#!/usr/bin/env python3
"""
HV-RSI: IS/OOS temporal-stability runner + R2K universe run.

Runs the HV-RSI portfolio simulation over an in-sample and an out-of-sample
window for a given IndexCon universe, in a single process so the quote cache
is reused across windows.

IMPORTANT framing: no parameters are fit on the IS window. All parameters come
verbatim from Glenn Osborne's HV-RSI v1.0 doc. This split is therefore a TEMPORAL
STABILITY check (does the system hold up in the recent unseen window), not an
overfitting check.

Default split:
    IS  : 2005-01-01 -> 2017-12-31  (13 yrs)
    OOS : 2018-01-01 -> 2026-06-01  (~8.4 yrs, incl. 2020 COVID + 2022 bear)

Usage:
    python run_oos.py --index SPY_SandP_500
    python run_oos.py --index IWM_Russell_2000
"""

import argparse
from datetime import date
from pathlib import Path

import polars as pl

from prototype import run_simulation, compute_metrics, save_trades


WINDOWS = {
    "IS":  (date(2005, 1, 1), date(2017, 12, 31)),
    "OOS": (date(2018, 1, 1), date(2026, 6, 1)),
}


def fmt_metrics(label: str, m: dict) -> dict:
    """Flatten metrics into a single reporting row."""
    if m.get("n_trades", 0) == 0:
        return {"window": label, "n_trades": 0}
    return {
        "window": label,
        "n_trades": m["n_trades"],
        "win_rate": round(m["win_rate"], 4),
        "avg_return": round(m["avg_return"], 4),
        "avg_win": round(m["avg_win"], 4),
        "avg_loss": round(m["avg_loss"], 4),
        "profit_factor": round(m["profit_factor"], 3),
        "max_drawdown": round(m["max_drawdown"], 4),
        "cagr": round(m["cagr"], 4),
        "return_dd": round(m["return_dd"], 3),
        "avg_hold_days": round(m["avg_hold_days"], 2),
        "avg_exposure_pct": round(m["avg_exposure_pct"], 4),
        "final_equity": round(m["final_equity"], 0),
        "years": round(m["years"], 2),
        "exit_target": m["exit_reasons"].get("target", 0),
        "exit_time": m["exit_reasons"].get("time", 0),
        "exit_eod": m["exit_reasons"].get("eod_close", 0),
    }


def main():
    parser = argparse.ArgumentParser(description="HV-RSI IS/OOS runner")
    parser.add_argument("--index", default="SPY_SandP_500",
                        help="IndexCon membership file name")
    args = parser.parse_args()

    rows = []
    for label, (start, end) in WINDOWS.items():
        print("\n" + "#" * 64)
        print(f"# {args.index} — {label} window: {start} to {end}")
        print("#" * 64)
        result = run_simulation(args.index, start, end, dry_run=False)
        m = compute_metrics(result)
        rows.append(fmt_metrics(label, m))

        # Persist per-window trades + equity
        out_dir = Path(__file__).parent / "output" / args.index / f"oos_{label}"
        save_trades(result, out_dir)

    # Combined report
    print("\n" + "=" * 64)
    print(f"HV-RSI IS/OOS SUMMARY — {args.index}")
    print("=" * 64)
    df = pl.DataFrame(rows)
    with pl.Config(tbl_cols=-1, tbl_width_chars=200):
        print(df)

    out_csv = Path(__file__).parent / "output" / args.index / "oos_summary.parquet"
    out_csv.parent.mkdir(parents=True, exist_ok=True)
    df.write_parquet(out_csv)
    print(f"\nSaved summary -> {out_csv}")


if __name__ == "__main__":
    main()