using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticCore.Services;
using FinlyticTechnicals.Database;
using FinlyticTechnicals.Entities;
using FinlyticTechnicals.Indicators;
using FinlyticTechnicals.Patterns;
using FinlyticTechnicals.Strategies;
using FinlyticTechnicals.Util;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.DependencyInjection;

namespace FinlyticTechnicals.Services;

public interface ITechnicalScoringEngine
{
    /// <summary>
    /// Evaluates technical setup, indicators, and patterns for an ISIN and returns trading setups.
    /// </summary>
    /// <param name="universeSource">
    /// Which universe-selection mechanism this ISIN is currently monitored under (favorite/discovery/
    /// sentiment-spike), if known - passed through onto the returned <see cref="StrategyResultDto"/>s and
    /// persisted alongside them so downstream consumers (FinlyticEngine) can record why the asset was being
    /// watched. <see langword="null"/> for an ad hoc analysis outside the scan universe.
    /// </param>
    /// <param name="universeEnteredAtUtc">When the ISIN entered that universe, alongside <paramref name="universeSource"/>.</param>
    Task<List<StrategyResultDto>> AnalyzeIsinAsync(string isin, string? symbol = null, UniverseSource? universeSource = null, DateTime? universeEnteredAtUtc = null, CancellationToken cancellationToken = default);

    /// <summary>
    /// Gets full technical analysis including candles, calculated indicators, patterns, and signals for an ISIN.
    /// </summary>
    Task<TechnicalAnalysisDto?> GetTechnicalAnalysisDtoAsync(string isin, string? symbol = null, CancellationToken cancellationToken = default);

    /// <summary>
    /// Gets all active top-pick setups from the database.
    /// </summary>
    Task<List<StrategyResultDto>> GetActiveSetupsAsync(bool topPicksOnly = false, int limit = 50, decimal? minScore = null, CancellationToken cancellationToken = default);

    /// <summary>
    /// Returns the last <paramref name="limit"/> setups persisted for <paramref name="isin"/> across all scan
    /// cycles, most recent first - regardless of <c>IsActive</c>/expiry/top-pick status, so a caller can see
    /// the raw quality-score trend over time, including setups too weak to ever have reached the engine.
    /// </summary>
    Task<List<StrategyResultDto>> GetRecentSetupHistoryAsync(string isin, int limit = 8, CancellationToken cancellationToken = default);
}

public class TechnicalScoringEngine : ITechnicalScoringEngine
{
    private readonly IServiceScopeFactory _scopeFactory;
    private readonly IMultiTimeframeCandleAggregator _aggregator;
    private readonly IYahooMarketDataScraper _yahooScraper;
    private readonly IEnumerable<IPatternDetector> _patternDetectors;
    private readonly IEnumerable<ITechnicalStrategy> _strategies;
    private readonly IFinlyticLogger<TechnicalScoringEngine> _logger;

    public TechnicalScoringEngine(
        IServiceScopeFactory scopeFactory,
        IMultiTimeframeCandleAggregator aggregator,
        IYahooMarketDataScraper yahooScraper,
        IEnumerable<IPatternDetector> patternDetectors,
        IEnumerable<ITechnicalStrategy> strategies,
        IFinlyticLogger<TechnicalScoringEngine> logger)
    {
        _scopeFactory = scopeFactory;
        _aggregator = aggregator;
        _yahooScraper = yahooScraper;
        _patternDetectors = patternDetectors;
        _strategies = strategies;
        _logger = logger;
    }


    public async Task<List<StrategyResultDto>> AnalyzeIsinAsync(string isin, string? symbol = null, UniverseSource? universeSource = null, DateTime? universeEnteredAtUtc = null, CancellationToken cancellationToken = default)
    {
        if (string.IsNullOrWhiteSpace(isin)) return [];
        var cleanIsin = isin.Trim().ToUpperInvariant();

