"""Smoke della catena SHADOW dentro lo StrategyWorker (testnet, ordini reali minimi).

Apre e chiude la quota di UN worker fade come farebbe il runner, esercitando i
DUE percorsi del LIMIT reduce-only al TP (fix divergenza sim/reale 2026-06-04):

  A) TP lontano → REAL_TP_RESTING in book; exit sim non-TP → cancel + market
     reduce-only di fallback (REAL_CLOSE con tp_filled_amount=0);
  B) TP gia' oltre il prezzo → il limit crossa e filla SUBITO; la chiusura
     riconcilia il fill dal trade history (order_id) SENZA ordine market
     (REAL_CLOSE con market_amount=0).

Non tocca lo stato di produzione (data_dir temporanea). Costo testnet = €0.

    uv run python scripts/analysis/live_shadow_smoke.py
"""
from __future__ import annotations

import tempfile
from pathlib import Path

from src.live.cerbero_client import CerberoClient
from src.live.execution import ExecutionClient
from src.live.strategy_loader import load_strategy
from src.live.strategy_worker import StrategyWorker
from src.strategies.base import Signal


def main() -> None:
    client = CerberoClient()
    acct = client.get_account_summary(currency="USDC")
    print(f"Account testnet equity={acct.get('equity')} USDC testnet={acct.get('testnet')}")
    if not acct.get("testnet"):
        raise SystemExit("ABORT: non testnet")

    ex = ExecutionClient(client=client)
    instrument = "BTC_USDC-PERPETUAL"
    price = ex._mark_price(instrument)
    print(f"{instrument} mark={price}")

    with tempfile.TemporaryDirectory() as tmp:
        w = StrategyWorker(
            strategy=load_strategy("MR01_bollinger_fade"),
            asset="BTC", tf="1h", capital=100.0, position_size=0.15, leverage=2.0,
            data_dir=Path(tmp), executor=ex, exec_instrument=instrument,
        )
        print(f"execution_enabled={w.execution_enabled}  notional atteso=${100*0.15*2:.0f}")

        # --- Scenario A: TP lontano → resting in book, exit non-TP → cancel + market ---
        print("\n[A] TP lontano (resting) → exit time_limit → cancel + market fallback")
        sig = Signal(idx=0, direction=1, entry_price=price,
                     metadata={"tp": price * 1.05, "sl": price * 0.50, "max_bars": 6})
        w._open_position(sig, price)
        print(f"  real_in_position={w.real_in_position} side={w.real_side} "
              f"amount={w.real_amount} entry={w.real_entry_price} "
              f"entry_fee=${w.real_entry_fee_usd:.5f} notional=${w.real_entry_notional:.2f}")
        assert w.real_in_position, "OPEN reale non verificato"
        print(f"  TP resting order_id={w.real_tp_order_id!r}")
        assert w.real_tp_order_id, "LIMIT reduce-only al TP non piazzato"

        cap_before = w.real_capital
        w._close_position((w.entry_price or price) * 1.001, "time_limit")
        print(f"  real_capital {cap_before:.4f} -> {w.real_capital:.4f}  "
              f"(Δ {w.real_capital - cap_before:+.4f})  real_trades={w.real_trades}")
        assert not w.real_in_position, "posizione reale non chiusa"
        assert not w.real_tp_order_id, "order_id TP non resettato dopo la chiusura"

        # --- Scenario B: TP gia' oltre il prezzo → il limit crossa e filla subito ---
        print("\n[B] TP gia' crossato (fill immediato del limit) → close riconcilia da history")
        price = ex._mark_price(instrument) or price
        sig = Signal(idx=0, direction=1, entry_price=price,
                     metadata={"tp": price * 0.995, "sl": price * 0.50, "max_bars": 6})
        w._open_position(sig, price)
        assert w.real_in_position, "OPEN reale non verificato (B)"
        assert w.real_tp_order_id, "LIMIT TP non piazzato (B)"

        cap_before = w.real_capital
        w._close_position(w.tp, "take_profit")
        print(f"  real_capital {cap_before:.4f} -> {w.real_capital:.4f}  "
              f"(Δ {w.real_capital - cap_before:+.4f})  real_trades={w.real_trades}")
        assert not w.real_in_position, "posizione reale non chiusa (B)"

        # verifica finale: il conto e' flat sullo strumento (nessuna quota residua del worker)
        pos = ex._position_size(instrument)
        print(f"\n  posizione netta {instrument}: {pos}")
        print("✓ catena shadow OK — open reale, LIMIT TP resting (A: cancel+market, "
              "B: fill immediato riconciliato), fee reali nel ledger reale")


if __name__ == "__main__":
    main()