"""§6 조건 로직 (순수). ctx + params → firing 리스트."""
from __future__ import annotations

from indicators import sma, rsi_series, highest_high


def _fire(ctx: dict, kind: str, condition: str, price: float, detail: dict) -> dict:
    return {
        "ticker": ctx["ticker"], "kind": kind,
        "condition": condition, "price": price, "detail": detail,
    }


def evaluate_buy(ctx: dict, params: dict) -> list[dict]:
    price = ctx["price"]
    closes, highs, lows, vols = ctx["closes"], ctx["highs"], ctx["lows"], ctx["volumes"]
    rsi_os = params.get("rsi_oversold", 30)
    vol_mult = params.get("breakout_vol_mult", 1.5)
    pullback = params.get("pullback_pct", 0.02)
    firing: list[dict] = []

    # buy_ma20_pullback — 정배열 + ma20 근접 저가 + 반등 복귀
    ma20, ma50, ma200 = sma(closes, 20), sma(closes, 50), sma(closes, 200)
    if ma20 and ma50 and ma200 and ma20 > ma50 > ma200 and len(lows) >= 3:
        recent_low = min(lows[-3:])
        if recent_low <= ma20 * (1 + pullback) and price > ma20:
            firing.append(_fire(ctx, "buy", "buy_ma20_pullback", price, {
                "ma20": round(ma20, 1), "ma50": round(ma50, 1),
                "ma200": round(ma200, 1), "recent_low": recent_low,
            }))

    # buy_breakout — 직전 20봉 고점 돌파 + 거래량 배수
    prior_high20 = highest_high(highs, 20)
    avg_vol20 = sma(vols, 20)
    if prior_high20 and avg_vol20 and price > prior_high20 \
            and ctx["today_volume"] > vol_mult * avg_vol20:
        firing.append(_fire(ctx, "buy", "buy_breakout", price, {
            "prior_high_20": prior_high20,
            "vol_mult": round(ctx["today_volume"] / avg_vol20, 2),
            "avg_vol_20": round(avg_vol20, 0),
        }))

    # buy_rsi_bounce — RSI 과매도 후 반등 (무상태 재계산)
    rs = rsi_series(closes, 14)
    if len(rs) >= 3 and min(rs[-3:]) < rsi_os and rs[-1] > rsi_os and rs[-1] > rs[-2]:
        firing.append(_fire(ctx, "buy", "buy_rsi_bounce", price, {
            "rsi": round(rs[-1], 1), "rsi_prev": round(rs[-2], 1),
            "rsi_oversold": rsi_os,
        }))

    return firing


def evaluate_sell(ctx: dict, params: dict) -> list[dict]:
    price = ctx["price"]
    avg = ctx.get("avg_price")
    hh = ctx.get("holding_high")
    closes, vols = ctx["closes"], ctx["volumes"]
    stop = params.get("stop_pct", 0.08)
    take = params.get("take_pct", 0.25)
    trail = params.get("trailing_pct", 0.10)
    climax_mult = ctx.get("climax_vol_mult", 3.0)
    firing: list[dict] = []

    if avg:
        pnl = (price - avg) / avg
        if pnl <= -stop:
            firing.append(_fire(ctx, "sell", "sell_stop_loss", price, {
                "avg_price": avg, "pnl_pct": round(pnl, 4), "stop_pct": stop}))
        if pnl >= take:
            firing.append(_fire(ctx, "sell", "sell_take_profit", price, {
                "avg_price": avg, "pnl_pct": round(pnl, 4), "take_pct": take}))

    if hh and price <= hh * (1 - trail):
        firing.append(_fire(ctx, "sell", "sell_trailing_stop", price, {
            "holding_high": hh, "trailing_pct": trail,
            "drawdown_pct": round((price - hh) / hh, 4)}))

    ma50, ma200 = sma(closes, 50), sma(closes, 200)
    if ma50 and price < ma50:
        severity = "high" if (ma200 and price < ma200) else "normal"
        firing.append(_fire(ctx, "sell", "sell_ma_break", price, {
            "ma50": round(ma50, 1),
            "ma200": round(ma200, 1) if ma200 else None,
            "severity": severity}))

    # sell_climax — 휴리스틱(추후 holdings_intel 정합): 거래량 급증 + 반전 캔들
    avg_vol20 = sma(vols, 20)
    if avg_vol20 and ctx["today_volume"] >= climax_mult * avg_vol20 \
            and price < ctx["day_open"]:
        firing.append(_fire(ctx, "sell", "sell_climax", price, {
            "vol_mult": round(ctx["today_volume"] / avg_vol20, 2),
            "day_open": ctx["day_open"]}))  # TODO: holdings_intel 대조

    return firing