"""
ForexBot2 — Position sizing (stake-multiplier overlay)
======================================================

Single source of truth for **decision-time features** and the resulting
**stake multiplier**. Everything here is designed to be called from
inside the signal path so that live and backtest see byte-identical
inputs (rule 4: live == backtest parity).

Design contract
---------------
* **Bounded lookbacks.** No feature may read further back than the live
  fetch depth of its timeframe (5000 bars on M5/M15, 1460 on H1, 380 on
  H4). The primary frame is hard-capped at ``MAX_LOOKBACK_BARS`` rows,
  confirmation frames at 60 rows, and the burst scan at 200 rows, so a
  feature computed on a full backtest frame equals the same feature
  computed on the shorter live tail.
* **Closed bars only.** The frames handed in are exactly the frames
  ``analyze_from_dataframes`` received: UTC tz-aware, oldest-first,
  capitalized OHLCV columns, forming candle already dropped. The last
  row is the decision bar; nothing peeks past it.
* **Never raises into a scan.** ``build_features`` and
  ``stake_multiplier`` swallow every exception (logged at DEBUG) and
  fall back to neutral defaults. A sizing failure can never break a
  signal.
* **Advisory today.** ``stake_multiplier`` returns ``1.0`` in every case
  at this stage — artifact evaluation lands in a later step. The guard
  order is already implemented so the wiring is testable now.

Dependencies are deliberately limited to numpy/pandas plus ``config``
(the ``Timeframe`` enum): this module ships live and must not drag the
provider/news stack into any process that only wants features.

VERDICT 2026-09-06 (backtest/research/sizing_campaign_2026-09.md): the walk-forward
stake-multiplier model FAILED the pre-registered acceptance rule on both M5 and
M15 (M5 a clean null; M15 lift inside the label-shuffle null and explained by
BUY-vs-SELL). NO artifact ships and nothing reads a multiplier live. This module
is research plumbing: `build_features` feeds the backtester's --export-features
flag; `stake_multiplier` returns 1.0 unless a validated artifact is ever added
under a NEW pre-registration.
"""

from __future__ import annotations

import json
import logging
import math
from pathlib import Path
from typing import Dict, Optional, Sequence, Tuple

import numpy as np
import pandas as pd

from config import SignalStrength, Timeframe

logger = logging.getLogger(__name__)


#: Bump whenever FEATURE_ORDER or any feature's definition changes.
#: A trained artifact carrying a different value is ignored.
FEATURE_VERSION = 1

#: Hard cap on any primary-timeframe window used in this module.
MAX_LOOKBACK_BARS = 500

#: Bars of each confirmation timeframe used by the cross-TF features.
CONFIRM_LOOKBACK_BARS = 60

#: Window for the "bars since the last volatility burst" feature. Also
#: the sentinel returned when no burst is present in the window.
BURST_LOOKBACK_BARS = 200

#: Burst threshold: bar range >= this multiple of the PRIOR bar's ATR.
BURST_ATR_MULTIPLE = 3.0

#: Candle duration in seconds. Deliberate local copy of
#: ``providers.base.BaseDataProvider.CANDLE_SECONDS`` — importing the
#: providers package here would pull requests/twelvedata into every
#: feature-only consumer. A test asserts the copies agree.
CANDLE_SECONDS: Dict[Timeframe, int] = {
    Timeframe.M5: 300,
    Timeframe.M15: 900,
    Timeframe.H1: 3600,
    Timeframe.H4: 14400,
    Timeframe.D1: 86400,
}

#: Grade -> ordinal used by ``f_quality_rank`` (D/F both fall to 0).
_QUALITY_RANK = {"A+": 4.0, "A": 3.0, "B": 2.0, "C": 1.0}

_BULLISH = (SignalStrength.BUY, SignalStrength.STRONG_BUY)
_BEARISH = (SignalStrength.SELL, SignalStrength.STRONG_SELL)


