"""MACD crossover strategy — trade on MACD/signal line crossovers."""

from datetime import datetime, timezone

from shared.schemas.trading import MarketSnapshot, SentimentContext, SignalDirection, TradeSignal
from shared.strategies.base import BaseStrategy


class MACDCrossoverStrategy(BaseStrategy):
    """Detect MACD / signal line crossovers for entry signals.

    Tracks previous MACD and signal values per ticker. On the first call
    for any ticker the strategy stores state and returns None.

    **Buy signal** (LONG):
        Bullish crossover — previous ``macd - signal <= 0`` and current
        ``macd - signal > 0``.

    **Sell signal** (SHORT):
        Bearish crossover — previous ``macd - signal >= 0`` and current
        ``macd - signal < 0``.

    Signal strength = ``abs(histogram) / atr`` (or ``abs(histogram) / 2.0``
    when ATR is unavailable), clamped to [0, 1].
    """

    name: str = "macd_crossover"

    def __init__(self) -> None:
        self._prev_macd: dict[str, float] = {}
        self._prev_signal: dict[str, float] = {}

    async def evaluate(
        self,
        ticker: str,
        market: MarketSnapshot,
        sentiment: SentimentContext | None = None,
    ) -> TradeSignal | None:
        if market.macd is None or market.macd_signal is None:
            return None

        macd = market.macd
        signal = market.macd_signal

        # First call for this ticker — store state only.
        if ticker not in self._prev_macd:
            self._prev_macd[ticker] = macd
            self._prev_signal[ticker] = signal
            return None

        prev_diff = self._prev_macd[ticker] - self._prev_signal[ticker]
        curr_diff = macd - signal

        # Update stored state.
        self._prev_macd[ticker] = macd
        self._prev_signal[ticker] = signal

        direction: SignalDirection | None = None

        if prev_diff <= 0 and curr_diff > 0:
            direction = SignalDirection.LONG
        elif prev_diff >= 0 and curr_diff < 0:
            direction = SignalDirection.SHORT
        else:
            return None

        # Compute strength.
        histogram = market.macd_histogram if market.macd_histogram is not None else curr_diff
        if market.atr is not None and market.atr > 0:
            raw_strength = abs(histogram) / market.atr
        else:
            raw_strength = abs(histogram) / 2.0

        strength = max(0.0, min(1.0, raw_strength))

        return TradeSignal(
            ticker=ticker,
            direction=direction,
            strength=strength,
            strategy_sources=[self.name],
            timestamp=datetime.now(tz=timezone.utc),
        )