"""mc5v15.py (FW Analyst 2, sup v15): mc5 size curve with the 4 h time stop (A1.18), main model (own buy kept in pool)
and lower bound (own buy ignored at exit), plus the 2 h line for reference. Same 201 trades, same tick walker as mc5size.py."""
exec(open("/opt/fw2/mc5size.py").read().split("SIZES = ")[0])
def trade2(P, V, tstop, own=True, te=300):
    t = P.t; eu = t["eu"]; gas = 0.05 / eu; x = V / eu
    i = P.at(te)
    if i < 0: return None
    xin = max(0.0, (x * 0.99 - gas) * (1 - P.pf)) * 1e18
    q = swap(P.S[i], xin, not P.is0, 0.0)
    pull = P.pull
    def net(k):
        g = gross_back(P, k, xin, q) if own else swap(P.S[k], q, P.is0, 0.0)
        return max(0.0, g / 1e18 * (1 - P.pf) * 0.99 - gas) / x
    peak = 0.0
    for k in range(i + 1, len(P.S)):
        sec, kind, sp, L, tk, nt, tks, we = P.S[k]
        if sec > tstop: break
        if kind != "s" or we < 0.01 or sec <= te: continue
        m = net(k); peak = max(peak, m)
        if m <= 0.5:
            if pull is not None and pull <= sec + 3: return 0.0, "pull", peak
            j = max(k, P.at(sec + 3)); return net(j), "stop", peak
    if pull is not None and pull <= tstop: return 0.0, "pull", peak
    return net(P.at(tstop)), "time", peak
rows = []
for own, lab in ((True, "main"), (False, "lower")):
    for ts in (7200, 14400):
        print("== %s model, time stop %d h" % (lab, ts // 3600), flush=True)
        for V in (100, 500, 1000, 2000, 3000, 5000):
            R = [(P.t, *trade2(P, V, ts, own)) for P in PS]
            o = summ(R, V)
            srt = sorted(((v - 1) * V for t, v, w, pk in R), reverse=True)
            print("$%5d mean %.2fx (H1 %.2fx H2 %.2fx) /tday $%+.0f (H1 %+.0f H2 %+.0f) worst day %+.0f worst3 %+.0f green %d/%d w/o top3 $%+.0f %s" % (
                V, o["all"]["mean"], o["H1"]["mean"], o["H2"]["mean"], o["all"]["perday"], o["H1"]["perday"], o["H2"]["perday"],
                o["worst_day"], o["worst3"], o["green"], o["days"], sum(srt[3:]), o["why"]), flush=True)
            for t, v, w, pk in R:
                rows.append((lab, ts // 3600, V, t["pool"], t["token"], str(day(t["t"])), round(v, 4), w, round(pk, 3)))
import csv
with open("/opt/fw2/mc5/mc5v15_trades.csv", "w") as f:
    w = csv.writer(f); w.writerow(["model", "hold_h", "usd", "pool", "token", "day_bkk", "x", "exit", "peak_x"]); w.writerows(rows)