import math
from idea91_ml_cv_hedge.dsl import Asset, MarketSignal, RiskState, HedgePlanDelta, GraphOfContracts
from idea91_ml_cv_hedge.engine import HedgeSynthesisEngine, Budget
from idea91_ml_cv_hedge.adapters import PriceFeedAdapter


def test_dsl_asset_and_riskstate_roundtrip():
    a = Asset(symbol="AAPL", asset_type="equity")
    rs = RiskState(asset=a, pnl_exposure=1.0, delta_exposure=0.5, gamma_exposure=0.1, volatility_shift=0.2)
    assert rs.asset == a
    assert rs.delta_exposure == 0.5


def test_hedge_plan_delta_basic():
    a = Asset(symbol="AAPL", asset_type="equity")
    rs = RiskState(asset=a, pnl_exposure=1.0, delta_exposure=0.5, gamma_exposure=0.1, volatility_shift=0.2)
    delta = HedgePlanDelta(assets=[a], hedges={"Venue1": -0.5}, author="tester")
    assert delta.assets[0] == a
    assert delta.hedges["Venue1"] == -0.5


def test_hedge_engine_basic_flow():
    a = Asset(symbol="AAPL", asset_type="equity")
    rs = RiskState(asset=a, pnl_exposure=1.0, delta_exposure=0.6, gamma_exposure=0.1, volatility_shift=0.2)
    engine = HedgeSynthesisEngine(Budget(risk_limit=1.0, liquidity_limit=1.0, latency_limit_ms=100))
    delta = engine.synthesize([rs], ["Venue1", "Venue2"])
    assert isinstance(delta, HedgePlanDelta)
    assert delta.assets[0] == a