"""
server_F.py — Cerebro F — The Liquidator v6.0 APEX POLIMÓRFICO
===============================================================
NUEVAS CAPACIDADES v6.0 (sobre v5.0 OSI+LLM):

  1. COGNITIVE TRAILING STOP ASÍNCRONO
     Si profit > +0.50% Y velocity_score cae a 0 durante >10 barras → MARKET_EXIT inmediato.
     No espera el OSI ni el LLM. Embolsa el flotante antes de que el mercado se pudra.
     Umbral configurable por env: VELOCITY_STALL_BARS (default=10), PROFIT_FLOOR_SCALP=0.50%.

  2. BIDIRECCIONAL NATIVO (LONG/SHORT)
     Acepta trade_side = "long" | "short" en el payload.
     Para SHORT: la lógica OSI se invierte (delta_cvd positivo = presión alcista = KILL_SHORT).
     Output incluye "close_action": "buy" | "sell" para que orders_processor.py sepa
     qué orden de cierre mandar a Alpaca.

  3. VWAP DINÁMICO (Herramienta 1)
     Calcula VWAP rodante desde las barras disponibles.
     Valida dirección del trade vs posición precio/VWAP:
       LONG válido  → precio < VWAP (compra con descuento institucional)
       SHORT válido → precio > VWAP (reversión corta confirmada)
     Flag: price_vs_vwap = "ABOVE" | "BELOW" | "AT"

  4. ENTROPY Z-SCORE OBI (Herramienta 2)
     Cruza OBI velocity con RSI adaptativo de micro-temporalidad.
     Si Z-Score de impulso cae < -1.5σ → MARKET_EXHAUSTION = True → KILL inmediato.
     Elimina el "Síndrome del Capital Atrapado" a las 10 barras, no a las 120.

  5. CROSS-ASSET CORRELATION (Herramienta 3)
     Circuit breaker: si BTC/ETH rompen VWAP a la baja con volumen, bloquea LONGs.
     Recibe anchor_correlation del payload (calculado por data_manager.py).

  6. NEWS IMPACT WEIGHT (Herramienta 4)
     Recibe macro_impact_weight del Cerebro E.
     Si peso institucional > 2 y bearish → fuerza KILL independientemente del OSI.

  7. STYLE POLYMORPHISM
     Acepta c_style = "SCALP" | "MOMENTUM" del Cerebro C.
     SCALP: umbrales más agresivos de salida (profit_floor=0.50%, velocity_bars=8)
     MOMENTUM: aguanta más (profit_floor=1.00%, velocity_bars=15)

  8. SHORT HARD STOP MATEMÁTICO (Cerebro H integration)
     Para shorts: short_stop_price se calcula desde entry_price × (1 + 0.015).
     Si current_price >= short_stop_price → KILL_SHORT incondicional, no consultado.

OUTPUT v6.0 (100% compatible con swarm_engine via legacy aliases):
  {
    "decision":       "SELL|HOLD",
    "close_action":   "sell|buy",          # sell=cierra long, buy=cierra short
    "trade_side":     "long|short",
    "confidence":     float,
    "kill_score":     float,
    "trigger":        str,
    "urgency":        "critical|high|medium|low",
    "osi":            float,
    "osi_zone":       str,
    "vwap":           float,
    "price_vs_vwap":  "ABOVE|BELOW|AT",
    "market_exhaustion": bool,
    "exhaustion_zscore": float,
    "anchor_blocked": bool,
    "macro_kill":     bool,
    "c_style":        "SCALP|MOMENTUM",
    "cognitive_trailing_triggered": bool,
    "short_stop_triggered": bool,
    "orderflow":      dict,
    "_math_ms":       float,
    "_llm_ms":        float,
    "_total_ms":      float,
  }

TELEMETRÍA: [F/MATH] | [F/CTS] Cognitive Trailing | [F/LLM] | [F/TOTAL]
"""

import os, json, re, time, threading, math, collections
from fastapi import FastAPI, Request, HTTPException
from fastapi.responses import JSONResponse
import httpx

app = FastAPI(title="Cerebro F — The Liquidator v6.0 APEX POLIMÓRFICO")

# ── Configuración base (heredada de v5.0) ─────────────────────────────────────
MODEL_PATH           = os.environ.get("MODEL_PATH", "/models/ggml-model-i2_s.gguf")
KILL_THRESHOLD       = float(os.environ.get("KILL_THRESHOLD",       "0.82"))
KILL_THRESHOLD_SCALP = float(os.environ.get("KILL_THRESHOLD_SCALP", "0.80"))
HOLD_THRESHOLD       = float(os.environ.get("HOLD_THRESHOLD",       "0.18"))
STAGNATION_BARS      = int(os.environ.get("STAGNATION_BARS",         "5"))