FEATURE_ORDER: Tuple[str, ...] = (
    # ── Time ──────────────────────────────────────────────────────
    "f_hour_utc",
    "f_hour_sin",
    "f_hour_cos",
    "f_weekday",
    "f_sess_asian",
    "f_sess_london",
    "f_sess_overlap",
    "f_sess_ny",
    "f_minutes_to_hour",
    "f_day_of_month",
    "f_first_friday",
    # ── Volatility / setup geometry ───────────────────────────────
    "f_atr",
    "f_atr_pct",
    "f_atr_rel_500",
    "f_range_pctile_500",
    "f_bar_range_atr",
    "f_close_pos_in_bar",
    "f_risk_price",
    "f_sl_atr",
    "f_tp1_atr",
    "f_rr_planned",
    # ── Exhaustion block ──────────────────────────────────────────
    "f_swing_dist_atr",
    "f_ema21_dist_atr",
    "f_ema200_dist_atr",
    "f_ema200_dist_pct",
    "f_exhaustion_count",
    "f_tag_exhaustion",
    "f_tag_no_pullback",
    "f_tag_weak_pullback",
    "f_tag_rsi_extended",
    "f_tag_bb_overextended",
    "f_tag_ema200_near",
    "f_tag_ema200_far",
    "f_penalty_total",
    "f_momentum_fading",
    # ── Signal quality ────────────────────────────────────────────
    "f_score_dir",
    "f_confidence",
    "f_quality_rank",
    "f_ind_agree_frac",
    "f_ind_oppose_frac",
    "f_is_buy",
    "f_strat_atr",
    "f_strat_pb",
    "f_strat_cp",
    "f_strat_generic",
    # ── Multi-timeframe ───────────────────────────────────────────
    "f_mtf_primary",
    "f_mtf_c1",
    "f_mtf_c2",
    "f_mtf_agreement",
    # ── Primary-TF indicators ─────────────────────────────────────
    "f_rsi",
    "f_rsi_dir",
    "f_bb_pos",
    "f_bb_pos_dir",
    "f_adx",
    "f_kc_ext_atr",
    "f_roc_dir",
    "f_macd_hist_dir",
    # ── Price path ────────────────────────────────────────────────
    "f_ret_6_atr",
    "f_ret_12_atr",
    "f_ret_24_atr",
    "f_ret_48_atr",
    "f_consec_closes_dir",
    "f_bars_since_burst",
    # ── Cross-timeframe extension ─────────────────────────────────
    "f_h1_ext_atr",
    "f_c_other_ext_atr",
)

#: Value each feature falls back to when it cannot be computed. Only
#: ``f_bars_since_burst`` has a non-zero sentinel (its "none in window"
#: cap); everything else degrades to a neutral 0.0.
_DEFAULTS: Dict[str, float] = {name: 0.0 for name in FEATURE_ORDER}
_DEFAULTS["f_bars_since_burst"] = float(BURST_LOOKBACK_BARS)

#: Penalty tags recorded by SignalAggregator._compute_final_signal that
#: this module exposes as one-hot features.
_TAG_FEATURES = (
    ("f_tag_exhaustion", "exhaustion"),
    ("f_tag_no_pullback", "no_pullback"),
    ("f_tag_weak_pullback", "weak_pullback"),
    ("f_tag_rsi_extended", "rsi_extended"),
    ("f_tag_bb_overextended", "bb_overextended"),
    ("f_tag_ema200_near", "ema200_near"),
    ("f_tag_ema200_far", "ema200_far"),
)


# ══════════════════════════════════════════════════════════════════
#  Small helpers
# ══════════════════════════════════════════════════════════════════

def _finite(value, default: float = 0.0) -> float:
    """Coerce to a finite Python float, falling back to ``default``."""
    try:
        out = float(value)
    except (TypeError, ValueError):
        return float(default)
    if not math.isfinite(out):
        return float(default)
    return out


def wilder_atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
    """Wilder ATR, identical convention to ``engine._compute_atr``.

