using System;
using System.Collections.Generic;
using System.Linq;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticTechnicalAnalysis.Entities;
using Skender.Stock.Indicators;

namespace FinlyticTechnicalAnalysis.Services;

public interface ITechnicalAnalysisCalculator
{
    /// <summary>
    /// Calculates the technical analysis using Skender.StockIndicators for math and custom algorithms for pattern detection.
    /// </summary>
    (List<IndicatorValuesDto> Indicators, List<ChartPatternDto> Patterns, List<StrategySignalDto> Signals) CalculateAnalysis(List<MarketCandleEntity> candles, string currency = "EUR");
}

public class TechnicalAnalysisCalculator : ITechnicalAnalysisCalculator
{
    public (List<IndicatorValuesDto> Indicators, List<ChartPatternDto> Patterns, List<StrategySignalDto> Signals) CalculateAnalysis(List<MarketCandleEntity> candles, string currency = "EUR")
    {
        var indicators = new List<IndicatorValuesDto>();
        var patterns = new List<ChartPatternDto>();
        var signals = new List<StrategySignalDto>();

        if (candles == null || candles.Count == 0)
            return (indicators, patterns, signals);

        var curSym = GetCurrencySymbol(currency);
        var sortedCandles = candles.OrderBy(c => c.Timestamp).ToList();

        // 1. Convert domain candles to Skender Quotes
        var quotes = sortedCandles.Select(c => new Quote
        {
            Date = c.Timestamp,
            Open = c.Open,
            High = c.High,
            Low = c.Low,
            Close = c.Close,
            Volume = c.Volume
        }).ToList();

        // 2. Compute Indicators via Skender.StockIndicators
        var ema20List = quotes.GetEma(20).ToList();
        var sma50List = quotes.GetSma(50).ToList();
        var sma200List = quotes.GetSma(200).ToList();
        var rsi14List = quotes.GetRsi(14).ToList();
        var macdList = quotes.GetMacd(12, 26, 9).ToList();
        var atr14List = quotes.GetAtr(14).ToList();
        var vwapList = quotes.GetVwap().ToList();
        var supertrendList = quotes.GetSuperTrend(10, 3.0).ToList();

        // Build IndicatorValuesDto list per candle
        for (int i = 0; i < sortedCandles.Count; i++)
        {
            var candle = sortedCandles[i];
            var closeVal = candle.Close;

            var atr = atr14List[i].Atr.HasValue ? (decimal)atr14List[i].Atr!.Value : 0m;
            var stopLoss = atr > 0m ? closeVal - (1.5m * atr) : (decimal?)null;

            // Map Supertrend direction string
            string? superDir = null;
            if (supertrendList[i].LowerBand.HasValue) superDir = "Bullish";
            else if (supertrendList[i].UpperBand.HasValue) superDir = "Bearish";

            indicators.Add(new IndicatorValuesDto(
                Timestamp: candle.Timestamp,
                Ema20: ema20List[i].Ema.HasValue ? (decimal)ema20List[i].Ema!.Value : null,
                Sma50: sma50List[i].Sma.HasValue ? (decimal)sma50List[i].Sma!.Value : null,
                Sma200: sma200List[i].Sma.HasValue ? (decimal)sma200List[i].Sma!.Value : null,
                Rsi14: rsi14List[i].Rsi.HasValue ? (decimal)rsi14List[i].Rsi!.Value : null,
                MacdLine: macdList[i].Macd.HasValue ? (decimal)macdList[i].Macd!.Value : null,
                MacdSignal: macdList[i].Signal.HasValue ? (decimal)macdList[i].Signal!.Value : null,
                MacdHistogram: macdList[i].Histogram.HasValue ? (decimal)macdList[i].Histogram!.Value : null,
                Atr14: atr > 0m ? atr : null,
                Vwap: vwapList[i].Vwap.HasValue ? (decimal)vwapList[i].Vwap!.Value : null,
                SupertrendUpper: supertrendList[i].UpperBand.HasValue ? (decimal)supertrendList[i].UpperBand!.Value : null,
                SupertrendLower: supertrendList[i].LowerBand.HasValue ? (decimal)supertrendList[i].LowerBand!.Value : null,
                SupertrendDirection: superDir,
                RecommendedStopLoss: stopLoss
            ));
        }

