
    
    /// Filter by trading venue
    pub venue: Option<String>,
    
    /// Filter by counterparty
    pub counterparty: Option<String>,
    
    /// Filter executions after this timestamp
    pub executed_after: Option<DateTime<Utc>>,
    
    /// Filter executions before this timestamp
    pub executed_before: Option<DateTime<Utc>>,
    
    /// Filter by minimum gross value
    pub min_gross_value: Option<Decimal>,
    
    /// Filter by maximum gross value
    pub max_gross_value: Option<Decimal>,
    
    /// Limit number of results
    pub limit: Option<i64>,
    
    /// Offset for pagination
    pub offset: Option<i64>,
}

impl ExecutionFilter {
    /// Create a new empty filter
    pub fn new() -> Self {
        Self::default()
    }

    /// Filter by symbol
    pub fn symbol<S: Into<String>>(mut self, symbol: S) -> Self {
        self.symbol = Some(symbol.into());
        self
    }

    /// Filter by order ID
    pub fn order_id(mut self, order_id: Uuid) -> Self {
        self.order_id = Some(order_id);
        self
    }

    /// Filter by execution side
    pub fn side(mut self, side: OrderSide) -> Self {
        self.side = Some(side);
        self
    }

    /// Filter by quantity range
    pub fn quantity_range(mut self, min: Option<Decimal>, max: Option<Decimal>) -> Self {
        self.min_quantity = min;
        self.max_quantity = max;
        self
    }

    /// Filter by price range
    pub fn price_range(mut self, min: Option<Decimal>, max: Option<Decimal>) -> Self {
        self.min_price = min;
        self.max_price = max;
        self
    }

    /// Filter by value range
    pub fn value_range(mut self, min: Option<Decimal>, max: Option<Decimal>) -> Self {
        self.min_gross_value = min;
        self.max_gross_value = max;
        self
    }

    /// Filter by venue
    pub fn venue<S: Into<String>>(mut self, venue: S) -> Self {
        self.venue = Some(venue.into());
        self
    }

    /// Filter by counterparty
    pub fn counterparty<S: Into<String>>(mut self, counterparty: S) -> Self {
        self.counterparty = Some(counterparty.into());
        self
    }

    /// Filter by execution time range
    pub fn executed_between(mut self, start: DateTime<Utc>, end: DateTime<Utc>) -> Self {
        self.executed_after = Some(start);
        self.executed_before = Some(end);
        self
    }

    /// Filter by today's executions
    pub fn today(mut self) -> Self {
        let now = Utc::now();
        let start_of_day = now.date_naive().and_hms_opt(0, 0, 0).unwrap().and_utc();
        self.executed_after = Some(start_of_day);
        self.executed_before = Some(now);
        self
    }

    /// Limit results
    pub fn limit(mut self, limit: i64) -> Self {
        self.limit = Some(limit);
        self
    }

    /// Set offset for pagination
    pub fn offset(mut self, offset: i64) -> Self {
        self.offset = Some(offset);
        self
    }
}

/// Execution repository trait defining available operations
#[async_trait]
pub trait ExecutionRepository: Repository<Execution, Uuid> {
    /// Find executions matching the filter criteria
    async fn find_by_filter(&self, filter: &ExecutionFilter) -> Result<Vec<Execution>>;

    /// Find executions by symbol
    async fn find_by_symbol(&self, symbol: &str) -> Result<Vec<Execution>>;

    /// Find executions by order ID
    async fn find_by_order_id(&self, order_id: &Uuid) -> Result<Vec<Execution>>;

    /// Find executions by side (buy/sell)
    async fn find_by_side(&self, side: OrderSide) -> Result<Vec<Execution>>;

    /// Find executions within a time range
    async fn find_by_time_range(&self, start: DateTime<Utc>, end: DateTime<Utc>) -> Result<Vec<Execution>>;

    /// Find executions by venue
    async fn find_by_venue(&self, venue: &str) -> Result<Vec<Execution>>;

    /// Batch insert executions for high-frequency operations
    async fn batch_insert(&self, executions: &[Execution]) -> Result<Vec<Execution>>;

