import time

import pytest

from deltaforge.dsl import Asset, MarketSignal, StrategyDelta, PlanDelta
from deltaforge.coordinator import ADMMCoordinator
from deltaforge.execution import ExecutionEngine
from deltaforge.backtester import Backtester
from deltaforge.adapters import equity_feed as equity
from deltaforge.adapters import options_feed as options


def test_admm_coordinator_consolidates_deltas():
    a1 = Asset(symbol="AAPL", asset_class="equity")
    a2 = Asset(symbol="AAPL_OPT", asset_class="option")

    sd1 = StrategyDelta(delta_positions={a1.symbol: 10}, notes="pos1")
    sd2 = StrategyDelta(delta_positions={a2.symbol: -5}, notes="pos2")

    plan = PlanDelta(deltas=[sd1, sd2])
    coord = ADMMCoordinator(max_iterations=2)
    merged = coord.reconcile(plan)

    # Expect a single consolidated delta in plan.deltas
    assert len(merged.deltas) == 1
    consolidated = merged.deltas[0]
    assert consolidated.delta_positions.get(a1.symbol) == 10
    assert consolidated.delta_positions.get(a2.symbol) == -5


def test_execution_engine_routing_and_backtester_cycle():
    now = time.time()
    # Build simple signals via adapters
    signals = [MarketSignal(asset=equity.build_asset("AAPL"), price=150.0, timestamp=now)]
    signals += [MarketSignal(asset=options.build_asset("AAPL_OPT"), price=5.5, timestamp=now)]

    a1 = Asset(symbol="AAPL", asset_class="equity")
    a2 = Asset(symbol="AAPL_OPT", asset_class="option")
    sd1 = StrategyDelta(delta_positions={a1.symbol: 2}, notes="to_buy")
    sd2 = StrategyDelta(delta_positions={a2.symbol: -1}, notes="to_sell")
    plan = PlanDelta(deltas=[sd1, sd2])

    eng = ExecutionEngine()
    routes = eng.route(plan, signals)
    assert isinstance(routes, list)
    assert any("route_delta_to" in r for r in routes)

    backtester = Backtester(seed=42)
    pnl = backtester.replay(signals, plan)
    # Naive expectation: positive since some deltas are positive with price > 0
    assert isinstance(pnl, float)