        // 3. Detect Strategy Signals using computed indicator lists
        var sma50Values = sma50List.Select(x => x.Sma).ToList();
        var sma200Values = sma200List.Select(x => x.Sma).ToList();
        var rsiValues = rsi14List.Select(x => x.Rsi).ToList();

        DetectStrategySignals(sortedCandles, sma50Values, sma200Values, rsiValues, signals);

        // 4. Detect Geometric Chart Patterns
        DetectTrianglePatterns(sortedCandles, patterns, curSym);

        return (indicators, patterns, signals);
    }

    private static string GetCurrencySymbol(string currency)
    {
        if (string.IsNullOrWhiteSpace(currency)) return "€";
        return currency.ToUpperInvariant() switch
        {
            "USD" => "$",
            "GBP" => "£",
            "CHF" => "CHF ",
            "JPY" => "¥",
            _ => "€"
        };
    }

    private static void DetectStrategySignals(List<MarketCandleEntity> candles, List<double?> sma50, List<double?> sma200, List<double?> rsi14, List<StrategySignalDto> signals)
    {
        for (int i = 1; i < candles.Count; i++)
        {
            var candle = candles[i];

            // Golden Cross / Death Cross
            if (sma50[i - 1].HasValue && sma200[i - 1].HasValue && sma50[i].HasValue && sma200[i].HasValue)
            {
                if (sma50[i - 1]!.Value <= sma200[i - 1]!.Value && sma50[i]!.Value > sma200[i]!.Value)
                {
                    signals.Add(new StrategySignalDto(
                        Type: "GoldenCross",
                        Timestamp: candle.Timestamp,
                        Direction: "BUY",
                        Price: candle.Close,
                        Description: "Golden Cross: SMA 50 hat den SMA 200 von unten nach oben gekreuzt (Bullisches Signal)."
                    ));
                }
                else if (sma50[i - 1]!.Value >= sma200[i - 1]!.Value && sma50[i]!.Value < sma200[i]!.Value)
                {
                    signals.Add(new StrategySignalDto(
                        Type: "DeathCross",
                        Timestamp: candle.Timestamp,
                        Direction: "SELL",
                        Price: candle.Close,
                        Description: "Death Cross: SMA 50 hat den SMA 200 von oben nach unten gekreuzt (Bearisches Signal)."
                    ));
                }
            }

            // RSI Oversold / Overbought Rebounds
            if (rsi14[i].HasValue && rsi14[i - 1].HasValue)
            {
                if (rsi14[i - 1]!.Value < 30 && rsi14[i]!.Value >= 30)
                {
                    signals.Add(new StrategySignalDto(
                        Type: "RsiOversoldRebound",
                        Timestamp: candle.Timestamp,
                        Direction: "BUY",
                        Price: candle.Close,
                        Description: "RSI (14) steigt aus überverkauftem Bereich (<30) wieder an."
                    ));
                }
                else if (rsi14[i - 1]!.Value > 70 && rsi14[i]!.Value <= 70)
                {
                    signals.Add(new StrategySignalDto(
                        Type: "RsiOverboughtCorrection",
                        Timestamp: candle.Timestamp,
                        Direction: "SELL",
                        Price: candle.Close,
                        Description: "RSI (14) fällt aus überkauftem Bereich (>70) zurück."
                    ));
                }
            }
        }
    }

    private static void DetectTrianglePatterns(List<MarketCandleEntity> sortedCandles, List<ChartPatternDto> patterns, string curSym)
    {
        if (sortedCandles.Count < 20) return;

        int[] windowSizes = { 20, 30, 45, 60, 90, 120 };
        var candidatePatterns = new List<ChartPatternDto>();

        foreach (var window in windowSizes)
        {
            if (sortedCandles.Count < window) continue;
            var slice = sortedCandles.TakeLast(window).ToList();