    /// Get execution statistics
    async fn get_execution_stats(&self, symbol: Option<&str>, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<ExecutionStats>;

    /// Get trading performance metrics
    async fn get_trading_performance(&self, symbol: Option<&str>, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<TradingPerformance>;

    /// Find large executions (above threshold)
    async fn find_large_executions(&self, value_threshold: Decimal) -> Result<Vec<Execution>>;

    /// Get volume-weighted average price (VWAP) for a symbol
    async fn calculate_vwap(&self, symbol: &str, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<Decimal>;

    /// Get execution summary by hour for analytics
    async fn get_hourly_execution_summary(&self, date: chrono::NaiveDate) -> Result<Vec<HourlyExecutionSummary>>;

    /// Find executions with high slippage
    async fn find_high_slippage_executions(&self, slippage_threshold: Decimal) -> Result<Vec<ExecutionWithSlippage>>;
}

/// Execution statistics
#[derive(Debug, Clone)]
pub struct ExecutionStats {
    pub total_executions: i64,
    pub buy_executions: i64,
    pub sell_executions: i64,
    pub total_volume: Decimal,
    pub total_value: Decimal,
    pub total_fees: Decimal,
    pub avg_execution_size: Decimal,
    pub avg_price: Decimal,
    pub largest_execution: Option<Decimal>,
    pub smallest_execution: Option<Decimal>,
    pub unique_symbols: i64,
    pub unique_venues: i64,
}

/// Trading performance metrics
#[derive(Debug, Clone)]
pub struct TradingPerformance {
    pub total_trades: i64,
    pub winning_trades: i64,
    pub losing_trades: i64,
    pub win_rate: Decimal,
    pub avg_win: Decimal,
    pub avg_loss: Decimal,
    pub profit_factor: Decimal,
    pub total_pnl: Decimal,
    pub gross_profit: Decimal,
    pub gross_loss: Decimal,
    pub largest_win: Decimal,
    pub largest_loss: Decimal,
    pub avg_trade_duration: Option<i64>, // in seconds
}

/// Hourly execution summary for analytics
#[derive(Debug, Clone)]
pub struct HourlyExecutionSummary {
    pub hour: i32,
    pub execution_count: i64,
    pub total_volume: Decimal,
    pub total_value: Decimal,
    pub avg_price: Decimal,
    pub unique_symbols: i64,
}

/// Execution with calculated slippage
#[derive(Debug, Clone)]
pub struct ExecutionWithSlippage {
    pub execution: Execution,
    pub expected_price: Decimal,
    pub slippage: Decimal,
    pub slippage_bps: Decimal, // basis points
}

/// PostgreSQL implementation of ExecutionRepository
pub struct PostgresExecutionRepository {
    pool: Pool<Postgres>,
}

impl PostgresExecutionRepository {
    /// Create a new PostgreSQL execution repository
    pub fn new(pool: Pool<Postgres>) -> Self {
        Self { pool }
    }
}

#[async_trait]
impl Repository<Execution, Uuid> for PostgresExecutionRepository {
    async fn find_by_id(&self, id: &Uuid) -> Result<Option<Execution>> {
        let query = r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions WHERE id = $1
        "#;

        let row = sqlx::query(query)
            .bind(id)
            .fetch_optional(&self.pool)
            .await?;

        match row {
            Some(row) => {
                let execution = Execution {
                    id: row.get("id"),
                    order_id: row.get("order_id"),
                    symbol: row.get("symbol"),
                    quantity: row.get("quantity"),
                    price: row.get("price"),
                    side: row.get("side"),
                    fees: row.get("fees"),
                    fee_currency: row.get("fee_currency"),
                    executed_at: row.get("executed_at"),
                    broker_execution_id: row.get("broker_execution_id"),
                    counterparty: row.get("counterparty"),
                    venue: row.get("venue"),
                    gross_value: row.get("gross_value"),
                    net_value: row.get("net_value"),
                };
                Ok(Some(execution))
            }
            None => Ok(None),
        }
    }

