"""vol_breakout 현물 롱 단위 테스트."""

from __future__ import annotations

import pandas as pd

from bithumb.operations.multi_portfolio import count_empty_buy_slots, empty_multi_portfolio
from bithumb.simulation.vol_breakout import (
    baseline_15m_signal_at,
    spot_long_action,
)


def test_spot_long_action_buy_only_when_flat() -> None:
    assert spot_long_action(1, False) == "buy"
    assert spot_long_action(1, True) is None


def test_spot_long_action_sell_only_when_long() -> None:
    assert spot_long_action(-1, True) == "sell"
    assert spot_long_action(-1, False) is None


def test_baseline_signal_breakout() -> None:
    n = 30
    closes = [100.0] * n
    closes[-1] = 120.0
    df = pd.DataFrame({
        "datetime": pd.date_range("2026-01-01", periods=n, freq="15min"),
        "open": closes,
        "high": [c + 1 for c in closes],
        "low": [c - 1 for c in closes],
        "close": closes,
        "volume": [1.0] * n,
    })
    sig = baseline_15m_signal_at(df, n - 1, lookback=5, atr_mult=0.01)
    assert sig == 1


def test_empty_buy_slots_dynamic_split() -> None:
    pf = empty_multi_portfolio(["TRX", "NEAR", "WLD"], cash_krw=900_000)
    assert count_empty_buy_slots(pf, ["TRX", "NEAR", "WLD"]) == 3
    pf["positions"]["TRX"]["coin_qty"] = 100.0
    assert count_empty_buy_slots(pf, ["TRX", "NEAR", "WLD"]) == 2
    pf["positions"]["NEAR"]["coin_qty"] = 10.0
    assert count_empty_buy_slots(pf, ["TRX", "NEAR", "WLD"]) == 1