            DetectDoubleBottomInSlice(slice, candidatePatterns, curSym);
            DetectDoubleTopInSlice(slice, candidatePatterns, curSym);
            DetectHeadAndShouldersInSlice(slice, candidatePatterns, curSym);
            DetectTrianglesInSlice(slice, candidatePatterns, curSym);
        }

        if (candidatePatterns.Count == 0) return;

        var currentClose = sortedCandles.Last().Close;

        bool activeSellBreakdown = candidatePatterns.Any(p =>
            p.BreakoutSignal?.Direction == "SELL" &&
            currentClose < p.BreakoutSignal.TriggerPrice);

        bool activeBuyBreakout = candidatePatterns.Any(p =>
            p.BreakoutSignal?.Direction == "BUY" &&
            currentClose > p.BreakoutSignal.TriggerPrice);

        var filteredPatterns = candidatePatterns.Where(p =>
        {
            var isBuy = p.BreakoutSignal?.Direction == "BUY";
            var trigger = p.BreakoutSignal?.TriggerPrice ?? 0m;

            if (activeSellBreakdown && isBuy && currentClose < trigger)
                return false;

            if (activeBuyBreakout && !isBuy && currentClose > trigger)
                return false;

            return true;
        }).ToList();

        var distinctPatterns = filteredPatterns
            .GroupBy(p => p.Type)
            .Select(g => g.OrderByDescending(p => p.ConfidencePercent ?? 0m).First())
            .OrderByDescending(p => p.ConfidencePercent ?? 0m)
            .ToList();

        patterns.Clear();
        patterns.AddRange(distinctPatterns);
    }

    private static List<int> FindPivotLows(List<MarketCandleEntity> candles, int lookback = 3)
    {
        var result = new List<int>();
        for (int i = lookback; i < candles.Count - lookback; i++)
        {
            var low = candles[i].Low;
            bool isPivot = true;
            for (int j = i - lookback; j <= i + lookback; j++)
            {
                if (j == i) continue;
                if (candles[j].Low <= low) { isPivot = false; break; }
            }
            if (isPivot) result.Add(i);
        }
        return result;
    }

    private static List<int> FindPivotHighs(List<MarketCandleEntity> candles, int lookback = 3)
    {
        var result = new List<int>();
        for (int i = lookback; i < candles.Count - lookback; i++)
        {
            var high = candles[i].High;
            bool isPivot = true;
            for (int j = i - lookback; j <= i + lookback; j++)
            {
                if (j == i) continue;
                if (candles[j].High >= high) { isPivot = false; break; }
            }
            if (isPivot) result.Add(i);
        }
        return result;
    }

    private static void DetectDoubleBottomInSlice(List<MarketCandleEntity> slice, List<ChartPatternDto> patterns, string curSym)
    {
        if (slice.Count < 15) return;
        var currentClose = slice.Last().Close;
        var maxRecentHigh = slice.Max(c => c.High);

        int lookback = slice.Count >= 45 ? 3 : 2;
        var pivotLows = FindPivotLows(slice, lookback);
        if (pivotLows.Count < 2) return;

        for (int a = 0; a < pivotLows.Count - 1; a++)
        {
            for (int b = a + 1; b < pivotLows.Count; b++)
            {
                int idx1 = pivotLows[a];
                int idx2 = pivotLows[b];
                if (idx2 - idx1 < 5) continue;

                decimal low1 = slice[idx1].Low;
                decimal low2 = slice[idx2].Low;

                if (Math.Abs(low1 - low2) / Math.Max(low1, low2) > 0.05m) continue;

                decimal neckline = 0m;
                for (int k = idx1; k <= idx2; k++)
                    if (slice[k].High > neckline) neckline = slice[k].High;

                decimal avgLow = (low1 + low2) / 2m;
                if (neckline < avgLow * 1.02m) continue;

                var targetPrice = neckline + (neckline - avgLow);

                if (maxRecentHigh >= targetPrice) continue;
                if (currentClose < avgLow * 0.97m) continue;

                bool breakoutConfirmed = maxRecentHigh >= neckline * 1.01m;
                if (breakoutConfirmed && currentClose < neckline) continue;
                if (!breakoutConfirmed && currentClose < neckline * 0.90m) continue;

