#!/usr/bin/env python3
"""Marktstruktur als SIGNAL — Backtest (2026-07-20, User-Idee „Pro-Chart-Setup").
Testet die handelbaren Varianten der `structure.py`-Anzeige (nutzt DEREN Logik,
kausal Bar für Bar), damit Signal == Anzeige:

  A) Kanal-Pullback (der orange Pfeil): im Aufwärts-Regressionskanal Kurs zurück
     ans UNTERE Kanaldrittel (pos ≤ X) → LONG; Abwärtskanal + pos ≥ 1−X → SHORT.
     Frischer Eintritt in die Zone (pos kreuzt X), one-shot.
  A2) wie A, aber ZUSÄTZLICH Swing-Struktur-Filter (Trend = HH/HL bzw. LH/LL).
  B) BOS-Continuation: frischer Break of Structure in Kanalrichtung → Entry.

Sequentielle 1-Positions-Sim, Live-Exit (SL 2,0×ATR + Trailing 1,5 + BE 1,3),
Echtkosten = Bar-Spread/ATR. M30. 2 Halbjahre. Maßstab: Squeeze ØR +0,14…+0,23 &
PF>1 in BEIDEN Hälften. Verdict-Regel: Einbau nur bei Robustheit über beide Hälften
UND Parameter.
"""
import sys
import MetaTrader5 as mt5
from core.structure import _pivots, _classify, _channel, _atr as _atr_win

_MAXH = 96; _ATRMIN = 0.06; _COOL = 3; _LOOK = 220; _REG = 60


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 st(Rs):
    if not Rs: return None
    n = len(Rs); w = sum(1 for x in Rs if x > 0); s = sum(Rs)
    up = sum(x for x in Rs if x > 0); dn = -sum(x for x in Rs if x < 0)
    return dict(n=n, wr=100*w/n, oR=s/n, pf=(up/dn if dn > 0 else 9.99), sum=s)


def line(lbl, s):
    if not s: return f"    {lbl:<30} —"
    return (f"    {lbl:<30} n={s['n']:>4} WR={s['wr']:>3.0f}% ØR={s['oR']:+.3f} "
            f"PF={s['pf']:>4.2f} ΣR={s['sum']:>+6.0f}")


def sim(entry, d, atr, H, L, C, j0):
    eff = entry - d*2.0*atr; hw = entry
    end = min(j0+_MAXH, len(C)-1); exit_px = C[end]; exit_j = end
    for j in range(j0, end+1):
        hj, lj = H[j], L[j]
        if (lj <= eff) if d > 0 else (hj >= eff):
            return (eff-entry)*d/atr, j
        hw = max(hw, hj) if d > 0 else min(hw, lj)
        prof = (C[j]-entry)*d
        if prof >= 0.3*atr:
            cand = hw - d*1.5*atr
            if prof >= 1.3*atr: cand = max(cand, entry) if d > 0 else min(cand, entry)
            eff = max(eff, cand) if d > 0 else min(eff, cand)
    return (exit_px-entry)*d/atr, exit_j


def _trend_from_swings(C, i):
    """Swing-Trend (HH/HL→up, LH/LL→down) kausal über die letzten _LOOK Bars."""
    lo = max(0, i-_LOOK)
    piv = _pivots([0]*0 or None, None, 0) if False else None
    return None  # (Platzhalter, in run() direkt mit H/L berechnet)


def run(H, L, C, A, SP, lo, hi, rule, X):
    def cost(i, atr): return (SP[i] if SP[i] > 0 else 0.0225)/atr
    Rs = []
    i = max(lo, _LOOK)
    prev_pos = None
    while i < hi:
        atr = A[i]
        if not atr or atr < _ATRMIN:
            i += 1; prev_pos = None; continue
        w0 = max(0, i-_REG+1)
        ch = _channel(C[w0:i+1], atr)
        if not ch:
            i += 1; prev_pos = None; continue
        pos = ch["pos"]; cdir = ch["dir"]
        d = 0
        if rule in ("A", "A2"):
            # frischer Eintritt ins untere (up) bzw. obere (down) Kanaldrittel
            if cdir == "up" and pos <= X and (prev_pos is None or prev_pos > X):
                d = 1
            elif cdir == "down" and pos >= 1-X and (prev_pos is None or prev_pos < 1-X):
                d = -1
            if d != 0 and rule == "A2":
                # zusätzlich Swing-Struktur bestätigen
                pl = _pivots(H[max(0, i-_LOOK):i+1], L[max(0, i-_LOOK):i+1], 3)
                lab = _classify(pl)
                recent = [x["type"] for x in lab[-4:]]
                ups = sum(1 for t in recent if t in ("HH", "HL"))
                dns = sum(1 for t in recent if t in ("LH", "LL"))
                strend = "up" if ups >= 3 and ups > dns else "down" if dns >= 3 and dns > ups else "range"
                if (d > 0 and strend != "up") or (d < 0 and strend != "down"):
                    d = 0
        elif rule == "B":
            # frischer BOS in Kanalrichtung
            pl = _pivots(H[max(0, i-_LOOK):i+1], L[max(0, i-_LOOK):i+1], 3)
            lab = _classify(pl)
            from core.structure import _last_bos
            bos = _last_bos(lab, i+1-max(0, i-_LOOK))
            if bos and bos["bars_ago"] <= int(X):   # X = max Bars seit BOS
                if bos["dir"] == "up" and cdir != "down": d = 1
                elif bos["dir"] == "down" and cdir != "up": d = -1
        prev_pos = pos
        if d == 0:
            i += 1; continue
        entry = C[i]
        r, xj = sim(entry, d, max(atr, _ATRMIN), H, L, C, i+1)
        Rs.append(r - cost(i, max(atr, _ATRMIN)))
        i = xj + _COOL; prev_pos = None
    return Rs


def main():
    n = int(sys.argv[1]) if len(sys.argv) > 1 else 60000
    mt5.initialize()
    sym = next((c for c in ("SpotCrude", "USOIL", "WTI", "XTIUSD") if mt5.symbol_info(c)), None)
    bars = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M30, 0, n)
    point = mt5.symbol_info(sym).point; 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]; SP = [float(b["spread"])*point for b in bars]
    A = _atr_series(H, L, C); N = len(C); mid = N//2

    print("="*90)
    print(f"  Marktstruktur als SIGNAL — {sym} M30 ({N} Bars, seq. Sim, Live-Exit, Echtkosten)")
    print(f"  Maßstab: Squeeze ØR +0,14…+0,23 & PF>1 in BEIDEN Hälften. Verdict = beidhälftig robust.")
    print("="*90)

    tests = [("A  Kanal-Pullback X=0.20", "A", 0.20),
             ("A  Kanal-Pullback X=0.30", "A", 0.30),
             ("A2 +Swing-Filter X=0.25", "A2", 0.25),
             ("B  BOS-Cont. ≤1 Bar",     "B", 1),
             ("B  BOS-Cont. ≤3 Bars",    "B", 3)]
    for lbl, rule, X in tests:
        s1 = st(run(H, L, C, A, SP, 0, mid, rule, X))
        s2 = st(run(H, L, C, A, SP, mid, N-_MAXH-1, rule, X))
        print(f"\n  {lbl}:")
        print(line("H1 (alt)", s1))
        print(line("H2 (neu)", s2))
        ok = (s1 and s2 and s1['oR'] > 0 and s2['oR'] > 0 and s1['pf'] > 1 and s2['pf'] > 1)
        print(f"    → {'ROBUST (beide Hälften positiv)' if ok else 'fällt durch (nicht beidseitig positiv)'}")
    print()


if __name__ == "__main__":
    main()