import os

import pytest

from pandas_datareader.compat import assert_frame_equal
import pandas_datareader.data as web

TEST_API_KEY = os.getenv("QUANDL_API_KEY")
# Ensure blank TEST_API_KEY not used in pull request
TEST_API_KEY = None if not TEST_API_KEY else TEST_API_KEY

pytestmark = [
    pytest.mark.requires_api_key,
    pytest.mark.quandl,
    pytest.mark.skipif(TEST_API_KEY is None, reason="QUANDL_API_KEY not set"),
]


class TestQuandl(object):
    # we test data from 10 years back where possible, 2 years otherwise, or...
    start10 = "2007-01-01"  # over ten years back
    end10 = "2007-01-05"
    day10 = "2007-01-04"
    start2 = "2015-01-01"  # over two years back
    end2 = "2015-01-05"
    day2 = "2015-01-02"

    def check_headers(self, df, expected_cols):
        expected_cols = frozenset(expected_cols)
        act_cols = frozenset(df.columns.tolist())
        assert expected_cols == act_cols, "unexpected cols: " + str(act_cols)

    def test_db_wiki_us(self):
        df = web.DataReader(
            "F", "quandl", self.start10, self.end10, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "Open",
                "High",
                "Low",
                "Close",
                "Volume",
                "ExDividend",
                "SplitRatio",
                "AdjOpen",
                "AdjHigh",
                "AdjLow",
                "AdjClose",
                "AdjVolume",
            ],
        )
        assert df.Close.at[self.day10] == 7.70

    def test_db_fse_frankfurt(self):
        # ALV_X: Allianz SE
        df = web.DataReader(
            "FSE/ALV_X", "quandl", self.start10, self.end10, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "Open",
                "High",
                "Low",
                "Close",
                "Change",
                "TradedVolume",
                "Turnover",
                "LastPriceoftheDay",
                "DailyTradedUnits",
                "DailyTurnover",
            ],
        )
        assert df.Close.at[self.day10] == 159.45

    def test_fse_eon(self):
        # EON_X: E.on Se
        df = web.DataReader(
            "FSE/EON_X", "quandl", self.start2, self.end2, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "Low",
                "LastPriceoftheDay",
                "Turnover",
                "Open",
                "DailyTurnover",
                "TradedVolume",
                "Change",
                "DailyTradedUnits",
                "Close",
                "High",
            ],
        )
        assert df.Close.at[self.day2] == 14.03

    def test_db_euronext_be_fr_nl_pt(self):
        # FP: Total SA
        # as of 2017-06-11, some datasets end a few months after their start,
        # e.g. ALVD, BASD
        df = web.DataReader(
            "EURONEXT/FP", "quandl", self.start2, self.end2, api_key=TEST_API_KEY
        )
        self.check_headers(df, ["Open", "High", "Low", "Last", "Turnover", "Volume"])
        assert df.Last.at[self.day2] == 42.525
        df2 = web.DataReader("FP.FR", "quandl", self.start2, self.end2)
        assert (df.Last == df2.Last).all()

    def test_hk_hsbc_uk(self):
        # 00005: HSBC
        df = web.DataReader(
            "HKEX/00005", "quandl", self.start2, self.end2, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "NominalPrice",
                "NetChange",
                "Change",
                "Bid",
                "Ask",
                "PEx",
                "High",
                "Low",
                "PreviousClose",
                "ShareVolume000",
                "Turnover000",
                "LotSize",
            ],
        )
        # as of 2017-06-11, Price == LastClose, all others are NaN
        assert df.NominalPrice.at[self.day2] == 74.0

    def test_db_nse_in(self):
        # TCS: Tata Consutancy Services
        df = web.DataReader(
            "NSE/TCS", "quandl", self.start10, self.end10, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "Open",
                "High",
                "Low",
                "Last",
                "Close",
                "TotalTradeQuantity",
                "TurnoverLacs",
            ],
        )
        assert df.Close.at[self.day10] == 1259.05

    def test_db_tse_jp(self):
        # TSE/6758: Sony Corp.
        df = web.DataReader(
            "TSE/6758", "quandl", self.start10, self.end10, api_key=TEST_API_KEY
        )
        self.check_headers(df, ["Open", "High", "Low", "Close", "Volume"])
        assert df.Close.at[self.day10] == 5190.0

        df2 = web.get_data_quandl(
            "TSE/6758", self.start10, self.end10, api_key=TEST_API_KEY
        )
        assert_frame_equal(df, df2)

    def test_db_hkex_cn(self):
        # HKEX/00941: China Mobile
        df = web.DataReader(
            "HKEX/00941", "quandl", self.start2, self.end2, api_key=TEST_API_KEY
        )
        self.check_headers(
            df,
            [
                "NominalPrice",
                "NetChange",
                "Change",
                "Bid",
                "Ask",
                "PEx",
                "High",
                "Low",
                "PreviousClose",
                "ShareVolume000",
                "Turnover000",
                "LotSize",
            ],
        )
        assert df.High.at[self.day2] == 91.9
