"""
Tests for setting options in KalmanFilter, KalmanSmoother, SimulationSmoother

(does not test the filtering, smoothing, or simulation smoothing for each
option)

Author: Chad Fulton
License: Simplified-BSD
"""
from __future__ import division, absolute_import, print_function

import numpy as np
from statsmodels.tsa.statespace.kalman_filter import (
    FILTER_CONVENTIONAL,
    FILTER_EXACT_INITIAL,
    FILTER_AUGMENTED,
    FILTER_SQUARE_ROOT,
    FILTER_UNIVARIATE,
    FILTER_COLLAPSED,
    FILTER_EXTENDED,
    FILTER_UNSCENTED,
    FILTER_CONCENTRATED,

    INVERT_UNIVARIATE,
    SOLVE_LU,
    INVERT_LU,
    SOLVE_CHOLESKY,
    INVERT_CHOLESKY,

    STABILITY_FORCE_SYMMETRY,

    MEMORY_STORE_ALL,
    MEMORY_NO_FORECAST,
    MEMORY_NO_PREDICTED,
    MEMORY_NO_FILTERED,
    MEMORY_NO_LIKELIHOOD,
    MEMORY_NO_GAIN,
    MEMORY_NO_SMOOTHING,
    MEMORY_NO_STD_FORECAST,
    MEMORY_CONSERVE
)
from statsmodels.tsa.statespace.kalman_smoother import (
    SMOOTHER_STATE,
    SMOOTHER_STATE_COV,
    SMOOTHER_STATE_AUTOCOV,
    SMOOTHER_DISTURBANCE,
    SMOOTHER_DISTURBANCE_COV,
    SMOOTHER_ALL
)
from statsmodels.tsa.statespace.simulation_smoother import (
    SimulationSmoother,
    SIMULATION_STATE,
    SIMULATION_ALL
)
from numpy.testing import assert_equal


class Options(object):
    @classmethod
    def setup_class(cls, *args, **kwargs):

        # Dummy data
        endog = np.arange(10)
        k_states = 1

        cls.model = SimulationSmoother(k_endog=1, k_states=k_states, *args,
                                       **kwargs)
        cls.model.bind(endog)


class TestOptions(Options):
    def test_filter_methods(self):
        model = self.model

        # TODO test FilterResults for accurante boolean versions of options
        # Clear the filter method
        model.filter_method = 0

        # Try setting via boolean
        model.filter_conventional = True
        assert_equal(model.filter_method, FILTER_CONVENTIONAL)

        model.filter_collapsed = True
        assert_equal(model.filter_method,
                     FILTER_CONVENTIONAL | FILTER_COLLAPSED)
        model.filter_conventional = False
        assert_equal(model.filter_method, FILTER_COLLAPSED)

        # Try setting directly via method
        model.set_filter_method(FILTER_AUGMENTED)
        assert_equal(model.filter_method, FILTER_AUGMENTED)

        # Try setting via boolean via method
        model.set_filter_method(filter_conventional=True,
                                filter_augmented=False)
        assert_equal(model.filter_method, FILTER_CONVENTIONAL)

        # Try setting and unsetting all
        model.filter_method = 0
        for name in model.filter_methods:
            setattr(model, name, True)
        assert_equal(
            model.filter_method,
            FILTER_CONVENTIONAL | FILTER_EXACT_INITIAL | FILTER_AUGMENTED |
            FILTER_SQUARE_ROOT | FILTER_UNIVARIATE | FILTER_COLLAPSED |
            FILTER_EXTENDED | FILTER_UNSCENTED | FILTER_CONCENTRATED
        )
        for name in model.filter_methods:
            setattr(model, name, False)
        assert_equal(model.filter_method, 0)

    def test_inversion_methods(self):
        model = self.model

        # Clear the inversion method
        model.inversion_method = 0

        # Try setting via boolean
        model.invert_univariate = True
        assert_equal(model.inversion_method, INVERT_UNIVARIATE)
        model.invert_cholesky = True
        assert_equal(model.inversion_method,
                     INVERT_UNIVARIATE | INVERT_CHOLESKY)
        model.invert_univariate = False
        assert_equal(model.inversion_method, INVERT_CHOLESKY)

        # Try setting directly via method
        model.set_inversion_method(INVERT_LU)
        assert_equal(model.inversion_method, INVERT_LU)

        # Try setting via boolean via method
        model.set_inversion_method(invert_cholesky=True,
                                   invert_univariate=True, invert_lu=False)
        assert_equal(model.inversion_method,
                     INVERT_UNIVARIATE | INVERT_CHOLESKY)

