"""TEMPLATE for a blind-signal agent. COPY this, rename, implement `signal`.

You are given two anonymized, overlaid price curves ("A" and "B"), rebased to 100.
You do NOT know what they are. Find a way to ANTICIPATE the next move.

Rules (enforced automatically — break them and you are disqualified):
  * `signal(df)` returns float array len(df). position[i] in [-1,+1] = how much of
    equity to hold during the NEXT bar (sign=long/short, 0=flat). The evaluator
    shifts it -> you trade bar i+1 with a decision made at close[i].
  * CAUSAL/ONLINE only: position[i] uses ONLY rows 0..i. No .shift(-k), no centered
    windows, no fitting a model on the whole df then predicting the whole df.
    If you train a model, use an EXPANDING/WALK-FORWARD scheme (refit using only
    past rows) or fit once on an EARLY fixed warmup and freeze.
  * Tune ONLY on split='train'. The held-out tail is scored by the orchestrator.

Score it:
  uv run python scripts/research/blind/blind_eval.py --module <this file> --split train
Make sure the output has "causality": {"ok": true, ...}.
"""
import numpy as np
import blindlib as bl


def signal(df):
    c = df["close"].values.astype(float)
    # --- EXAMPLE: vol-targeted dual-timescale momentum (replace with your idea) ---
    fast = c / bl.sma(c, 20) - 1.0
    slow = c / bl.sma(c, 100) - 1.0
    raw = np.sign(fast) * 0.5 + np.sign(slow) * 0.5      # -1..1 direction
    pos = bl.vol_target(raw, df, target_vol=0.20, vol_win_days=30, leverage_cap=1.0)
    return np.clip(pos, -1.0, 1.0)