import { RustBacktestAdapter } from './src/backtest/RustBacktestAdapter';
import { IServiceContainer } from '@stock-bot/di';
import { BacktestConfig } from './src/types';

// Mock container
const mockContainer: IServiceContainer = {
  logger: {
    info: console.log,
    error: console.error,
    warn: console.warn,
    debug: console.log,
  },
  mongodb: {} as any,
  postgres: {} as any,
  redis: {} as any,
  custom: {},
} as IServiceContainer;

// Mock storage service
class MockStorageService {
  async getHistoricalBars(symbol: string, startDate: Date, endDate: Date, frequency: string) {
    const bars = [];
    const startTime = startDate.getTime();
    const endTime = endDate.getTime();
    const dayMs = 24 * 60 * 60 * 1000;
    
    let time = startTime;
    let dayIndex = 0;
    
    // Simple oscillating price for testing
    while (time <= endTime) {
      const price = 100 + 10 * Math.sin(dayIndex * 0.2);
      
      bars.push({
        timestamp: new Date(time),
        open: price * 0.99,
        high: price * 1.01,
        low: price * 0.98,
        close: price,
        volume: 1000000,
        vwap: price,
      });
      
      time += dayMs;
      dayIndex++;
    }
    
    return bars;
  }
}

// Test the backtest
async function testTradeFormat() {
  console.log('=== Testing Trade Format ===\n');
  
  const adapter = new RustBacktestAdapter(mockContainer);
  (adapter as any).storageService = new MockStorageService();
  
  const config: BacktestConfig = {
    name: 'Trade Format Test',
    strategy: 'Simple Moving Average Crossover',
    symbols: ['TEST'],
    startDate: '2024-01-01T00:00:00Z',
    endDate: '2024-03-01T00:00:00Z',
    initialCapital: 100000,
    commission: 0.001,
    slippage: 0.0001,
    dataFrequency: '1d',
    config: {
      fastPeriod: 5,
      slowPeriod: 15,
    },
  };
  
  try {
    const result = await adapter.runBacktest(config);
    
    console.log('\n=== Trade Format ===');
    console.log('Number of trades:', result.trades.length);
    console.log('\nFirst 3 trades:');
    result.trades.slice(0, 3).forEach((trade, idx) => {
      console.log(`\nTrade ${idx + 1}:`, JSON.stringify(trade, null, 2));
    });
    
    // Check what format the trades are in
    if (result.trades.length > 0) {
      const firstTrade = result.trades[0];
      console.log('\n=== Trade Structure Analysis ===');
      console.log('Keys:', Object.keys(firstTrade));
      console.log('Has entryDate/exitDate?', 'entryDate' in firstTrade && 'exitDate' in firstTrade);
      console.log('Has timestamp?', 'timestamp' in firstTrade);
      console.log('Has side field?', 'side' in firstTrade);
      console.log('Side value:', firstTrade.side);
    }
    
  } catch (error) {
    console.error('Test failed:', error);
  }
}

testTradeFormat().catch(console.error);