"""
Execution Agent — Trade plan construction.
100% rule-based (zero LLM tokens).
Builds complete trade plans with entry, targets, and scaling logic.
"""
import logging
import time

logger = logging.getLogger(__name__)

def _build_summary_html(signal: dict, news_items: list, sentiment_label: str) -> str:
    s_icon = "🟢" if sentiment_label == "Bullish" else ("🔴" if sentiment_label == "Bearish" else "⚪")
    top_news = news_items[0].get("title", "") if news_items else signal.get("reason", "No recent news")
    if len(top_news) > 65:
        top_news = top_news[:62] + "..."
    return f"<strong>{s_icon} {sentiment_label}</strong><br><span style='font-size:0.75rem;'>{top_news}</span>"

def construct_trade_plan(signal: dict) -> dict:
    """
    Build a complete, actionable trade plan from a signal.

    Returns a trade plan with:
    - Entry strategy (limit/market, scaling)
    - Stop loss (strict)
    - Multiple targets (T1/T2/T3) with scaling out logic
    - Time-based exit rules
    """
    entry = signal.get("entry_price", 0)
    sl = signal.get("stop_loss", 0)
    t1 = signal.get("target_1", 0)
    t2 = signal.get("target_2", 0)
    t3 = signal.get("target_3", 0)
    quantity = signal.get("quantity", 0)
    signal_type = signal.get("signal_type", "")
    horizon = signal.get("horizon_days", 10)

    # ── Entry Strategy ──
    if signal_type in ("volume_breakout", "bb_squeeze_breakout"):
        entry_type = "market"
        entry_note = "Enter at market — breakout requires immediate execution"
    else:
        entry_type = "limit"
        entry_note = f"Place limit order at {entry:.2f} or better"

    # ── Scaling Strategy ──
    # Tranche 1: 60% at entry, Tranche 2: 40% on pullback confirmation
    tranche_1_qty = int(quantity * 0.6) or 1
    tranche_2_qty = quantity - tranche_1_qty
    pullback_entry = round(entry * 0.985, 2)  # 1.5% pullback

    # ── Exit Strategy ──
    # Scale out at targets: 40% at T1, 30% at T2, 30% at T3
    exit_plan = []
    remaining = quantity
    if t1 and remaining > 0:
        t1_qty = int(quantity * 0.4) or 1
        exit_plan.append({"target": "T1", "price": t1, "quantity": t1_qty, "action": "Sell 40%"})
        remaining -= t1_qty
    if t2 and remaining > 0:
        t2_qty = int(quantity * 0.3) or 1
        exit_plan.append({"target": "T2", "price": t2, "quantity": min(t2_qty, remaining), "action": "Sell 30%"})
        remaining -= t2_qty
    if t3 and remaining > 0:
        exit_plan.append({"target": "T3", "price": t3, "quantity": remaining, "action": "Sell remaining"})

    # ── Risk Management Rules ──
    risk_rules = [
        f"Hard stop loss at {sl:.2f} — NO exceptions",
        f"Trail stop to breakeven after T1 is hit",
        f"Time exit: Close position after {horizon} trading days if no target hit",
        "If market regime changes to high_volatility, tighten stop by 50%",
    ]

    # ── Build Detailed Narrative ──
    fund_data = signal.get("fundamental_data", {})
    news_items = signal.get("news_items", [])
    risk_decision = signal.get("risk_decision", "approved")

    # Technical section
    tech_narrative = (
        f"<div class='narrative-section'>"
        f"<div class='narrative-heading'><i class='fa-solid fa-chart-line'></i> Technical Analysis</div>"
        f"<div class='narrative-body'>"
        f"Pattern: <strong>{signal_type.replace('_', ' ').title()}</strong> detected.<br>"
        f"Momentum Score: <span class='narrative-metric'>{signal.get('metrics_momentum', 0):.0f}/100</span> | "
        f"Volume: <span class='narrative-metric'>{signal.get('metrics_volume', 1):.1f}x</span> avg | "
        f"Confidence: <span class='narrative-metric'>{signal.get('confidence', 0)*100:.0f}%</span><br>"
        f"Horizon: {horizon} trading days | Regime: {signal.get('regime', 'N/A')}"
        f"</div></div>"
    )

    # Fundamental section
    pe_str = f"{fund_data.get('pe_ratio', 0):.1f}" if fund_data.get('pe_ratio') else "N/A"
    roe_str = f"{fund_data.get('roe', 0)*100:.1f}%" if fund_data.get('roe') else "N/A"
    rev_growth_str = f"{fund_data.get('revenue_growth', 0)*100:.1f}%" if fund_data.get('revenue_growth') else "N/A"
    margin_str = f"{fund_data.get('profit_margin', 0)*100:.1f}%" if fund_data.get('profit_margin') else "N/A"
    rec_str = fund_data.get('recommendation', 'N/A')
    sector_str = fund_data.get('sector', 'Unknown')
    fund_score = signal.get('fundamental_score', signal.get('metrics_fundamental', 50))

    fund_narrative = (
        f"<div class='narrative-section'>"
        f"<div class='narrative-heading'><i class='fa-solid fa-building-columns'></i> Fundamental Quality</div>"
        f"<div class='narrative-body'>"
        f"Sector: <strong>{sector_str}</strong> | Score: <span class='narrative-metric'>{fund_score:.0f}/100</span><br>"
        f"P/E: {pe_str} | ROE: {roe_str} | Rev Growth: {rev_growth_str} | Margin: {margin_str}<br>"
        f"Analyst: <span class='narrative-tag'>{rec_str}</span>"
        f"</div></div>"
    )

