from __future__ import annotations

from dataclasses import dataclass, field

from strategy29.common.models import Regime
from strategy29.config import Strategy29Config


DEFAULT_QUOTE_ASSETS = ("USDT", "USDC")
DEFAULT_EXCLUDED_BASE_ASSETS = ("USDT", "USDC", "BUSD", "FDUSD", "TUSD", "USDP", "DAI", "USDS", "USDD", "EUR", "AEUR")

PROFILE_V5_BASELINE = "v5_baseline"
PROFILE_V7_DEFAULT = "v7_default"


@dataclass(slots=True)
class Strategy32Budgets:
    strong_up_momentum: float = 0.85
    strong_up_carry: float = 0.10
    strong_up_sideways: float = 0.00
    up_momentum: float = 0.25
    up_carry: float = 0.15
    up_sideways: float = 0.00
    sideways_momentum: float = 0.00
    sideways_carry: float = 0.20
    sideways_sideways: float = 0.10
    down_momentum: float = 0.00
    down_carry: float = 0.10
    down_sideways: float = 0.03

    def for_regime(self, regime: Regime) -> tuple[float, float, float]:
        if regime == Regime.STRONG_UP:
            return self.strong_up_momentum, self.strong_up_carry, self.strong_up_sideways
        if regime == Regime.UP:
            return self.up_momentum, self.up_carry, self.up_sideways
        if regime == Regime.SIDEWAYS:
            return self.sideways_momentum, self.sideways_carry, self.sideways_sideways
        if regime == Regime.DOWN:
            return self.down_momentum, self.down_carry, self.down_sideways
        return 0.0, 0.0, 0.0


@dataclass(slots=True)
class Strategy32Config:
    symbols: list[str] = field(default_factory=list)
    auto_discover_symbols: bool = True
    quote_assets: tuple[str, ...] = DEFAULT_QUOTE_ASSETS
    excluded_base_assets: tuple[str, ...] = DEFAULT_EXCLUDED_BASE_ASSETS
    discovery_min_quote_volume_24h: float = 5_000_000.0
    timeframe: str = "4h"
    warmup_days: int = 90
    max_symbol_staleness_days: int = 3
    universe_size: int = 0
    universe_lookback_bars: int = 30
    universe_min_avg_dollar_volume: float = 5_000_000.0
    hard_filter_refresh_cadence: str = "4h"
    hard_filter_min_history_bars: int = 120
    hard_filter_lookback_bars: int = 30
    hard_filter_min_avg_dollar_volume: float = 50_000_000.0
    momentum_min_history_bars: int = 120
    momentum_min_score: float = 0.55
    momentum_min_relative_strength: float = 0.0
    momentum_min_7d_return: float = 0.0
    momentum_max_7d_return: float = 1.0
    momentum_min_positive_bar_ratio: float = 0.0
    momentum_max_short_volatility: float = 1.0
    momentum_max_beta: float = 10.0
    momentum_max_latest_funding_rate: float = 1.0
    enable_liquidity_universe_fallback: bool = True
    universe_fallback_min_avg_dollar_volume: float = 2_500_000.0
    universe_fallback_top_n: int = 8
    enable_momentum_filter_fallback: bool = True
    momentum_fallback_min_score: float = 0.45
    momentum_fallback_min_relative_strength: float = -0.03
    momentum_fallback_min_7d_return: float = -0.02
    momentum_fallback_top_n: int = 3
    carry_min_expected_edge: float = 0.0
    position_vol_lookback_bars: int = 36
    correlation_lookback_bars: int = 36
    max_pairwise_correlation: float = 0.78
    target_annualized_vol: float = 0.55
    governor_vol_lookback_bars: int = 42
    drawdown_window_days: int = 30
    drawdown_scale_1_trigger: float = 0.08
    drawdown_scale_1: float = 0.70
    drawdown_scale_2_trigger: float = 0.12
    drawdown_scale_2: float = 0.40
    drawdown_stop_trigger: float = 0.18
    vol_scale_floor: float = 0.35
    up_btc_hedge_ratio: float = 0.35
    sideways_btc_hedge_ratio: float = 0.65
    sideways_top_n: int = 1
    carry_relaxed_top_n: int = 128
    carry_relaxed_min_positive_ratio: float = 0.52
    carry_relaxed_min_mean_funding_rate: float = 0.000015
    carry_relaxed_max_basis_volatility: float = 0.0075
    carry_relaxed_roundtrip_cost_pct: float = 0.0022
    carry_relaxed_basis_risk_multiplier: float = 1.0
    carry_deep_relaxed_min_positive_ratio: float = 0.48
    carry_deep_relaxed_min_mean_funding_rate: float = 0.0
    carry_deep_relaxed_max_basis_volatility: float = 0.012
    carry_deep_relaxed_roundtrip_cost_pct: float = 0.0018
    carry_deep_relaxed_basis_risk_multiplier: float = 0.75
    enable_carry_score_fallback: bool = True
    carry_score_fallback_min_expected_edge: float = -0.0002
    carry_score_fallback_min_positive_ratio: float = 0.48
    carry_score_fallback_top_n: int = 2
    enable_sideways_engine: bool = False
    enable_strong_kill_switch: bool = True
    enable_daily_trend_filter: bool = True
    enable_expanded_hedge: bool = False
    enable_max_holding_exit: bool = False
    enable_execution_refinement: bool = True
    execution_refinement_timeframe: str = "1h"
    execution_refinement_lookback_bars: int = 48
    execution_refinement_fast_ema: int = 8
    execution_refinement_slow_ema: int = 21
    execution_refinement_scale_down_gap: float = 0.008
    execution_refinement_max_chase_gap: float = 0.018
    execution_refinement_max_recent_return: float = 0.03
    execution_refinement_scale_down_factor: float = 0.5
    strong_kill_drawdown_window_days: int = 60
    strong_kill_scale_1_trigger: float = 0.05
    strong_kill_scale_1: float = 0.60
    strong_kill_scale_2_trigger: float = 0.08
    strong_kill_scale_2: float = 0.35
    strong_kill_stop_trigger: float = 0.10
    long_trend_fast_ema_days: int = 50
    long_trend_slow_ema_days: int = 200
    expanded_up_btc_hedge_ratio: float = 0.55
    expanded_sideways_btc_hedge_ratio: float = 0.85
    expanded_strong_up_btc_hedge_ratio: float = 0.10
    max_holding_bars: int = 42
    trend_fail_ema_span: int = 18
    min_hold_bars_for_trend_fail: int = 12
    budgets: Strategy32Budgets = field(default_factory=Strategy32Budgets)


