#!/usr/bin/env python3
"""ATR-Floor-Check (Track B): `trailing._ATR_MIN=0.12` stammt aus einer höheren
Vola-Phase — real ist ATR(M1/M5) inzwischen oft 0,07–0,12, der Floor bindet also
staendig und macht SL/Trail-Distanzen ~1,3–1,6x breiter als der echte ATR.
Misst die echte Phasen-Trailing-Sim (wie backtest_trailing) mit Floor NUR im Exit
(Signale identisch, raw ATR): floor ∈ {0.00, 0.06, 0.12, 0.25} über 2 Halbjahre.
Metrik in PREIS-Punkten (ΣPts), damit Floor-Varianten fair vergleichbar sind
(R-Normierung würde je Variante anders skalieren). Plus Bind-Quote je Hälfte.
"""
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; _TP_INIT=3.5; _LOCK_START=3.5; _LOCK_SCALE=0.6; _LOCK_MIN=1.2
_BE=1.3; _TRAIL_START=0.3; _MULT=1.5   # Live-Exit-Parameter (M5)

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_eff,H,L,C,j0):
    """Live-Phasen-Trailing mit effektivem (ggf. gefloortem) ATR."""
    sl=entry-d*2.0*atr_eff; tp=entry+d*_TP_INIT*atr_eff
    hw=entry; rank=0
    end=min(j0+_MAXH,len(C)-1)
    for j in range(j0,end+1):
        hi,lo=H[j],L[j]
        if (lo<=sl) if d>0 else (hi>=sl): return (sl-entry)*d
        if (hi>=tp) if d>0 else (lo<=tp): return (tp-entry)*d
        hw=max(hw,hi) if d>0 else min(hw,lo)
        profit=(hw-entry)*d
        ph=0 if profit<_TRAIL_START*atr_eff else (1 if profit<_LOCK_START*atr_eff else 2)
        if ph<rank: ph=rank
        rank=ph
        if ph==1:
            cand=hw-d*_MULT*atr_eff
            if profit>=_BE*atr_eff:
                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_eff
            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

def st(v):
    if not v: return "n=0"
    n=len(v); w=sum(1 for x in v if x>0)
    g=sum(x for x in v if x>0); ls=-sum(x for x in v if x<0)
    return (f"n={n:>5} WR={100*w/n:>3.0f}% ØPts={sum(v)/n:+.4f} "
            f"PF={(g/ls if ls>0 else 99):>4.2f} Worst={min(v):+.3f} ΣPts={sum(v):+.1f}")

def main():
    n=int(sys.argv[1]) if len(sys.argv)>1 else 80000
    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))]
    # Signale (raw ATR, identisch für alle Floor-Varianten)
    TH=_REVERSAL_STRETCH
    SIG={}
    for lbl,a,b in halves:
        out=[]
        for i in range(max(a,_N_BARS), min(b,len(C)-_MAXH-1)):
            atr=AT[i]
            if not atr or atr<=0: continue
            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))
        SIG[lbl]=out
    print("="*96)
    print(f"  ATR-Floor im Exit — {sym} M5 ({len(C)} Bars)  Live-Exit (SL2 · start0,3 · mult1,5 · BE1,3)")
    print("="*96)
    for lbl,_,_ in halves:
        sig=SIG[lbl]
        bind12=100*sum(1 for _,_,a in sig if a<0.12)/max(1,len(sig))
        bind06=100*sum(1 for _,_,a in sig if a<0.06)/max(1,len(sig))
        print(f"\n{lbl}: {len(sig)} Signale · ATR<0,12 bei {bind12:.0f}% · ATR<0,06 bei {bind06:.0f}%")
        for floor in (0.0, 0.06, 0.12, 0.25):
            v=[sim(C[i],d,max(atr,floor),H,L,C,i+1) for (i,d,atr) in sig]
            tag="  ← LIVE" if floor==0.12 else ""
            print(f"   Floor {floor:4.2f}  {st(v)}{tag}")

if __name__=="__main__":
    main()