#!/usr/bin/env python3
"""
Run Multi-Pair Divergence Strategy backtest and compare with baseline.

Compares the multi-pair strategy against the single-pair BTC/ETH regime strategy.
"""
import sys
sys.path.insert(0, '.')

from engine.backtester import Backtester
from engine.data_manager import DataManager
from engine.logging_config import setup_logging, get_logger
from engine.reporting import Reporter
from strategies.multi_pair import MultiPairDivergenceStrategy, MultiPairConfig
from strategies.regime_strategy import RegimeReversionStrategy
from engine.market import MarketType

logger = get_logger(__name__)


def run_baseline():
    """Run baseline BTC/ETH regime strategy."""
    logger.info("=" * 60)
    logger.info("BASELINE: BTC/ETH Regime Reversion Strategy")
    logger.info("=" * 60)
    
    dm = DataManager()
    bt = Backtester(dm)
    
    strategy = RegimeReversionStrategy()
    
    result = bt.run_strategy(
        strategy,
        'okx',
        'ETH-USDT',
        timeframe='1h',
        init_cash=10000
    )
    
    logger.info("Baseline Results:")
    logger.info("  Total Return: %.2f%%", result.portfolio.total_return() * 100)
    logger.info("  Total Trades: %d", result.portfolio.trades.count())
    logger.info("  Win Rate: %.1f%%", result.portfolio.trades.win_rate() * 100)
    
    return result


def run_multi_pair(assets: list[str] | None = None):
    """Run multi-pair divergence strategy."""
    logger.info("=" * 60)
    logger.info("MULTI-PAIR: Divergence Selection Strategy")
    logger.info("=" * 60)
    
    dm = DataManager()
    bt = Backtester(dm)
    
    # Use provided assets or default
    if assets:
        config = MultiPairConfig(assets=assets)
    else:
        config = MultiPairConfig()
    
    logger.info("Configured %d assets, %d pairs", len(config.assets), config.get_pair_count())
    
    strategy = MultiPairDivergenceStrategy(config=config)
    
    result = bt.run_strategy(
        strategy,
        'okx',
        'ETH-USDT',  # Reference asset (not used for trading, just index alignment)
        timeframe='1h',
        init_cash=10000
    )
    
    logger.info("Multi-Pair Results:")
    logger.info("  Total Return: %.2f%%", result.portfolio.total_return() * 100)
    logger.info("  Total Trades: %d", result.portfolio.trades.count())
    logger.info("  Win Rate: %.1f%%", result.portfolio.trades.win_rate() * 100)
    
    return result


def compare_results(baseline, multi_pair):
    """Compare and display results."""
    logger.info("=" * 60)
    logger.info("COMPARISON")
    logger.info("=" * 60)
    
    baseline_return = baseline.portfolio.total_return() * 100
    multi_return = multi_pair.portfolio.total_return() * 100
    
    improvement = multi_return - baseline_return
    
    logger.info("Baseline Return:    %.2f%%", baseline_return)
    logger.info("Multi-Pair Return:  %.2f%%", multi_return)
    logger.info("Improvement:        %.2f%% (%.1fx)", 
                improvement, 
                multi_return / baseline_return if baseline_return != 0 else 0)
    
    baseline_trades = baseline.portfolio.trades.count()
    multi_trades = multi_pair.portfolio.trades.count()
    
    logger.info("Baseline Trades:    %d", baseline_trades)
    logger.info("Multi-Pair Trades:  %d", multi_trades)
    
    return {
        'baseline_return': baseline_return,
        'multi_pair_return': multi_return,
        'improvement': improvement,
        'baseline_trades': baseline_trades,
        'multi_pair_trades': multi_trades
    }


def main():
    """Main entry point."""
    setup_logging()
    
    # Check available assets
    dm = DataManager()
    available = []
    
    for symbol in MultiPairConfig().assets:
        try:
            dm.load_data('okx', symbol, '1h', market_type=MarketType.PERPETUAL)
            available.append(symbol)
        except FileNotFoundError:
            pass
    
    if len(available) < 2:
        logger.error(
            "Need at least 2 assets to run multi-pair strategy. "
            "Run: uv run python scripts/download_multi_pair_data.py"
        )
        return
    
    logger.info("Found data for %d assets: %s", len(available), available)
    
    # Run baseline
    baseline_result = run_baseline()
    
    # Run multi-pair
    multi_result = run_multi_pair(available)
    
    # Compare
    comparison = compare_results(baseline_result, multi_result)
    
    # Save reports
    reporter = Reporter()
    reporter.save_reports(multi_result, "multi_pair_divergence")
    
    logger.info("Reports saved to backtest_logs/")


if __name__ == "__main__":
    main()