from __future__ import annotations

from typing import ClassVar

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


@register
class VwapReversion(Strategy):
    """Mean reversion around VWAP, long-only."""

    key: ClassVar[str] = "vwap_reversion"
    name: ClassVar[str] = "VWAP Reversion"
    description: ClassVar[str] = (
        "Open long when price falls this far below a rolling VWAP and exit when "
        "it returns to VWAP. Optional ATR stop."
    )
    default_params: ClassVar[dict] = {
        "period": 20,
        "deviation_pct": 0.005,
        "atr_period": 14,
        "atr_stop_mult": 2.0,
        "size": 1.0,
    }
    param_help: ClassVar[dict] = {
        "period": "Rolling VWAP window in bars",
        "deviation_pct": "Entry distance below VWAP (0.005 = 0.5%)",
        "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] = {
        "period": (2, 200),
        "deviation_pct": (0.0, 0.2),
        "atr_stop_mult": (0.0, 10.0),
        "size": (0.01, 1.0),
    }

    def on_candle(self, ctx: StrategyContext) -> None:
        period = int(self.params["period"])
        if len(ctx.candles) < period + 1:
            return
        reference = ctx.vwap(period)
        if reference is None or reference <= 0:
            return

        threshold = reference * (1 - float(self.params["deviation_pct"]))

        if ctx.is_flat and ctx.price < threshold:
            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="price below VWAP band",
            )
        elif ctx.side == PositionSide.LONG and ctx.price >= reference:
            ctx.close(reason="price returned to VWAP")