    True Range, then an EWM with ``alpha = 1/period``,
    ``min_periods = period`` and ``adjust=False``.
    """
    high, low, close = df["High"], df["Low"], df["Close"]
    tr1 = high - low
    tr2 = (high - close.shift()).abs()
    tr3 = (low - close.shift()).abs()
    tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
    return tr.ewm(alpha=1.0 / period, min_periods=period, adjust=False).mean()


def decision_time(primary_df: pd.DataFrame, tf: Timeframe) -> pd.Timestamp:
    """The clock every gate uses: last CLOSED bar label + its duration."""
    last = pd.Timestamp(primary_df.index[-1])
    return last + pd.Timedelta(seconds=CANDLE_SECONDS.get(tf, 3600))


def session_label(hour_utc: int) -> str:
    """Trading-session bucket for a UTC hour."""
    h = int(hour_utc)
    if 3 <= h <= 6:
        return "asian"
    if 7 <= h <= 12:
        return "london"
    if 13 <= h <= 16:
        return "overlap"
    if 17 <= h <= 22:
        return "ny"
    return "off"


# ══════════════════════════════════════════════════════════════════
#  Artifact plumbing
# ══════════════════════════════════════════════════════════════════

#: path -> (mtime, artifact-or-None)
_ARTIFACT_CACHE: Dict[str, Tuple[float, Optional[dict]]] = {}


def artifact_path_for(primary_tf: Timeframe, base_dir) -> Path:
    """Where the trained artifact for one primary timeframe lives."""
    return Path(base_dir) / f"xauusd_{primary_tf.value}.json"


def load_artifact(path) -> Optional[dict]:
    """Load a sizing artifact (JSON object), cached on (path, mtime).

    Returns ``None`` when the file is missing, unreadable, not JSON, or
    not a JSON object. Never raises.
    """
    try:
        p = Path(path)
        mtime = p.stat().st_mtime
    except Exception:
        return None

    key = str(p)
    cached = _ARTIFACT_CACHE.get(key)
    if cached is not None and cached[0] == mtime:
        return cached[1]

    data: Optional[dict]
    try:
        with p.open("r", encoding="utf-8") as fh:
            loaded = json.load(fh)
        data = loaded if isinstance(loaded, dict) else None
    except Exception:
        logger.debug("position_sizing: artifact %s is unreadable", key,
                     exc_info=True)
        data = None

    _ARTIFACT_CACHE[key] = (mtime, data)
    return data


# ══════════════════════════════════════════════════════════════════
#  Feature construction
# ══════════════════════════════════════════════════════════════════

def _direction(setup, report) -> float:
    """+1.0 for a long, -1.0 for a short — from the TRADE, not the score."""
    direction = getattr(setup, "direction", None)
    if direction is None:
        return 1.0 if _finite(getattr(report, "final_score", 0.0)) >= 0 else -1.0
    return 1.0 if str(direction).upper() == "BUY" else -1.0


def _ext_vs_sma(df: pd.DataFrame, d: float) -> float:
    """Direction-signed distance from the 20-bar SMA in ATR units.

    Computed on the LAST ``CONFIRM_LOOKBACK_BARS`` rows only, so the
    value is identical on a full history and on its live-depth tail.
    """
    if df is None or len(df) < 21:
        return 0.0
    tail = df.iloc[-CONFIRM_LOOKBACK_BARS:]
    sma = tail["Close"].rolling(20).mean().iloc[-1]
    atr = wilder_atr(tail, 14).iloc[-1]
    atr_f = _finite(atr, 0.0)
    if atr_f <= 0:
        return 0.0
    return d * (_finite(tail["Close"].iloc[-1]) - _finite(sma)) / atr_f


def _fill_time(out: Dict[str, float], dt: pd.Timestamp) -> None:
    hour = int(dt.hour)
    out["f_hour_utc"] = float(hour)
    out["f_hour_sin"] = float(math.sin(2.0 * math.pi * hour / 24.0))
    out["f_hour_cos"] = float(math.cos(2.0 * math.pi * hour / 24.0))
    weekday = int(dt.weekday())
    out["f_weekday"] = float(weekday)
    label = session_label(hour)
    out["f_sess_asian"] = 1.0 if label == "asian" else 0.0
    out["f_sess_london"] = 1.0 if label == "london" else 0.0
    out["f_sess_overlap"] = 1.0 if label == "overlap" else 0.0
    out["f_sess_ny"] = 1.0 if label == "ny" else 0.0
    out["f_minutes_to_hour"] = float((60 - int(dt.minute)) % 60)
    out["f_day_of_month"] = float(int(dt.day))
    out["f_first_friday"] = 1.0 if (weekday == 4 and int(dt.day) <= 7) else 0.0


