import numpy as np
import pandas as pd

from fx_quant_engine.models.relative_value import RelativeValueModel


def test_relative_value_model_outputs_hedge_ratio_and_score() -> None:
    idx = pd.date_range("2025-01-01", periods=120, freq="B")
    base = np.linspace(100, 110, len(idx))
    a = pd.Series(base + np.sin(np.arange(len(idx)) * 0.2), index=idx)
    b = pd.Series(base * 0.8 + np.cos(np.arange(len(idx)) * 0.2), index=idx)

    fa = pd.DataFrame({"momentum_multi_horizon": 0.2, "carry_proxy": 0.01}, index=idx)
    fb = pd.DataFrame({"momentum_multi_horizon": -0.1, "carry_proxy": -0.02}, index=idx)

    model = RelativeValueModel(lookback=60)
    rv = model.generate("USDINR", "EURINR", a, b, fa, fb)

    assert 0.0 <= rv.score <= 1.0
    assert abs(rv.hedge_ratio) > 0.0
    assert rv.long_asset in {"USDINR", "EURINR"}
    assert rv.short_asset in {"USDINR", "EURINR"}
    assert "hedge_ratio" in rv.drivers