import pandas as pd
import numpy as np
import time

def simulate():
    print("==================================================")
    print("   PYTHON QUANT LAB: FAST SIMULATE 'THE ONE'      ")
    print("==================================================")
    
    print("[1] Loading 100MB Parquet Tick Data...")
    t0 = time.time()
    df = pd.read_parquet(r"C:\Users\Black\Downloads\MT5EA\tick_data\ticks_100MB.parquet", columns=['time_msc', 'bid'])
    
    df['datetime'] = pd.to_datetime(df['time_msc'], unit='ms')
    df.set_index('datetime', inplace=True)
    print(f" -> Loaded {len(df):,} ticks in {time.time()-t0:.2f} seconds.")

    print("\n[2] Resampling Ticks to M1 Candles...")
    t1 = time.time()
    ohlc = df['bid'].resample('1min').ohlc()
    ohlc.dropna(inplace=True)
    print(f" -> Generated {len(ohlc):,} M1 candles in {time.time()-t1:.2f} seconds.")

    # Thông số cấu hình
    min_bodies = [30, 50, 100, 150, 200, 300, 400]
    tp_pts = 400
    sl_pts = 1000

    print("\n[3] Quét Ma Trận (Matrix Sweep) - Chờ MT5 36 tiếng, Python làm trong 5 giây!")
    print(f"Cấu hình: TP = {tp_pts} pts | SL = {sl_pts} pts (Lưu ý: Chưa tính Nhồi Lưới - Chỉ test Naked Entry)")
    print("-" * 75)
    print(f"{'Min_Body':<10} | {'Tổng Lệnh':<12} | {'Win Lệnh':<10} | {'Lose Lệnh':<10} | {'WinRate':<10} | {'Net P/L (Pts)':<15}")
    print("-" * 75)
    
    open_p = ohlc['open'].values
    close_p = ohlc['close'].values
    high_p = ohlc['high'].values
    low_p = ohlc['low'].values
    
    for mb in min_bodies:
        # Vàng 2 số thập phân -> 50 points = 0.50
        mb_price = mb * 0.01 
        tp_price = tp_pts * 0.01
        sl_price = sl_pts * 0.01
        
        # Điều kiện nổ súng (Naked Price Action)
        buy_signals = (close_p - open_p) >= mb_price
        sell_signals = (open_p - close_p) >= mb_price
        
        wins = 0
        losses = 0
        
        for i in range(len(open_p)-1):
            if buy_signals[i]:
                entry = open_p[i+1] # Vào lệnh ở đầu nến tiếp theo
                # Quét tương lai xem chạm SL hay TP trước
                for j in range(i+1, min(len(open_p), i+120)): # Quét max 2 tiếng
                    if low_p[j] <= entry - sl_price:
                        losses += 1
                        break
                    elif high_p[j] >= entry + tp_price:
                        wins += 1
                        break
                        
            elif sell_signals[i]:
                entry = open_p[i+1]
                for j in range(i+1, min(len(open_p), i+120)):
                    if high_p[j] >= entry + sl_price:
                        losses += 1
                        break
                    elif low_p[j] <= entry - tp_price:
                        wins += 1
                        break
        
        total = wins + losses
        winrate = (wins/total*100) if total > 0 else 0
        pnl = (wins * tp_pts) - (losses * sl_pts)
        
        # Color formatting manually
        pnl_str = f"+{pnl}" if pnl > 0 else f"{pnl}"
        print(f"{mb:<10} | {total:<12} | {wins:<10} | {losses:<10} | {winrate:<8.2f}% | {pnl_str:<15}")

if __name__ == "__main__":
    simulate()