def _fill_geometry(out: Dict[str, float], P: pd.DataFrame, setup,
                   atr: float, norm, d: float) -> None:
    out["f_atr"] = max(0.0, _finite(atr))
    ranges = (P["High"] - P["Low"]).astype(float)
    last_range = _finite(ranges.iloc[-1])
    mean_range = _finite(ranges.mean())
    out["f_atr_rel_500"] = (_finite(atr) / mean_range) if mean_range > 0 else 0.0
    n = int(len(ranges))
    out["f_range_pctile_500"] = (
        float((ranges.to_numpy() < last_range).sum()) / n if n else 0.0)
    out["f_bar_range_atr"] = norm(last_range)

    high = _finite(P["High"].iloc[-1])
    low = _finite(P["Low"].iloc[-1])
    close = _finite(P["Close"].iloc[-1])
    span = high - low
    if span > 0:
        out["f_close_pos_in_bar"] = (
            (close - low) / span if d > 0 else (high - close) / span)
    else:
        out["f_close_pos_in_bar"] = 0.5

    entry = _finite(getattr(setup, "entry_price", None))
    stop = _finite(getattr(setup, "stop_loss", None))
    tp1 = _finite(getattr(setup, "take_profit_1", None))
    risk = abs(entry - stop)
    out["f_risk_price"] = risk
    out["f_sl_atr"] = norm(risk)
    out["f_tp1_atr"] = norm(abs(tp1 - entry))
    out["f_rr_planned"] = _finite(getattr(setup, "risk_reward", None))


def _fill_exhaustion(out: Dict[str, float], report, KL: Dict[str, float],
                     px: float, d: float, norm) -> None:
    if d > 0:
        swings = [KL[k] for k in ("swing_low_1", "swing_low_2", "swing_low_3")
                  if KL.get(k) is not None]
        out["f_swing_dist_atr"] = norm(px - min(swings)) if swings else 0.0
    else:
        swings = [KL[k] for k in ("swing_high_1", "swing_high_2", "swing_high_3")
                  if KL.get(k) is not None]
        out["f_swing_dist_atr"] = norm(max(swings) - px) if swings else 0.0

    ema21 = KL.get("ema_medium")
    out["f_ema21_dist_atr"] = (
        norm(d * (px - _finite(ema21))) if ema21 is not None else 0.0)

    ema200 = KL.get("ema_trend")
    ema200_f = _finite(ema200, 0.0) if ema200 is not None else 0.0
    if ema200 is not None and ema200_f != 0.0:
        out["f_ema200_dist_atr"] = norm(d * (px - ema200_f))
        out["f_ema200_dist_pct"] = d * (px - ema200_f) / ema200_f * 100.0
    else:
        out["f_ema200_dist_atr"] = 0.0
        out["f_ema200_dist_pct"] = 0.0

    out["f_exhaustion_count"] = _finite(getattr(report, "exhaustion_count", 0))
    tags = getattr(report, "penalty_tags", None) or {}
    for feature, tag in _TAG_FEATURES:
        out[feature] = 1.0 if tag in tags else 0.0
    out["f_penalty_total"] = _finite(getattr(report, "penalty_total", 0.0))
    out["f_momentum_fading"] = 1.0 if getattr(report, "momentum_fading", False) else 0.0


def _fill_quality(out: Dict[str, float], report, setup, IND: dict,
                  d: float) -> None:
    out["f_score_dir"] = d * _finite(getattr(report, "final_score", 0.0))
    out["f_confidence"] = _finite(getattr(report, "final_confidence", 0.0))
    out["f_quality_rank"] = _QUALITY_RANK.get(
        getattr(report, "signal_quality", ""), 0.0)

    agree = oppose = total = 0
    for name, ind in (IND or {}).items():
        if str(name).startswith("_"):
            continue
        if _finite(getattr(ind, "weight", 0.0)) == 0.0:
            continue
        total += 1
        signal = getattr(ind, "signal", None)
        if d > 0:
            if signal in _BULLISH:
                agree += 1
            elif signal in _BEARISH:
                oppose += 1
        else:
            if signal in _BEARISH:
                agree += 1
            elif signal in _BULLISH:
                oppose += 1
    out["f_ind_agree_frac"] = (agree / total) if total else 0.0
    out["f_ind_oppose_frac"] = (oppose / total) if total else 0.0

