package backtest

import (
	"context"
	"io"
	"sig-pub/api/pb"
	"sig-pub/pkg/indicator"
	"sig-pub/pkg/strategy"
	"sig-pub/pkg/types"
	"sig-pub/pkg/types/decimals"
	"sig-pub/pkg/zlog"

	"google.golang.org/grpc"
)

type Backtest struct {
	exchangeClient pb.ExchangeServiceClient
	indReg         *indicator.IndicatorRegistry
	sim            *Simulator
}

func NewBacktest(exchangeClient pb.ExchangeServiceClient, indReg *indicator.IndicatorRegistry, sim *Simulator) *Backtest {
	return &Backtest{exchangeClient: exchangeClient, indReg: indReg, sim: sim}
}

// Run 执行回测
// seriesRange: 回测的交易产品/周期/时间区间
// sigStrategy: 已创建的策略实例（将调用 New() 并 Init）
// params: 策略参数
func (b *Backtest) Run(ctx context.Context, seriesRange *pb.SeriesRange, sigStrategy strategy.ISigStrategy, params strategy.SigStrategyParam, initialCash float64) (res BacktestResult, err error) {
	// prepare strategy
	strat := sigStrategy.New()
	if err = strat.Init(params); err != nil {
		return
	}

	// fetch history klines via stream
	req := &pb.ReqHistoryKlineStream{Series: seriesRange}
	stream, err := b.exchangeClient.HistoryKlineStream(context.Background(), req, grpc.UseCompressor("snappy"))
	if err != nil {
		return
	}

	var klines []types.Kline
	var firstTs, lastTs int64
	for {
		msg, err0 := stream.Recv()
		if err0 == io.EOF {
			break
		}
		if err0 != nil {
			err = err0
			return
		}
		for _, k := range msg.Klines {
			kk := new(types.Kline)
			kk.ParsePBKline(seriesRange.Exchange, k)
			klines = append(klines, *kk)
			if firstTs == 0 {
				firstTs = kk.Ts
			}
			lastTs = kk.Ts
		}
	}

	// prepare account and set risk limits from params if provided
	acct := NewAccount(initialCash, b.sim)
	if v, ok := params.GetFloat64("max_pos_pct"); ok && v > 0 {
		acct.MaxPosPct = v
	}
	if v, ok := params.GetFloat64("max_exposure_pct"); ok && v > 0 {
		acct.MaxExposurePct = v
	}

	// prepare close manager from params
	var cm *CloseManager
	if sl, ok := params.GetFloat64("stoploss_pct"); ok || true {
		tp, _ := params.GetFloat64("takeprofit_pct")
		cm = NewCloseManager(sl, tp)
	}

	// iterate klines in chronological order
	for i := 0; i < len(klines); i++ {
		// build context with klines up to i
		window := klines[:i+1]
		ctxSig := NewSigStrategyContext(window, b.indReg)
		// first, evaluate stoploss/takeprofit on this kline
		if cm != nil {
			cm.OnKline(klines[i], acct)
		}
		side := strat.Update(ctxSig)
		// simple position sizing: param 'size' as fraction of cash; else use fixed qty 1
		sizePct, ok := params.GetFloat64("size")
		var qty float64
		if ok && sizePct > 0 {
			price := decimals.MustToFloat64(klines[i].Close)
			qty = (acct.Cash * sizePct) / price
		} else {
			qty = 1
		}

		if side == pb.Side_BUY || side == pb.Side_SELL {
			// signal-based close: close opposite positions first
			if cm != nil {
				cm.CloseBySignal(side, acct, klines[i])
			}
			if _, ok := acct.ApplyMarketOrder(side, qty, klines[i].Ts, klines[i]); ok {
				// trade recorded
			} else {
				zlog.Debugf("order rejected or insufficient cash at ts=%d", klines[i].Ts)
			}
		}
	}

	// build result
	res.StartTs = firstTs
	res.EndTs = lastTs
	res.Trades = acct.Trades
	for _, p := range acct.Positions {
		res.Positions = append(res.Positions, *p)
	}
	res.Cash = acct.Cash
	// estimate equity using last close price
	if len(klines) > 0 {
		last := decimals.MustToFloat64(klines[len(klines)-1].Close)
		equity := acct.Cash
		// naive mark-to-market of positions
		for _, p := range acct.Positions {
			if p.Side == pb.Side_BUY {
				equity += (last - p.EntryPx) * p.Qty
			} else {
				equity += (p.EntryPx - last) * p.Qty
			}
		}
		res.Equity = equity
	}
	return
}