# OSI Zones
OSI_FAST_EXIT     = float(os.environ.get("OSI_FAST_EXIT",     "80"))
OSI_KILL_ZONE     = float(os.environ.get("OSI_KILL_ZONE",     "60"))
OSI_HOLD_ZONE     = float(os.environ.get("OSI_HOLD_ZONE",     "30"))
OSI_FALLBACK_KILL = float(os.environ.get("OSI_FALLBACK_KILL", "55"))

# ── v6.0: Nuevas configuraciones ─────────────────────────────────────────────
# Cognitive Trailing Stop
CTS_PROFIT_FLOOR_SCALP    = float(os.environ.get("CTS_PROFIT_FLOOR_SCALP",    "0.50"))  # %
CTS_PROFIT_FLOOR_MOMENTUM = float(os.environ.get("CTS_PROFIT_FLOOR_MOMENTUM", "1.00"))  # %
CTS_VELOCITY_STALL_BARS   = int(os.environ.get("CTS_VELOCITY_STALL_BARS",     "10"))
CTS_VELOCITY_STALL_BARS_M = int(os.environ.get("CTS_VELOCITY_STALL_BARS_M",   "15"))  # MOMENTUM

# Entropy Z-Score
EXHAUSTION_ZSCORE_THRESH  = float(os.environ.get("EXHAUSTION_ZSCORE_THRESH",  "-1.5"))

# Short protection
SHORT_STOP_PCT = float(os.environ.get("SHORT_STOP_PCT", "0.015"))  # 1.5%
MAX_ACCOUNT_RISK_PCT = float(os.environ.get("MAX_ACCOUNT_RISK_PCT", "0.005"))  # 0.5%

# BitNet
BITNET_PORT    = int(os.environ.get("BITNET_PORT",   "8080"))
BITNET_HOST    = os.environ.get("BITNET_HOST",        "127.0.0.1")
BITNET_BASE    = f"http://{BITNET_HOST}:{BITNET_PORT}"
BITNET_TIMEOUT = float(os.environ.get("BITNET_TIMEOUT", "30.0"))
LLM_MAX_TOKENS = int(os.environ.get("LLM_MAX_TOKENS", "48"))

_bitnet_client = None

def _get_bitnet_client():
    global _bitnet_client
    if _bitnet_client is None or _bitnet_client.is_closed:
        _bitnet_client = httpx.AsyncClient(
            base_url=BITNET_BASE,
            timeout=httpx.Timeout(BITNET_TIMEOUT),
            limits=httpx.Limits(max_connections=4, max_keepalive_connections=2),
        )
    return _bitnet_client

async def _bitnet_infer(prompt_text: str, max_tokens: int = 48) -> dict:
    client = _get_bitnet_client()
    payload = {
        "prompt": prompt_text, "n_predict": max_tokens, "temperature": 0.0,
        "top_p": 0.95, "top_k": 5, "repeat_penalty": 1.0, "stream": False,
        "cache_prompt": False,
        "stop": ["<|eot_id|>", "<|end_of_text|>", "<|im_end|>"],
    }
    try:
        resp = await client.post("/completion", json=payload)
        resp.raise_for_status()
        return {"raw": resp.json().get("content", "").strip(), "ok": True}
    except httpx.TimeoutException:
        return {"raw": "", "ok": False, "error": "TIMEOUT"}
    except Exception as e:
        return {"raw": "", "ok": False, "error": str(e)[:80]}


# ══════════════════════════════════════════════════════════════════════════════
#  HERRAMIENTA 1: VWAP DINÁMICO DE ALTA FRECUENCIA
# ══════════════════════════════════════════════════════════════════════════════

def _compute_vwap(bars: list) -> tuple:
    """
    VWAP rodante desde barras OHLCV.
    Usa precio típico = (H+L+C)/3 × volumen.
    Retorna (vwap: float, price_vs_vwap: str)
    """
    if not bars or len(bars) < 2:
        return 0.0, "AT"

    cum_pv = 0.0
    cum_v  = 0.0
    for b in bars:
        h = b.get("high", b.get("h", 0))
        l = b.get("low",  b.get("l", 0))
        c = b.get("close", b.get("c", 0))
        v = b.get("volume", b.get("v", 0))
        if h == 0 or v == 0:
            continue
        typical = (h + l + c) / 3.0
        cum_pv += typical * v
        cum_v  += v

    if cum_v == 0:
        return 0.0, "AT"

    vwap = round(cum_pv / cum_v, 8)
    last_close = bars[-1].get("close", bars[-1].get("c", vwap))

    if last_close > vwap * 1.0005:
        pos = "ABOVE"
    elif last_close < vwap * 0.9995:
        pos = "BELOW"
    else:
        pos = "AT"

    return vwap, pos


# ══════════════════════════════════════════════════════════════════════════════
#  HERRAMIENTA 2: ENTROPY Z-SCORE OBI — Filtro de Fatiga del Impulso
# ══════════════════════════════════════════════════════════════════════════════

def _compute_exhaustion_zscore(bars: list, velocity_history: list = None) -> tuple:
    """
    Cruza OBI Velocity (desequilibrio bid/ask por barra) con RSI micro-adaptativo.
    Retorna (market_exhaustion: bool, zscore: float, rsi_micro: float)

    velocity_history: lista de OBI scores pasados del shadow cache del símbolo.
    Si no hay historial externo, se recalcula desde las barras.

