"""Statistica storica PER ANNO degli sleeve TUTTORA in LIVE REALE (no paper).

Config live = micro-test mainnet PORT06 Fase 1 (portfolios.yml): nel POOL reale
ci sono SOLO i 7 single-leg con esecuzione reale su Deribit mainnet:
  - 6 FADE 15m: MR01/MR02/MR07 x BTC/ETH
  - DIP01 (BTC 1h)
Tutto il resto (pairs PR01, SH01, TR01/ROT02/TSM01/XS01) e' PAPER -> escluso.

Backtest NETTO fee, leva 3x, pos 15%/sleeve, finestra 2021-2026, OOS = ultimo 30%.
NB: i fade live girano col filtro trend 3.0 (gia' applicato in fade_daily_equity);
i guard live (EXIT-16 confirm, freeze-gate, ecc.) agiscono SOLO sul path live ->
il backtest canonico NON e' filtrato (il live fa MEGLIO sul DD).
"""
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.combine_portfolio import (
    build_all_sleeves, port_returns, metrics, yearly_returns, SPLIT, OOS_DATE, IDX,
)

YEARS = sorted(set(IDX.year))

# I 7 sleeve eseguiti reale (vedi portfolios.yml -> execution.sleeves + DIP01).
LIVE_REAL = ["MR01_BTC", "MR01_ETH", "MR02_BTC", "MR02_ETH",
             "MR07_BTC", "MR07_ETH", "DIP01_BTC"]


def main():
    print("Costruzione equity giornaliere (puo' richiedere ~1-2 min)...\n")
    S = build_all_sleeves()
    live = {k: S[k] for k in LIVE_REAL}                  # filtra ai soli 7 reali

    # ---------- (A) RET% NETTO per anno, per sleeve ----------
    print("=" * 96)
    print("  (A) RET% NETTO PER ANNO — sleeve in LIVE REALE (no paper) | leva 3x, fee netta, pos 15%")
    print("=" * 96)
    print(f"  {'sleeve':<14s}" + "".join(f"{y:>9d}" for y in YEARS))
    print("  " + "-" * 90)
    yr_each = {k: yearly_returns(v.pct_change().fillna(0.0)) for k, v in live.items()}
    for k in LIVE_REAL:
        print(f"  {k.replace('_',' '):<14s}" + "".join(f"{yr_each[k].get(y, 0):>+9.0f}" for y in YEARS))
    # pool equal-weight dei 7 (== il pool reale del micro-test)
    pool = port_returns(live)
    print("  " + "-" * 90)
    yr_pool = yearly_returns(pool)
    print(f"  {'POOL-7 (eq)':<14s}" + "".join(f"{yr_pool.get(y, 0):>+9.0f}" for y in YEARS))

    # ---------- (B) metriche FULL / OOS per sleeve + pool ----------
    print("\n" + "=" * 96)
    print(f"  (B) METRICHE — FULL (2021->) | OOS da {OOS_DATE} (ultimo 30%)")
    print("=" * 96)
    print(f"  {'sleeve':<14s}{'Ret%':>9s}{'CAGR':>7s}{'DD%':>7s}{'Shrp':>7s}"
          f"   | {'oRet%':>9s}{'oDD%':>7s}{'oShrp':>7s}")
    print("  " + "-" * 80)
    for k in LIVE_REAL:
        dr = live[k].pct_change().fillna(0.0)
        f, o = metrics(dr), metrics(dr, lo=SPLIT)
        print(f"  {k.replace('_',' '):<14s}{f['ret']:>+9.0f}{f['cagr']:>7.0f}{f['dd']:>7.1f}{f['sharpe']:>7.2f}"
              f"   | {o['ret']:>+9.0f}{o['dd']:>7.1f}{o['sharpe']:>7.2f}")
    print("  " + "-" * 80)
    f, o = metrics(pool), metrics(pool, lo=SPLIT)
    print(f"  {'POOL-7 (eq)':<14s}{f['ret']:>+9.0f}{f['cagr']:>7.0f}{f['dd']:>7.1f}{f['sharpe']:>7.2f}"
          f"   | {o['ret']:>+9.0f}{o['dd']:>7.1f}{o['sharpe']:>7.2f}")
    print("\n  NB: il backtest canonico NON applica i guard live (EXIT-16 confirm, freeze-gate,")
    print("      TP_PHANTOM, ...) -> sul DD il live fa MEGLIO del backtest. Numeri leva 3x.")


if __name__ == "__main__":
    main()