"""Policies observe actual post-fill holdings and only schedule the next open."""

import pytest

from quant_engine.execution import ExecutionConfig, simulate_daily_ledger_with_audit


def test_policy_next_open_actual_holdings_and_immutable_past_snapshots():
    seen = []

    def decide(position):
        seen.append((position.date, dict(position.holdings), position.cash))
        position.holdings.clear()
        return {"A": 0.5} if position.date == "d1" else None

    result = simulate_daily_ledger_with_audit(
        [],
        [("d1", {"A": 10}), ("d2", {"A": 20}), ("d3", {"A": 30})],
        [("d1", {"A": 10}), ("d2", {"A": 25}), ("d3", {"A": 40})],
        1000,
        ExecutionConfig(commission_bps=0, stamp_tax_bps=0, slippage_bps=0, min_trade_amount=0),
        decision_policy=decide,
    )
    assert seen[0][1] == {}
    assert seen[1][1] == {"A": 25}
    assert result.nav_series.tolist() == [1000, 1125, 1500]
    assert result.positions[1].holdings == {"A": 25}
    assert len(result.trades_frame) == 1


def test_rejected_entry_does_not_create_a_position_for_policy():
    holdings = []

    def decide(position):
        holdings.append(dict(position.holdings))
        return {"A": 1} if position.date == "d1" else None

    result = simulate_daily_ledger_with_audit(
        [],
        [("d1", {"A": 10}), ("d2", {"A": 10})],
        [("d1", {"A": 10}), ("d2", {"A": 10})],
        1000,
        ExecutionConfig(min_trade_amount=2000),
        decision_policy=decide,
    )
    assert holdings == [{}, {}]
    assert result.trades_frame.empty


def test_policy_and_fixed_schedule_cannot_be_mixed():
    with pytest.raises(ValueError, match="fixed"):
        simulate_daily_ledger_with_audit(
            [("d1", {"A": 1})],
            [("d1", {"A": 10})],
            [("d1", {"A": 10})],
            1000,
            decision_policy=lambda p: None,
        )