from __future__ import annotations

from typing import ClassVar

from app.engine.indicators import atr, ema
from app.engine.strategies.base import Strategy, StrategyContext, register
from app.models import PositionSide


@register
class EmaCrossShort(Strategy):
    """Short-side example: sell EMA cross-downs, cover on cross-up."""

    key: ClassVar[str] = "ema_cross_short"
    name: ClassVar[str] = "EMA Crossover (short)"
    description: ClassVar[str] = (
        "Open a short when the fast EMA crosses below the slow EMA and cover when "
        "it crosses back above. Demonstrates short trades; optional ATR stop."
    )
    default_params: ClassVar[dict] = {
        "fast": 9,
        "slow": 21,
        "atr_period": 14,
        "atr_stop_mult": 2.0,
        "size": 1.0,
    }
    param_help: ClassVar[dict] = {
        "fast": "Fast EMA period",
        "slow": "Slow EMA period",
        "atr_period": "ATR lookback for the stop",
        "atr_stop_mult": "Stop distance in ATRs (0 disables)",
        "size": "Fraction of equity per short",
    }
    param_bounds: ClassVar[dict] = {
        "fast": (2, 100),
        "slow": (3, 300),
        "atr_stop_mult": (0.0, 10.0),
        "size": (0.01, 1.0),
    }

    def on_candle(self, ctx: StrategyContext) -> None:
        fast_period = int(self.params["fast"])
        slow_period = int(self.params["slow"])
        if len(ctx.closes) < slow_period + 2:
            return

        fast = ema(ctx.closes, fast_period)
        slow = ema(ctx.closes, slow_period)
        f_prev, f_now = fast[-2], fast[-1]
        s_prev, s_now = slow[-2], slow[-1]
        if None in (f_prev, f_now, s_prev, s_now):
            return

        crossed_down = f_prev >= s_prev and f_now < s_now
        crossed_up = f_prev <= s_prev and f_now > s_now

        if ctx.is_flat and crossed_down:
            stop = None
            mult = float(self.params["atr_stop_mult"])
            if mult > 0:
                atr_value = atr(ctx.candles, int(self.params["atr_period"]))[-1]
                if atr_value:
                    stop = ctx.price + mult * atr_value
            ctx.enter_short(
                size=float(self.params["size"]),
                stop_loss=stop,
                reason="EMA cross down",
            )
        elif ctx.side == PositionSide.SHORT and crossed_up:
            ctx.close(reason="EMA cross up")