"""Re-validazione: il StrategyWorker REALE tradi MR01 con edge netto?

Guida il worker vero (generate_signals + nuova logica exit TP/SL/max_bars) su
finestre mobili di dati 1h storici, simulando il polling live. Conferma che
sulla finestra OOS l'edge netto (dopo fee 0.10% RT) sopravvive alla meccanica
del worker (exit su prezzo corrente, piu' conservativa del backtest high/low).
"""
from __future__ import annotations

import contextlib
import os
import sys
from pathlib import Path

PROJECT_ROOT = Path(__file__).resolve().parents[2]
sys.path.insert(0, str(PROJECT_ROOT))

from src.data.downloader import load_data
from src.live.strategy_loader import load_strategy
from src.live.strategy_worker import StrategyWorker

OOS_FRAC = 0.30
WIN = 250  # barre per finestra di poll (warmup bb_window=50 + ATR)


def replay(asset: str, params: dict):
    df = load_data(asset, "1h").reset_index(drop=True)
    n = len(df)
    split = int(n * (1 - OOS_FRAC))
    strat = load_strategy("MR01_bollinger_fade")
    w = StrategyWorker(strat, asset, "1h", capital=1000.0, position_size=0.15,
                       leverage=3.0, hold_bars=3, params=params,
                       data_dir=Path(f"/tmp/replay_{asset}"))
    w._notify = lambda *a, **k: None
    # stato pulito
    for attr, val in dict(capital=1000.0, in_position=False, direction=0, entry_price=0,
                          bars_held=0, total_trades=0, total_wins=0, last_bar_ts=0,
                          tp=0.0, sl=0.0, max_bars=0).items():
        setattr(w, attr, val)

    start = max(split, WIN)
    with contextlib.redirect_stdout(open(os.devnull, "w")):
        for j in range(start, n):
            w.tick(df.iloc[j - WIN + 1 : j + 1])

    ret = (w.capital / 1000 - 1) * 100
    acc = w.total_wins / w.total_trades * 100 if w.total_trades else 0.0
    import pandas as pd
    period = (f"{pd.to_datetime(df['timestamp'].iloc[start], unit='ms', utc=True).date()}"
              f"->{pd.to_datetime(df['timestamp'].iloc[-1], unit='ms', utc=True).date()}")
    return w.total_trades, acc, ret, w.capital, period


def main():
    print("=" * 90)
    print("  RE-VALIDAZIONE WORKER REALE su MR01 (OOS, fee 0.10% RT, leva 3x) — finestra poll 250b")
    print("=" * 90)
    params = dict(bb_window=50, k=2.5, sl_atr=2.0, max_bars=24)
    print(f"  {'Asset':>6s}{'Periodo OOS':>26s}{'Trade':>7s}{'Win%':>7s}{'Ret%':>9s}{'Cap€':>9s}")
    print("  " + "-" * 80)
    for asset in ["BTC", "ETH"]:
        t, acc, ret, cap, period = replay(asset, params)
        print(f"  {asset:>6s}{period:>26s}{t:>7d}{acc:>7.1f}{ret:>+9.1f}{cap:>9.0f}")
    print("  " + "-" * 80)
    print("  Atteso: Ret% positivo (l'edge mean-reversion sopravvive alla meccanica del worker).")


if __name__ == "__main__":
    main()