"""SQ01 — Squeeze Breakout Base.

Strategia strutturale: rileva compressione di volatilità (Bollinger dentro
Keltner Channel) e segue la direzione del breakout al rilascio.

IN:
    - OHLCV DataFrame (da load_data)
    - Parametri: bb_window (14), sq_threshold (0.8), min_squeeze_dur (5)

OUT:
    - Lista di Signal con direzione breakout (+1/-1)
    - BacktestResult con equity, yearly breakdown, metriche

Risultati tipici:
    BTC 15m: 76.7% acc, 4062 trades, DD 6.7%, €9.32/day
    ETH 15m: 76.4% acc, 2948 trades, DD 6.2%, €10.31/day
"""
from __future__ import annotations
import sys
sys.path.insert(0, ".")

import numpy as np
import pandas as pd

from src.strategies.base import Strategy, Signal
from src.strategies.indicators import keltner_ratio, detect_squeezes


class SqueezeBase(Strategy):
    name = "SQ01_squeeze_base"
    description = "Squeeze breakout puro — segui direzione al rilascio"
    default_assets = ["BTC", "ETH"]
    default_timeframes = ["15m", "1h"]

    def generate_signals(self, df: pd.DataFrame, ts: pd.DatetimeIndex,
                         **params) -> list[Signal]:
        c = df["close"].values
        h = df["high"].values
        l = df["low"].values
        n = len(c)

        bb_w = params.get("bb_window", 14)
        sq_thr = params.get("sq_threshold", 0.8)
        min_dur = params.get("min_dur", 5)

        kcr = keltner_ratio(c, h, l, bb_w)
        events = detect_squeezes(c, h, l, kcr, sq_thr, min_dur)

        signals = []
        for ev in events:
            i = ev["idx"]
            if i < 1 or i >= n:
                continue
            first_ret = (c[i] - c[i - 1]) / c[i - 1] if c[i - 1] > 0 else 0
            if abs(first_ret) < 0.001:
                continue
            signals.append(Signal(
                idx=i,
                direction=1 if first_ret > 0 else -1,
                entry_price=c[i - 1],
                metadata={"dur": ev["dur"], "kcr": ev["kcr_at_release"]},
            ))
        return signals


if __name__ == "__main__":
    strategy = SqueezeBase()
    strategy.report()