"""
200-day SMA Reclaim scanner.

What it catches:
  The moment a price that has been LIVING BELOW its 200-day moving average
  for a sustained period climbs back ABOVE it on real volume. Historically
  one of the most reliable "trend has changed" markers in any market —
  hedge fund books, retail TA tools, momentum quants, everyone watches it.

  Examples this would have caught:
    BTC  2023-01 (~$22k, after the FTX flush)
    BTC  2024-09 (after Q3 chop)
    ETH  2023-01 (~$1500)
    SOL  2023-02 (~$24, after FTX)

Trigger logic:

  PRE-CONDITION:   For the past DAYS_BELOW_REQUIRED days, daily close has been
                   BELOW the rolling 200-day SMA. (proves we're reversing a
                   sustained downtrend, not crossing a flat MA in chop)

  TRIGGER:         Today's close > 200-day SMA, AND
                   Today's volume > 1.3 × 30-day avg volume.

  COOLDOWN:        30 days — false reclaims and shake-outs happen, don't
                   re-fire on noise.

Companion exit profile:
    SL                = 6%
    TRAILING_ACTIVATE = 12%
    TRAILING_STOP     = 5%
    MAX_HOLD          = 90 days

The 90-day max-hold matches the holding period needed for a real trend
change to play out (~3 months is the historical median for a confirmed
200d-SMA-reclaim trend run).
"""

from __future__ import annotations

import logging
from datetime import datetime, timedelta, timezone
from typing import Optional

import httpx

from app.config import settings
from app.services.market_data import REVERSAL_BASKET, for_asset, drop_in_progress_bar

# LIBRARY MODULE — NOT a standalone scanner. evaluate_sma_reclaim() is
# imported by btc_bottom_reversal.py as the price-reclaim entry gate. It
# deliberately does NOT register with scanner_state: no UI toggle, no
# schedule. (Old standalone scan_once/_emit_signal removed — see git log.)

logger = logging.getLogger(__name__)


# ─── Tunables ───────────────────────────────────────────────────────────────
SMA_PERIOD             = 200
DAYS_BELOW_REQUIRED    = 30        # how long the asset must have been under SMA
VOLUME_LOOKBACK_DAYS   = 30
VOLUME_MULT_MIN        = 1.3
DAYS_TO_FETCH          = 260       # SMA(200) + 30d-below check + safety margin
COOLDOWN_DAYS          = 30

PAYLOAD_CONFIDENCE     = 85
PAYLOAD_EXPECTED_MOVE  = 20.0      # historical median 90-day run after reclaim


# Cooldown via scanner_state.in_cooldown — DB-backed, restart-safe.


# ─── Signal logic ───────────────────────────────────────────────────────────


def evaluate_sma_reclaim(daily_candles: list[dict]) -> tuple[bool, dict]:
    """Pure function. Returns (is_signal, debug).

    Expects `daily_candles` ordered chronologically (oldest first), each
    having keys close, volume.
    """
    if len(daily_candles) < SMA_PERIOD + DAYS_BELOW_REQUIRED + 2:
        return False, {"reason": "insufficient_data", "bars": len(daily_candles)}

    closes  = [c["close"]  for c in daily_candles]
    volumes = [c["volume"] for c in daily_candles]

    # Rolling 200-day SMA at each bar from index SMA_PERIOD-1 onwards
    smas: list[Optional[float]] = [None] * len(closes)
    running_sum = sum(closes[:SMA_PERIOD])
    smas[SMA_PERIOD - 1] = running_sum / SMA_PERIOD
    for i in range(SMA_PERIOD, len(closes)):
        running_sum += closes[i] - closes[i - SMA_PERIOD]
        smas[i] = running_sum / SMA_PERIOD

    today_close = closes[-1]
    today_sma   = smas[-1]
    if today_sma is None:
        return False, {"reason": "sma_not_computable"}

    # Bottom-reversal mode is LONG-only:
    #   reclaim (long): was BELOW the SMA for N days, today closes ABOVE
    # We explicitly do not trade symmetric short breakdowns here. Crypto
    # top-calling is a different strategy with different risk.
    reclaimed = today_close > today_sma
    brokedown = today_close < today_sma
    if brokedown:
        return False, {
            "reason": "shorts_disabled",
            "close": round(today_close, 4),
            "sma": round(today_sma, 4),
        }
    if not reclaimed:
        return False, {"reason": "on_sma_no_cross",
                        "close": round(today_close, 4), "sma": round(today_sma, 4)}

    # Prior DAYS_BELOW_REQUIRED bars must ALL be on the OPPOSITE side of the
    # SMA from today (a real regime flip, not chop around a flat MA).
    streak = 0
    for i in range(2, DAYS_BELOW_REQUIRED + 2):
        sma_at = smas[-i]
        if sma_at is None:
            return False, {"reason": "sma_history_incomplete"}
        prior_on_wrong_side = closes[-i] >= sma_at
        if prior_on_wrong_side:
            return False, {"reason": "regime_period_too_short", "broke_at_day": i}
        streak += 1

    # Volume confirmation: today >= VOLUME_MULT_MIN × 30-day avg
    avg_vol_30d = sum(volumes[-(VOLUME_LOOKBACK_DAYS + 1):-1]) / VOLUME_LOOKBACK_DAYS
    if avg_vol_30d <= 0:
        return False, {"reason": "no_volume_baseline"}
    vol_ratio = volumes[-1] / avg_vol_30d
    if vol_ratio < VOLUME_MULT_MIN:
        return False, {"reason": "weak_volume", "vol_ratio": round(vol_ratio, 2)}

    return True, {
        "direction":     "buy",
        "close":         round(today_close, 4),
        "sma_200":       round(today_sma, 4),
        "gap_pct":       round(abs(today_close - today_sma) / today_sma * 100, 2),
        "streak_days":   streak,
        "vol_ratio":     round(vol_ratio, 2),
    }