"""Moving Average Crossover strategy."""

import pandas as pd
from decimal import Decimal
from typing import Optional, Dict, Any
from src.strategies.base import BaseStrategy, StrategySignal, SignalType
from src.data.indicators import get_indicators

class MovingAverageStrategy(BaseStrategy):
    """Moving average crossover strategy."""
    
    def __init__(self, name: str, parameters: Optional[Dict[str, Any]] = None, timeframes: Optional[list] = None):
        """Initialize moving average strategy.
        
        Parameters:
            fast_period: Fast MA period (default 10)
            slow_period: Slow MA period (default 30)
            ma_type: MA type - 'sma' or 'ema' (default 'ema')
        """
        super().__init__(name, parameters, timeframes)
        self.fast_period = self.parameters.get('fast_period', 10)
        self.slow_period = self.parameters.get('slow_period', 30)
        self.ma_type = self.parameters.get('ma_type', 'ema')
        self.indicators = get_indicators()
        self._price_history = []
    
    async def on_tick(self, symbol: str, price: Decimal, timeframe: str, data: Dict[str, Any]) -> Optional[StrategySignal]:
        """Generate signal based on MA crossover."""
        
        
        # Add price to history
        self._price_history.append(float(price))
        if len(self._price_history) < self.slow_period + 1:
            return None
        
        # Calculate MAs
        prices = pd.Series(self._price_history[-self.slow_period-1:])
        
        if self.ma_type == 'sma':
            fast_ma = self.indicators.sma(prices, self.fast_period)
            slow_ma = self.indicators.sma(prices, self.slow_period)
        else:
            fast_ma = self.indicators.ema(prices, self.fast_period)
            slow_ma = self.indicators.ema(prices, self.slow_period)
        
        if len(fast_ma) < 2 or len(slow_ma) < 2:
            return None
        
        # Check for crossover
        fast_current = fast_ma.iloc[-1]
        fast_prev = fast_ma.iloc[-2]
        slow_current = slow_ma.iloc[-1]
        slow_prev = slow_ma.iloc[-2]
        
        # Bullish crossover
        if fast_prev <= slow_prev and fast_current > slow_current:
            return StrategySignal(
                signal_type=SignalType.BUY,
                symbol=symbol,
                strength=min(1.0, (fast_current - slow_current) / slow_current),
                price=price,
                metadata={'fast_ma': float(fast_current), 'slow_ma': float(slow_current)}
            )
        # Bearish crossover
        elif fast_prev >= slow_prev and fast_current < slow_current:
            return StrategySignal(
                signal_type=SignalType.SELL,
                symbol=symbol,
                strength=min(1.0, (slow_current - fast_current) / slow_current),
                price=price,
                metadata={'fast_ma': float(fast_current), 'slow_ma': float(slow_current)}
            )
        
        return None
    
    def on_signal(self, signal: StrategySignal) -> Optional[StrategySignal]:
        """Process signal."""
        return signal if self.should_execute(signal) else None