"""R:R Scanner service.

Scans tracked tickers for asymmetric risk-reward trade setups.
Long: target = nearest SR above, stop = entry - ATR × multiplier.
Short: target = nearest SR below, stop = entry + ATR × multiplier.
Filters by configurable R:R threshold (default 1.5).
"""

from __future__ import annotations

import json
import logging
from collections.abc import Callable
from datetime import date, datetime, timezone

from sqlalchemy import and_, func, select
from sqlalchemy.ext.asyncio import AsyncSession

from app.exceptions import NotFoundError
from app.models.fundamental import FundamentalData
from app.models.ohlcv import OHLCVRecord
from app.models.score import CompositeScore, DimensionScore
from app.models.sentiment import SentimentScore
from app.models.signal_context_snapshot import SignalContextSnapshot
from app.models.sr_level import SRLevel
from app.models.ticker import Ticker
from app.models.trade_setup import TradeSetup
from app.services.indicator_service import _extract_ohlcv, compute_atr
from app.services.price_service import query_ohlcv
from app.services.recommendation_service import enhance_trade_setup

logger = logging.getLogger(__name__)

STRATEGY_VERSION = "residual_momentum_12_1_rr_time_v2"


async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
    normalised = symbol.strip().upper()
    result = await db.execute(select(Ticker).where(Ticker.symbol == normalised))
    ticker = result.scalar_one_or_none()
    if ticker is None:
        raise NotFoundError(f"Ticker not found: {normalised}")
    return ticker


def _compute_quality_score(
    rr: float,
    strength: int,
    distance: float,
    entry_price: float,
    *,
    w_rr: float = 0.35,
    w_strength: float = 0.35,
    w_proximity: float = 0.30,
    rr_cap: float = 10.0,
) -> float:
    """Compute a quality score for a candidate S/R level."""
    norm_rr = min(rr / rr_cap, 1.0)
    norm_strength = strength / 100.0
    norm_proximity = 1.0 - min(distance / entry_price, 1.0)
    return w_rr * norm_rr + w_strength * norm_strength + w_proximity * norm_proximity


async def _get_dimension_scores(db: AsyncSession, ticker_id: int) -> dict[str, float]:
    result = await db.execute(
        select(DimensionScore).where(DimensionScore.ticker_id == ticker_id)
    )
    rows = result.scalars().all()
    return {row.dimension: float(row.score) for row in rows}


async def _get_latest_sentiment(db: AsyncSession, ticker_id: int) -> str | None:
    result = await db.execute(
        select(SentimentScore)
        .where(SentimentScore.ticker_id == ticker_id)
        .order_by(SentimentScore.timestamp.desc())
        .limit(1)
    )
    row = result.scalar_one_or_none()
    return row.classification if row else None


def _json_default(value):
    if isinstance(value, (datetime, date)):
        return value.isoformat()
    return str(value)


async def _create_signal_context_snapshots(
    db: AsyncSession,
    setups: list[TradeSetup],
    *,
    strategy_version: str = STRATEGY_VERSION,
) -> None:
    """Capture point-in-time discretionary context for freshly generated setups.

    The scanner stores the setup itself first so each snapshot can be keyed by
    ``trade_setup_id``. This is intentionally forward-only: old sentiment,
    fundamentals and composite scores are not reconstructed from today's data.
    """
    if not setups:
        return

    ticker_ids = {s.ticker_id for s in setups}

    dims: dict[int, dict[str, dict]] = {}
    dim_rows = (
        await db.execute(select(DimensionScore).where(DimensionScore.ticker_id.in_(ticker_ids)))
    ).scalars().all()
    for row in dim_rows:
        dims.setdefault(row.ticker_id, {})[row.dimension] = {
            "score": float(row.score),
            "is_stale": bool(row.is_stale),
            "computed_at": row.computed_at,
        }

    composites: dict[int, CompositeScore] = {}
    comp_rows = (
        await db.execute(
            select(CompositeScore)
            .where(CompositeScore.ticker_id.in_(ticker_ids))
            .order_by(CompositeScore.ticker_id, CompositeScore.computed_at.desc())
        )
    ).scalars().all()
    for row in comp_rows:
        composites.setdefault(row.ticker_id, row)

    sentiments: dict[int, SentimentScore] = {}
    sent_rows = (
        await db.execute(
            select(SentimentScore)
            .where(SentimentScore.ticker_id.in_(ticker_ids))
            .order_by(SentimentScore.ticker_id, SentimentScore.timestamp.desc())
        )
    ).scalars().all()
    for row in sent_rows:
        sentiments.setdefault(row.ticker_id, row)

