from __future__ import annotations

from typing import ClassVar

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


@register
class RsiReversion(Strategy):
    """Buy oversold RSI, exit on overbought, with an ATR-based stop."""

    key: ClassVar[str] = "rsi_reversion"
    name: ClassVar[str] = "RSI Mean Reversion"
    description: ClassVar[str] = (
        "Enter long when RSI drops below the oversold level and exit when it rises "
        "above the overbought level. Places an ATR-based stop loss and take profit."
    )
    default_params: ClassVar[dict] = {
        "period": 14,
        "oversold": 30.0,
        "overbought": 70.0,
        "atr_period": 14,
        "atr_stop_mult": 2.0,
        "atr_target_mult": 3.0,
        "size": 1.0,
    }
    param_help: ClassVar[dict] = {
        "period": "RSI lookback period",
        "oversold": "RSI level below which to buy",
        "overbought": "RSI level above which to exit",
        "atr_period": "ATR lookback for stop sizing",
        "atr_stop_mult": "Stop distance as a multiple of ATR",
        "atr_target_mult": "Take-profit distance as a multiple of ATR",
        "size": "Fraction of equity to allocate per trade",
    }
    param_bounds: ClassVar[dict] = {
        "period": (2, 100),
        "oversold": (1, 50),
        "overbought": (50, 99),
        "atr_stop_mult": (0.5, 10.0),
        "atr_target_mult": (0.5, 20.0),
        "size": (0.01, 1.0),
    }

    def on_candle(self, ctx: StrategyContext) -> None:
        period = int(self.params["period"])
        current = ctx.rsi(period)
        if current is None:
            return

        if ctx.is_flat and current < float(self.params["oversold"]):
            stop = target = None
            atr_value = ctx.atr(int(self.params["atr_period"]))
            if atr_value:
                stop = ctx.price - float(self.params["atr_stop_mult"]) * atr_value
                target = ctx.price + float(self.params["atr_target_mult"]) * atr_value
            ctx.enter_long(
                size=float(self.params["size"]),
                stop_loss=stop,
                take_profit=target,
                reason=f"RSI {current:.1f} below oversold",
            )
        elif ctx.side == PositionSide.LONG and current > float(self.params["overbought"]):
            ctx.close(reason=f"RSI {current:.1f} above overbought")