using System;
using System.Collections.Generic;
using System.Linq;
using FinlyticCore.Dtos.Simulation;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticTechnicals.Indicators;
using FinlyticTechnicals.Patterns;
using FinlyticTechnicals.Strategies;

namespace FinlyticSimulation.Engine;

public class HistoricalReplayRunner
{
    private readonly ITechnicalStrategy _strategy;
    private readonly IEnumerable<IPatternDetector> _patternDetectors;

    public HistoricalReplayRunner(
        ITechnicalStrategy strategy,
        IEnumerable<IPatternDetector> patternDetectors)
    {
        _strategy = strategy;
        _patternDetectors = patternDetectors;
    }

    public BacktestReportDto Run(
        IReadOnlyList<CandleDto> candles,
        BacktestRequestDto request,
        decimal slippagePercent,
        decimal orderFeeEur,
        decimal knockOutBufferPercent,
        decimal defaultTrailingStopPercent)
    {
        if (candles == null || candles.Count == 0)
        {
            throw new ArgumentException("Candles list cannot be empty for backtesting.", nameof(candles));
        }

        var virtualBroker = new VirtualBacktestBroker(
            request.StartingCapital,
            request.RiskPerTradePercent,
            request.IncludeFeesAndSlippage,
            request.SimulateKnockOutDerivatives,
            request.TargetLeverage,
            slippagePercent,
            orderFeeEur,
            knockOutBufferPercent,
            defaultTrailingStopPercent
        );

        int warmupIndex = Math.Min(50, candles.Count / 3);
        if (warmupIndex < 14) warmupIndex = 14;

        if (candles.Count <= warmupIndex)
        {
            throw new InvalidOperationException($"Nicht genügend historische Kerzen ({candles.Count}) für den Backtest vorhanden.");
        }

        for (int i = warmupIndex; i < candles.Count; i++)
        {
            var currentCandle = candles[i];

            // 1. ZUERST: Offene Positionen gegen die aktuelle Kerze prüfen (Exits, Stop-Loss, Knock-Out)
            virtualBroker.UpdateActivePositions(currentCandle);

            // 2. DANN: Kontext isolieren (nur abgeschlossene Kerzen bis i übergeben -> Anti-Lookahead)
            var slice = candles.Take(i + 1).ToList();
            var context = CreateContextSlice(request.Isin, request.Symbol, request.Timeframe, slice, currentCandle, request.StrategyParameters);

            // 3. Pattern Detectors auf aktuellem Slice auswerten
            var activePatterns = new List<PatternResultDto>();
            foreach (var detector in _patternDetectors)
            {
                try
                {
                    var pattern = detector.Evaluate(context);
                    if (pattern != null) activePatterns.Add(pattern);
                }
                catch
                {
                    // Ignore transient calculation issues on minimal slices
                }
            }


            // 4. Strategie evaluieren
            if (_strategy.IsApplicable(context.Regime))
            {
                try
                {
                    var setup = _strategy.Evaluate(context, activePatterns);
                    if (setup != null && virtualBroker.CanOpenPosition())
                    {
                        virtualBroker.OpenPosition(setup, currentCandle);
                    }
                }
                catch
                {
                    // Ignore strategy eval issues
                }
            }
        }

        // Am Ende alle verbleibenden Positionen schließen
        virtualBroker.CloseRemainingPositions(candles[^1]);

        return virtualBroker.BuildReport(request, Guid.NewGuid());
    }

    private static TechnicalContext CreateContextSlice(
        string isin,
        string symbol,
        string timeframe,
        IReadOnlyList<CandleDto> slice,
        CandleDto currentCandle,
        Dictionary<string, decimal>? strategyParameters)
    {
        decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(slice, 14);
        var adx = TechnicalIndicatorsEngine.CalculateAdx(slice, 14);
        decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(slice, 20);
        decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(slice, 50);

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

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

        // Multi-timeframe strategies (e.g. SuperTrendMultiTfStrategy, which needs both "15m" and "1h") used to
        // structurally never fire in a backtest: this dictionary only ever carried the single requested
        // `timeframe` key, so context.GetCandles("1h") always returned empty when the backtest ran on "15m"
        // candles. Every known timeframe coarser than the base is now derived by resampling the same slice
        // (via CandleResampler, shared with the live MultiTimeframeCandleAggregator) so a strategy asking for
        // any coarser timeframe gets a real, consistently-computed series instead of nothing. A timeframe
        // FINER than the base cannot be derived (no way to invent sub-bar data, Rules.md §4) and is simply
        // absent - a strategy needing that will honestly find no candles rather than a fabricated series.
        var allTimeframes = new Dictionary<string, IReadOnlyList<CandleDto>>(StringComparer.OrdinalIgnoreCase)
        {
            [timeframe] = slice
        };

        if (CandleResampler.KnownTimeframeMinutes.TryGetValue(timeframe, out var baseMinutes))
        {
            foreach (var (coarserTimeframe, coarserMinutes) in CandleResampler.CoarserTimeframes(baseMinutes))
            {
                allTimeframes[coarserTimeframe] = CandleResampler.Resample(slice, coarserMinutes);
            }
        }

        return new TechnicalContext
        {
            Isin = isin,
            Symbol = symbol,
            Timeframe = timeframe,
            TimestampUtc = currentCandle.Timestamp,
            CurrentPrice = currentCandle.Close,
            CurrentSpread = 0m,
            IsSpreadVolatile = false,
            CurrentAtr = currentAtr,
            Regime = regime,
            MultiTimeframeCandles = allTimeframes,
            Indicators = indicators,
            ParameterOverrides = strategyParameters ?? new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
        };
    }
}