from __future__ import annotations

import os
from datetime import datetime
from pathlib import Path

import pandas as pd
from freqtrade.strategy import IStrategy


class EthNextgenMicroLeverageUnits(IStrategy):
    INTERFACE_VERSION = 3

    timeframe = "15m"
    can_short = True
    startup_candle_count = 0
    process_only_new_candles = True

    minimal_roi = {"0": 100.0}
    stoploss = -0.99
    use_exit_signal = True
    exit_profit_only = False
    ignore_roi_if_entry_signal = False

    def __init__(self, config: dict) -> None:
        super().__init__(config)
        self._stake_units: dict[tuple[pd.Timestamp, str], float] = {}

    def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
        trades_path = Path(
            os.environ.get(
                "ETH_NEXTGEN_MICRO_LEVERAGE_UNITS",
                "reports/eth-exploration/eth-nextgen-micro-leverage-units-trades.csv",
            )
        )
        trades = pd.read_csv(trades_path)
        trades["entry_date"] = pd.to_datetime(trades["entry_time"], utc=True)
        trades["exit_date_ts"] = pd.to_datetime(trades["exit_time"], utc=True)
        self._stake_units = {
            (row.entry_date, str(row.side)): float(row.position_unit)
            for row in trades.itertuples(index=False)
        }
        entries = trades[["entry_date", "side", "position_unit"]].rename(columns={"entry_date": "date"})
        exits = trades[["exit_date_ts"]].drop_duplicates().rename(columns={"exit_date_ts": "date"})
        entries["enter_long_unit"] = 0.0
        entries["enter_short_unit"] = 0.0
        entries.loc[entries["side"] == "long", "enter_long_unit"] = entries["position_unit"]
        entries.loc[entries["side"] == "short", "enter_short_unit"] = entries["position_unit"]
        entries = entries.groupby("date", as_index=False).agg(
            enter_long_unit=("enter_long_unit", "max"),
            enter_short_unit=("enter_short_unit", "max"),
        )
        exits["exit_signal"] = 1
        merged = dataframe.merge(entries, on="date", how="left").merge(exits, on="date", how="left")
        merged[["enter_long_unit", "enter_short_unit", "exit_signal"]] = merged[
            ["enter_long_unit", "enter_short_unit", "exit_signal"]
        ].fillna(0.0)
        return merged

    def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
        dataframe.loc[dataframe["enter_long_unit"] > 0.0, ["enter_long", "enter_tag"]] = (1, "leverage_unit_long")
        dataframe.loc[dataframe["enter_short_unit"] > 0.0, ["enter_short", "enter_tag"]] = (1, "leverage_unit_short")
        return dataframe

    def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
        dataframe.loc[dataframe["exit_signal"] > 0.0, ["exit_long", "exit_tag"]] = (1, "leverage_unit_exit")
        dataframe.loc[dataframe["exit_signal"] > 0.0, ["exit_short", "exit_tag"]] = (1, "leverage_unit_exit")
        return dataframe

    def custom_stake_amount(
        self,
        pair: str,
        current_time: datetime,
        current_rate: float,
        proposed_stake: float,
        min_stake: float | None,
        max_stake: float,
        leverage: float,
        entry_tag: str | None,
        side: str,
        **kwargs,
    ) -> float:
        timestamp = pd.Timestamp(current_time)
        timestamp = timestamp.tz_localize("UTC") if timestamp.tzinfo is None else timestamp.tz_convert("UTC")
        unit = self._stake_units.get((timestamp, side), 1.0)
        stake = max_stake * unit
        if min_stake is not None:
            stake = max(stake, min_stake)
        return min(stake, max_stake)

    def leverage(
        self,
        pair: str,
        current_time: datetime,
        current_rate: float,
        proposed_leverage: float,
        max_leverage: float,
        entry_tag: str | None,
        side: str,
        **kwargs,
    ) -> float:
        return min(3.0, max_leverage)