from __future__ import annotations

from typing import ClassVar

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


@register
class DonchianBreakout(Strategy):
    """Breakout of the highest high, exit on the lowest low."""

    key: ClassVar[str] = "donchian_breakout"
    name: ClassVar[str] = "Donchian Breakout"
    description: ClassVar[str] = (
        "Open long when the close breaks above the highest high of the entry "
        "lookback; exit on a close below the lowest low of the exit lookback. "
        "Optional ATR stop."
    )
    default_params: ClassVar[dict] = {
        "entry_period": 20,
        "exit_period": 10,
        "atr_period": 14,
        "atr_stop_mult": 2.0,
        "size": 1.0,
    }
    param_help: ClassVar[dict] = {
        "entry_period": "Breakout lookback for entries",
        "exit_period": "Lookback for the exit channel",
        "atr_period": "ATR lookback for the stop",
        "atr_stop_mult": "Stop distance in ATRs (0 disables)",
        "size": "Fraction of equity per trade",
    }
    param_bounds: ClassVar[dict] = {
        "entry_period": (2, 200),
        "exit_period": (2, 200),
        "atr_stop_mult": (0.0, 10.0),
        "size": (0.01, 1.0),
    }

    def on_candle(self, ctx: StrategyContext) -> None:
        entry_period = int(self.params["entry_period"])
        exit_period = int(self.params["exit_period"])
        if len(ctx.candles) < max(entry_period, exit_period) + 1:
            return

        # Exclude the current candle from the channel.
        recent_high = max(c.high for c in ctx.candles[-entry_period - 1 : -1])
        recent_low = min(c.low for c in ctx.candles[-exit_period - 1 : -1])

        if ctx.is_flat and ctx.price > recent_high:
            stop = None
            mult = float(self.params["atr_stop_mult"])
            if mult > 0:
                atr_value = ctx.atr(int(self.params["atr_period"]))
                if atr_value:
                    stop = ctx.price - mult * atr_value
            ctx.enter_long(
                size=float(self.params["size"]),
                stop_loss=stop,
                reason=f"broke {entry_period}-bar high",
            )
        elif ctx.side == PositionSide.LONG and ctx.price < recent_low:
            ctx.close(reason=f"broke {exit_period}-bar low")