from datetime import UTC, date, datetime
from decimal import Decimal

from zhixing_server.modules.sector_radar.domain.models import StockFactStatus
from zhixing_server.modules.sector_radar.domain.normalize import normalize_stock_facts
from zhixing_server.modules.sector_radar.domain.source import (
    DailyRow,
    MoneyflowDcRow,
    SourceResult,
    StockBasicRow,
    SuspendRow,
    build_source_snapshot,
)

TARGET_DATE = date(2026, 8, 28)
OBSERVED_AT = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)


def result[T](api_name: str, rows: tuple[T, ...]) -> SourceResult[T]:
    snapshot = build_source_snapshot(
        api_name=api_name,
        params={"trade_date": "20260828"},
        rows=(),
        target_trade_date=TARGET_DATE,
        observed_at=OBSERVED_AT,
    )
    return SourceResult((snapshot,), rows)


def basic(ts_code: str, *, list_date: date = date(2020, 1, 1)) -> StockBasicRow:
    return StockBasicRow(
        ts_code=ts_code,
        symbol=ts_code.split(".")[0],
        name=ts_code,
        market="主板",
        exchange="SZSE",
        list_status="L",
        list_date=list_date,
        delist_date=None,
    )


def daily(ts_code: str, amount: Decimal | None) -> DailyRow:
    return DailyRow(
        ts_code=ts_code,
        trade_date=TARGET_DATE,
        close=Decimal("10"),
        pre_close=Decimal("10"),
        pct_chg=Decimal(0),
        volume=Decimal(0),
        amount_thousand_yuan=amount,
    )


def moneyflow(ts_code: str, amount: Decimal | None) -> MoneyflowDcRow:
    return MoneyflowDcRow(
        trade_date=TARGET_DATE,
        ts_code=ts_code,
        name=ts_code,
        net_amount_ten_thousand_yuan=amount,
        net_amount_rate=Decimal(0),
        pct_change=Decimal(0),
        close=Decimal("10"),
    )


def test_stock_fact_normalization_preserves_all_missing_and_zero_states() -> None:
    codes = tuple(f"00000{index}.SZ" for index in range(1, 9))
    basics = tuple(
        basic(code, list_date=date(2027, 1, 1) if code == codes[7] else date(2020, 1, 1))
        for code in codes
    )
    daily_rows = (
        daily(codes[0], Decimal("1")),
        daily(codes[3], None),
        daily(codes[4], Decimal("1")),
        daily(codes[5], Decimal("1")),
        daily(codes[6], Decimal("0")),
        daily(codes[7], Decimal("1")),
    )
    moneyflow_rows = (
        moneyflow(codes[0], Decimal("0")),
        moneyflow(codes[3], Decimal("1")),
        moneyflow(codes[5], None),
        moneyflow(codes[6], Decimal("0")),
        moneyflow(codes[7], Decimal("1")),
    )
    suspensions = (
        SuspendRow(
            ts_code=codes[1],
            trade_date=TARGET_DATE,
            suspend_timing="09:30",
            suspend_type="停牌",
        ),
    )

    facts = normalize_stock_facts(
        target_trade_date=TARGET_DATE,
        candidate_codes=codes,
        stock_basics=result("stock_basic", basics),
        suspensions=result("suspend_d", suspensions),
        daily=result("daily", daily_rows),
        moneyflow=result("moneyflow_dc", moneyflow_rows),
    )
    by_code = {fact.ts_code: fact for fact in facts}

    assert by_code[codes[0]].status is StockFactStatus.AVAILABLE
    assert by_code[codes[0]].turnover_yuan == Decimal("1000")
    assert by_code[codes[0]].net_amount_yuan == Decimal("0")
    assert by_code[codes[1]].status is StockFactStatus.SUSPENDED
    assert by_code[codes[2]].status is StockFactStatus.MISSING_DAILY
    assert by_code[codes[3]].status is StockFactStatus.NULL_DAILY_AMOUNT
    assert by_code[codes[4]].status is StockFactStatus.MISSING_MONEYFLOW
    assert by_code[codes[5]].status is StockFactStatus.NULL_MONEYFLOW
    assert by_code[codes[6]].status is StockFactStatus.LOW_LIQUIDITY
    assert by_code[codes[7]].status is StockFactStatus.LIFECYCLE_INVALID