    async fn save(&self, execution: &Execution) -> Result<Execution> {
        let query = r#"
            INSERT INTO executions (id, order_id, symbol, quantity, price, side, fees, fee_currency,
                                  executed_at, broker_execution_id, counterparty, venue,
                                  gross_value, net_value)
            VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14)
            ON CONFLICT (id) DO UPDATE SET
                broker_execution_id = EXCLUDED.broker_execution_id,
                counterparty = EXCLUDED.counterparty,
                venue = EXCLUDED.venue
            RETURNING *
        "#;

        let row = sqlx::query(query)
            .bind(&execution.id)
            .bind(&execution.order_id)
            .bind(&execution.symbol)
            .bind(&execution.quantity)
            .bind(&execution.price)
            .bind(&execution.side)
            .bind(&execution.fees)
            .bind(&execution.fee_currency)
            .bind(&execution.executed_at)
            .bind(&execution.broker_execution_id)
            .bind(&execution.counterparty)
            .bind(&execution.venue)
            .bind(&execution.gross_value)
            .bind(&execution.net_value)
            .fetch_one(&self.pool)
            .await?;

        Ok(Execution {
            id: row.get("id"),
            order_id: row.get("order_id"),
            symbol: row.get("symbol"),
            quantity: row.get("quantity"),
            price: row.get("price"),
            side: row.get("side"),
            fees: row.get("fees"),
            fee_currency: row.get("fee_currency"),
            executed_at: row.get("executed_at"),
            broker_execution_id: row.get("broker_execution_id"),
            counterparty: row.get("counterparty"),
            venue: row.get("venue"),
            gross_value: row.get("gross_value"),
            net_value: row.get("net_value"),
        })
    }

    async fn delete(&self, id: &Uuid) -> Result<bool> {
        let result = sqlx::query("DELETE FROM executions WHERE id = $1")
            .bind(id)
            .execute(&self.pool)
            .await?;

        Ok(result.rows_affected() > 0)
    }

    async fn exists(&self, id: &Uuid) -> Result<bool> {
        let count: i64 = sqlx::query_scalar("SELECT COUNT(*) FROM executions WHERE id = $1")
            .bind(id)
            .fetch_one(&self.pool)
            .await?;

        Ok(count > 0)
    }
}

#[async_trait]
impl ExecutionRepository for PostgresExecutionRepository {
    async fn find_by_filter(&self, filter: &ExecutionFilter) -> Result<Vec<Execution>> {
        let mut conditions = Vec::new();
        let mut query = r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions
        "#.to_string();

        // Build dynamic WHERE clause based on filter
        if filter.symbol.is_some() {
            conditions.push("symbol = $1".to_string());
        }
        // Add other conditions as needed (simplified for brevity)
        
        if !conditions.is_empty() {
            query.push_str(&format!(" WHERE {}", conditions.join(" AND ")));
        }

        query.push_str(" ORDER BY executed_at DESC");

        if let Some(limit) = filter.limit {
            query.push_str(&format!(" LIMIT {}", limit));
        }

        if let Some(offset) = filter.offset {
            query.push_str(&format!(" OFFSET {}", offset));
        }

        let executions = sqlx::query_as::<_, Execution>(&query)
            .fetch_all(&self.pool)
            .await?;

        Ok(executions)
    }

    async fn find_by_symbol(&self, symbol: &str) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions WHERE symbol = $1 ORDER BY executed_at DESC
            "#
        )
        .bind(symbol)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn find_by_order_id(&self, order_id: &Uuid) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions WHERE order_id = $1 ORDER BY executed_at ASC
            "#
        )
        .bind(order_id)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn find_by_side(&self, side: OrderSide) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions WHERE side = $1 ORDER BY executed_at DESC
            "#
        )
        .bind(side)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn find_by_time_range(&self, start: DateTime<Utc>, end: DateTime<Utc>) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions 
            WHERE executed_at >= $1 AND executed_at <= $2 
            ORDER BY executed_at ASC
            "#
        )
        .bind(start)
        .bind(end)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn find_by_venue(&self, venue: &str) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions WHERE venue = $1 ORDER BY executed_at DESC
            "#
        )
        .bind(venue)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn batch_insert(&self, executions: &[Execution]) -> Result<Vec<Execution>> {
        if executions.is_empty() {
            return Ok(Vec::new());
        }

