import numpy as np

from algograph_algebraic_portfolio_compiler_f import (
    PortfolioBlock,
    solve_min_variance,
    SignalMorphism,
    PlanDelta,
    DualVariables,
)


def test_min_variance_solver_basic():
    cov = [
        [0.04, 0.01],
        [0.01, 0.09],
    ]
    block = PortfolioBlock(id="b1", assets=["A", "B"], cov=cov)
    x = solve_min_variance(block)
    assert isinstance(x, np.ndarray)
    assert x.shape == (2,)
    assert (x >= 0).all()
    assert abs(float(x.sum()) - 1.0) < 1e-6


def test_plan_delta_and_dualvariables_types():
    pd = PlanDelta(version=1, delta={"alloc": [0.5, 0.5]}, author="tester")
    dv = DualVariables([0.1, 0.2])
    assert isinstance(pd, PlanDelta)
    assert isinstance(dv, DualVariables)