"""mc5wallet.py: wallet needed per ticket for mc5 live (4 h stop, max 3 open, dust guard), both fill models.
Replays the 201 trades in time order with the live max-open cap, realised PnL path in $, max drawdown and worst day."""
exec(open("/opt/fw2/mc5v15.py").read().split("rows = []")[0])
def trade3(P, V, tstop, own):
    t = P.t; eu = t["eu"]; gas = 0.05 / eu; x = V / eu; te = 300
    i = P.at(te)
    if i < 0: return None
    # dust guard (A1.20): a 0.001+ WETH swap before +5 min and 0.1+ WETH in the pool at +5 min
    pre = [e for e in P.ev if e[1] == "s" and e[0] < te]
    if not pre or max(e[2][3] for e in pre) < 0.001: return "dust"
    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
    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)
        if m <= 0.5:
            if pull is not None and pull <= sec + 3: return 0.0, pull
            j = max(k, P.at(sec + 3)); return net(j), sec + 3
    if pull is not None and pull <= tstop: return 0.0, pull
    return net(P.at(tstop)), tstop
for own, lab in ((True, "main"), (False, "lower")):
    for V in (100, 500, 1000):
        ev = []
        nd = 0
        for P in PS:
            r = trade3(P, V, 14400, own)
            if r == "dust": nd += 1; continue
            if r: ev.append((P.t["t"] + 300, P.t["t"] + r[1], r[0], P.t))
        ev.sort(key=lambda e: e[0])
        open_ = []; cum = 0.0; peak = 0.0; dd = 0.0; taken = 0; skipped = 0; maxopen = 0
        byd = collections.defaultdict(float); closes = []
        for tin, tout, xx, t in ev:
            closes = [c for c in open_ if c[0] <= tin]
            for c in closes: cum += c[1]; peak = max(peak, cum); dd = min(dd, cum - peak); open_.remove(c)
            if len(open_) >= 3: skipped += 1; continue
            open_.append((tout, (xx - 1) * V)); taken += 1; maxopen = max(maxopen, len(open_)); byd[day(t["t"])] += (xx - 1) * V
        for c in sorted(open_): cum += c[1]; peak = max(peak, cum); dd = min(dd, cum - peak)
        print("%s $%d: dust skipped %d, taken %d, skipped by max 3 open %d, total $%+.0f, max drawdown $%.0f (%.1f tickets), worst day $%.0f (%.1f tickets)" % (
            lab, V, nd, taken, skipped, cum, dd, -dd / V, min(byd.values()), -min(byd.values()) / V), flush=True)