        // 1. Resolve ticker symbol if needed
        string targetSymbol = symbol ?? string.Empty;
        if (string.IsNullOrWhiteSpace(targetSymbol))
        {
            targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
        }

        // 2. Ensure historical multi-timeframe candles are available in ring buffers
        var candles15m = _aggregator.GetCandles(cleanIsin, "15m");
        var candles1h = _aggregator.GetCandles(cleanIsin, "1h");
        var candles1d = _aggregator.GetCandles(cleanIsin, "1d");

        if (candles1d.Count < 20 || candles15m.Count < 10)
        {
            // Backfill deep history from Yahoo
            var dailyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "1y", "1d", cancellationToken);
            if (dailyRes.Count > 0)
            {
                var dailyDtos = dailyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
                _aggregator.InitializeHistory(cleanIsin, "1d", dailyDtos);
            }

            var hourlyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "60d", "1h", cancellationToken);
            if (hourlyRes.Count > 0)
            {
                var hourlyDtos = hourlyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
                _aggregator.InitializeHistory(cleanIsin, "1h", hourlyDtos);
            }

            var min15Res = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "10d", "15m", cancellationToken);
            if (min15Res.Count > 0)
            {
                var min15Dtos = min15Res.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
                _aggregator.InitializeHistory(cleanIsin, "15m", min15Dtos);
            }
        }

        var allTimeframes = _aggregator.GetAllTimeframes(cleanIsin);
        var primaryCandles = _aggregator.GetCandles(cleanIsin, "15m");
        if (primaryCandles.Count == 0)
        {
            primaryCandles = _aggregator.GetCandles(cleanIsin, "1d");
        }

        if (primaryCandles.Count < 5)
        {
            await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, "[TechnicalScoringEngine] Insufficient candles for ISIN {Isin}", cleanIsin);
            return [];
        }

        var lastCandle = primaryCandles.Last();
        decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
        var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
        decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
        decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);

        // Determine Market Regime
        MarketRegime regime = MarketRegime.LowVolatilityRangebound;
        if (adx.IsTrending)
        {
            regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
        }
        else if (currentAtr > (lastCandle.Close * 0.03m))
        {
            regime = MarketRegime.HighVolatilityChoppy;
        }

        // Build TechnicalContext
        var indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
        {
            ["EMA_20"] = ema20,
            ["EMA_50"] = ema50,
            ["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
            ["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
            ["ATR_14"] = currentAtr,
            ["ADX_14"] = adx.Adx,
            ["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
        };

        var context = new TechnicalContext
        {
            Isin = cleanIsin,
            Symbol = targetSymbol,
            Timeframe = "15m",
            TimestampUtc = lastCandle.Timestamp,
            CurrentPrice = lastCandle.Close,
            CurrentSpread = 0m,
            IsSpreadVolatile = false,
            CurrentAtr = currentAtr,
            Regime = regime,
            MultiTimeframeCandles = allTimeframes,
            Indicators = indicators
        };

        // 3. Run all Pattern Detectors
        var detectedPatterns = new List<PatternResultDto>();
        foreach (var detector in _patternDetectors)
        {
            try
            {
                var pat = detector.Evaluate(context);
                if (pat != null)
                {
                    detectedPatterns.Add(pat);
                }
            }
            catch (Exception ex)
            {
                await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Pattern detector {Detector} threw an exception for ISIN {Isin}", detector.GetType().Name, cleanIsin);
            }
        }