                DateTime breakoutTime = slice.Last().Timestamp;
                for (int k = idx2 + 1; k < slice.Count; k++)
                {
                    if (slice[k].High >= neckline || slice[k].Close >= neckline)
                    {
                        breakoutTime = slice[k].Timestamp;
                        break;
                    }
                }

                var diffRatio = Math.Abs(low1 - low2) / Math.Max(low1, low2);
                var neckDistRatio = (neckline - avgLow) / avgLow;
                var conf = Math.Round(Math.Max(70m, 98m - (diffRatio * 600m) + (neckDistRatio * 200m)), 1);
                conf = Math.Min(conf, 99m);

                var pct = currentClose > 0m ? ((targetPrice - currentClose) / currentClose) * 100m : 0m;

                string status = breakoutConfirmed
                    ? $"Ausbruch über {neckline:F2} {curSym} erfolgt (Kurs bei {currentClose:F2} {curSym}). Signal aktiv."
                    : $"Warten auf Ausbruch über Nackenlinie {neckline:F2} {curSym} (Trigger).";

                DateTime futureTime = slice.Last().Timestamp.AddDays(14);

                double daysBetweenTiefs = (slice[idx2].Timestamp - slice[idx1].Timestamp).TotalDays;
                if (daysBetweenTiefs <= 0) daysBetweenTiefs = 1;
                double lowerSlope = (double)(low2 - low1) / daysBetweenTiefs;
                double daysToFuture = (futureTime - slice[idx1].Timestamp).TotalDays;
                decimal projectedLowerPrice = low1 + (decimal)(lowerSlope * daysToFuture);

                patterns.Add(new ChartPatternDto(
                    Type: "DoubleBottom",
                    Description: $"Doppel-Tief (W-Muster): Bullische Bodenformation. Zwei Tiefs bei ~{avgLow:F2} {curSym} getestet. {status}",
                    UpperLine: new List<PatternPointDto>
                    {
                        new(slice[idx1].Timestamp, neckline),
                        new(futureTime, neckline)
                    },
                    LowerLine: new List<PatternPointDto>
                    {
                        new(slice[idx1].Timestamp, low1),
                        new(slice[idx2].Timestamp, low2),
                        new(futureTime, projectedLowerPrice)
                    },
                    ApexTime: null,
                    BreakoutSignal: new BreakoutSignalDto(
                        Time: breakoutTime,
                        Direction: "BUY",
                        TriggerPrice: neckline,
                        TargetPrice: targetPrice,
                        PotentialPercent: pct),
                    ConfidencePercent: conf));
                return;
            }
        }
    }

    private static void DetectDoubleTopInSlice(List<MarketCandleEntity> slice, List<ChartPatternDto> patterns, string curSym)
    {
        if (slice.Count < 15) return;
        var currentClose = slice.Last().Close;
        var minRecentLow = slice.Min(c => c.Low);

        int lookback = slice.Count >= 45 ? 3 : 2;
        var pivotHighs = FindPivotHighs(slice, lookback);
        if (pivotHighs.Count < 2) return;

        for (int a = 0; a < pivotHighs.Count - 1; a++)
        {
            for (int b = a + 1; b < pivotHighs.Count; b++)
            {
                int idx1 = pivotHighs[a];
                int idx2 = pivotHighs[b];
                if (idx2 - idx1 < 5) continue;

                decimal high1 = slice[idx1].High;
                decimal high2 = slice[idx2].High;

                if (Math.Abs(high1 - high2) / Math.Max(high1, high2) > 0.05m) continue;

                decimal neckline = decimal.MaxValue;
                for (int k = idx1; k <= idx2; k++)
                    if (slice[k].Low < neckline) neckline = slice[k].Low;

                decimal avgHigh = (high1 + high2) / 2m;
                if (neckline > avgHigh * 0.98m) continue;

                var targetPrice = neckline - (avgHigh - neckline);

                if (minRecentLow <= targetPrice) continue;
                if (currentClose > avgHigh * 1.03m) continue;

                bool breakdownConfirmed = minRecentLow <= neckline * 0.99m;
                if (breakdownConfirmed && currentClose > neckline) continue;
                if (!breakdownConfirmed && currentClose > neckline * 1.10m) continue;