    fundamentals: dict[int, FundamentalData] = {}
    fund_rows = (
        await db.execute(
            select(FundamentalData)
            .where(FundamentalData.ticker_id.in_(ticker_ids))
            .order_by(FundamentalData.ticker_id, FundamentalData.fetched_at.desc())
        )
    ).scalars().all()
    for row in fund_rows:
        fundamentals.setdefault(row.ticker_id, row)

    now = datetime.now(timezone.utc)
    for setup in setups:
        comp = composites.get(setup.ticker_id)
        sent = sentiments.get(setup.ticker_id)
        fund = fundamentals.get(setup.ticker_id)
        score_context = {
            "composite_score": float(comp.score) if comp else float(setup.composite_score),
            "composite_is_stale": bool(comp.is_stale) if comp else None,
            "composite_computed_at": comp.computed_at if comp else None,
            "dimensions": dims.get(setup.ticker_id, {}),
        }
        sentiment_context = (
            {
                "classification": sent.classification,
                "confidence": int(sent.confidence),
                "recommendation": sent.recommendation,
                "timestamp": sent.timestamp,
                "source": sent.source,
            }
            if sent
            else {}
        )
        fundamental_context = (
            {
                "pe_ratio": fund.pe_ratio,
                "revenue_growth": fund.revenue_growth,
                "earnings_surprise": fund.earnings_surprise,
                "market_cap": fund.market_cap,
                "next_earnings_date": fund.next_earnings_date,
                "fetched_at": fund.fetched_at,
            }
            if fund
            else {}
        )
        db.add(
            SignalContextSnapshot(
                trade_setup_id=setup.id,
                ticker_id=setup.ticker_id,
                detected_at=setup.detected_at,
                created_at=now,
                strategy_version=strategy_version,
                direction=setup.direction,
                entry_price=float(setup.entry_price),
                stop_loss=float(setup.stop_loss),
                target=float(setup.target),
                rr_ratio=float(setup.rr_ratio),
                confidence_score=(
                    float(setup.confidence_score) if setup.confidence_score is not None else None
                ),
                recommended_action=setup.recommended_action,
                risk_level=setup.risk_level,
                momentum_percentile=(
                    float(setup.momentum_percentile)
                    if setup.momentum_percentile is not None
                    else None
                ),
                score_context_json=json.dumps(score_context, default=_json_default),
                sentiment_context_json=json.dumps(sentiment_context, default=_json_default),
                fundamental_context_json=json.dumps(fundamental_context, default=_json_default),
            )
        )


async def scan_ticker(
    db: AsyncSession,
    symbol: str,
    rr_threshold: float = 1.5,
    atr_multiplier: float = 1.5,
    momentum_percentile: float | None = None,
) -> list[TradeSetup]:
    """Scan a single ticker for trade setups meeting the R:R threshold.

    ``momentum_percentile`` is the ticker's residual 12-1 momentum activation
    rank across the universe (computed by the caller), stored on each setup so
    the activation gate can select the top slice."""
    ticker = await _get_ticker(db, symbol)

    records = await query_ohlcv(db, symbol)
    if not records or len(records) < 15:
        logger.info(
            "Skipping %s: insufficient OHLCV data (%d bars, need 15+)",
            symbol, len(records),
        )
        return []

    _, highs, lows, closes, _ = _extract_ohlcv(records)
    entry_price = closes[-1]

    try:
        atr_result = compute_atr(highs, lows, closes)
        atr_value = atr_result["atr"]
    except Exception:
        logger.info("Skipping %s: cannot compute ATR", symbol)
        return []

    if atr_value <= 0:
        logger.info("Skipping %s: ATR is zero or negative", symbol)
        return []

    sr_result = await db.execute(
        select(SRLevel).where(SRLevel.ticker_id == ticker.id)
    )
    sr_levels = list(sr_result.scalars().all())

    if not sr_levels:
        logger.info("Skipping %s: no SR levels available", symbol)
        return []

    levels_above = sorted(
        [lv for lv in sr_levels if lv.price_level > entry_price],
        key=lambda lv: lv.price_level,
    )
    levels_below = sorted(
        [lv for lv in sr_levels if lv.price_level < entry_price],
        key=lambda lv: lv.price_level,
        reverse=True,
    )

    comp_result = await db.execute(
        select(CompositeScore).where(CompositeScore.ticker_id == ticker.id)
    )
    comp = comp_result.scalar_one_or_none()
    composite_score = comp.score if comp else 0.0

    dimension_scores = await _get_dimension_scores(db, ticker.id)
    sentiment_classification = await _get_latest_sentiment(db, ticker.id)

    now = datetime.now(timezone.utc)
    setups: list[TradeSetup] = []

