# -*- coding: utf-8 -*-
"""Shared test fixtures."""
import numpy as np

from src.forecasting.interface import Series


def make_series(n=600, seed=0, start_close=100.0, vol=1.0) -> Series:
    rng = np.random.default_rng(seed)
    close = np.cumsum(rng.normal(0.0, vol, n)) + start_close
    return Series(
        symbol="XAUUSD",
        timeframe="H1",
        timestamp=[f"ts-{i:06d}" for i in range(n)],
        open=close.copy(),
        high=close + 0.5,
        low=close - 0.5,
        close=close.tolist(),
    )


def clone_with_future(s: Series, origin: int, mut: float = 10000.0) -> Series:
    """Return a copy where all bars AFTER `origin` are heavily changed.

    Used to prove forecasts are independent of future data (no-lookahead).
    """
    close = np.asarray(s.close, dtype=float).copy()
    close[origin + 1:] += mut
    high = np.asarray(s.high, dtype=float).copy()
    low = np.asarray(s.low, dtype=float).copy()
    high[origin + 1:] += mut
    low[origin + 1:] += mut
    return Series(symbol=s.symbol, timeframe=s.timeframe, timestamp=list(s.timestamp),
                  open=list(np.asarray(s.open, dtype=float)),
                  high=high, low=low, close=close.tolist())