PROFILE_OVERRIDES: dict[str, dict[str, bool]] = {
    PROFILE_V5_BASELINE: {
        "enable_sideways_engine": True,
        "enable_strong_kill_switch": False,
        "enable_daily_trend_filter": False,
        "enable_expanded_hedge": False,
        "enable_max_holding_exit": False,
    },
    PROFILE_V7_DEFAULT: {
        "enable_sideways_engine": False,
        "enable_strong_kill_switch": True,
        "enable_daily_trend_filter": True,
        "enable_expanded_hedge": False,
        "enable_max_holding_exit": False,
    },
}


def apply_strategy32_profile(config: Strategy32Config, profile: str) -> Strategy32Config:
    try:
        overrides = PROFILE_OVERRIDES[profile]
    except KeyError as exc:
        supported = ", ".join(sorted(PROFILE_OVERRIDES))
        raise ValueError(f"Unsupported Strategy32 profile: {profile}. Supported: {supported}") from exc
    for attr, value in overrides.items():
        setattr(config, attr, value)
    return config


def build_strategy32_config(profile: str = PROFILE_V7_DEFAULT, **overrides: object) -> Strategy32Config:
    config = Strategy32Config()
    apply_strategy32_profile(config, profile)
    for attr, value in overrides.items():
        setattr(config, attr, value)
    return config


def build_engine_config() -> Strategy29Config:
    config = Strategy29Config()
    config.momentum.top_n = 128
    config.momentum.max_positions = 128
    config.momentum.rebalance_bars = 24
    config.momentum.trailing_stop_pct = 0.08
    config.momentum.stop_loss_pct = 0.07
    config.momentum.overheat_funding_rate = 0.00025
    config.carry.top_n = 128
    return config