# src/calibration/strategies_inspector.py
from __future__ import annotations

from typing import Any, Dict, List

import numpy as np
import pandas as pd

from src.data.storage import StorageManager
from src.utils.logger import log

from src.core.walk_forward import WalkForwardValidator

from src.risk.stops.fixed_stop import FixedStop
from src.risk.stops.trailing_stop import TrailingStop
from src.risk.stops.atr_stop import ATRStop

from src.risk.sizing.percent_risk import PercentRiskSizer


# --------------------------------------------------
# Strategy registry (con metadata de parámetros)
# --------------------------------------------------
from src.strategies.moving_average import MovingAverageCrossover
from src.strategies.rsi_strategy import RSIStrategy
from src.strategies.buy_and_hold import BuyAndHold


STRATEGY_REGISTRY = {
    "moving_average": {
        "class": MovingAverageCrossover,
        "params": ["fast_period", "slow_period"],
    },
    "rsi": {
        "class": RSIStrategy,
        "params": ["rsi_period", "overbought", "oversold"],
    },
    "buy_and_hold": {
        "class": BuyAndHold,
        "params": [],
    },
}


# --------------------------------------------------
# Helpers
# --------------------------------------------------

def list_available_strategies() -> List[Dict[str, Any]]:
    """
    Devuelve metadata completa para UI.
    """
    out = []

    for sid, entry in STRATEGY_REGISTRY.items():
        out.append({
            "strategy_id": sid,
            "name": entry["class"].__name__,
            "params": entry["params"],
            "tags": [],  # puedes rellenar más adelante
        })

    return out


def _build_stop_loss(stop_schema) -> object | None:
    if stop_schema.type == "fixed":
        return FixedStop(stop_fraction=float(stop_schema.stop_fraction))
    if stop_schema.type == "trailing":
        return TrailingStop(stop_fraction=float(stop_schema.stop_fraction))
    if stop_schema.type == "atr":
        return ATRStop(
            atr_period=int(stop_schema.atr_period),
            multiplier=float(stop_schema.atr_multiplier),
        )
    raise ValueError(f"Unknown stop type: {stop_schema.type}")


def _build_position_sizer(risk_schema) -> PercentRiskSizer:
    return PercentRiskSizer(risk_fraction=float(risk_schema.risk_fraction))


def _cap_units_by_max_position_fraction(units: float, capital: float, entry_price: float, max_position_fraction: float) -> float:
    max_units = (capital * max_position_fraction) / entry_price
    return float(min(units, max_units))


def _accumulate_equity(initial: float, returns_pct: List[float]) -> List[float]:
    eq = [float(initial)]
    cur = float(initial)
    for r in returns_pct:
        cur *= (1.0 + float(r) / 100.0)
        eq.append(float(cur))
    return eq


# --------------------------------------------------
# Main
# --------------------------------------------------

def inspect_strategies_config(
    *,
    storage: StorageManager,
    payload,
    data_quality: Dict[str, Any],
    include_series: bool,
    progress_callback=None,
) -> Dict[str, Any]:

    df = storage.load_ohlcv(symbol=payload.symbol, timeframe=payload.timeframe)
    if df is None or df.empty:
        return {
            "valid": False,
            "status": "fail",
            "checks": {},
            "message": "No OHLCV data",
            "results": [],
        }

    checks: Dict[str, Any] = {}
    checks["data_quality"] = {
        "status": data_quality.get("status", "unknown"),
        "message": data_quality.get("message", ""),
    }

    if data_quality.get("status") == "fail":
        return {
            "valid": False,
            "status": "fail",
            "checks": checks,
            "message": "Step 1 data quality is FAIL. Strategies cannot be validated.",
            "results": [],
            "series": {} if include_series else None,
        }

    stop_loss = _build_stop_loss(payload.stop)
    base_sizer = _build_position_sizer(payload.risk)

    train_td = pd.Timedelta(days=int(payload.wf.train_days))
    test_td = pd.Timedelta(days=int(payload.wf.test_days))
    step_td = pd.Timedelta(days=int(payload.wf.step_days or payload.wf.test_days))

    overall_status = "ok"
    results: List[Dict[str, Any]] = []
    series: Dict[str, Any] = {"strategies": {}} if include_series else {}

    for sel in payload.strategies:

        sid = sel.strategy_id
        entry = STRATEGY_REGISTRY.get(sid)

        if entry is None:
            results.append({
                "strategy_id": sid,
                "status": "fail",
                "message": f"Unknown strategy_id: {sid}",
                "n_windows": 0,
                "oos_final_equity": payload.account_equity,
                "oos_total_return_pct": 0.0,
                "oos_max_dd_worst_pct": 0.0,
                "degradation_sharpe": None,
                "windows": [],
            })
            overall_status = "fail"
            continue

        strategy_class = entry["class"]
        valid_params = set(entry["params"])
        grid_params = set(sel.param_grid.keys())

