"""GATE PORT06 FINALE — ETH/BTC 15m flat-skip, engine canonico pairs_sim_flat.

Usa pairs_sim_flat(flat_skip=True), cioe' la STESSA semantica live-realizable del
PairsWorker (uscita alla prima barra pulita), validata da validate_worker_pairs.
Conferma i numeri deployabili: baseline 1h vs SWAP 15m vs BLEND 1h+15m.

    uv run python scripts/analysis/pairs15m_gate_final.py
"""
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 scripts.analysis.pairs_research import pairs_sim_flat
from scripts.analysis.report_families import daily_from
from scripts.analysis.pairs15m_port06_gate import (port_metrics, eth_btc_daily, blend,
                                                   UNIV_1H, POS, LEV)
from scripts.portfolios._defs import PORTFOLIOS
from src.portfolio.sleeves import all_sleeve_equities

CFG_15M = dict(n=66, z_in=1.674, z_exit=1.0, max_bars=35)


def main():
    p = PORTFOLIOS["PORT06"]
    eq_base = dict(all_sleeve_equities())
    e1h, _ = eth_btc_daily(UNIV_1H)
    r15 = pairs_sim_flat("ETH", "BTC", tf="15m", **CFG_15M, flat_skip=True, pos=POS, lev=LEV)
    e15 = daily_from(r15["eq_ts"], r15["eq_v"])
    eblend = blend(e1h, e15, 0.5)
    corr = e1h.pct_change().fillna(0).corr(e15.pct_change().fillna(0))

    print("=" * 92)
    print("  GATE PORT06 FINALE — ETH/BTC 15m flat-skip (pairs_sim_flat == worker live)")
    print(f"  15m: {r15['trades']} trade, {r15['n_skip_entry']} ingressi flat saltati | "
          f"corr 1h vs 15m = {corr:.3f}")
    print("=" * 92)
    print(f"  {'variante':<18s} | {'FULL Sh':>8s}{'FULL DD%':>9s}{'CAGR':>6s} | {'OOS Sh':>7s}{'OOS DD%':>8s}")
    print("  " + "-" * 70)
    res = {}
    for tag, eth in [("baseline 1h", e1h), ("SWAP 15m-flat", e15), ("BLEND 1h+15m", eblend)]:
        members = dict(eq_base); members["PR_ETHBTC"] = eth
        f, o = port_metrics(members, p)
        res[tag] = (f, o)
        print(f"  {tag:<18s} | {f['sharpe']:>8.2f}{f['dd']:>9.2f}{f['cagr']:>5.0f}%"
              f" | {o['sharpe']:>7.2f}{o['dd']:>8.2f}")
    fb, ob = res["baseline 1h"]
    print("\n  Promosso se OOS Sharpe non peggiora E DD<=baseline (PORT06):")
    for tag in ("SWAP 15m-flat", "BLEND 1h+15m"):
        f, o = res[tag]
        ok = o["sharpe"] >= ob["sharpe"] - 0.02 and o["dd"] <= ob["dd"] + 1e-9 \
            and f["sharpe"] >= fb["sharpe"] - 0.02 and f["dd"] <= fb["dd"] + 1e-9
        print(f"    {tag:<18s}: OOS {ob['sharpe']:.2f}->{o['sharpe']:.2f} DD {ob['dd']:.2f}->{o['dd']:.2f}"
              f" | FULL {fb['sharpe']:.2f}->{f['sharpe']:.2f} DD {fb['dd']:.2f}->{f['dd']:.2f}"
              f" => {'PROMOSSO' if ok else 'bocciato'}")


if __name__ == "__main__":
    main()