# ml_engine/monte_carlo.py
# (V11.8 - GEM-Architect: Dynamic Sensitivity Logic)
# - Tier 1: Light Check -> Keep as is (Micro-scores).
# - Tier 2: Advanced Simulation -> Dynamic Range (-0.10 to +0.10).

import numpy as np
import pandas as pd
from scipy.stats import norm
from typing import Dict, Any, List, Optional
import traceback

class MonteCarloEngine:
    """
    Advanced Stochastic Simulation Engine.
    Provides two tiers of analysis:
    1. Light Check: For rapid screening (All 150 Coins) -> Returns sensitive micro-scores.
    2. Advanced Simulation: For deep risk assessment (Top 10 Only).
    """
    
    def __init__(self):
        print("✅ [MonteCarlo V11.8] Hybrid Engine Loaded (Dynamic Sensitivity).")

    # ==============================================================================
    # ⚡ TIER 1: Light Check (Applied to ALL 150 Coins)
    # ==============================================================================
    def run_light_check(self, prices: List[float]) -> float:
        """
        فحص سريع يطبق على الـ 150 عملة.
        (تم الإبقاء على المنطق كما هو بناء على التحديث السابق)
        """
        try:
            if not prices or len(prices) < 20: return 0.0
            
            clean_prices = []
            for p in prices:
                try:
                    val = float(p)
                    if val > 0: clean_prices.append(val)
                except: continue

            if len(clean_prices) < 20: return 0.0

            price_arr = np.array(clean_prices, dtype=np.float64)
            log_returns = np.diff(np.log(price_arr))
            
            mu = np.mean(log_returns)
            sigma = np.std(log_returns)
            
            if sigma == 0: return 0.0
            
            prob_up = norm.cdf(mu / sigma)
            
            # سلم الحساسية (No Dead Zone)
            if prob_up >= 0.55: return 0.10
            elif prob_up >= 0.52: return 0.07
            elif prob_up > 0.5001: return 0.03
            elif prob_up <= 0.45: return -0.10
            elif prob_up <= 0.48: return -0.07
            elif prob_up < 0.4999: return -0.03
            
            return 0.00
            
        except Exception as e:
            return 0.0

    # ==============================================================================
    # 🧠 TIER 2: Advanced Simulation (Applied to Top 10 Only)
    # ==============================================================================
    def run_advanced_simulation(self, prices: List[float], num_simulations=5000, time_horizon=24) -> float:
        """
        [تعديل V11.8]: نظام تنقيط ديناميكي (Dynamic Scoring).
        النطاق: من -0.10 (سلبي جداً) إلى +0.10 (إيجابي جداً).
        يعتمد على قوة احتمالية الربح (Prob Profit) والعائد المتوقع (Exp Return).
        """
        try:
            if not prices or len(prices) < 50: return 0.0
            clean_prices = [float(p) for p in prices if p is not None]
            if len(clean_prices) < 50: return 0.0

            closing_prices = np.array(clean_prices, dtype=np.float64)
            log_returns = np.diff(np.log(closing_prices))
            
            mean_daily_return = np.mean(log_returns)
            daily_volatility = np.std(log_returns)
            last_price = closing_prices[-1]
            
            # GBM Simulation
            random_shocks = np.random.normal(0, 1, (num_simulations, time_horizon))
            drift = (mean_daily_return - 0.5 * daily_volatility ** 2)
            diffusion = daily_volatility * random_shocks
            daily_returns_sim = np.exp(drift + diffusion)
            
            price_paths = np.zeros_like(daily_returns_sim)
            price_paths[:, 0] = last_price * daily_returns_sim[:, 0]
            for t in range(1, time_horizon):
                price_paths[:, t] = price_paths[:, t-1] * daily_returns_sim[:, t]
            
            final_prices = price_paths[:, -1]
            
            # Metrics
            threshold = last_price * 1.002 
            prob_profit = np.mean(final_prices > threshold) # نسبة المسارات الرابحة
            var_95 = np.percentile(final_prices, 5)
            drawdown_risk = (var_95 - last_price) / last_price
            expected_return = (np.mean(final_prices) - last_price) / last_price
            
            # ---------------------------------------------------------
            # ⚖️ Dynamic Scoring Logic (-0.10 to +0.10)
            # ---------------------------------------------------------
            mc_score = 0.0
            
            # 1. القوة الإيجابية (Max +0.10)
            if prob_profit > 0.50:
                # إضافة تدريجية بحسب قوة الاحتمالية
                # مثال: 0.55 -> يضيف نقاط قليلة، 0.70 -> يضيف الكثير
                strength = (prob_profit - 0.50) * 2 # Scale 0.0 to 1.0
                mc_score += strength * 0.08 # Max 0.08
                
                if expected_return > 0.01: # عائد متوقع ممتاز
                    mc_score += 0.02
            
            # 2. القوة السلبية (Max -0.10)
            elif prob_profit <= 0.50:
                # خصم تدريجي بحسب ضعف الاحتمالية
                weakness = (0.50 - prob_profit) * 2 # Scale 0.0 to 1.0
                mc_score -= weakness * 0.08 # Max -0.08
                
                if drawdown_risk < -0.05: # مخاطرة عالية
                    mc_score -= 0.02

            # Clamp Result (لضمان عدم تجاوز الحدود المطلوبة)
            final_mc_score = max(-0.10, min(0.10, mc_score))
            
            return float(final_mc_score)

        except Exception as e:
            return 0.0