#!/usr/bin/env python3
"""Prüft die TRAILING-Logik und Optimierungen über 2 Zeiträume (Track B).
Bildet die ECHTE Phasen-Mechanik nach (Init→Trail→Lock, HW-Ratsche, Breakeven-Boden)
und variiert die Schlüsselparameter:
  - trail_start (ab welchem Profit der SL zu ratchen beginnt; live 0,3×ATR)
  - mult        (Trail-Abstand HW−mult×ATR; live M5=1,5)
plus Baseline 'Fix-Stop' (SL 2×ATR, kein Trailing) und 'Breakeven-only'.
Signal-Set = Reversal + Trend (wie backtest_hourly). Metrik: Ø-R/PF/WR/ΣR je Hälfte.
Robust nur, wenn eine Variante in BEIDEN Hälften besser ist.
"""
import sys
import MetaTrader5 as mt5
from core.analysis import calc_trend_angle
from core.wave_rec import (_EMA_FAST, _EMA_SLOW, _N_BARS, _ANGLE_LR, _ANGLE_DEAD,
                           _REVERSAL_STRETCH, _STRETCH_MAX)
_MAXH=200; _ATRMIN=0.12; _TP_INIT=3.5; _LOCK_START=3.5; _LOCK_SCALE=0.6; _LOCK_MIN=1.2
_BE=1.3   # Breakeven-Boden (live)

def _ema_series(v,p):
    k=2.0/(p+1); o=[]; e=v[0]
    for i,x in enumerate(v): e=x if i==0 else x*k+e*(1-k); o.append(e)
    return o
def _atr_series(H,L,C,p=14):
    t=[0.0]
    for i in range(1,len(C)): t.append(max(H[i]-L[i],abs(H[i]-C[i-1]),abs(L[i]-C[i-1])))
    return [(sum(t[max(1,i-p+1):i+1])/max(1,len(t[max(1,i-p+1):i+1]))) if i else None for i in range(len(C))]

def sim(entry,d,atr,H,L,C,j0, trail_start, mult, breakeven=_BE, trail=True):
    """Echte Phasen-Trailing-Sim. trail=False → fixer Stop entry−mult×ATR (kein Ratchen)."""
    sl = entry - d*mult*atr
    tp = entry + d*_TP_INIT*atr
    hw = entry; rank = 0
    end=min(j0+_MAXH, len(C)-1)
    for j in range(j0, end+1):
        hi,lo=H[j],L[j]
        hit_sl = (lo<=sl) if d>0 else (hi>=sl)
        hit_tp = (hi>=tp) if d>0 else (lo<=tp)
        if hit_sl: return (sl-entry)*d/atr        # pessimistisch: SL vor TP im selben Bar
        if hit_tp: return (tp-entry)*d/atr
        hw = max(hw,hi) if d>0 else min(hw,lo)
        if not trail: continue
        profit=(hw-entry)*d
        ph = 0 if profit<trail_start*atr else (1 if profit<_LOCK_START*atr else 2)
        if ph<rank: ph=rank
        rank=ph
        if ph==1:
            cand = hw - d*mult*atr
            if profit>=breakeven*atr:
                cand = max(cand,entry) if d>0 else min(cand,entry)
            sl = max(sl,cand) if d>0 else min(sl,cand)
        elif ph==2:
            tm=max(_LOCK_MIN, mult*_LOCK_SCALE)
            cand=hw - d*tm*atr
            cand=max(cand,entry) if d>0 else min(cand,entry)
            sl=max(sl,cand) if d>0 else min(sl,cand)
    return (C[end]-entry)*d/atr

def st(Rs):
    if not Rs: return "  -"
    n=len(Rs); w=sum(1 for r in Rs if r>0)
    g=sum(r for r in Rs if r>0); ls=-sum(r for r in Rs if r<0)
    return f"WR={100*w/n:>3.0f}% Ø-R={sum(Rs)/n:+.3f} PF={(g/ls if ls>0 else 99):>4.2f} Worst={min(Rs):+.2f} ΣR={sum(Rs):+.0f}"

def signals(H,L,C,ES,EF,AT,lo,hi,step):
    TH=_REVERSAL_STRETCH; out=[]
    for i in range(max(lo,_N_BARS), min(hi,len(C)-_MAXH-1), step):
        atr=AT[i]
        if not atr or atr<=0: continue
        atr=max(atr,_ATRMIN); es=ES[i]; ef=EF[i]
        stretch=(C[i]-es)/atr
        ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR); ad=ang-90.0
        d=0
        if stretch<=-TH and ad>=_ANGLE_DEAD: d=1
        elif stretch>=TH and ad<=-_ANGLE_DEAD: d=-1
        elif abs(stretch)<_STRETCH_MAX: d=1 if ef>es else -1 if ef<es else 0
        if d: out.append((i,d,atr))
    return out

def main():
    n=int(sys.argv[1]) if len(sys.argv)>1 else 60000
    step=int(sys.argv[2]) if len(sys.argv)>2 else 2
    mt5.initialize(); sym=None
    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
        if mt5.symbol_info(c): sym=c; break
    bars=None
    for req in (n,100000,80000,60000,40000):
        bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,req)
        if bars is not None and len(bars)>2000: break
    mt5.shutdown()
    H=[float(b["high"]) for b in bars]; L=[float(b["low"]) for b in bars]; C=[float(b["close"]) for b in bars]
    EF=_ema_series(C,_EMA_FAST); ES=_ema_series(C,_EMA_SLOW); AT=_atr_series(H,L,C)
    mid=len(C)//2
    halves=[("H1 (alt)",_N_BARS,mid),("H2 (neu)",mid,len(C))]
    print("="*94)
    print(f"  TRAILING-Optimierung — {sym} M5 ({len(C)} Bars, step {step})  Signal=Trend+Reversal")
    print(f"  Live-Basis: trail_start=0,3 · mult=1,5 (M5) · Breakeven=1,3 · Lock ab 3,5×ATR")
    print("="*94)
    SIG={lbl: signals(H,L,C,ES,EF,AT,a,b,step) for lbl,a,b in halves}
    for lbl,_,_ in halves: print(f"  {lbl}: {len(SIG[lbl])} Signale")

    variants = [("FIX-Stop 2,0 (kein Trail)", dict(trail_start=99, mult=2.0, trail=False)),
                ("Breakeven-only (mult=2,0)", dict(trail_start=_BE, mult=2.0, breakeven=_BE)),
                ("LIVE start0,3 mult1,5",     dict(trail_start=0.3, mult=1.5)),
                ("start0,6 mult1,5",          dict(trail_start=0.6, mult=1.5)),
                ("start1,0 mult1,5",          dict(trail_start=1.0, mult=1.5)),
                ("start0,3 mult2,0",          dict(trail_start=0.3, mult=2.0)),
                ("start1,0 mult2,0",          dict(trail_start=1.0, mult=2.0)),
                ("start0,3 mult2,5",          dict(trail_start=0.3, mult=2.5)),
                ("start1,3 mult2,5",          dict(trail_start=1.3, mult=2.5))]
    for name,kw in variants:
        print(f"\n{name}")
        for lbl,_,_ in halves:
            Rs=[sim(C[i],d,atr,H,L,C,i+1, **kw) for (i,d,atr) in SIG[lbl]]
            print(f"   {lbl}  {st(Rs)}")

if __name__=="__main__":
    main()