    out["f_is_buy"] = 1.0 if d > 0 else 0.0
    strategy = str(getattr(setup, "strategy", "") or "")
    # The ATR path stamps "XAU_ATR"; "XAU" is accepted for legacy setups.
    out["f_strat_atr"] = 1.0 if strategy in ("XAU_ATR", "XAU") else 0.0
    out["f_strat_pb"] = 1.0 if strategy == "XAU_PB" else 0.0
    out["f_strat_cp"] = 1.0 if strategy == "XAU_CP" else 0.0
    out["f_strat_generic"] = 1.0 if strategy == "GENERIC" else 0.0


def _fill_mtf(out: Dict[str, float], report, primary_tf: Timeframe,
              confirmation_tfs: Sequence[Timeframe], d: float) -> None:
    scores = getattr(report, "mtf_scores", None) or {}
    out["f_mtf_primary"] = d * _finite(scores.get(primary_tf.value, 0.0))
    confirms = list(confirmation_tfs or [])
    for idx, key in ((0, "f_mtf_c1"), (1, "f_mtf_c2")):
        if idx < len(confirms):
            out[key] = d * _finite(scores.get(confirms[idx].value, 0.0))
        else:
            out[key] = 0.0
    out["f_mtf_agreement"] = 1.0 if getattr(report, "mtf_agreement", False) else 0.0


def _fill_indicators(out: Dict[str, float], IND: dict, d: float, norm) -> None:
    IND = IND or {}

    def _val(name, default):
        ind = IND.get(name)
        return _finite(getattr(ind, "value", None), default) if ind else default

    rsi = _val("rsi", 50.0)
    out["f_rsi"] = rsi
    out["f_rsi_dir"] = d * (rsi - 50.0)
    bb_pos = _val("bollinger", 0.5)          # bollinger.value = bb_position
    out["f_bb_pos"] = bb_pos
    out["f_bb_pos_dir"] = d * (bb_pos - 0.5)
    out["f_adx"] = _val("adx", 0.0)
    # keltner.value = close - kc_mid (signed extension from the mid line)
    out["f_kc_ext_atr"] = norm(d * _val("keltner", 0.0))
    out["f_roc_dir"] = d * _val("roc", 0.0)
    # macd.value = histogram
    out["f_macd_hist_dir"] = d * _val("macd", 0.0)


def _fill_path(out: Dict[str, float], P: pd.DataFrame, d: float, norm) -> None:
    close = P["Close"].astype(float).to_numpy()
    n = len(close)
    for lag, key in ((6, "f_ret_6_atr"), (12, "f_ret_12_atr"),
                     (24, "f_ret_24_atr"), (48, "f_ret_48_atr")):
        out[key] = norm(d * (close[-1] - close[-1 - lag])) if n >= lag + 1 else 0.0

    run = 0.0
    if n >= 2:
        diffs = np.diff(close)
        last = diffs[-1]
        if last > 0:
            sign = 1.0
        elif last < 0:
            sign = -1.0
        else:
            sign = 0.0
        if sign != 0.0:
            count = 0
            for value in diffs[::-1]:
                if (value > 0 and sign > 0) or (value < 0 and sign < 0):
                    count += 1
                else:
                    break
            run = sign * count
    out["f_consec_closes_dir"] = max(-20.0, min(20.0, d * run))

    out["f_bars_since_burst"] = float(BURST_LOOKBACK_BARS)
    prev_atr = wilder_atr(P, 14).shift(1).to_numpy(dtype=float)
    ranges = (P["High"] - P["Low"]).astype(float).to_numpy()
    start = max(0, n - BURST_LOOKBACK_BARS)
    for i in range(n - 1, start - 1, -1):
        threshold = prev_atr[i]
        if not math.isfinite(threshold) or threshold <= 0:
            continue
        if ranges[i] >= BURST_ATR_MULTIPLE * threshold:
            out["f_bars_since_burst"] = float((n - 1) - i)
            break


