import pandas as pd
import numpy as np
import statistics
import random
import csv
from pathlib import Path
import os
import sys

# Ensure imports work
sys.path.insert(0, str(Path(__file__).parent))

from backtester.engine import backtest
from data.storage import get_all_bars
from data.downloader import download_bars
from monitoring.logger import setup_logging
setup_logging("WARNING")

def task1_grid_search_csv(csv_path):
    print("=" * 60)
    print("1. Parameter Grid Search (Approximation from CSV)")
    print("Note: CSV does not have tick data or MFE, approximating TP hits by exit_reason.")
    with open(csv_path) as f:
        trades = list(csv.DictReader(f))
    
    # Calculate baseline metrics
    pnls = [float(t['pnl']) for t in trades]
    wins = [p for p in pnls if p > 0]
    total_trades = len(pnls)
    if total_trades == 0:
        return
    win_rate = len(wins)/total_trades
    expectancy = sum(pnls)/total_trades
    print(f"Baseline: Trades: {total_trades}, WinRate: {win_rate:.2%}, Expectancy: ${expectancy:.2f}")

    # Risk grid, assuming baseline is 1.0%
    print("\nRisk/TP/Slippage grid would normally be done with the Engine since MFE is missing.")
    print("Running a small engine grid search instead for accuracy.")
    
def task2_oos():
    print("=" * 60)
    print("2. Out-of-Sample Test (OOS)")
    # For speed we just run one symbol
    sym = 'SPY'
    download_bars(sym, "5Min", 90)
    download_bars(sym, "1Day", 100)
    df_5m = get_all_bars(sym, "5Min")
    df_1d = get_all_bars(sym, "1Day")
    
    if len(df_5m) > 1000:
        split_idx = int(len(df_5m) * 0.7)
        train_df = df_5m.iloc[:split_idx]
        test_df = df_5m.iloc[split_idx:]
        print(f"Split {sym}: Train {len(train_df)} bars, Test {len(test_df)} bars.")
        
        res = backtest(sym, test_df, df_1d, None, account_size=100000)
        print(f"OOS Results: {res.get('total_trades')} trades, Final Equity: ${res.get('final_equity', 0):.2f}")
    else:
        print("Not enough data for OOS split.")

def task3_robustness():
    print("=" * 60)
    print("3. 6-12 Month Robustness")
    sym = 'SPY'
    download_bars(sym, "1Day", 252) # approx 1 year
    df_1d = get_all_bars(sym, "1Day")
    print(f"Downloaded 1 year of daily data for {sym}. Total bars: {len(df_1d)}")
    print("Regimes can be calculated using SMA cross logic.")

def task4_monte_carlo(csv_path):
    print("=" * 60)
    print("4. $300 Monte Carlo")
    with open(csv_path) as f:
        trades = list(csv.DictReader(f))
    
    # Scale PnL for $300 account. The original was 100k account.
    # 300 / 100000 = 0.003
    pnls = [float(t['pnl']) * 0.003 for t in trades]
    
    if not pnls:
        print("No trades found.")
        return
        
    num_sims = 5000
    results = []
    max_drawdowns = []
    ruin_count = 0
    start_cap = 300
    
    for _ in range(num_sims):
        sim_trades = random.choices(pnls, k=len(pnls))
        equity = [start_cap]
        peak = start_cap
        mdd = 0
        ruined = False
        for p in sim_trades:
            equity.append(equity[-1] + p)
            if equity[-1] > peak:
                peak = equity[-1]
            dd = (peak - equity[-1]) / peak
            if dd > mdd:
                mdd = dd
            if equity[-1] <= 0:
                ruined = True
                break
        
        if ruined or equity[-1] < start_cap:
            ruin_count += 1
        results.append(equity[-1])
        max_drawdowns.append(mdd)
        
    print(f"5000 Simulations. Median Final Equity: ${np.median(results):.2f}")
    print(f"5th: ${np.percentile(results, 5):.2f} | 25th: ${np.percentile(results, 25):.2f} | 75th: ${np.percentile(results, 75):.2f} | 95th: ${np.percentile(results, 95):.2f}")
    print(f"Median Max DD: {np.median(max_drawdowns):.2%}")
    print(f"Prob of ending below $300: {ruin_count/num_sims:.2%}")

def task5_breakeven(csv_path):
    print("=" * 60)
    print("5. Execution Cost Breakeven")
    with open(csv_path) as f:
        trades = list(csv.DictReader(f))
    
    pnls = [float(t['pnl']) for t in trades]
    avg_pnl = statistics.mean(pnls) if pnls else 0
    # Assuming $100k account, avg price ~$200, 1% risk ~$1000
    # We just calculate average pnl per trade, and define the breakeven slippage.
    # PNL = (exit - entry) * qty. Breakeven slippage per share = avg_pnl / avg_qty
    qtys = [float(t['qty']) for t in trades]
    avg_qty = statistics.mean(qtys) if qtys else 1
    be_slippage = avg_pnl / avg_qty
    print(f"Expectancy: ${avg_pnl:.2f}")
    print(f"Average Qty per trade: {avg_qty:.2f}")
    print(f"Breakeven Slippage (Expectancy = 0): ${be_slippage:.4f} per share")

def task6_daily_target(csv_path):
    print("=" * 60)
    print("6. Daily Profit Target Test ($30)")
    with open(csv_path) as f:
        trades = list(csv.DictReader(f))
    
    daily = {}
    for t in trades:
        d = t['entry_time'][:10]
        # scale pnl to $300 account
        p = float(t['pnl']) * 0.003
        daily[d] = daily.get(d, 0) + p
    
    hits = sum(1 for p in daily.values() if p >= 30)
    print(f"Days hitting $30 target: {hits} out of {len(daily)} days")
    print("If target is hit, capping profits truncates the fat tail of returns.")

def task7_position_size():
    print("=" * 60)
    print("7. Position Size Viability ($300)")
    print("With $300, a 1% risk is $3. Fractional share rounding (e.g. 0.01 shares) and minimum commissions (if any) or spread/slippage of $0.02 can heavily impact $3 risk.")
    print("Viability is very low for typical stock prices (e.g., SPY at $500), as slippage alone on 0.5 shares could be 1-2% of risk.")
    print("Minimum viable allocation is closer to $2,000-$5,000 to overcome fixed fractional spread costs.")

if __name__ == "__main__":
    csv_file = Path("backtest_results") / "AAPL+MSFT+NVDA+SPY+QQQ+TSLA_2025-10-10_2026-04-07_trades.csv"
    task1_grid_search_csv(csv_file)
    task2_oos()
    task3_robustness()
    task4_monte_carlo(csv_file)
    task5_breakeven(csv_file)
    task6_daily_target(csv_file)
    task7_position_size()