import math
from enum import Enum, auto
from typing import List, override

from internal_types.types import OHLC, BidAsk, Instrument, Position
from strategy.strategy import Strategy
from utils.utils import SEC_1_HOUR, SMA, Portfolio


class State(Enum):
  POS_0 = auto()
  POS_1 = auto()


class Cross(Enum):
  UNSPECIFIED = auto()
  GOLDEN = auto()
  DEATH = auto()


class SMACrossover(Strategy):

  def __init__(self,
               init_balance,
               instr: Instrument,
               interval_sec: int,
               short_window_sec: int = 12 * SEC_1_HOUR,
               long_window_sec: int = 26 * SEC_1_HOUR):
    self.state = State.POS_0
    self.init_balance = init_balance
    self.instr = instr
    self.short_sma = SMA(interval_sec, short_window_sec)
    self.long_sma = SMA(interval_sec, long_window_sec)
    self.portfolio = Portfolio()
    self.desired_portfolio = Portfolio()

  def __cross(self) -> Cross:
    return Cross.GOLDEN if self.short_sma.val() > self.long_sma.val() else Cross.DEATH

  def __unit_limit(self, price_at: float) -> int:
    return math.floor(self.net_liquid_value(price_at) / price_at / self.instr.multiplier)

  def warmup(self, warmup_historical_data: List[OHLC]):
    for ohlc in warmup_historical_data:
      self.short_sma.append(ohlc.close)
      self.long_sma.append(ohlc.close)

    if not (self.short_sma.has_val() and self.long_sma.has_val()):
      raise ValueError('need as least `long_window_sec` of OHLC to warmup')

    self.state = State.POS_1

  @override
  def unfilled_positions(self, instr: Instrument) -> Position:
    x = self.desired_portfolio.outstanding_shares(instr) - self.portfolio.outstanding_shares(instr)
    return self.desired_portfolio.consolidate_last_x_shares(instr, x)

  @override
  def order_filled(self, new_pos: Position):
    self.portfolio.add_position(new_pos)

  @override
  def process_bid_ask(self, bid_ask: BidAsk):
    assert False, 'todo'

  @override
  def process_ohlc(self, ohlc: OHLC):
    if self.state == State.POS_0:
      raise RuntimeError('strategy wasn\'t warmed up yet')

    if ohlc.instr != self.instr:
      return

    prev_cross = self.__cross()

    self.short_sma.append(ohlc.close)
    self.long_sma.append(ohlc.close)

    curr_cross = self.__cross()

    if prev_cross != curr_cross:
      outstanding_shares = self.desired_portfolio.outstanding_shares(self.instr)
      desired_shares = self.__unit_limit(ohlc.close)
      if curr_cross == Cross.DEATH:
        # desired_shares = 0  # long only
        desired_shares = -desired_shares
      quantity = desired_shares - outstanding_shares
      self.desired_portfolio.add_position(Position(self.instr, quantity, ohlc.close))

  @override
  def net_liquid_value(self, at_price: float) -> float:
    return self.init_balance + self.portfolio.total_gains(self.instr, at_price)