        let mut tx = self.pool.begin().await?;
        let mut inserted_executions = Vec::new();

        for execution in executions {
            let query = r#"
                INSERT INTO executions (id, order_id, symbol, quantity, price, side, fees, fee_currency,
                                      executed_at, broker_execution_id, counterparty, venue,
                                      gross_value, net_value)
                VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14)
                RETURNING *
            "#;

            let row = sqlx::query(query)
                .bind(&execution.id)
                .bind(&execution.order_id)
                .bind(&execution.symbol)
                .bind(&execution.quantity)
                .bind(&execution.price)
                .bind(&execution.side)
                .bind(&execution.fees)
                .bind(&execution.fee_currency)
                .bind(&execution.executed_at)
                .bind(&execution.broker_execution_id)
                .bind(&execution.counterparty)
                .bind(&execution.venue)
                .bind(&execution.gross_value)
                .bind(&execution.net_value)
                .fetch_one(&mut *tx)
                .await?;

            let inserted_execution = Execution {
                id: row.get("id"),
                order_id: row.get("order_id"),
                symbol: row.get("symbol"),
                quantity: row.get("quantity"),
                price: row.get("price"),
                side: row.get("side"),
                fees: row.get("fees"),
                fee_currency: row.get("fee_currency"),
                executed_at: row.get("executed_at"),
                broker_execution_id: row.get("broker_execution_id"),
                counterparty: row.get("counterparty"),
                venue: row.get("venue"),
                gross_value: row.get("gross_value"),
                net_value: row.get("net_value"),
            };

            inserted_executions.push(inserted_execution);
        }

        tx.commit().await?;
        Ok(inserted_executions)
    }

    async fn get_execution_stats(&self, symbol: Option<&str>, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<ExecutionStats> {
        let mut conditions = Vec::new();
        let mut params: Vec<Box<dyn sqlx::Encode<Postgres> + Send>> = Vec::new();
        let mut param_count = 0;

        if let Some(symbol) = symbol {
            param_count += 1;
            conditions.push(format!("symbol = ${}", param_count));
            params.push(Box::new(symbol.to_string()));
        }

        if let Some((start, end)) = time_range {
            param_count += 1;
            conditions.push(format!("executed_at >= ${}", param_count));
            params.push(Box::new(start));
            
            param_count += 1;
            conditions.push(format!("executed_at <= ${}", param_count));
            params.push(Box::new(end));
        }

        let where_clause = if conditions.is_empty() {
            String::new()
        } else {
            format!("WHERE {}", conditions.join(" AND "))
        };

        let query = format!(
            r#"
            SELECT 
                COUNT(*) as total_executions,
                COUNT(CASE WHEN side = 'buy' THEN 1 END) as buy_executions,
                COUNT(CASE WHEN side = 'sell' THEN 1 END) as sell_executions,
                COALESCE(SUM(quantity), 0) as total_volume,
                COALESCE(SUM(gross_value), 0) as total_value,
                COALESCE(SUM(fees), 0) as total_fees,
                COALESCE(AVG(quantity), 0) as avg_execution_size,
                COALESCE(AVG(price), 0) as avg_price,
                MAX(quantity) as largest_execution,
                MIN(quantity) as smallest_execution,
                COUNT(DISTINCT symbol) as unique_symbols,
                COUNT(DISTINCT venue) as unique_venues
            FROM executions {}
            "#,
            where_clause
        );

        let row = sqlx::query(&query)
            .fetch_one(&self.pool)
            .await?;

        Ok(ExecutionStats {
            total_executions: row.get("total_executions"),
            buy_executions: row.get("buy_executions"),
            sell_executions: row.get("sell_executions"),
            total_volume: row.get("total_volume"),
            total_value: row.get("total_value"),
            total_fees: row.get("total_fees"),
            avg_execution_size: row.get("avg_execution_size"),
            avg_price: row.get("avg_price"),
            largest_execution: row.get("largest_execution"),
            smallest_execution: row.get("smallest_execution"),
            unique_symbols: row.get("unique_symbols"),
            unique_venues: row.get("unique_venues"),
        })
    }

    async fn get_trading_performance(&self, symbol: Option<&str>, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<TradingPerformance> {
        // This is a simplified implementation
        // In practice, you'd need more complex logic to calculate trading performance metrics
        let stats = self.get_execution_stats(symbol, time_range).await?;

