using FinlyticCore.Models.Settings;

namespace FinlyticSimulation.Settings;

public static class SimulationSettingKeys
{
    // --- Logging Channels ---
    public static readonly SettingKey<bool> HealthPingChannel = new("Logging.Channel.Health", true);
    public static readonly SettingKey<bool> MqttChannel = new("Logging.Channel.MQTT", true);
    public static readonly SettingKey<bool> SimulationChannel = new("Logging.Channel.Simulation", true);
    public static readonly SettingKey<bool> MatrixChannel = new("Logging.Channel.Matrix", true);

    // --- Simulation & Fee Defaults ---
    public static readonly SettingKey<decimal> DefaultSlippagePercent = new("Simulation.DefaultSlippagePercent", 0.0m); // 0.00% (Market frictions are accounted for via transaction fees)
    public static readonly SettingKey<decimal> DefaultOrderFeeEur = new("Simulation.DefaultOrderFeeEur", 1.00m); // 1.00 € pro Order
    public static readonly SettingKey<decimal> DefaultStartingCapital = new("Simulation.DefaultStartingCapital", 10000m);
    public static readonly SettingKey<int> MinSampleTradesForApproval = new("Simulation.MinSampleTradesForApproval", 5);
    public static readonly SettingKey<decimal> HighProfitFactorThreshold = new("Simulation.HighProfitFactorThreshold", 1.60m);
    public static readonly SettingKey<decimal> LowProfitFactorThreshold = new("Simulation.LowProfitFactorThreshold", 1.00m);

    /// <summary>
    /// Simulated knock-out derivative barrier distance below (long) / above (short) the strategy's stop-loss,
    /// as a percent. Was previously a hardcoded 2% (0.98/1.02 multiplier) in <c>VirtualBacktestBroker</c>.
    /// </summary>
    public static readonly SettingKey<decimal> KnockOutBarrierBufferPercent = new("Simulation.KnockOutBarrierBufferPercent", 2.0m);

    /// <summary>
    /// Fallback trailing-stop distance (as a percent of the current close) used once a position's TP1 has
    /// been hit, for any <c>TrailingStopRule.Type</c> other than <see cref="FinlyticCore.Dtos.TechnicalAnalysis.TrailingStopType.AtrMultiplier"/>
    /// (which is instead simulated honestly via that rule's own ATR multiplier - see <c>VirtualBacktestBroker.UpdateActivePositions</c>).
    /// <c>SuperTrendLine</c>/<c>SwingPoints</c> rules would require recomputing that live indicator on every
    /// backtest bar, which this broker does not have the inputs for; this flat, configurable percent is an
    /// explicit, documented approximation for those two rule types rather than silently reusing the ATR
    /// multiplier's numeric value for an unrelated rule type (the previous hardcoded behavior).
    /// </summary>
    public static readonly SettingKey<decimal> DefaultTrailingStopPercent = new("Simulation.DefaultTrailingStopPercent", 3.0m);

    /// <summary>
    /// Whether <c>ReliabilityMatrixRecomputeBackgroundService</c> periodically re-runs backtests for every
    /// (Isin, StrategyKey, Timeframe) combination already present in the reliability matrix, instead of that
    /// data only ever being refreshed when a human happens to manually re-run the same backtest.
    /// </summary>
    public static readonly SettingKey<bool> EnableScheduledMatrixRecompute = new("Simulation.EnableScheduledMatrixRecompute", true);

    /// <summary>
    /// How old a reliability-matrix row (<c>SimulationStrategyMatrixEntity.UpdatedAtUtc</c>) must be before
    /// <c>ReliabilityMatrixRecomputeBackgroundService</c> refreshes it again.
    /// </summary>
    public static readonly SettingKey<int> MatrixRecomputeIntervalHours = new("Simulation.MatrixRecomputeIntervalHours", 24);

    /// <summary>How often <c>ReliabilityMatrixRecomputeBackgroundService</c> checks for stale matrix rows.</summary>
    public static readonly SettingKey<int> MatrixRecomputeCheckIntervalMinutes = new("Simulation.MatrixRecomputeCheckIntervalMinutes", 60);
}