# src/risk/stops/test_atr_stop.py
import sys
from pathlib import Path
import pandas as pd
import numpy as np
import pytest

# Añadir raíz del proyecto al path
sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))

from src.risk.stops.base import StopLoss
from src.backtest.trade import TradeType
from src.risk.stops.atr_stop import ATRStop
from src.backtest.trade import TradeType


def atr_data():
    return pd.DataFrame(
        {
            "high": [10, 11, 12, 13, 14],
            "low": [9, 10, 11, 12, 13],
            "close": [9.5, 10.5, 11.5, 12.5, 13.5],
        },
        index=pd.date_range("2024-01-01", periods=5, freq="D"),
    )


def test_atr_stop_long():
    stop = ATRStop(atr_period=3, multiplier=2.0)

    price = stop.get_stop_price(
        data=atr_data(),
        idx=4,
        entry_price=14,
        trade_type=TradeType.LONG,
    )

    assert price < 14  # stop por debajo


def test_atr_stop_short():
    stop = ATRStop(atr_period=3, multiplier=2.0)

    price = stop.get_stop_price(
        data=atr_data(),
        idx=4,
        entry_price=14,
        trade_type=TradeType.SHORT,
    )

    assert price > 14  # stop por encima


def test_atr_stop_requires_columns():
    stop = ATRStop()

    bad_data = pd.DataFrame({"close": [1, 2, 3]})

    with pytest.raises(ValueError):
        stop.get_stop_price(
            data=bad_data,
            idx=2,
            entry_price=3,
            trade_type=TradeType.LONG,
        )


def test_atr_stop_invalid_params():
    with pytest.raises(ValueError):
        ATRStop(atr_period=0)

    with pytest.raises(ValueError):
        ATRStop(multiplier=0)