import os
import pandas as pd
import pytest
from pandas.testing import assert_series_equal

from . import var


@pytest.mark.parametrize(
    "prices, horizon, ascending, expected",
    [
        (
            pd.DataFrame([1, 2, 3, 4, 5]),
            1,
            "ascending",
            pd.Series([1.0, 0.5, 0.33333, 0.25], dtype=float),
        )
    ],
)
def test_calculate_returns(prices, horizon, ascending, expected):
    assert_series_equal(
        var.calculate_returns(prices, horizon, ascending),
        expected,
        # rtol=0.01,
        # check_names=False,
        # check_exact=False,
    )


def test_var():
    pass


def test_end_to_end():
    portfolio = pd.DataFrame([{"ccy-1": 153084.81, "ccy-2": 95891.51}])
    fx_prices = pd.read_csv(
        os.path.join(os.path.dirname(os.path.abspath(__file__)), "data", "var_fx_prices.csv"),
        parse_dates=["date"],
        index_col="date",
        dtype=float,  # All non-date columns as float
    )
    fx_prices.sort_index(inplace=True, ascending=True)
    assert var.var(portfolio, fx_prices) == pytest.approx(-13572.73)