"""Tests for the market-regime computation."""

from __future__ import annotations

from app.services.market_regime_service import compute_regime


def _series(value: float, n: int = 250) -> list[float]:
    return [value] * n


def test_unknown_without_history():
    assert compute_regime([])["label"] == "unknown"
    assert compute_regime([100.0] * 10)["label"] == "unknown"  # < 50 bars


def test_bullish_uptrend():
    # Rising series: price > sma50 > sma200
    closes = [100.0 + i * 0.5 for i in range(250)]
    r = compute_regime(closes)
    assert r["label"] == "bullish"
    assert r["price"] > r["sma200"]


def test_bearish_downtrend():
    closes = [300.0 - i * 0.5 for i in range(250)]
    r = compute_regime(closes)
    assert r["label"] == "bearish"
    assert r["price"] < r["sma200"]


def test_neutral_when_mixed():
    # Flat for 200 then a dip: price below sma200 but 50 still ~ above → not clean bear
    closes = [100.0] * 200 + [101.0] * 30 + [99.5] * 20
    r = compute_regime(closes)
    assert r["label"] in {"neutral", "bullish", "bearish"}  # defined, not crashing
    assert "sma50" in r and "sma200" in r


def test_fifty_day_fallback():
    # 60 bars: no 200-day, falls back to 50-day
    closes = [100.0 + i for i in range(60)]
    r = compute_regime(closes)
    assert r["label"] == "bullish"
    assert r["sma200"] is None