#!/usr/bin/env python3
"""fractal_swing 현실적 백테스트 — 슬리피지·일일체결 상한 시나리오."""

from __future__ import annotations

import argparse
import json
import logging
import sys
from pathlib import Path

ROOT = Path(__file__).resolve().parents[1]
SRC = ROOT / "src"
if str(SRC) not in sys.path:
    sys.path.insert(0, str(SRC))

from bithumb.config import load_settings
from bithumb.evaluation.causal_sim import normalize_signals_for_sim
from bithumb.ground_truth.pnl import simulate_gt_signals_pnl
from bithumb.operations.signal_pipeline import (
    _signals_in_lookback,
    generate_raw_signals,
    load_ops_candles,
)


def _configure_logging(verbose: bool) -> None:
    level = logging.DEBUG if verbose else logging.INFO
    logging.basicConfig(
        level=level,
        format="%(asctime)s [%(levelname)s] %(message)s",
        datefmt="%Y-%m-%d %H:%M:%S",
    )


def main() -> int:
    """fractal_swing 슬리피지 시나리오 백테스트."""
    parser = argparse.ArgumentParser(description="fractal_swing 현실적 3년 백테스트")
    parser.add_argument("-v", "--verbose", action="store_true")
    args = parser.parse_args()
    _configure_logging(args.verbose)

    settings = load_settings()
    df = load_ops_candles(settings)
    gen = generate_raw_signals(settings, df=df, use_cache=True)
    end = gen["data_end"]
    price = gen["last_price"]
    scoped = _signals_in_lookback(gen["raw_signals"], end, settings.gt_sim_lookback_days)
    normalized = normalize_signals_for_sim(scoped)

    scenarios = [
        {"label": "stage2_ideal", "slippage_rate": 0.0, "daily_max_trades": None},
        {"label": "ops_default", "slippage_rate": settings.ops_slippage_rate, "daily_max_trades": settings.ops_daily_max_trades},
        {"label": "slippage_0.1pct", "slippage_rate": 0.001, "daily_max_trades": settings.ops_daily_max_trades},
        {"label": "slippage_0.1pct_no_cap", "slippage_rate": 0.001, "daily_max_trades": None},
    ]

    rows = []
    for sc in scenarios:
        sim = simulate_gt_signals_pnl(
            signals=normalized,
            initial_cash_krw=settings.gt_initial_cash_krw,
            fee_rate=settings.gt_trading_fee_rate,
            min_order_krw=settings.ops_min_order_krw,
            slippage_rate=sc["slippage_rate"],
            daily_max_trades=sc["daily_max_trades"],
            buy_cash_pct=settings.ops_buy_cash_pct,
            sell_coin_pct=settings.ops_sell_coin_pct,
            sim_lookback_days=settings.gt_sim_lookback_days,
            data_end=end,
            last_mark_price=price,
        )
        buys = sim["buys_executed"]
        rows.append({
            **sc,
            "return_pct": sim["total_return_pct"],
            "final_equity_krw": sim["final_equity_krw"],
            "buys_executed": buys,
            "sells_executed": sim["sells_executed"],
            "buys_skipped": sim["buys_skipped"],
            "daily_buys_avg": round(buys / settings.gt_sim_lookback_days, 2),
        })

    report = {
        "technique_id": settings.ops_technique_id,
        "symbol": settings.symbol,
        "sim_lookback_days": settings.gt_sim_lookback_days,
        "initial_cash_krw": settings.gt_initial_cash_krw,
        "signals_in_period": len(scoped),
        "scenarios": rows,
    }
    out = Path("docs/spot/3_operations/fractal_realistic_backtest.json")
    out.parent.mkdir(parents=True, exist_ok=True)
    out.write_text(json.dumps(report, ensure_ascii=False, indent=2), encoding="utf-8")

    print("\n=== fractal_swing 현실적 백테스트 (3년) ===")
    for row in rows:
        print(
            f"{row['label']}: {row['return_pct']}% "
            f"(슬리피지 {row['slippage_rate']}, 일상한 {row['daily_max_trades']}) "
            f"매수 {row['buys_executed']} (일 {row['daily_buys_avg']})"
        )
    print(f"\nJSON: {out}")
    return 0


if __name__ == "__main__":
    raise SystemExit(main())