                DateTime breakdownTime = slice.Last().Timestamp;
                for (int k = idx2 + 1; k < slice.Count; k++)
                {
                    if (slice[k].Low <= neckline || slice[k].Close <= neckline)
                    {
                        breakdownTime = slice[k].Timestamp;
                        break;
                    }
                }

                var diffRatio = Math.Abs(high1 - high2) / Math.Max(high1, high2);
                var neckDistRatio = (avgHigh - neckline) / avgHigh;
                var conf = Math.Round(Math.Max(70m, 97m - (diffRatio * 600m) + (neckDistRatio * 200m)), 1);
                conf = Math.Min(conf, 99m);

                var pct = currentClose > 0m ? ((currentClose - targetPrice) / currentClose) * 100m : 0m;

                string status = breakdownConfirmed
                    ? $"Breakdown unter {neckline:F2} {curSym} erfolgt (Kurs bei {currentClose:F2} {curSym}). Signal aktiv."
                    : $"Warten auf Breakdown unter Nackenlinie {neckline:F2} {curSym} (Trigger).";

                DateTime futureTime = slice.Last().Timestamp.AddDays(14);

                double daysBetweenHighs = (slice[idx2].Timestamp - slice[idx1].Timestamp).TotalDays;
                if (daysBetweenHighs <= 0) daysBetweenHighs = 1;
                double upperSlope = (double)(high2 - high1) / daysBetweenHighs;
                double daysToFuture = (futureTime - slice[idx1].Timestamp).TotalDays;
                decimal projectedUpperPrice = high1 + (decimal)(upperSlope * daysToFuture);

                patterns.Add(new ChartPatternDto(
                    Type: "DoubleTop",
                    Description: $"Doppel-Top (M-Muster): Bearische Umkehrformation. Widerstand bei ~{avgHigh:F2} {curSym} zweimal abgeprallt. {status}",
                    UpperLine: new List<PatternPointDto>
                    {
                        new(slice[idx1].Timestamp, high1),
                        new(slice[idx2].Timestamp, high2),
                        new(futureTime, projectedUpperPrice)
                    },
                    LowerLine: new List<PatternPointDto>
                    {
                        new(slice[idx1].Timestamp, neckline),
                        new(futureTime, neckline)
                    },
                    ApexTime: null,
                    BreakoutSignal: new BreakoutSignalDto(
                        Time: breakdownTime,
                        Direction: "SELL",
                        TriggerPrice: neckline,
                        TargetPrice: targetPrice,
                        PotentialPercent: pct),
                    ConfidencePercent: conf));
                return;
            }
        }
    }

    private static void DetectHeadAndShouldersInSlice(List<MarketCandleEntity> slice, List<ChartPatternDto> patterns, string curSym)
    {
        if (slice.Count < 20) return;
        var currentClose = slice.Last().Close;
        var minRecentLow = slice.Min(c => c.Low);

        int lookback = slice.Count >= 60 ? 4 : 3;
        var pivotHighs = FindPivotHighs(slice, lookback);
        if (pivotHighs.Count < 3) return;

        for (int a = 0; a < pivotHighs.Count - 2; a++)
        {
            int lsIdx = pivotHighs[a];
            int headIdx = pivotHighs[a + 1];
            int rsIdx = pivotHighs[a + 2];

            decimal ls = slice[lsIdx].High;
            decimal head = slice[headIdx].High;
            decimal rs = slice[rsIdx].High;

            if (head <= ls * 1.01m || head <= rs * 1.01m) continue;
            if (Math.Abs(ls - rs) / Math.Max(ls, rs) > 0.06m) continue;

            decimal neckline = decimal.MaxValue;
            for (int k = lsIdx; k <= rsIdx; k++)
                if (slice[k].Low < neckline) neckline = slice[k].Low;

            var targetPrice = neckline - (head - neckline);

            if (minRecentLow <= targetPrice) continue;
            if (currentClose > head * 1.03m) continue;

            bool breakdownConfirmed = minRecentLow <= neckline * 0.99m;
            if (breakdownConfirmed && currentClose > neckline) continue;
            if (!breakdownConfirmed && currentClose > neckline * 1.10m) continue;

