import datetime as dt
import os
import sys
from pathlib import Path

import polars as pl
import pytest

sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))

LIVE = os.environ.get("WP39_LIVE") == "1"
live = pytest.mark.skipif(not LIVE, reason="set WP39_LIVE=1 to run live FinData tests")


@pytest.fixture
def toy_wide():
    """Two firms, regular quarterly calendar, filing 40 d after period end."""
    rows = []
    for e in ("frd:AAA", "frd:BBB"):
        base = 100.0 if e == "frd:AAA" else 50.0
        for i in range(14):
            pe = dt.date(2015, 3, 31) + dt.timedelta(days=int(91.3 * i))
            fd = pe + dt.timedelta(days=40)
            rows.append({"entity_id": e, "security_id": f"firstrate:stock:{e[4:]}", "fiscal_period_end": pe,
                         "fiscal_year": pe.year, "fiscal_period": f"q{(pe.month - 1) // 3 + 1}", "filing_date": fd,
                         "available_date": fd + dt.timedelta(days=1), "op_inc": base + i + (5 if (i % 4 == 0) else 0),
                         "net_inc": base * 0.7 + i, "cash_op": base * 1.1 + i, "rev": base * 10 + 10 * i,
                         "assets_tot": base * 20, "assets_c": base * 5, "liab_c": base * 3, "roa": 0.02 + 0.001 * i,
                         "intr_cover": 5.0, "shares": 1000.0, "gp": base * 4, "debt": base * 6, "cash": base,
                         "capex": base * 0.2, "research_dev": base * 0.1, "qidx": i})
    return pl.DataFrame(rows)


@pytest.fixture
def toy_events(toy_wide):
    ev = toy_wide.select(["entity_id", "filing_date"]).with_columns(
        (pl.col("filing_date") - pl.duration(days=1)).alias("event_date"), pl.lit("after_close").alias("release_time"),
        pl.lit(None, dtype=pl.Float64).alias("eps_estimate"), pl.lit(None, dtype=pl.Float64).alias("eps_reported")).drop("filing_date")
    return ev