    # News/Sentiment section
    sentiment_score = signal.get('sentiment_score', 0)
    sentiment_label = "Bullish" if sentiment_score > 0.2 else ("Bearish" if sentiment_score < -0.2 else "Neutral")
    sentiment_class = "positive" if sentiment_score > 0.2 else ("negative" if sentiment_score < -0.2 else "neutral")

    news_lines = ""
    if news_items:
        for n in news_items[:3]:
            s_icon = "🟢" if n.get("sentiment") == "positive" else ("🔴" if n.get("sentiment") == "negative" else "⚪")
            news_lines += f"{s_icon} {n.get('title', '')[:70]} <span class='narrative-source'>({n.get('source', '')})</span><br>"
    else:
        news_lines = "No ticker-specific news found in recent feeds.<br>"

    news_narrative = (
        f"<div class='narrative-section'>"
        f"<div class='narrative-heading'><i class='fa-solid fa-newspaper'></i> News & Sentiment</div>"
        f"<div class='narrative-body'>"
        f"Overall: <span class='narrative-sentiment {sentiment_class}'>{sentiment_label}</span> "
        f"(score: {sentiment_score:+.2f}) | {signal.get('news_count', 0)} articles matched<br>"
        f"{news_lines}"
        f"</div></div>"
    )

    # Risk & Trade section
    sl_pct = round(abs(entry - sl) / entry * 100, 2) if entry else 0
    risk_emoji = "✅" if risk_decision == "approved" else "⚠️"
    risk_label = "Approved" if risk_decision == "approved" else "Reduced Size"

    trade_narrative = (
        f"<div class='narrative-section'>"
        f"<div class='narrative-heading'><i class='fa-solid fa-shield-halved'></i> Risk & Trade Plan</div>"
        f"<div class='narrative-body'>"
        f"Risk Status: {risk_emoji} <strong>{risk_label}</strong> | "
        f"Alpha Score: <span class='narrative-metric gold'>{signal.get('alpha_score', 0):.1f}</span><br>"
        f"Entry: {entry_type.upper()} @ <span class='mono'>{entry:.2f}</span> | "
        f"SL: <span class='mono negative'>{sl:.2f}</span> (-{sl_pct:.1f}%) | "
        f"T1: <span class='mono positive'>{t1:.2f}</span> | "
        f"T2: <span class='mono positive'>{t2:.2f}</span> | "
        f"T3: <span class='mono positive'>{t3:.2f}</span><br>"
        f"R:R = <strong>{signal.get('risk_reward', 0):.1f}</strong> | "
        f"Qty: {quantity} shares | "
        f"Position: ₹{signal.get('position_value', 0):,.0f} ({signal.get('position_pct', 0):.1f}% portfolio)"
        f"</div></div>"
    )

    full_narrative = tech_narrative + fund_narrative + news_narrative + trade_narrative

    trade_plan = {
        **signal,
        "trade_plan": {
            "entry": {
                "type": entry_type,
                "price": entry,
                "note": entry_note,
                "tranche_1": {"qty": tranche_1_qty, "price": entry, "note": "Initial entry"},
                "tranche_2": {"qty": tranche_2_qty, "price": pullback_entry, "note": "Add on pullback"},
            },
            "stop_loss": {
                "price": sl,
                "type": "hard",
                "pct_from_entry": round(abs(entry - sl) / entry * 100, 2),
            },
            "targets": exit_plan,
            "risk_rules": risk_rules,
            "horizon_days": horizon,
            "max_hold_date": f"{horizon} trading days from entry",
        },
        "status": "pending",
        "created_at": time.time(),
        "agent_name": "execution_agent",
        "narrative": full_narrative,
        "reason_summary": _build_summary_html(signal, news_items, sentiment_label),
    }

    logger.info(
        f"Trade plan [{signal['ticker']}]: {entry_type} entry @ {entry:.2f}, "
        f"SL={sl:.2f}, T1={t1:.2f}, T2={t2:.2f}, qty={quantity}"
    )
    return trade_plan


def construct_all_plans(signals: list[dict]) -> list[dict]:
    """Build trade plans for all sized signals."""
    plans = [construct_trade_plan(s) for s in signals]
    logger.info(f"Constructed {len(plans)} trade plans")
    return plans