#!/usr/bin/env python3
"""Vergleicht SL-PLATZIERUNGEN unter dem aktuellen Live-Exit (SL FIX + Trailing-TP,
_TRAIL_SL=False). Nur die Initial-SL-Position variiert, der Exit-Mechanismus ist
identisch → fairer Vergleich.

S/R-Proxy = jüngstes Swing-Extrem (Pivot) über _SRWIN Bars — das ist die Struktur,
an der auch der Live-Pivot hängt (echte historische Web-/Zone-Level liegen nicht
vor, deshalb dieser Proxy).

Exit-Modell (konservativ, pessimistisch: Gegenlauf VOR Mitlauf):
  - SL fix bei Initial-Distanz bis Profit >= 0.3xATR
  - danach Profit-Lock = HW ∓ 0.5xATR (= das Live-Trailing-TP), Ratsche
  - Halt <= _MAXH Bars
PnL in R (= Profit / ATR), zusätzlich Ø-SL-Distanz, Frühstopp%, Worst-R.
"""
import sys
import MetaTrader5 as mt5
from core.analysis import calc_trend_angle
from core.wave_rec import (WaveRecommender, _atr, _ema_last, _EMA_FAST, _EMA_SLOW,
                           _N_BARS, _HTF_DEADBAND, _ANGLE_LR)
from core.config import INIT_SL_MIN_ATR, INIT_SL_MAX_ATR

_MAXH   = 240
_TRAILON= 0.3      # ab hier Profit-Lock aktiv
_TPTRAIL= 0.5      # _TP_TRAIL_ATR
_SRWIN  = 24       # Lookback für Swing-Extrem (S/R-Proxy), ~2h M5
_BUFTCK = 0.02     # Tick-Puffer Methode "Pivot" (~live SL_BUFFER_TICKS)
_ATRMIN = 0.12


class _TU:
    def snapshot(self): return {"intervals": {}}
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 clamp_dist(dist, atr):
    return max(INIT_SL_MIN_ATR*atr, min(dist, INIT_SL_MAX_ATR*atr))

def simulate(entry, d, atr, sl, H, L, C, j0):
    """Fixed-SL + Trailing-Profit-Lock. Rückgabe (R, init_stop)."""
    eff = sl; hw = entry; trail = False
    end = min(j0+_MAXH, len(C)-1); exit_px = C[end]
    for j in range(j0, end+1):
        hi, lo = H[j], L[j]
        hit = (lo <= eff) if d>0 else (hi >= eff)     # Gegenlauf zuerst
        if hit:
            exit_px = eff; return (exit_px-entry)*d/atr, (not trail)
        hw = max(hw,hi) if d>0 else min(hw,lo)
        if (C[j]-entry)*d >= _TRAILON*atr: trail = True
        if trail:
            lock = hw - d*_TPTRAIL*atr
            eff = max(eff,lock) if d>0 else min(eff,lock)
    return (exit_px-entry)*d/atr, False

def main():
    n=int(sys.argv[1]) if len(sys.argv)>1 else 12000
    mt5.initialize()
    sym=None
    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
        if mt5.symbol_info(c): sym=c; break
    bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+_MAXH+5)
    m30=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
    mt5.shutdown()
    T=[int(b["time"]) for b in bars]; H=[float(b["high"]) for b in bars]
    L=[float(b["low"]) for b in bars]; C=[float(b["close"]) for b in bars]
    mT=[int(b["time"]) for b in m30]; mc=[float(b["close"]) for b in m30]
    mh=[float(b["high"]) for b in m30]; ml=[float(b["low"]) for b in m30]
    mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_atr_series(mh,ml,mc)
    def m30s(ts):
        lo,hi,idx=0,len(mT)-1,-1
        while lo<=hi:
            md=(lo+hi)//2
            if mT[md]<=ts: idx=md; lo=md+1
            else: hi=md-1
        if idx<_EMA_SLOW or mA[idx] is None or mA[idx]<=0: return 0
        dd=mEf[idx]-mEs[idx]
        return 0 if abs(dd)<_HTF_DEADBAND*mA[idx] else (1 if dd>0 else -1)

