from __future__ import annotations

import unittest
from datetime import datetime

import pandas as pd

from dragon_strategy import DragonRuleEngine


class TestDeepOversoldPendingPaths(unittest.TestCase):
    def _row(self, **kwargs) -> pd.Series:
        base = {
            "close": 100.0,
            "a1": -0.03,
            "b1": -0.05,
            "c1": 14.0,
            "kdj_buy": False,
            "kdj_sell": False,
            "ql_buy": False,
            "ql_sell": False,
        }
        base.update(kwargs)
        row = pd.Series(base)
        row.name = pd.Timestamp(datetime(2026, 1, 2))
        return row

    def test_pending_confirmation_emits_confirmed_buy(self) -> None:
        engine = DragonRuleEngine()
        engine.context.pending_deep_oversold_subtype = "shallow_false_start"
        engine.context.pending_deep_oversold_origin_date = datetime(2026, 1, 1).date()
        engine.context.pending_deep_oversold_bars_waited = 1
        engine.context.bridge_pending_deep_oversold_active = True
        row = self._row(ql_buy=True)

        action, reason = engine._pending_deep_oversold_decision(row)
        self.assertEqual(action, "BUY")
        self.assertEqual(reason, "deep_oversold_rebound_buy:confirmed_shallow_false_start")
        self.assertFalse(engine.context.bridge_pending_deep_oversold_active)

    def test_pending_is_cleared_on_sell_signal(self) -> None:
        engine = DragonRuleEngine()
        engine.context.pending_deep_oversold_subtype = "mixed_oversold"
        engine.context.pending_deep_oversold_origin_date = datetime(2026, 1, 1).date()
        engine.context.pending_deep_oversold_bars_waited = 1
        engine.context.bridge_pending_deep_oversold_active = True
        row = self._row(kdj_sell=True)

        action, reason = engine._pending_deep_oversold_decision(row)
        self.assertEqual((action, reason), ("NONE", ""))
        self.assertFalse(engine.context.bridge_pending_deep_oversold_active)


if __name__ == "__main__":
    unittest.main()