        // 4. Run all Strategies
        var evaluatedSetups = new List<StrategyResultDto>();
        foreach (var strategy in _strategies.OrderBy(s => s.Priority))
        {
            try
            {
                if (!strategy.IsApplicable(regime)) continue;

                var setup = strategy.Evaluate(context, detectedPatterns);
                if (setup != null)
                {
                    // Confluence Scoring Calculation:
                    // FinalScore = 0.35 * S_ind + 0.35 * S_pattern + 0.30 * S_strat
                    decimal indicatorScore = CalculateIndicatorConfluenceScore(indicators, setup.Direction);
                    decimal patternScore = detectedPatterns.Count > 0 ? detectedPatterns.Average(p => p.QualityScore) : 50m;
                    decimal strategyBaseScore = setup.QualityScore;

                    decimal finalScore = (0.35m * indicatorScore) + (0.35m * patternScore) + (0.30m * strategyBaseScore);
                    finalScore = Math.Clamp(finalScore, 0m, 100m);

                    bool isTopPick = finalScore >= 75.0m;
                    string rating = finalScore >= 85.0m ? "A+" :
                                   finalScore >= 75.0m ? "A" :
                                   finalScore >= 60.0m ? "B" : "C";

                    var scoredSetup = setup with
                    {
                        QualityScore = finalScore,
                        IsTopPick = isTopPick,
                        Rating = rating,
                        UniverseSource = universeSource,
                        UniverseEnteredAtUtc = universeEnteredAtUtc,
                        Regime = regime
                    };

                    evaluatedSetups.Add(scoredSetup);
                }
            }
            catch (Exception ex)
            {
                await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Strategy {Strategy} threw an exception for ISIN {Isin}", strategy.StrategyKey, cleanIsin);
            }
        }

        // 5. Persist Setups and Patterns into PostgreSQL
        await PersistResultsAsync(cleanIsin, targetSymbol, detectedPatterns, evaluatedSetups);

        return evaluatedSetups;
    }

    private decimal CalculateIndicatorConfluenceScore(Dictionary<string, decimal> ind, SignalDirection dir)
    {
        decimal score = 50m;
        if (dir == SignalDirection.Buy)
        {
            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 > e50) score += 15m;
            if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 45m and <= 65m) score += 15m;
            if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
            if (ind.TryGetValue("VWAP", out var vwap) && vwap > 0m && ind.TryGetValue("EMA_20", out var e20b) && e20b > vwap) score += 10m;
        }
        else if (dir == SignalDirection.Sell)
        {
            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 < e50) score += 15m;
            if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 35m and <= 55m) score += 15m;
            if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
        }
        return Math.Clamp(score, 0m, 100m);
    }

    private async Task PersistResultsAsync(string isin, string symbol, List<PatternResultDto> patterns, List<StrategyResultDto> setups)
    {
        try
        {
            using var scope = _scopeFactory.CreateScope();
            var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();

            // Save detected patterns
            foreach (var pat in patterns)
            {
                db.FtaDetectedPatterns.Add(new FtaDetectedPatternEntity
                {
                    Id = pat.Id,
                    Isin = isin,
                    Timeframe = pat.Timeframe,
                    PatternType = pat.Type.ToString(),
                    Category = pat.Category.ToString(),
                    Bias = pat.Bias.ToString(),
                    Name = pat.Name,
                    KeyPriceLevel = pat.KeyPriceLevel,
                    UpperBoundary = pat.UpperBoundary,
                    LowerBoundary = pat.LowerBoundary,
                    InvalidationLevel = pat.InvalidationLevel,
                    QualityScore = pat.QualityScore,
                    Description = pat.Description,
                    ExtraData = pat.ExtraData,
                    DetectedAtUtc = pat.DetectedAt
                });
            }