        # 🔒 Validación estricta de parámetros
        if grid_params != valid_params:
            msg = f"Param grid keys {grid_params} do not match expected {valid_params}"
            results.append({
                "strategy_id": sid,
                "status": "fail",
                "message": msg,
                "n_windows": 0,
                "oos_final_equity": payload.account_equity,
                "oos_total_return_pct": 0.0,
                "oos_max_dd_worst_pct": 0.0,
                "degradation_sharpe": None,
                "windows": [],
            })
            overall_status = "fail"
            continue

        # Wrapper sizer
        class _CappedSizer(type(base_sizer)):
            def __init__(self, inner):
                self.inner = inner

            def calculate_size(self, *, capital, entry_price, stop_price=None, max_capital=None, volatility=None):
                u = self.inner.calculate_size(
                    capital=capital,
                    entry_price=entry_price,
                    stop_price=stop_price,
                    max_capital=max_capital,
                    volatility=volatility,
                )
                return _cap_units_by_max_position_fraction(
                    units=float(u),
                    capital=float(capital),
                    entry_price=float(entry_price),
                    max_position_fraction=float(payload.risk.max_position_fraction),
                )

        capped_sizer = _CappedSizer(base_sizer)

        log.info(f"🧠 Step3 | WF run | strategy={sid}")

        try:
            wf = WalkForwardValidator(
                strategy_class=strategy_class,
                param_grid=sel.param_grid,
                data=df,
                train_window=train_td,
                test_window=test_td,
                step_size=step_td,
                initial_capital=float(payload.account_equity),
                commission=float(payload.commission),
                slippage=float(payload.slippage),
                optimizer_metric=str(payload.optimization.optimizer_metric),
                position_sizer=capped_sizer,
                stop_loss=stop_loss,
                max_combinations=int(payload.optimization.max_combinations),
                progress_callback=progress_callback,
            )

            wf_res = wf.run()
            win_df: pd.DataFrame = wf_res["windows"]

            if win_df is None or win_df.empty:
                status = "fail"
                msg = "WF produced no valid windows"
                overall_status = "fail"
                windows_out = []
                oos_returns = []
            else:
                trades = win_df["trades"].astype(int).tolist()
                too_few = sum(t < int(payload.optimization.min_trades_test) for t in trades)

                if too_few > 0:
                    status = "warning"
                    msg = f"{too_few} windows below min_trades_test"
                    if overall_status == "ok":
                        overall_status = "warning"
                else:
                    status = "ok"
                    msg = "WF OK"

                windows_out = []
                for _, r in win_df.iterrows():
                    windows_out.append({
                        "window": int(r["window"]),
                        "train_start": str(r["train_start"]),
                        "train_end": str(r["train_end"]),
                        "test_start": str(r["test_start"]),
                        "test_end": str(r["test_end"]),
                        "return_pct": float(r["return_pct"]),
                        "sharpe": float(r["sharpe"]),
                        "max_dd_pct": float(r["max_dd_pct"]),
                        "trades": int(r["trades"]),
                        "params": dict(r["params"]) if isinstance(r["params"], dict) else r["params"],
                    })

                oos_returns = win_df["return_pct"].astype(float).tolist()

            eq_curve = _accumulate_equity(float(payload.account_equity), oos_returns)
            oos_final = float(eq_curve[-1]) if eq_curve else float(payload.account_equity)
            oos_total_return = (oos_final / float(payload.account_equity) - 1.0) * 100.0
            oos_max_dd = float(np.min(win_df["max_dd_pct"])) if (win_df is not None and not win_df.empty) else 0.0

            results.append({
                "strategy_id": sid,
                "status": status,
                "message": msg,
                "n_windows": int(len(windows_out)),
                "oos_final_equity": oos_final,
                "oos_total_return_pct": float(oos_total_return),
                "oos_max_dd_worst_pct": float(oos_max_dd),
                "degradation_sharpe": None,
                "windows": windows_out,
            })

            if include_series:
                series["strategies"][sid] = {
                    "window_returns_pct": oos_returns,
                    "window_equity": eq_curve,
                }

        except Exception as e:
            log.error(f"❌ Step3 WF error | strategy={sid} | {e}")
            results.append({
                "strategy_id": sid,
                "status": "fail",
                "message": f"Exception: {e}",
                "n_windows": 0,
                "oos_final_equity": float(payload.account_equity),
                "oos_total_return_pct": 0.0,
                "oos_max_dd_worst_pct": 0.0,
                "degradation_sharpe": None,
                "windows": [],
            })
            overall_status = "fail"

    valid = overall_status != "fail"

    human_msg = {
        "ok": "Strategies validation OK",
        "warning": "Strategies validation has warnings",
        "fail": "Strategies validation FAILED",
    }[overall_status]

    out = {
        "valid": valid,
        "status": overall_status,
        "checks": checks,
        "message": human_msg,
        "results": results,
    }

    if include_series:
        out["series"] = series

    return out