    if levels_above:
        stop = entry_price - (atr_value * atr_multiplier)
        risk = entry_price - stop
        if risk > 0:
            best_quality = 0.0
            best_candidate_rr = 0.0
            best_candidate_target = 0.0
            for lv in levels_above:
                reward = lv.price_level - entry_price
                if reward <= 0:
                    continue
                rr = reward / risk
                if rr < rr_threshold:
                    continue
                distance = lv.price_level - entry_price
                quality = _compute_quality_score(rr, lv.strength, distance, entry_price)
                if quality > best_quality:
                    best_quality = quality
                    best_candidate_rr = rr
                    best_candidate_target = lv.price_level

            if best_candidate_rr > 0:
                setups.append(TradeSetup(
                    ticker_id=ticker.id,
                    direction="long",
                    entry_price=round(entry_price, 4),
                    stop_loss=round(stop, 4),
                    target=round(best_candidate_target, 4),
                    rr_ratio=round(best_candidate_rr, 4),
                    composite_score=round(composite_score, 4),
                    detected_at=now,
                    momentum_percentile=momentum_percentile,
                ))

    if levels_below:
        stop = entry_price + (atr_value * atr_multiplier)
        risk = stop - entry_price
        if risk > 0:
            best_quality = 0.0
            best_candidate_rr = 0.0
            best_candidate_target = 0.0
            for lv in levels_below:
                reward = entry_price - lv.price_level
                if reward <= 0:
                    continue
                rr = reward / risk
                if rr < rr_threshold:
                    continue
                distance = entry_price - lv.price_level
                quality = _compute_quality_score(rr, lv.strength, distance, entry_price)
                if quality > best_quality:
                    best_quality = quality
                    best_candidate_rr = rr
                    best_candidate_target = lv.price_level

            if best_candidate_rr > 0:
                setups.append(TradeSetup(
                    ticker_id=ticker.id,
                    direction="short",
                    entry_price=round(entry_price, 4),
                    stop_loss=round(stop, 4),
                    target=round(best_candidate_target, 4),
                    rr_ratio=round(best_candidate_rr, 4),
                    composite_score=round(composite_score, 4),
                    detected_at=now,
                    momentum_percentile=momentum_percentile,
                ))

    available_directions = {s.direction for s in setups}
    enhanced_setups: list[TradeSetup] = []
    for setup in setups:
        try:
            enhanced = await enhance_trade_setup(
                db=db,
                ticker=ticker,
                setup=setup,
                dimension_scores=dimension_scores,
                sr_levels=sr_levels,
                sentiment_classification=sentiment_classification,
                atr_value=atr_value,
                available_directions=available_directions,
            )
            enhanced_setups.append(enhanced)
        except Exception:
            logger.exception("Error enhancing setup for %s (%s)", ticker.symbol, setup.direction)
            enhanced_setups.append(setup)

    for setup in enhanced_setups:
        db.add(setup)

    await db.commit()

    for s in enhanced_setups:
        await db.refresh(s)

    await _create_signal_context_snapshots(db, enhanced_setups)
    await db.commit()

    return enhanced_setups


async def scan_all_tickers(
    db: AsyncSession,
    rr_threshold: float = 1.5,
    atr_multiplier: float = 1.5,
    progress_callback: Callable[[int, int, str], None] | None = None,
) -> list[TradeSetup]:
    """Scan all tracked tickers for trade setups.

    ``progress_callback(processed, total, current_symbol)`` is invoked as each
    ticker is scanned so callers (e.g. the scheduler) can surface live progress.
    """
    result = await db.execute(select(Ticker).order_by(Ticker.symbol))
    tickers = list(result.scalars().all())
    total = len(tickers)

    # Rank the universe by residual 12-1 momentum up front so each new setup
    # carries its activation percentile. Best-effort; the ranker falls back to
    # raw 12-1 momentum only if benchmark data is unavailable.
    try:
        from app.services import momentum_service

        percentiles = await momentum_service.compute_momentum_percentiles(db)
    except Exception:
        logger.exception("Momentum ranking refresh failed")
        percentiles = {}

    all_setups: list[TradeSetup] = []
    for index, ticker in enumerate(tickers):
        if progress_callback is not None:
            progress_callback(index, total, ticker.symbol)
        try:
            # Refresh scores first so the scheduled scan works off current data.
            # Nothing else marks scores stale, so without this they'd never
            # update for tickers the user doesn't manually fetch.
            try:
                from app.services import scoring_service

                await scoring_service.compute_all_dimensions(db, ticker.symbol)
                await scoring_service.compute_composite_score(db, ticker.symbol)
                await db.commit()
            except Exception:
                logger.exception("Error refreshing scores for %s", ticker.symbol)

            setups = await scan_ticker(
                db, ticker.symbol, rr_threshold, atr_multiplier,
                momentum_percentile=percentiles.get(ticker.symbol),
            )
            all_setups.extend(setups)
        except Exception:
            logger.exception("Error scanning ticker %s", ticker.symbol)

    if progress_callback is not None and total:
        progress_callback(total, total, "")