            // Save strategy setups
            foreach (var setup in setups)
            {
                db.FtaTechnicalSetups.Add(new FtaTechnicalSetupEntity
                {
                    SetupId = setup.SetupId,
                    Isin = isin,
                    Symbol = symbol,
                    Timeframe = setup.Timeframe,
                    StrategyKey = setup.StrategyKey,
                    StrategyName = setup.StrategyName,
                    Direction = setup.Direction.ToString(),
                    QualityScore = setup.QualityScore,
                    CurrentPrice = setup.CurrentPrice,
                    EntryPrice = setup.EntryPrice,
                    InvalidationPrice = setup.InvalidationPrice,
                    CurrentAtr = setup.CurrentAtr,
                    EstimatedRiskRewardRatio = setup.EstimatedRiskRewardRatio,
                    ExitPlan = setup.ExitPlan,
                    TechnicalRationale = setup.TechnicalRationale,
                    TriggeringPatterns = setup.TriggeringPatterns,
                    IndicatorSnapshot = setup.IndicatorSnapshot,
                    IsTopPick = setup.IsTopPick,
                    Rating = setup.Rating,
                    IsActive = true,
                    CreatedAtUtc = setup.CreatedAt,
                    ExpiresAtUtc = setup.ExpiresAt,
                    UniverseSource = setup.UniverseSource?.ToString(),
                    UniverseEnteredAtUtc = setup.UniverseEnteredAtUtc,
                    Regime = setup.Regime?.ToString()
                });
            }

            await db.SaveChangesAsync();
        }
        catch (Exception ex)
        {
            await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex, "[TechnicalScoringEngine] Error persisting patterns & setups for ISIN {Isin}", isin);
        }
    }

    public async Task<List<StrategyResultDto>> GetActiveSetupsAsync(bool topPicksOnly = false, int limit = 50, decimal? minScore = null, CancellationToken cancellationToken = default)
    {
        using var scope = _scopeFactory.CreateScope();
        var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();

        var now = DateTime.UtcNow;
        var query = db.FtaTechnicalSetups
            .AsNoTracking()
            .Where(s => s.IsActive && s.ExpiresAtUtc > now);

        if (topPicksOnly)
        {
            query = query.Where(s => s.IsTopPick);
        }

        if (minScore.HasValue && minScore.Value > 0)
        {
            query = query.Where(s => s.QualityScore >= minScore.Value);
        }

        var entities = await query
            .OrderByDescending(s => s.QualityScore)
            .Take(limit)
            .ToListAsync(cancellationToken);


        return entities.Select(e => new StrategyResultDto(
            SetupId: e.SetupId,
            Isin: e.Isin,
            Symbol: e.Symbol,
            Timeframe: e.Timeframe,
            StrategyKey: e.StrategyKey,
            StrategyName: e.StrategyName,
            Direction: Enum.TryParse<SignalDirection>(e.Direction, out var dir) ? dir : SignalDirection.Buy,
            QualityScore: e.QualityScore,
            CurrentPrice: e.CurrentPrice,
            EntryPrice: e.EntryPrice,
            InvalidationPrice: e.InvalidationPrice,
            CurrentAtr: e.CurrentAtr,
            EstimatedRiskRewardRatio: e.EstimatedRiskRewardRatio,
            ExitPlan: e.ExitPlan,
            TechnicalRationale: e.TechnicalRationale,
            TriggeringPatterns: e.TriggeringPatterns ?? [],
            IndicatorSnapshot: e.IndicatorSnapshot ?? [],
            CreatedAt: e.CreatedAtUtc,
            ExpiresAt: e.ExpiresAtUtc,
            IsTopPick: e.IsTopPick,
            Rating: e.Rating,
            UniverseSource: Enum.TryParse<UniverseSource>(e.UniverseSource, out var universeSource) ? universeSource : null,
            UniverseEnteredAtUtc: e.UniverseEnteredAtUtc,
            Regime: Enum.TryParse<MarketRegime>(e.Regime, out var regimeParsed) ? regimeParsed : null
        )).ToList();
    }

    public async Task<List<StrategyResultDto>> GetRecentSetupHistoryAsync(string isin, int limit = 8, CancellationToken cancellationToken = default)
    {
        if (string.IsNullOrWhiteSpace(isin)) return [];
        var cleanIsin = isin.Trim().ToUpperInvariant();

        using var scope = _scopeFactory.CreateScope();
        var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();

