"""Rotation lab: ground truth for 'major rotations' and a scoreboard any rule
can be graded on. Hindsight is used ONLY to label, never inside a rule."""
import json, math, os, sys
sys.path.insert(0, "/home/claude/rotmap/deploy")
import rotmap as R

ST = "/home/claude/rotmap/deploy/store"
M = None
def load():
    global M
    if M is None:
        M = R.Model(json.load(open(ST + "/px.json")), json.load(open(ST + "/fund.json")))
    return M

def lr(M, b, i, n):
    a, z = M.idx[b][i], (M.idx[b][i + n] if i + n < M.N else None)
    return math.log(z / a) if a and z else None

def alts_idx(M):
    """Equal weight of the six alt baskets, daily rebalanced."""
    out, lvl = [None] * M.N, None
    for i in range(1, M.N):
        rs = [math.log(M.idx[b][i] / M.idx[b][i - 1]) for b in R.ALT_BASKETS if M.idx[b][i] and M.idx[b][i - 1]]
        if len(rs) >= 2:
            lvl = (lvl or 100.0) * math.exp(sum(rs) / len(rs))
        out[i] = lvl
    return out

def oracle(M, H=45, min_run=21, lo="2020-06-01"):
    """Best of CASH / BTC / ALTS over the next H days, runs shorter than
    min_run merged into their neighbour. Returns list of (label) per day and
    the run list [(start_i, end_i, label, edge_log)]."""
    A = alts_idx(M); M.idx["ALTS"] = A
    i0 = M.pos[lo]; lab = [None] * M.N
    for i in range(i0, M.N - H):
        c = {"CASH": 0.0, "BTC": lr(M, "BTC", i, H), "ALTS": lr(M, "ALTS", i, H)}
        c = {k: v for k, v in c.items() if v is not None}
        lab[i] = max(c, key=c.get)
    # runs
    runs, s = [], i0
    for i in range(i0 + 1, M.N - H + 1):
        if i == M.N - H or lab[i] != lab[s]:
            runs.append([s, i - 1, lab[s]]); s = i
    changed = True
    while changed:
        changed = False
        for k, r in enumerate(runs):
            if r[1] - r[0] + 1 < min_run and len(runs) > 1:
                j = k - 1 if k > 0 else k + 1
                if k > 0 and k + 1 < len(runs):   # merge into the longer neighbour
                    j = k - 1 if (runs[k-1][1]-runs[k-1][0]) >= (runs[k+1][1]-runs[k+1][0]) else k + 1
                a, b = sorted((k, j))
                runs[a] = [runs[a][0], runs[b][1], runs[j][2]]; del runs[b]
                changed = True; break
        # join equal neighbours
        k = 0
        while k + 1 < len(runs):
            if runs[k][2] == runs[k + 1][2]:
                runs[k][1] = runs[k + 1][1]; del runs[k + 1]; changed = True
            else:
                k += 1
    lab2 = [None] * M.N
    out = []
    for s, e, l in runs:
        for i in range(s, e + 1): lab2[i] = l
        def gr(b): 
            if b == "CASH": return 0.0
            a, z = M.idx[b][s], M.idx[b][min(e + 1, M.N - 1)]
            return math.log(z / a)
        rets = {k: gr(k) for k in ("CASH", "BTC", "ALTS")}
        edge = rets[l] - max(v for k, v in rets.items() if k != l)
        out.append((s, e, l, edge, rets))
    return lab2, out

def bucket(w):
    if not w: return "CASH"
    alt = sum(v for k, v in w.items() if k not in ("BTC",))
    return "ALTS" if alt >= 0.5 else "BTC"

def score(M, rule, lo="2020-06-01", hi=None, H=45, label=None, runs=None, verbose=False):
    hi = hi or M.days[M.N - H - 1]
    i0, i1 = M.pos[lo], M.pos[hi]
    if label is None: label, runs = oracle(M, H)
    curve, log = M.backtest(rule, i0, i1)
    held = {M.pos[d]: bucket(w) for d, _, w in curve}
    days = [i for i in range(i0, i1 + 1) if label[i]]
    acc = sum(held[i] == label[i] for i in days) / len(days)
    # capture on daily returns: system vs oracle vs worst
    def dret(b, i):
        if b == "CASH": return 0.0
        a, z = M.idx[b][i], M.idx[b][i + 1]
        return math.log(z / a) if a and z else 0.0
    got = best = base = 0.0
    for i in days[:-1]:
        opts = {k: dret(k, i) for k in ("CASH", "BTC", "ALTS")}
        got += opts[held[i]]; best += opts[label[i]]; base += sum(opts.values()) / 3
    # event table for major runs
    ev = []
    for s, e, l, edge, rets in runs:
        if s < i0 or e > i1 or edge < math.log(1.20): continue
        lag = next((k - s for k in range(s, e + 1) if held.get(k) == l), None)
        share = sum(held.get(k) == l for k in range(s, e + 1)) / (e - s + 1)
        ev.append((M.days[s], M.days[e], l, round(100 * (math.exp(edge) - 1)), lag, round(100 * share)))
    caught = sum(1 for x in ev if x[5] >= 50)
    eq = curve[-1][1] / curve[0][1]
    return {"acc": round(100 * acc), "capture": round(100 * (got - base) / (best - base)), "major": len(ev),
            "caught": caught, "med_lag": sorted([x[4] for x in ev if x[4] is not None])[len([x for x in ev if x[4] is not None]) // 2] if any(x[4] is not None for x in ev) else None,
            "switches": len(log), "ret": round(100 * (eq - 1)), "events": ev}