            DateTime breakdownTime = slice.Last().Timestamp;
            for (int k = rsIdx + 1; k < slice.Count; k++)
            {
                if (slice[k].Low <= neckline || slice[k].Close <= neckline)
                {
                    breakdownTime = slice[k].Timestamp;
                    break;
                }
            }

            var diffRatio = Math.Abs(ls - rs) / Math.Max(ls, rs);
            var conf = Math.Round(Math.Max(72m, 96m - (diffRatio * 500m)), 1);
            conf = Math.Min(conf, 99m);

            var pct = currentClose > 0m ? ((currentClose - targetPrice) / currentClose) * 100m : 0m;

            string status = breakdownConfirmed
                ? $"Breakdown unter {neckline:F2} {curSym} erfolgt (Kurs bei {currentClose:F2} {curSym}). Signal aktiv."
                : $"Warten auf Breakdown unter Nackenlinie {neckline:F2} {curSym} (Trigger).";

            DateTime futureTime = slice.Last().Timestamp.AddDays(14);

            double daysBetweenShoulders = (slice[rsIdx].Timestamp - slice[lsIdx].Timestamp).TotalDays;
            if (daysBetweenShoulders <= 0) daysBetweenShoulders = 1;
            double upperSlope = (double)(rs - ls) / daysBetweenShoulders;
            double daysToFuture = (futureTime - slice[lsIdx].Timestamp).TotalDays;
            decimal projectedUpperPrice = ls + (decimal)(upperSlope * daysToFuture);

            patterns.Add(new ChartPatternDto(
                Type: "HeadAndShoulders",
                Description: $"Kopf-Schulter-Formation: Bearische Trendumkehr. Kopf bei {head:F2} {curSym}, Nackenlinie bei {neckline:F2} {curSym} (Trigger). {status}",
                UpperLine: new List<PatternPointDto>
                {
                    new(slice[lsIdx].Timestamp, ls),
                    new(slice[rsIdx].Timestamp, rs),
                    new(futureTime, projectedUpperPrice)
                },
                LowerLine: new List<PatternPointDto>
                {
                    new(slice[lsIdx].Timestamp, neckline),
                    new(futureTime, neckline)
                },
                ApexTime: null,
                BreakoutSignal: new BreakoutSignalDto(
                    Time: breakdownTime,
                    Direction: "SELL",
                    TriggerPrice: neckline,
                    TargetPrice: targetPrice,
                    PotentialPercent: pct),
                ConfidencePercent: conf));
            return;
        }
    }

    private static void DetectTrianglesInSlice(List<MarketCandleEntity> slice, List<ChartPatternDto> patterns, string curSym)
    {
        if (slice.Count < 10) return;

        var startTime = slice[0].Timestamp;
        var endTime = slice[^1].Timestamp;
        var lastPrice = slice[^1].Close;
        var maxRecentHigh = slice.Max(c => c.High);
        var minRecentLow = slice.Min(c => c.Low);

        int third = slice.Count / 3;
        var first = slice.Take(third).ToList();
        var last = slice.TakeLast(third).ToList();

        decimal high1 = first.Max(c => c.High);
        decimal high2 = last.Max(c => c.High);
        decimal low1 = first.Min(c => c.Low);
        decimal low2 = last.Min(c => c.Low);

        decimal triangleBaseHeight = Math.Max(0.5m, high1 - low1);

        double totalDays = (endTime - startTime).TotalDays;
        if (totalDays <= 0) totalDays = 10;

        DateTime apexTime = endTime.AddDays(10);
        double mUpper = (double)(high2 - high1) / totalDays;
        double mLower = (double)(low2 - low1) / totalDays;

        if (Math.Abs(mUpper - mLower) > 0.00001)
        {
            double daysToApex = (double)(low1 - high1) / (mUpper - mLower);
            if (daysToApex > 0 && daysToApex < 120)
            {
                apexTime = startTime.AddDays(daysToApex);
            }
        }

        if (high2 >= high1 * 0.97m && high2 <= high1 * 1.03m && low2 > low1 * 1.01m)
        {
            var resistance = (high1 + high2) / 2m;
            var targetPrice = resistance + triangleBaseHeight;