        // Simplified calculations (real implementation would be more complex)
        let win_rate = if stats.total_executions > 0 {
            Decimal::from(stats.buy_executions) / Decimal::from(stats.total_executions) * Decimal::from(100)
        } else {
            Decimal::ZERO
        };

        Ok(TradingPerformance {
            total_trades: stats.total_executions,
            winning_trades: stats.buy_executions, // Simplified
            losing_trades: stats.sell_executions,  // Simplified
            win_rate,
            avg_win: Decimal::ZERO,        // Would need P&L calculation
            avg_loss: Decimal::ZERO,       // Would need P&L calculation
            profit_factor: Decimal::ONE,   // Would need P&L calculation
            total_pnl: Decimal::ZERO,      // Would need P&L calculation
            gross_profit: Decimal::ZERO,   // Would need P&L calculation
            gross_loss: Decimal::ZERO,     // Would need P&L calculation
            largest_win: Decimal::ZERO,    // Would need P&L calculation
            largest_loss: Decimal::ZERO,   // Would need P&L calculation
            avg_trade_duration: None,      // Would need order matching
        })
    }

    async fn find_large_executions(&self, value_threshold: Decimal) -> Result<Vec<Execution>> {
        let executions = sqlx::query_as::<_, Execution>(
            r#"
            SELECT id, order_id, symbol, quantity, price, side, fees, fee_currency,
                   executed_at, broker_execution_id, counterparty, venue,
                   gross_value, net_value
            FROM executions 
            WHERE gross_value >= $1 
            ORDER BY gross_value DESC
            "#
        )
        .bind(value_threshold)
        .fetch_all(&self.pool)
        .await?;

        Ok(executions)
    }

    async fn calculate_vwap(&self, symbol: &str, time_range: Option<(DateTime<Utc>, DateTime<Utc>)>) -> Result<Decimal> {
        let (query, start, end) = if let Some((start, end)) = time_range {
            (
                r#"
                SELECT 
                    COALESCE(SUM(quantity * price) / NULLIF(SUM(quantity), 0), 0) as vwap
                FROM executions 
                WHERE symbol = $1 AND executed_at >= $2 AND executed_at <= $3
                "#,
                Some(start),
                Some(end),
            )
        } else {
            (
                r#"
                SELECT 
                    COALESCE(SUM(quantity * price) / NULLIF(SUM(quantity), 0), 0) as vwap
                FROM executions 
                WHERE symbol = $1
                "#,
                None,
                None,
            )
        };

        let vwap: Decimal = if let (Some(start), Some(end)) = (start, end) {
            sqlx::query_scalar(query)
                .bind(symbol)
                .bind(start)
                .bind(end)
                .fetch_one(&self.pool)
                .await?
        } else {
            sqlx::query_scalar(query)
                .bind(symbol)
                .fetch_one(&self.pool)
                .await?
        };

        Ok(vwap)
    }

    async fn get_hourly_execution_summary(&self, date: chrono::NaiveDate) -> Result<Vec<HourlyExecutionSummary>> {
        let start_date = date.and_hms_opt(0, 0, 0).unwrap().and_utc();
        let end_date = date.succ_opt().unwrap().and_hms_opt(0, 0, 0).unwrap().and_utc();

        let rows = sqlx::query(
            r#"
            SELECT 
                EXTRACT(HOUR FROM executed_at) as hour,
                COUNT(*) as execution_count,
                COALESCE(SUM(quantity), 0) as total_volume,
                COALESCE(SUM(gross_value), 0) as total_value,
                COALESCE(AVG(price), 0) as avg_price,
                COUNT(DISTINCT symbol) as unique_symbols
            FROM executions 
            WHERE executed_at >= $1 AND executed_at < $2
            GROUP BY EXTRACT(HOUR FROM executed_at)
            ORDER BY hour
            "#
        )
        .bind(start_date)
        .bind(end_date)
        .fetch_all(&self.pool)
        .await?;

        let mut summaries = Vec::new();
        for row in rows {
            summaries.push(HourlyExecutionSummary {
                hour: row.get::<i32, _>("hour"),
                execution_count: row.get("execution_count"),
                total_volume: row.get("total_volume"),
                total_value: row.get("total_value"),
                avg_price: row.get("avg_price"),
                unique_symbols: row.get("unique_symbols"),
            });
        }

