"""Diag2: long-MR sempre + short-MR SOLO in downtrend confermato (close<EMA_t).
Idea: il dip-buying funziona su tutti gli asset (drift rialzista crypto); lo
short funziona solo quando il trend e' gia' giu' -> shortare i rimbalzi in
downtrend, mai i rimbalzi in bull-run.
"""
from __future__ import annotations

import sys
from pathlib import Path

import numpy as np
import pandas as pd

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

from scripts.analysis.honest_lab import (  # noqa: E402
    atr, ema, get_df, simulate, oos_split, available_assets, FEE_RT,
)


def regime_mr(df, n=50, z_in=2.5, sl_atr=2.5, max_bars=24, trend_n=200,
              allow_short=True):
    """Long su z<=-z_in SEMPRE. Short su z>=+z_in solo se close<EMA(trend_n)."""
    c = df["close"].values
    ma = pd.Series(c).rolling(n).mean().values
    sd = pd.Series(c).rolling(n).std().values
    a = atr(df, 14)
    z = (c - ma) / np.where(sd == 0, np.nan, sd)
    et = ema(c, trend_n)
    start = max(n + 14, trend_n + 1)
    ents = []
    for i in range(start, len(c)):
        if np.isnan(z[i]) or np.isnan(a[i]):
            continue
        if z[i] <= -z_in and z[i - 1] > -z_in:
            ents.append({"i": i, "d": 1, "tp": ma[i], "sl": c[i] - sl_atr * a[i], "max_bars": max_bars})
        elif allow_short and z[i] >= z_in and z[i - 1] < z_in and c[i] < et[i]:
            ents.append({"i": i, "d": -1, "tp": ma[i], "sl": c[i] + sl_atr * a[i], "max_bars": max_bars})
    return ents


def show(label, df, ents):
    if len(ents) < 20:
        print(f"  {label:<30s} <20 trd"); return None
    full = simulate(ents, df); _, oe = oos_split(ents, df); oos = simulate(oe, df)
    print(f"  {label:<30s}{full.trades:>6d}{full.win:>7.1f}{full.ret:>+9.0f}"
          f"{oos.ret:>+9.0f}{full.dd:>6.0f}{f'{full.pos_years}/{full.n_years}':>8s}")
    return full, oos


if __name__ == "__main__":
    assets = available_assets()
    print(f"DIAG2 — regime MR (long sempre + short in downtrend) fee {FEE_RT*100:.2f}% leva3x OOS30%")
    surv = 0
    for a in assets:
        df = get_df(a, "1h")
        print(f"\n  === {a} 1h ===  {'Trd':>5s}{'Win%':>7s}{'FULL%':>8s}{'OOS%':>8s}{'DD%':>6s}{'AnniP':>8s}")
        show("long-only", df, regime_mr(df, allow_short=False))
        r = show("long + short@downtrend200", df, regime_mr(df, trend_n=200))
        show("long + short@downtrend500", df, regime_mr(df, trend_n=500))
        if r and r[0].ret > 0 and r[1].ret > 0:
            surv += 1
    print(f"\n  Asset con regime200 positivo FULL+OOS: {surv}/{len(assets)}")