    return all_setups


async def get_trade_setups(
    db: AsyncSession,
    direction: str | None = None,
    min_confidence: float | None = None,
    recommended_action: str | None = None,
    symbol: str | None = None,
) -> list[dict]:
    """Get latest stored trade setups, optionally filtered."""
    stmt = (
        select(TradeSetup, Ticker.symbol)
        .join(Ticker, TradeSetup.ticker_id == Ticker.id)
    )
    if direction is not None:
        stmt = stmt.where(TradeSetup.direction == direction.lower())
    if symbol is not None:
        stmt = stmt.where(Ticker.symbol == symbol.strip().upper())
    if min_confidence is not None:
        stmt = stmt.where(TradeSetup.confidence_score >= min_confidence)
    if recommended_action is not None:
        stmt = stmt.where(TradeSetup.recommended_action == recommended_action)

    stmt = stmt.order_by(TradeSetup.detected_at.desc(), TradeSetup.id.desc())

    result = await db.execute(stmt)
    rows = result.all()

    latest_by_key: dict[tuple[str, str], tuple[TradeSetup, str]] = {}
    for setup, ticker_symbol in rows:
        dedupe_key = (ticker_symbol, setup.direction)
        if dedupe_key not in latest_by_key:
            latest_by_key[dedupe_key] = (setup, ticker_symbol)

    latest_rows = list(latest_by_key.values())
    latest_rows.sort(
        key=lambda row: (
            row[0].confidence_score if row[0].confidence_score is not None else -1.0,
            row[0].rr_ratio,
            row[0].composite_score,
        ),
        reverse=True,
    )

    prices = await _latest_closes(db, {s.ticker_id for s, _ in latest_rows})
    return [
        _trade_setup_to_dict(setup, ticker_symbol, prices.get(setup.ticker_id))
        for setup, ticker_symbol in latest_rows
    ]


async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, float]:
    """Most recent close per ticker — used to judge a setup's current relevance."""
    if not ticker_ids:
        return {}
    latest = (
        select(OHLCVRecord.ticker_id, func.max(OHLCVRecord.date).label("md"))
        .where(OHLCVRecord.ticker_id.in_(ticker_ids))
        .group_by(OHLCVRecord.ticker_id)
        .subquery()
    )
    stmt = select(OHLCVRecord.ticker_id, OHLCVRecord.close).join(
        latest,
        and_(
            OHLCVRecord.ticker_id == latest.c.ticker_id,
            OHLCVRecord.date == latest.c.md,
        ),
    )
    result = await db.execute(stmt)
    return {tid: float(close) for tid, close in result.all()}


async def get_trade_setup_history(
    db: AsyncSession,
    symbol: str,
) -> list[dict]:
    """Get full recommendation history for a symbol (newest first)."""
    stmt = (
        select(TradeSetup, Ticker.symbol)
        .join(Ticker, TradeSetup.ticker_id == Ticker.id)
        .where(Ticker.symbol == symbol.strip().upper())
        .order_by(TradeSetup.detected_at.desc(), TradeSetup.id.desc())
    )
    result = await db.execute(stmt)
    rows = result.all()

    prices = await _latest_closes(db, {s.ticker_id for s, _ in rows})
    return [
        _trade_setup_to_dict(setup, ticker_symbol, prices.get(setup.ticker_id))
        for setup, ticker_symbol in rows
    ]


def _trade_setup_to_dict(setup: TradeSetup, symbol: str, current_price: float | None = None) -> dict:
    targets: list[dict] = []
    conflicts: list[str] = []

    if setup.targets_json:
        try:
            parsed_targets = json.loads(setup.targets_json)
            if isinstance(parsed_targets, list):
                targets = parsed_targets
        except (TypeError, ValueError):
            targets = []

    if setup.conflict_flags_json:
        try:
            parsed_conflicts = json.loads(setup.conflict_flags_json)
            if isinstance(parsed_conflicts, list):
                conflicts = [str(item) for item in parsed_conflicts]
        except (TypeError, ValueError):
            conflicts = []

    return {
        "id": setup.id,
        "symbol": symbol,
        "direction": setup.direction,
        "entry_price": setup.entry_price,
        "stop_loss": setup.stop_loss,
        "target": setup.target,
        "rr_ratio": setup.rr_ratio,
        "composite_score": setup.composite_score,
        "detected_at": setup.detected_at,
        "confidence_score": setup.confidence_score,
        "targets": targets,
        "conflict_flags": conflicts,
        "recommended_action": setup.recommended_action,
        "reasoning": setup.reasoning,
        "risk_level": setup.risk_level,
        "actual_outcome": setup.actual_outcome,
        "outcome_date": setup.outcome_date,
        "evaluated_at": setup.evaluated_at,
        "current_price": current_price,
        "momentum_percentile": setup.momentum_percentile,
    }