def _fill_cross_tf(out: Dict[str, float], dfs: Dict[Timeframe, pd.DataFrame],
                   confirmation_tfs: Sequence[Timeframe], d: float) -> None:
    out["f_h1_ext_atr"] = _ext_vs_sma(dfs.get(Timeframe.H1), d)
    out["f_c_other_ext_atr"] = 0.0
    for tf in (confirmation_tfs or []):
        if tf is Timeframe.H1:
            continue
        df = dfs.get(tf)
        if df is None or len(df) < 21:
            continue
        out["f_c_other_ext_atr"] = _ext_vs_sma(df, d)
        break


def build_features(
    report,
    setup,
    dfs: Dict[Timeframe, pd.DataFrame],
    primary_tf: Timeframe,
    confirmation_tfs: Sequence[Timeframe],
) -> Dict[str, float]:
    """Decision-time feature vector for one signal.

    Returns a dict whose keys are exactly ``FEATURE_ORDER`` (in order),
    every value a finite Python float. Degenerate inputs fall back to
    the neutral defaults instead of raising — this runs inside a scan.
    """
    out: Dict[str, float] = dict(_DEFAULTS)

    try:
        P = dfs.get(primary_tf)
        if P is None or len(P) == 0:
            return {k: out[k] for k in FEATURE_ORDER}
        P = P.iloc[-MAX_LOOKBACK_BARS:]

        d = _direction(setup, report)
        primary = getattr(report, "primary_analysis", None)
        KL = dict(getattr(primary, "key_levels", None) or {})
        IND = getattr(primary, "indicators", None) or {}

        atr_raw = KL.get("atr")
        atr = _finite(atr_raw, 0.0)
        atr_ok = atr > 0
        atr_div = atr if atr_ok else 1e-9

        def norm(value: float) -> float:
            """ATR-normalise, or 0.0 when ATR is missing/non-positive."""
            return (_finite(value) / atr_div) if atr_ok else 0.0

        px = _finite(P["Close"].iloc[-1])
        out["f_atr_pct"] = _finite(KL.get("atr_pct"), 0.0)

        for step, args in (
            (_fill_time, (out, decision_time(P, primary_tf))),
            (_fill_geometry, (out, P, setup, atr, norm, d)),
            (_fill_exhaustion, (out, report, KL, px, d, norm)),
            (_fill_quality, (out, report, setup, IND, d)),
            (_fill_mtf, (out, report, primary_tf, confirmation_tfs, d)),
            (_fill_indicators, (out, IND, d, norm)),
            (_fill_path, (out, P, d, norm)),
            (_fill_cross_tf, (out, dfs, confirmation_tfs, d)),
        ):
            try:
                step(*args)
            except Exception:
                logger.debug("position_sizing: %s failed", step.__name__,
                             exc_info=True)
    except Exception:
        logger.debug("position_sizing.build_features failed", exc_info=True)

    return {k: _finite(out.get(k), _DEFAULTS[k]) for k in FEATURE_ORDER}


# ══════════════════════════════════════════════════════════════════
#  Stake multiplier
# ══════════════════════════════════════════════════════════════════

def stake_multiplier(
    report,
    setup,
    dfs: Dict[Timeframe, pd.DataFrame],
    primary_tf: Timeframe,
    confirmation_tfs: Sequence[Timeframe],
    artifact_dir=None,
) -> float:
    """Stake multiplier for a taken setup. Always ``1.0`` at this stage.

    The guard order is already final — no artifact directory, a missing
    artifact file, an artifact built for a different ``FEATURE_VERSION``,
    or ANY exception all yield the neutral ``1.0``. Artifact evaluation
    lands in a later step; until then this is wiring, not a decision.
    """
    try:
        if not artifact_dir:
            return 1.0
        artifact = load_artifact(artifact_path_for(primary_tf, artifact_dir))
        if artifact is None:
            return 1.0
        if artifact.get("feature_version") != FEATURE_VERSION:
            logger.debug(
                "position_sizing: artifact feature_version %r != %d — neutral",
                artifact.get("feature_version"), FEATURE_VERSION)
            return 1.0
        # Step 1: evaluation not implemented yet.
        return 1.0
    except Exception:
        logger.debug("position_sizing.stake_multiplier failed", exc_info=True)
        return 1.0