    w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5)
    sigs=[]
    for i in range(max(_N_BARS,_SRWIN), len(C)-_MAXH-1):
        wc=C[i-_N_BARS:i]; wh=H[i-_N_BARS:i]; wl=L[i-_N_BARS:i]
        atr=_atr(wh,wl,wc)
        if not atr or atr<=0: continue
        ef=_ema_last(wc,_EMA_FAST); es=_ema_last(wc,_EMA_SLOW)
        ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR)
        rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]),angle=ang)
        if rec["signal"]=="WARTEN": continue
        d=1 if rec["signal"]=="LONG" else -1
        atr=max(atr,_ATRMIN)
        # S/R-Proxy = jüngstes Swing-Extrem über _SRWIN Bars
        sr = min(L[i-_SRWIN:i]) if d>0 else max(H[i-_SRWIN:i])
        sigs.append((i, d, atr, C[i], sr))

    # SL-Platzierungs-Methoden: dist(entry,sr,atr,d) → SL-Distanz
    def m_pivot(e,sr,atr,d):  return clamp_dist(abs(e-sr)+_BUFTCK, atr)            # ~aktuell
    def m_sr_atr(e,sr,atr,d): return clamp_dist(abs(e-sr)+0.3*atr, atr)           # S/R ∓0.3ATR, gedeckelt
    def m_sr_010c(e,sr,atr,d):return clamp_dist(abs(e-sr)+0.10, atr)              # S/R ∓0.10, gedeckelt
    def m_sr_010u(e,sr,atr,d):return max(0.5*atr, abs(e-sr)+0.10)                 # S/R ∓0.10, UNgedeckelt
    def m_fix20(e,sr,atr,d):  return 2.0*atr                                       # fest 2.0×ATR
    methods=[("Aktuell Pivot+Band",m_pivot),("S/R ∓0.3ATR (gedeckelt)",m_sr_atr),
             ("S/R ∓0.10 (gedeckelt)",m_sr_010c),("S/R ∓0.10 (UNgedeckelt)",m_sr_010u),
             ("fest 2.0×ATR",m_fix20)]

    print("="*92)
    print(f"  SL-Platzierung — {sym} M5+M30  Signale={len(sigs)}  Exit: SL fix + Trailing-TP")
    print(f"  Band [{INIT_SL_MIN_ATR}…{INIT_SL_MAX_ATR}]×ATR · S/R-Proxy=Swing über {_SRWIN} Bars · pessimistisch")
    print("="*92)
    print(f"  {'Methode':<26}{'Treffer':>8}{'Ø-R':>8}{'Summe-R':>9}{'PF':>6}"
          f"{'Ø-Verl':>8}{'Worst':>8}{'Frühstop':>9}{'Ø-SLdist':>10}")
    for name,fn in methods:
        Rs=[]; dists=[]; istop=0
        for (i,d,atr,e,sr) in sigs:
            dist=fn(e,sr,atr,d)
            sl=e-d*dist
            R,ist=simulate(e,d,atr,sl,H,L,C,i+1)
            Rs.append(R); dists.append(dist/atr)
            if ist: istop+=1
        n2=len(Rs); win=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)
        lo=[r for r in Rs if r<0]; pf=g/ls if ls>0 else 99.9
        print(f"  {name:<26}{100*win/n2:>7.0f}%{sum(Rs)/n2:>8.3f}{sum(Rs):>9.1f}"
              f"{pf:>6.2f}{(sum(lo)/len(lo) if lo else 0):>8.2f}{min(Rs):>8.2f}"
              f"{100*istop/n2:>8.0f}%{sum(dists)/len(dists):>9.2f}×")

if __name__=="__main__":
    main()