# app/src/trading/execution/engine.py

from __future__ import annotations

from datetime import datetime

from src.core.event_bus import EventBus
from src.integrations.exchange.service import ExchangeService
from src.trading.auto.state import AutoTradeState
from src.trading.execution.models import ExecutionDecision
from src.trading.journal.service import JournalService
from src.trading.position.state import PositionState


class ExecutionEngine:
    _position = PositionState()

    def get_position(self) -> PositionState:
        return type(self)._position

    def process(self, state: AutoTradeState) -> ExecutionDecision:
        self._sync_state_from_position(state)

        if state.status != "RUNNING":
            return ExecutionDecision("NONE", False, "Execution доступен только в режиме RUNNING.")

        self._update_unrealized_pnl(state)

        if state.decision_status != "READY" or not state.is_signal_ready:
            return ExecutionDecision("NONE", False, "Сигнал ещё не готов к execution.")

        if self._should_close_position(state):
            return self._close_position(state)

        if state.last_signal == "BUY":
            return self._open_position_if_empty(state=state, side="LONG", action="OPEN_LONG")

        if state.last_signal == "SELL":
            return self._open_position_if_empty(state=state, side="SHORT", action="OPEN_SHORT")

        return ExecutionDecision("NONE", False, "Нет торгового действия.")

    def _open_position_if_empty(
        self,
        *,
        state: AutoTradeState,
        side: str,
        action: str,
    ) -> ExecutionDecision:
        position = type(self)._position

        if position.side != "NONE":
            self._sync_state_from_position(state)
            return ExecutionDecision("NONE", False, "Позиция уже открыта.")

        try:
            ticker = ExchangeService().get_price(state.symbol)
            entry_price = ticker.price
        except Exception as exc:
            return ExecutionDecision("NONE", False, f"Не удалось получить цену для paper execution: {exc}")

        now = self._now_time()
        size = self._calculate_position_size(state)

        type(self)._position = PositionState(
            side=side,
            symbol=state.symbol,
            entry_price=entry_price,
            size=size,
            leverage=state.leverage,
            unrealized_pnl_usd=0.0,
            opened_at=now,
            updated_at=now,
        )

        self._sync_state_from_position(state)

        payload = {
            "execution_type": "ENTRY",
            "action": action,
            "symbol": state.symbol,
            "side": side,
            "entry_price": entry_price,
            "size": size,
            "leverage": state.leverage,
            "signal": state.last_signal,
            "confidence": state.last_signal_confidence,
            "repeat_count": state.last_signal_repeat_count,
            "reason": state.last_signal_reason,
            "opened_at": now,
        }

        JournalService().log_ui_info(
            event_type="paper_position_opened",
            message=f"Paper ENTRY открыта: {side} {state.symbol}",
            screen="auto",
            action="paper_execution",
            payload=payload,
        )

        EventBus.emit("paper_position_opened", payload)

        return ExecutionDecision(action, True, f"Paper ENTRY {side} открыта.")

    def _close_position(self, state: AutoTradeState) -> ExecutionDecision:
        position = type(self)._position

        if position.side == "NONE":
            self._sync_state_from_position(state)
            return ExecutionDecision("NONE", False, "Нет открытой позиции для закрытия.")

        try:
            ticker = ExchangeService().get_price(state.symbol)
            exit_price = ticker.price
        except Exception as exc:
            return ExecutionDecision("NONE", False, f"Ошибка получения цены для закрытия: {exc}")

        pnl = self._calculate_pnl(exit_price)
        now = self._now_time()

        payload = {
            "execution_type": "EXIT",
            "action": "CLOSE",
            "symbol": state.symbol,
            "side": position.side,
            "entry_price": position.entry_price,
            "exit_price": exit_price,
            "size": position.size,
            "leverage": position.leverage,
            "pnl": pnl,
            "signal": state.last_signal,
            "confidence": state.last_signal_confidence,
            "repeat_count": state.last_signal_repeat_count,
            "reason": state.last_signal_reason,
            "opened_at": position.opened_at,
            "closed_at": now,
        }

        JournalService().log_ui_info(
            event_type="paper_position_closed",
            message=f"Paper EXIT закрыта: {position.side} {state.symbol}",
            screen="auto",
            action="paper_execution",
            payload=payload,
        )

        EventBus.emit("paper_position_closed", payload)

        type(self)._position = PositionState()
        self._sync_state_from_position(state)

        return ExecutionDecision("CLOSE", True, "Paper EXIT выполнена.")

    def _should_close_position(self, state: AutoTradeState) -> bool:
        position = type(self)._position

        if position.side == "NONE":
            return False

        if position.side == "LONG" and state.last_signal == "SELL":
            return True

        if position.side == "SHORT" and state.last_signal == "BUY":
            return True

        return False

    def _update_unrealized_pnl(self, state: AutoTradeState) -> None:
        position = type(self)._position

        if position.side == "NONE":
            self._sync_state_from_position(state)
            return

        try:
            ticker = ExchangeService().get_price(position.symbol or state.symbol)
            current_price = ticker.price
        except Exception:
            self._sync_state_from_position(state)
            return

        position.unrealized_pnl_usd = self._calculate_pnl(current_price)
        position.updated_at = self._now_time()

        self._sync_state_from_position(state)

    def _calculate_position_size(self, state: AutoTradeState) -> float:
        risk_percent = state.risk_percent or 0.0
        leverage = state.leverage or 1.0
        return round((risk_percent * leverage) / 100, 8)

    def _calculate_pnl(self, current_price: float) -> float:
        position = type(self)._position

        entry = position.entry_price or 0.0
        size = position.size or 0.0

        if position.side == "LONG":
            return round((current_price - entry) * size, 4)

        if position.side == "SHORT":
            return round((entry - current_price) * size, 4)

        return 0.0

    def _sync_state_from_position(self, state: AutoTradeState) -> None:
        position = type(self)._position

        state.position_side = position.side
        state.entry_price = position.entry_price
        state.position_size = position.size
        state.unrealized_pnl_usd = position.unrealized_pnl_usd

    def _now_time(self) -> str:
        return datetime.now().strftime("%H:%M:%S")