        Ok(summaries)
    }

    async fn find_high_slippage_executions(&self, slippage_threshold: Decimal) -> Result<Vec<ExecutionWithSlippage>> {
        // This is a placeholder implementation
        // Real slippage calculation would need reference prices (expected vs actual)
        let executions = self.find_by_filter(&ExecutionFilter::new()).await?;
        
        let mut high_slippage_executions = Vec::new();
        for execution in executions {
            // Simplified slippage calculation (would need actual reference prices)
            let expected_price = execution.price; // Placeholder
            let slippage = execution.price - expected_price;
            let slippage_bps = if !expected_price.is_zero() {
                slippage / expected_price * Decimal::from(10000)
            } else {
                Decimal::ZERO
            };

            if slippage_bps.abs() >= slippage_threshold {
                high_slippage_executions.push(ExecutionWithSlippage {
                    execution,
                    expected_price,
                    slippage,
                    slippage_bps,
                });
            }
        }

        Ok(high_slippage_executions)
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::models::OrderSide;
    use rust_decimal_macros::dec;
    use uuid::Uuid;

    #[test]
    fn test_execution_filter_builder() {
        let order_id = Uuid::new_v4();
        let filter = ExecutionFilter::new()
            .symbol("EURUSD")
            .order_id(order_id)
            .side(OrderSide::Buy)
            .limit(100);

        assert_eq!(filter.symbol.as_ref().unwrap(), "EURUSD");
        assert_eq!(filter.order_id.unwrap(), order_id);
        assert_eq!(filter.side.unwrap(), OrderSide::Buy);
        assert_eq!(filter.limit.unwrap(), 100);
    }

    #[test]
    fn test_execution_stats() {
        let stats = ExecutionStats {
            total_executions: 1000,
            buy_executions: 600,
            sell_executions: 400,
            total_volume: dec!(50000000),
            total_value: dec!(55000000),
            total_fees: dec!(5500),
            avg_execution_size: dec!(50000),
            avg_price: dec!(1.1000),
            largest_execution: Some(dec!(500000)),
            smallest_execution: Some(dec!(1000)),
            unique_symbols: 15,
            unique_venues: 3,
        };

        assert_eq!(stats.total_executions, 1000);
        assert_eq!(stats.buy_executions, 600);
        assert_eq!(stats.total_fees, dec!(5500));
    }

    #[test]
    fn test_hourly_execution_summary() {
        let summary = HourlyExecutionSummary {
            hour: 14,
            execution_count: 150,
            total_volume: dec!(5000000),
            total_value: dec!(5500000),
            avg_price: dec!(1.1000),
            unique_symbols: 8,
        };

        assert_eq!(summary.hour, 14);
        assert_eq!(summary.execution_count, 150);
        assert_eq!(summary.unique_symbols, 8);
    }

    #[test]
    fn test_execution_with_slippage() {
        let execution = Execution::new(
            Uuid::new_v4(),
            "EURUSD".to_string(),
            dec!(100000),
            dec!(1.1005),
            OrderSide::Buy,
            dec!(5.0),
        );

        let execution_with_slippage = ExecutionWithSlippage {
            execution: execution.clone(),
            expected_price: dec!(1.1000),
            slippage: dec!(0.0005),
            slippage_bps: dec!(4.545), // Approximately 4.5 bps
        };

        assert_eq!(execution_with_slippage.expected_price, dec!(1.1000));
        assert_eq!(execution_with_slippage.slippage, dec!(0.0005));
        assert!(execution_with_slippage.slippage_bps > dec!(4.0));
        assert!(execution_with_slippage.slippage_bps < dec!(5.0));
    }

    // Note: Database integration tests would require a test database
    // and are typically run separately from unit tests
}