# IMPORTATION STANDARD
import pathlib

# IMPORTATION THIRDPARTY
import pandas as pd
import pytest

# IMPORTATION INTERNAL
from openbb_terminal.common.technical_analysis import volatility_model

# pylint: disable=W0621
# pylint: disable=W0613

MODELS = volatility_model.VOLATILITY_MODELS
path = pathlib.Path(__file__).parent.absolute()
MOCK_DATA = pd.read_csv(
    path / "csv" / "test_volatility_model" / "test_cones_df.csv",
    index_col=0,
)


@pytest.mark.parametrize(
    "model, lower_q, upper_q, is_crypto",
    [
        (MODELS[0], 0.05, 0.95, False),
        (MODELS[1], 0.05, 0.95, False),
        (MODELS[2], 0.05, 0.95, False),
        (MODELS[3], 0.05, 0.95, False),
        (MODELS[4], 0.05, 0.95, False),
        (MODELS[3], 0.10, 0.90, True),
        (MODELS[2], 15, 85, True),
    ],
)
def test_cones(model, lower_q, upper_q, is_crypto):
    result = volatility_model.cones(
        data=MOCK_DATA,
        model=model,
        upper_q=upper_q,
        lower_q=lower_q,
        is_crypto=is_crypto,
    )
    pd.testing.assert_frame_equal(
        result,
        pd.read_csv(
            path
            / "csv"
            / "test_volatility_model"
            / f"test_cones[{model}-{lower_q}-{upper_q}-{str(is_crypto)}].csv",
            index_col=0,
        ),
    )