from __future__ import annotations

import copy
import json
import sys
from pathlib import Path

import pandas as pd

PACKAGE_PARENT = Path(__file__).resolve().parents[2]
if str(PACKAGE_PARENT) not in sys.path:
    sys.path.insert(0, str(PACKAGE_PARENT))

from strategy29.backtest.window_analysis import evaluate_window_result, slice_bundle
from strategy32.backtest.simulator import Strategy32Backtester
from strategy32.config import PROFILE_V5_BASELINE, build_strategy32_config
from strategy32.data import build_strategy32_market_bundle


WINDOWS = [(30, "1m"), (365, "1y"), (1095, "3y"), (1825, "5y")]


def build_variants() -> list[tuple[str, dict[str, bool]]]:
    return [
        ("baseline_v5", {}),
        ("no_sideways", {"enable_sideways_engine": False}),
        ("strong_kill_switch", {"enable_strong_kill_switch": True}),
        ("daily_trend_filter", {"enable_daily_trend_filter": True}),
        ("expanded_hedge", {"enable_expanded_hedge": True}),
        ("max_holding_exit", {"enable_max_holding_exit": True}),
    ]


def main() -> None:
    base = build_strategy32_config(PROFILE_V5_BASELINE)
    end = pd.Timestamp("2026-03-15 00:00:00", tz="UTC")
    start = end - pd.Timedelta(days=max(days for days, _ in WINDOWS) + base.warmup_days + 14)

    print("fetching bundle...")
    bundle, latest_completed_bar, accepted_symbols, rejected_symbols, quote_by_symbol = build_strategy32_market_bundle(
        symbols=base.symbols,
        auto_discover_symbols=base.auto_discover_symbols,
        quote_assets=base.quote_assets,
        excluded_base_assets=base.excluded_base_assets,
        min_quote_volume_24h=base.discovery_min_quote_volume_24h,
        start=start,
        end=end,
        timeframe=base.timeframe,
        max_staleness_days=base.max_symbol_staleness_days,
    )
    print("latest", latest_completed_bar)

    results: dict[str, dict[str, dict[str, float | int | str]]] = {}
    for name, overrides in build_variants():
        cfg = copy.deepcopy(base)
        for key, value in overrides.items():
            setattr(cfg, key, value)
        variant_results = {}
        print("\nVARIANT", name)
        for days, label in WINDOWS:
            eval_end = latest_completed_bar
            eval_start = eval_end - pd.Timedelta(days=days)
            raw_start = eval_start - pd.Timedelta(days=cfg.warmup_days)
            sliced = slice_bundle(bundle, raw_start, eval_end)
            backtester = Strategy32Backtester(cfg, sliced, trade_start=eval_start)
            backtester.engine_config.initial_capital = 1000.0
            result = backtester.run()
            metrics = evaluate_window_result(result, eval_start=eval_start, bars_per_day=backtester.engine_config.bars_per_day)
            metrics["engine_pnl"] = result.engine_pnl
            metrics["total_trades"] = result.total_trades
            variant_results[label] = metrics
            print(
                label,
                "ret",
                round(float(metrics["total_return"]) * 100, 2),
                "mdd",
                round(float(metrics["max_drawdown"]) * 100, 2),
                "sharpe",
                round(float(metrics["sharpe"]), 2),
                "trades",
                metrics["trade_count"],
            )
        results[name] = variant_results

    payload = {
        "strategy": "strategy32",
        "analysis": "v6_single_change_ablation",
        "initial_capital": 1000.0,
        "auto_discover_symbols": base.auto_discover_symbols,
        "latest_completed_bar": str(latest_completed_bar),
        "requested_symbols": [] if base.auto_discover_symbols else base.symbols,
        "accepted_symbols": accepted_symbols,
        "rejected_symbols": rejected_symbols,
        "quote_by_symbol": quote_by_symbol,
        "timeframe": base.timeframe,
        "results": results,
    }
    out = Path("/tmp/strategy32_v6_ablation.json")
    out.write_text(json.dumps(payload, indent=2), encoding="utf-8")
    print("\nwrote", out)


if __name__ == "__main__":
    main()