from typing import List

from historical_data.historical_data import historical_data_tradingview_csv
from internal_types.types import Instrument, Position, SecurityType
from strategy.buy_and_hold import BuyAndHold
from strategy.sma_crossover import SMACrossover
from strategy.strategy import Strategy
from strategy.turtle_system_1 import TurtleSystem1
from trading_gateway.trading_gateway import BacktestGateway, TradingGateway
from utils.utils import (
  SEC_1_DAY,
  SEC_1_HOUR,
  SEC_15_MINUTES,
  SEC_30_MINUTES,
  log_sharpe_ratio,
  simple_sharpe_ratio,
)


def backtest(strategy: Strategy, instr: Instrument, interval_sec: int, initial_balance: float,
             drawdown_limit: float, trading_gateway: TradingGateway):
  balance_history: List[float] = []

  for ohlc in trading_gateway.next_ohlc():
    balance = strategy.net_liquid_value(ohlc.close)
    balance_history.append(balance)

    if balance <= initial_balance * (1 - drawdown_limit):
      break

    strategy.process_ohlc(ohlc)

    unfilled_pos = strategy.unfilled_positions(instr)
    if unfilled_pos.quantity:
      if not (ohlc.low <= unfilled_pos.price <= ohlc.high):
        # unfilled_pos = Position(unfilled_pos.instr, unfilled_pos.quantity, ohlc.open)
        unfilled_pos = Position(unfilled_pos.instr, unfilled_pos.quantity, ohlc.close)
      strategy.order_filled(unfilled_pos)

  simple_sharpe = round(simple_sharpe_ratio(balance_history, interval_sec), 4)
  log_sharpe = round(log_sharpe_ratio(balance_history, interval_sec), 4)
  return_pct = round((balance_history[-1] / initial_balance - 1) * 100, 4)
  return f'simple_sharpe: {simple_sharpe}, log_sharpe: {log_sharpe}, return_pct: {return_pct}%'


def backtest_turtle(csv: str, instr: Instrument, interval_sec: int, initial_balance: float,
                    drawdown_limit: float, warmup_t0: str, t0: str, t1: str):
  warmup_historical_data = historical_data_tradingview_csv(csv, instr, warmup_t0, t0)
  trading_gateway: TradingGateway = BacktestGateway(csv, instr, t0, t1)

  strategy: Strategy = TurtleSystem1(initial_balance, instr)
  strategy.warmup(warmup_historical_data)

  return backtest(strategy, instr, interval_sec, initial_balance, drawdown_limit, trading_gateway)


def backtest_buy_and_hold(csv: str, instr: Instrument, interval_sec: int, initial_balance: float,
                          drawdown_limit: float, t0: str, t1: str):
  trading_gateway: TradingGateway = BacktestGateway(csv, instr, t0, t1)
  strategy: Strategy = BuyAndHold(initial_balance, instr)
  return backtest(strategy, instr, interval_sec, initial_balance, drawdown_limit, trading_gateway)


def backtest_sma_crossover(csv: str, instr: Instrument, interval_sec: int, initial_balance: float,
                           drawdown_limit: float, warmup_t0: str, t0: str, t1: str):
  warmup_historical_data = historical_data_tradingview_csv(csv, instr, warmup_t0, t0)
  trading_gateway: TradingGateway = BacktestGateway(csv, instr, t0, t1)

  strategy: Strategy = SMACrossover(initial_balance, instr, interval_sec, 12 * SEC_1_HOUR,
                                    26 * SEC_1_HOUR)
  strategy.warmup(warmup_historical_data)

  return backtest(strategy, instr, interval_sec, initial_balance, drawdown_limit, trading_gateway)


def main():
  # csv = './csv/qqq_1999_03_10_1_day.csv'
  # csv = './csv/qqq_2023_02_01_15_min.csv'
  csv = './csv/slv_2023_01_03_30_min.csv'
  # instr = Instrument('QQQ', SecurityType.EQUITY, 1)
  instr = Instrument('SLV', SecurityType.EQUITY, 1)
  # interval_sec = SEC_15_MINUTES
  interval_sec = SEC_30_MINUTES
  # interval_sec = SEC_1_DAY
  initial_balance = 1_000_000
  drawdown_limit = 1.00  # allow 100% loss
  # warmup_t0 = '2023-02-01'
  # t0, t1 = '2023-03-15', '2026-03-01'
  # warmup_t0 = '2025-10-01'
  # t0, t1 = '2026-02-01', '2025-03-10'

  # print(backtest_buy_and_hold(csv, instr, interval_sec, initial_balance, drawdown_limit, t0, t1))
  # print(
  #   backtest_turtle(csv, instr, interval_sec, initial_balance, drawdown_limit, warmup_t0, t0, t1))
  # print(
  #   backtest_sma_crossover(csv, instr, interval_sec, initial_balance, drawdown_limit, warmup_t0, t0,
  #                          t1))

  for m in range(1, 12):
    warmup_t0 = '2023-02-01'
    t0, t1 = f'2025-{m:02}-01', f'2025-{m+1:02}-01'
    print(f'---- {t0} ----')
    print('buy and hold:',
          backtest_buy_and_hold(csv, instr, interval_sec, initial_balance, drawdown_limit, t0, t1))
    print(
      '12-16 SMA:   ',
      backtest_sma_crossover(csv, instr, interval_sec, initial_balance, drawdown_limit, warmup_t0,
                             t0, t1))

  # for y in range(2000, 2026):
  #   warmup_t0, t0, t1 = f'{y-1}-10-01', f'{y}-01-01', f'{y+1}-01-01'
  #   print(f'---- {y} ----')
  #   print('buy and hold:',
  #         backtest_buy_and_hold(csv, instr, interval_sec, initial_balance, drawdown_limit, t0, t1))
  #   print(
  #     'turtle      :',
  #     backtest_turtle(csv, instr, interval_sec, initial_balance, drawdown_limit, warmup_t0, t0, t1))


if __name__ == '__main__':
  main()