"""Definizioni canoniche dei portafogli (tutti i tipi visti finora)."""
from __future__ import annotations

import sys
from pathlib import Path

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

from src.portfolio.base import Portfolio, SleeveSpec  # noqa: E402

# Universo live tradabile (8 asset con feed Cerbero v2 + parquet). ROT02/TSM01 ci ruotano sopra.
UNIVERSE8 = ["ADA", "BNB", "BTC", "DOGE", "ETH", "LTC", "SOL", "XRP"]

# Edge minimo (solo live): salta i fade/dip il cui TP cade entro 1.5x il costo round-trip
# (perdenti garantiti in regime piatto). Neutro sul backtest storico (0 trade rimossi su
# MR01, +leggero su DIP01), protettivo dal vivo. Solo MR01/DIP01 leggono il param;
# MR02/MR07 lo ignorano (**params). Vedi docs/diary/2026-06-01-tp-min-edge.md.
MIN_TP_FRAC = 0.0015

FADE = [SleeveSpec(kind="single", name=c, sid=f"{c}_{a}", asset=a, cluster=f"{a}-rev",
                   params={"min_tp_frac": MIN_TP_FRAC})
        for a in ("BTC", "ETH") for c in ("MR01", "MR02", "MR07")]
HONEST = [
    # DIP01: single-asset 1h -> StrategyWorker (Strategy DIP01_dip_buy). TR01/ROT02: multi-asset.
    SleeveSpec(kind="single", name="DIP01", sid="DIP01_BTC", asset="BTC", cluster="BTC-rev",
               params={"min_tp_frac": MIN_TP_FRAC}),
    SleeveSpec(kind="basket", name="TR01", sid="TR01_basket", cluster="trend",
               params={"universe": ["BNB", "BTC", "DOGE", "SOL", "XRP"], "tf": "4h"}),
    SleeveSpec(kind="rotation", name="ROT02", sid="ROT02_rot", cluster="rotation",
               params={"universe": UNIVERSE8, "tf": "1d", "top_k": 3, "gross": 0.45}),
]
PAIRS = [
    SleeveSpec(kind="pairs", name="PR01", sid="PR_ETHBTC", a="ETH", b="BTC", cluster="ETH-rev"),
    SleeveSpec(kind="pairs", name="PR01", sid="PR_LTCETH", a="LTC", b="ETH", cluster="ETH-rev"),
    SleeveSpec(kind="pairs", name="PR01", sid="PR_ADAETH", a="ADA", b="ETH", cluster="ETH-rev"),
    SleeveSpec(kind="pairs", name="PR01", sid="PR_BTCLTC", a="BTC", b="LTC", cluster="BTC-rev"),
    SleeveSpec(kind="pairs", name="PR01", sid="PR_ETHSOL", a="ETH", b="SOL", cluster="ETH-rev"),
]
TSM = [SleeveSpec(kind="tsmom", name="TSM01", sid="TSM01", cluster="trend",
                  params={"universe": UNIVERSE8, "tf": "1d",
                          "horizons": [63, 126, 252], "thr": 1.0, "gross": 0.30})]
SHAPE = [SleeveSpec(kind="ml", name="SH01", sid=f"SH_{a}", asset=a, cluster="shape")
         for a in ("BTC", "ETH")]

PORTFOLIOS = {
    "PORT01": Portfolio("PORT01", "Honest", HONEST, weighting="equal"),
    "PORT02": Portfolio("PORT02", "Fade master", FADE, weighting="equal"),
    "PORT03": Portfolio("PORT03", "Master", FADE + HONEST, weighting="equal"),
    "PORT04": Portfolio("PORT04", "Master + pairs", FADE + HONEST + PAIRS,
                        weighting="cap", caps={"PAIRS": 0.33}),
    "PORT05": Portfolio("PORT05", "Master esteso", FADE + HONEST + PAIRS + TSM,
                        weighting="cap", caps={"PAIRS": 0.33}),
    "PORT06": Portfolio("PORT06", "Master + shape", FADE + HONEST + PAIRS + TSM + SHAPE,
                        weighting="cap", caps={"PAIRS": 0.33}, leverage=2.0),
}