/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using NodaTime;
using NUnit.Framework;
using QuantConnect.Data.Market;
using QuantConnect.Securities;

namespace QuantConnect.Tests.Common.Securities
{
    [TestFixture]
    public class BuyingPowerModelTests
    {
        private BuyingPowerModel _model;

        [OneTimeSetUp]
        public void Setup()
        {
            _model = new BuyingPowerModel();
        }


        // Current Order Margin 
        [TestCase(-40, 25, -900, 1, 4)]   	    // -1000
        [TestCase(-36, 25, -880, 1, 1)]  	    // -900
        [TestCase(-35, 25, -900, 1, -1)]   	    // -875
        [TestCase(-34, 25, -880, 1, -1)]       	// -850
        [TestCase(48, 25, 1050, 1, -6)]    	   	// 1200
        [TestCase(49, 25, 1212, 1, -1)]   	    // 1225
        [TestCase(44, 25, 1200, 1, 4)]    	    // 1100
        [TestCase(45, 25, 1250, 1, 5)]    	    // 1125
        [TestCase(80, 25, -1250, 1, -130)]      // 2000
        [TestCase(45.5, 25, 1240, 0.5, 4)]   	// 1125
        [TestCase(45.75, 25, 1285, 0.25, 5.5)]	// 1125
        [TestCase(-40, 25, 1500, 1, 100)]       // -1000
        [TestCase(-40.5, 12.5, 1505, .5, 160.5)]// -506.25
        [TestCase(-40.5, 12.5, 1508, .5, 161)]	// -506.25
        public void OrderCalculation(decimal currentHoldings, decimal perUnitMargin, decimal targetMargin, decimal lotSize, decimal expectedOrderSize)
        {
            var spy = SetupSecurity(currentHoldings, lotSize, perUnitMargin);

            var currentHoldingsMargin = _model.GetInitialMarginRequirement(spy, spy.Holdings.Quantity);

            // Determine the order size to get us to our target margin
            var orderSize = _model.GetAmountToOrder(spy, targetMargin, perUnitMargin, out _);
            Assert.AreEqual(expectedOrderSize, orderSize);

            // Determine the final margin and assert we have met our target condition
            var resultMargin = currentHoldingsMargin + (orderSize * perUnitMargin);
            Assert.IsTrue(Math.Abs(resultMargin) <= Math.Abs(targetMargin));
        }


        // Current Order Margin 
        [TestCase(-40, 25, -900, 1, -36)]   	    // -1000
        [TestCase(-36, 25, -880, 1, -35)]  	    // -900
        [TestCase(-35, 25, -900, 1, -36)]   	    // -875
        [TestCase(-34, 25, -880, 1, -35)]       // -850
        [TestCase(48, 25, 1050, 1, 42)]    	    // 1200
        [TestCase(49, 25, 1212, 1, 48)]   	    // 1225
        [TestCase(44, 25, 1200, 1, 48)]    	    // 1100
        [TestCase(45, 25, 1250, 1, 50)]    	    // 1125
        [TestCase(80, 25, -1250, 1, -50)]       // 2000
        [TestCase(45.5, 25, 1240, 0.5, 49.5)]   // 1125
        [TestCase(45.75, 25, 1285, 0.25, 51.25)]// 1125
        [TestCase(-40, 25, 1500, 1, 60)]        // -1000
        [TestCase(-40.5, 12.5, 1505, .5, 120)]  // -506.25
        [TestCase(-40.5, 12.5, 1508, .5, 120.5)]// -506.25

        public void OrderAdjustmentCalculation(decimal currentOrderSize, decimal perUnitMargin, decimal targetMargin, decimal lotSize, decimal expectedOrderSize)
        {
            var spy = SetupSecurity(currentOrderSize, lotSize, perUnitMargin);

            var currentHoldingsMargin = _model.GetInitialMarginRequirement(spy, spy.Holdings.Quantity);

            // Determine the adjustment to get us to our target margin and apply it
            // Use our GetAmountToOrder for determining adjustment to reach the end goal
            var orderAdjustment =
                _model.GetAmountToOrder(spy, targetMargin, perUnitMargin, out _);

            // Apply the change in margin
            var resultMargin = currentHoldingsMargin + (orderAdjustment * perUnitMargin);

            // Assert after our adjustment we have met our target condition
            Assert.IsTrue(Math.Abs(resultMargin) <= Math.Abs(targetMargin));

            // Verify our adjustment meets our expected order size
            var adjustOrderSize = currentOrderSize + orderAdjustment;
            Assert.AreEqual(expectedOrderSize, adjustOrderSize);
        }

        /// <summary>
        /// Helper method for tests, sets up an equity security with our properties
        /// </summary>
        /// <returns>Equity with the given setup values</returns>
        private static Security SetupSecurity(decimal currentHoldings, decimal lotSize, decimal perUnitMargin)
        {
            var spy = new QuantConnect.Securities.Equity.Equity(Symbols.SPY, SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc), new Cash("$", 0, 1),
                new SymbolProperties(null, "$", 1, 0.01m, lotSize, null, 0), null, null, new SecurityCache());

            spy.Holdings.SetHoldings(perUnitMargin, currentHoldings);
            spy.SetLeverage(1);

            spy.SetMarketPrice(new TradeBar
            {
                Time = DateTime.Now,
                Symbol = spy.Symbol,
                Open = perUnitMargin,
                High = perUnitMargin,
                Low = perUnitMargin,
                Close = perUnitMargin
            });

            return spy;
        }
    }
}