        # Try setting and unsetting all
        model.inversion_method = 0
        for name in model.inversion_methods:
            setattr(model, name, True)
        assert_equal(
            model.inversion_method,
            INVERT_UNIVARIATE | SOLVE_LU | INVERT_LU | SOLVE_CHOLESKY |
            INVERT_CHOLESKY
        )
        for name in model.inversion_methods:
            setattr(model, name, False)
        assert_equal(model.inversion_method, 0)

    def test_stability_methods(self):
        model = self.model

        # Clear the stability method
        model.stability_method = 0

        # Try setting via boolean
        model.stability_force_symmetry = True
        assert_equal(model.stability_method, STABILITY_FORCE_SYMMETRY)
        model.stability_force_symmetry = False
        assert_equal(model.stability_method, 0)

        # Try setting directly via method
        model.stability_method = 0
        model.set_stability_method(STABILITY_FORCE_SYMMETRY)
        assert_equal(model.stability_method, STABILITY_FORCE_SYMMETRY)

        # Try setting via boolean via method
        model.stability_method = 0
        model.set_stability_method(stability_method=True)
        assert_equal(model.stability_method, STABILITY_FORCE_SYMMETRY)

        # Try setting via keyword via method
        model.stability_method = 0
        model.set_stability_method(stability_force_symmetry=True)
        assert_equal(model.stability_method, STABILITY_FORCE_SYMMETRY)

    def test_conserve_memory(self):
        model = self.model

        # Clear the filter method
        model.conserve_memory = MEMORY_STORE_ALL

        # Try setting via boolean
        model.memory_no_forecast = True
        assert_equal(model.conserve_memory, MEMORY_NO_FORECAST)
        model.memory_no_filtered = True
        assert_equal(model.conserve_memory,
                     MEMORY_NO_FORECAST | MEMORY_NO_FILTERED)
        model.memory_no_forecast = False
        assert_equal(model.conserve_memory, MEMORY_NO_FILTERED)

        # Try setting directly via method
        model.set_conserve_memory(MEMORY_NO_PREDICTED)
        assert_equal(model.conserve_memory, MEMORY_NO_PREDICTED)

        # Try setting via boolean via method
        model.set_conserve_memory(memory_no_filtered=True,
                                  memory_no_predicted=False)
        assert_equal(model.conserve_memory, MEMORY_NO_FILTERED)

        # Try setting and unsetting all
        model.conserve_memory = 0
        for name in model.memory_options:
            if name == 'memory_conserve':
                continue
            setattr(model, name, True)
        assert_equal(
            model.conserve_memory,
            MEMORY_NO_FORECAST | MEMORY_NO_PREDICTED | MEMORY_NO_FILTERED |
            MEMORY_NO_LIKELIHOOD | MEMORY_NO_GAIN | MEMORY_NO_SMOOTHING |
            MEMORY_NO_STD_FORECAST
        )
        assert_equal(model.conserve_memory, MEMORY_CONSERVE)
        for name in model.memory_options:
            if name == 'memory_conserve':
                continue
            setattr(model, name, False)
        assert_equal(model.conserve_memory, 0)

    def test_smoother_outputs(self):
        model = self.model

        # TODO test SmootherResults for accurante boolean versions of options

        # Clear the smoother output
        model.smoother_output = 0

        # Try setting via boolean
        model.smoother_state = True
        assert_equal(model.smoother_output, SMOOTHER_STATE)
        model.smoother_disturbance = True
        assert_equal(model.smoother_output,
                     SMOOTHER_STATE | SMOOTHER_DISTURBANCE)
        model.smoother_state = False
        assert_equal(model.smoother_output, SMOOTHER_DISTURBANCE)

        # Try setting directly via method
        model.set_smoother_output(SMOOTHER_DISTURBANCE_COV)
        assert_equal(model.smoother_output, SMOOTHER_DISTURBANCE_COV)

        # Try setting via boolean via method
        model.set_smoother_output(smoother_disturbance=True,
                                  smoother_disturbance_cov=False)
        assert_equal(model.smoother_output, SMOOTHER_DISTURBANCE)

        # Try setting and unsetting all
        model.smoother_output = 0
        for name in model.smoother_outputs:
            if name == 'smoother_all':
                continue
            setattr(model, name, True)
        assert_equal(
            model.smoother_output,
            SMOOTHER_STATE | SMOOTHER_STATE_COV | SMOOTHER_STATE_AUTOCOV |
            SMOOTHER_DISTURBANCE | SMOOTHER_DISTURBANCE_COV
        )
        assert_equal(model.smoother_output, SMOOTHER_ALL)
        for name in model.smoother_outputs:
            if name == 'smoother_all':
                continue
            setattr(model, name, False)
        assert_equal(model.smoother_output, 0)

    def test_simulation_outputs(self):
        # TODO test changing simulation options in SimulationSmoothResults
        # instance

        assert_equal(
            self.model.get_simulation_output(SIMULATION_STATE),
            SIMULATION_STATE)
        assert_equal(
            self.model.get_simulation_output(simulate_state=True,
                                             simulate_disturbance=True),
            SIMULATION_ALL)