        var entities = await db.FtaTechnicalSetups
            .AsNoTracking()
            .Where(s => s.Isin == cleanIsin)
            .OrderByDescending(s => s.CreatedAtUtc)
            .Take(limit)
            .ToListAsync(cancellationToken);

        return entities.Select(e => new StrategyResultDto(
            SetupId: e.SetupId,
            Isin: e.Isin,
            Symbol: e.Symbol,
            Timeframe: e.Timeframe,
            StrategyKey: e.StrategyKey,
            StrategyName: e.StrategyName,
            Direction: Enum.TryParse<SignalDirection>(e.Direction, out var dir) ? dir : SignalDirection.Buy,
            QualityScore: e.QualityScore,
            CurrentPrice: e.CurrentPrice,
            EntryPrice: e.EntryPrice,
            InvalidationPrice: e.InvalidationPrice,
            CurrentAtr: e.CurrentAtr,
            EstimatedRiskRewardRatio: e.EstimatedRiskRewardRatio,
            ExitPlan: e.ExitPlan,
            TechnicalRationale: e.TechnicalRationale,
            TriggeringPatterns: e.TriggeringPatterns ?? [],
            IndicatorSnapshot: e.IndicatorSnapshot ?? [],
            CreatedAt: e.CreatedAtUtc,
            ExpiresAt: e.ExpiresAtUtc,
            IsTopPick: e.IsTopPick,
            Rating: e.Rating,
            UniverseSource: Enum.TryParse<UniverseSource>(e.UniverseSource, out var universeSource) ? universeSource : null,
            UniverseEnteredAtUtc: e.UniverseEnteredAtUtc,
            Regime: Enum.TryParse<MarketRegime>(e.Regime, out var regimeParsed) ? regimeParsed : null
        )).ToList();
    }

    public async Task<TechnicalAnalysisDto?> GetTechnicalAnalysisDtoAsync(string isin, string? symbol = null, CancellationToken cancellationToken = default)
    {
        if (string.IsNullOrWhiteSpace(isin)) return null;
        var cleanIsin = isin.Trim().ToUpperInvariant();

        // 1. Resolve ticker symbol if needed
        string targetSymbol = symbol ?? string.Empty;
        if (string.IsNullOrWhiteSpace(targetSymbol))
        {
            targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
        }

        // 2. Ensure historical multi-timeframe candles & setups are calculated
        var evaluatedSetups = await AnalyzeIsinAsync(cleanIsin, targetSymbol, cancellationToken: cancellationToken);

        var candles1d = _aggregator.GetCandles(cleanIsin, "1d");
        var primaryCandles = candles1d.Count > 0 ? candles1d : _aggregator.GetCandles(cleanIsin, "15m");
        if (primaryCandles.Count == 0)
        {
            primaryCandles = _aggregator.GetCandles(cleanIsin, "1h");
        }

        if (primaryCandles.Count == 0)
        {
            return null;
        }

        var lastCandle = primaryCandles.Last();
        decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
        var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
        decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
        decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);

        MarketRegime regime = MarketRegime.LowVolatilityRangebound;
        if (adx.IsTrending)
        {
            regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
        }
        else if (currentAtr > (lastCandle.Close * 0.03m))
        {
            regime = MarketRegime.HighVolatilityChoppy;
        }

        var context = new TechnicalContext
        {
            Isin = cleanIsin,
            Symbol = targetSymbol,
            Timeframe = "1d",
            TimestampUtc = lastCandle.Timestamp,
            CurrentPrice = lastCandle.Close,
            CurrentSpread = 0m,
            IsSpreadVolatile = false,
            CurrentAtr = currentAtr,
            Regime = regime,
            MultiTimeframeCandles = _aggregator.GetAllTimeframes(cleanIsin),
            Indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
            {
                ["EMA_20"] = ema20,
                ["EMA_50"] = ema50,
                ["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
                ["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
                ["ATR_14"] = currentAtr,
                ["ADX_14"] = adx.Adx,
                ["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
            }
        };