            bool breakoutConfirmed = maxRecentHigh >= resistance * 1.01m;
            bool isValid = maxRecentHigh < targetPrice && lastPrice >= low1 * 0.97m;
            if (breakoutConfirmed && lastPrice < resistance) isValid = false;

            if (isValid && !patterns.Any(p => p.Type == "AscendingTriangle"))
            {
                var pct = lastPrice > 0m ? ((targetPrice - lastPrice) / lastPrice) * 100m : 0m;
                var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(high1 - high2) / high1) * 600m), 1);

                patterns.Add(new ChartPatternDto(
                    Type: "AscendingTriangle",
                    Description: $"Steigendes Dreieck: Flacher Widerstand bei {resistance:F2} {curSym} (Trigger) mit steigenden Tiefs — bullisches Konsolidierungsmuster.",
                    UpperLine: new List<PatternPointDto> { new(startTime, resistance), new(apexTime, resistance) },
                    LowerLine: new List<PatternPointDto> { new(startTime, low1), new(apexTime, resistance) },
                    ApexTime: apexTime,
                    BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: "BUY", TriggerPrice: resistance, TargetPrice: targetPrice, PotentialPercent: pct),
                    ConfidencePercent: conf));
            }
        }

        if (low2 >= low1 * 0.97m && low2 <= low1 * 1.03m && high2 < high1 * 0.99m)
        {
            var support = (low1 + low2) / 2m;
            var targetPrice = Math.Max(0.01m, support - triangleBaseHeight);

            bool breakdownConfirmed = minRecentLow <= support * 0.99m;
            bool isValid = minRecentLow > targetPrice && lastPrice <= high1 * 1.03m;
            if (breakdownConfirmed && lastPrice > support) isValid = false;

            if (isValid && !patterns.Any(p => p.Type == "DescendingTriangle"))
            {
                var pct = lastPrice > 0m ? ((lastPrice - targetPrice) / lastPrice) * 100m : 0m;
                var conf = Math.Round(Math.Max(70m, 93m - (Math.Abs(low1 - low2) / low1) * 600m), 1);

                patterns.Add(new ChartPatternDto(
                    Type: "DescendingTriangle",
                    Description: $"Fallendes Dreieck: Flache Unterstützung bei {support:F2} {curSym} (Trigger) mit fallenden Hochs — bearisches Konsolidierungsmuster.",
                    UpperLine: new List<PatternPointDto> { new(startTime, high1), new(apexTime, support) },
                    LowerLine: new List<PatternPointDto> { new(startTime, support), new(apexTime, support) },
                    ApexTime: apexTime,
                    BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: "SELL", TriggerPrice: support, TargetPrice: targetPrice, PotentialPercent: pct),
                    ConfidencePercent: conf));
            }
        }

        if (high2 < high1 * 0.99m && low2 > low1 * 1.01m)
        {
            if (!patterns.Any(p => p.Type == "SymmetricalTriangle"))
            {
                var direction = lastPrice >= (high1 + low1) / 2m ? "BUY" : "SELL";
                var targetPrice = direction == "BUY"
                    ? lastPrice + triangleBaseHeight
                    : Math.Max(0.01m, lastPrice - triangleBaseHeight);

                var pct = lastPrice > 0m
                    ? (direction == "BUY" ? ((targetPrice - lastPrice) / lastPrice) : ((lastPrice - targetPrice) / lastPrice)) * 100m
                    : 0m;

                decimal apexPrice = (high2 + low2) / 2m;

                patterns.Add(new ChartPatternDto(
                    Type: "SymmetricalTriangle",
                    Description: $"Symmetrisches Dreieck: Konvergierende Hochs und Tiefs — dynamischer Ausbruch in Trendrichtung erwartet.",
                    UpperLine: new List<PatternPointDto> { new(startTime, high1), new(apexTime, apexPrice) },
                    LowerLine: new List<PatternPointDto> { new(startTime, low1), new(apexTime, apexPrice) },
                    ApexTime: apexTime,
                    BreakoutSignal: new BreakoutSignalDto(Time: endTime, Direction: direction, TriggerPrice: lastPrice, TargetPrice: targetPrice, PotentialPercent: pct),
                    ConfidencePercent: 85m));
            }
        }
    }
}