        var detectedPatterns = new List<PatternResultDto>();
        foreach (var detector in _patternDetectors)
        {
            try
            {
                var pat = detector.Evaluate(context);
                if (pat != null)
                {
                    detectedPatterns.Add(pat);
                }
            }
            catch { }
        }

        var indicatorList = new List<IndicatorValuesDto>();
        var candlesList = primaryCandles.ToList();
        for (int i = 0; i < candlesList.Count; i++)
        {
            var slice = candlesList.Take(i + 1).ToList();
            var c = candlesList[i];
            var macd = TechnicalIndicatorsEngine.CalculateMacd(slice);
            var st = TechnicalIndicatorsEngine.CalculateSuperTrend(slice);
            var atr = TechnicalIndicatorsEngine.CalculateAtr(slice, 14);

            indicatorList.Add(new IndicatorValuesDto(
                Timestamp: c.Timestamp,
                Ema20: TechnicalIndicatorsEngine.CalculateEma(slice, 20),
                Sma50: TechnicalIndicatorsEngine.CalculateSma(slice, 50),
                Sma200: TechnicalIndicatorsEngine.CalculateSma(slice, 200),
                Rsi14: TechnicalIndicatorsEngine.CalculateRsi(slice, 14),
                MacdLine: macd.MacdLine,
                MacdSignal: macd.SignalLine,
                MacdHistogram: macd.Histogram,
                Atr14: atr,
                Vwap: TechnicalIndicatorsEngine.CalculateVwap(slice),
                SupertrendUpper: st.Direction == SignalDirection.Sell ? st.Value : null,
                SupertrendLower: st.Direction == SignalDirection.Buy ? st.Value : null,
                SupertrendDirection: st.Direction.ToString().ToUpperInvariant(),
                RecommendedStopLoss: c.Close - (atr * 2m)
            ));
        }

        var chartPatterns = detectedPatterns.Select(p => new ChartPatternDto(
            Type: p.Type.ToString(),
            Description: p.Description,
            UpperLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High), new(lastCandle.Timestamp, p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High) },
            LowerLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low), new(lastCandle.Timestamp, p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low) },
            ApexTime: lastCandle.Timestamp,
            BreakoutSignal: new BreakoutSignalDto(lastCandle.Timestamp, p.Bias.ToString().ToUpperInvariant(), p.KeyPriceLevel > 0m ? p.KeyPriceLevel : lastCandle.Close, p.KeyPriceLevel > 0m ? p.KeyPriceLevel * 1.05m : lastCandle.Close * 1.05m, 5.0m),
            ConfidencePercent: p.QualityScore
        )).ToList();

        var strategySignals = evaluatedSetups.Select(s => new StrategySignalDto(
            Type: s.StrategyKey,
            Timestamp: s.CreatedAt,
            Direction: s.Direction.ToString().ToUpperInvariant(),
            Price: s.CurrentPrice,
            Description: s.TechnicalRationale
        )).ToList();

        var marketRegimeDto = new MarketRegimeDto(
            VixValue: 18.5m,
            VixRegime: regime.ToString(),
            MarketTrend: regime == MarketRegime.BullishTrending ? "Bullish" : regime == MarketRegime.BearishTrending ? "Bearish" : "Neutral",
            DxyValue: 104.2m,
            DxyState: "Neutral",
            SummaryText: $"Market Regime: {regime} with ATR {currentAtr:F2}"
        );

        return new TechnicalAnalysisDto(
            Isin: cleanIsin,
            Ticker: targetSymbol,
            CompanyName: targetSymbol,
            LastUpdated: lastCandle.Timestamp,
            Candles: candlesList,
            Indicators: indicatorList,
            Patterns: chartPatterns,
            Signals: strategySignals,
            MarketRegime: marketRegimeDto,
            Currency: "EUR"
        );
    }
}