    Z-Score < EXHAUSTION_ZSCORE_THRESH (-1.5) → MARKET_EXHAUSTION = True
    """
    if not bars or len(bars) < 8:
        return False, 0.0, 50.0

    # ── OBI Velocity por barra ────────────────────────────────────────────────
    obi_series = []
    for b in bars[-20:]:
        bid_v = b.get("bid_volume", b.get("volume", 0)) * 0.55  # estimación
        ask_v = b.get("ask_volume", b.get("volume", 0)) * 0.45
        total = bid_v + ask_v + 1e-9
        obi_series.append((bid_v - ask_v) / total)

    if len(obi_series) < 5:
        return False, 0.0, 50.0

    # ── RSI Micro-adaptativo (14 periodos sobre returns de closes) ────────────
    closes = [b.get("close", b.get("c", 0)) for b in bars[-16:] if b.get("close", b.get("c", 0)) > 0]
    rsi_micro = 50.0
    if len(closes) >= 3:
        gains = [max(0, closes[i] - closes[i-1]) for i in range(1, len(closes))]
        losses = [max(0, closes[i-1] - closes[i]) for i in range(1, len(closes))]
        avg_gain = sum(gains) / max(len(gains), 1)
        avg_loss = sum(losses) / max(len(losses), 1) + 1e-9
        rs = avg_gain / avg_loss
        rsi_micro = round(100 - (100 / (1 + rs)), 2)

    # ── Z-Score del OBI velocity ──────────────────────────────────────────────
    series = obi_series
    n = len(series)
    mu  = sum(series) / n
    var = sum((x - mu) ** 2 for x in series) / n
    std = math.sqrt(var) + 1e-9
    z_score = round((series[-1] - mu) / std, 3)

    # Combinar: Z-Score OBI + RSI sobrecomprado/vendido
    # Si RSI > 70 Y Z < -1.0 → agotamiento claro
    rsi_factor = -0.5 if rsi_micro > 68 else (0.3 if rsi_micro < 35 else 0.0)
    combined_z = round(z_score + rsi_factor, 3)

    exhausted = combined_z < EXHAUSTION_ZSCORE_THRESH

    return exhausted, combined_z, rsi_micro


# ══════════════════════════════════════════════════════════════════════════════
#  COGNITIVE TRAILING STOP (CTS) — Erradicación del Estancamiento
# ══════════════════════════════════════════════════════════════════════════════

def _cognitive_trailing_stop(
    current_pnl_pct: float,
    velocity_zero_bars: int,
    c_style: str,
    trade_side: str,
    market_exhaustion: bool,
    exhaustion_zscore: float,
) -> tuple:
    """
    Dispara KILL si el capital flotante positivo está en riesgo por inactividad.

    Lógica:
      - Si profit >= profit_floor Y (velocity_stall >= umbral O market_exhaustion)
        → KILL inmediato para embolsar el flotante

    Retorna (triggered: bool, reason: str)
    """
    is_scalp    = c_style.upper() != "MOMENTUM"
    profit_floor = CTS_PROFIT_FLOOR_SCALP if is_scalp else CTS_PROFIT_FLOOR_MOMENTUM
    stall_bars   = CTS_VELOCITY_STALL_BARS if is_scalp else CTS_VELOCITY_STALL_BARS_M

    in_profit = current_pnl_pct >= profit_floor

    if not in_profit:
        return False, "below_floor"

    # Stagnation por velocidad nula
    if velocity_zero_bars >= stall_bars:
        reason = (f"cts_velocity_stall bars={velocity_zero_bars}>={stall_bars} "
                  f"profit={current_pnl_pct:.2f}%")
        return True, reason

    # Market exhaustion detectado por Z-Score
    if market_exhaustion:
        reason = (f"cts_market_exhaustion z={exhaustion_zscore:.2f}<{EXHAUSTION_ZSCORE_THRESH} "
                  f"profit={current_pnl_pct:.2f}%")
        return True, reason

    return False, "no_trigger"


# ══════════════════════════════════════════════════════════════════════════════
#  HERRAMIENTA 3: CROSS-ASSET CORRELATION CIRCUIT BREAKER
# ══════════════════════════════════════════════════════════════════════════════

def _check_anchor_correlation(
    trade_side: str,
    anchor_correlation: str,
    price_vs_vwap: str,
    a_bias: str = "N",
) -> tuple:
    """
    Circuit breaker basado en correlación cruzada BTC/ETH/SPY.
    anchor_correlation: "BULLISH" | "BEARISH" | "NEUTRAL" (del shadow_cache)

    Reglas:
      LONG + BEARISH anchor + precio ABOVE VWAP → GATEKEEPER REJECT
      SHORT + BULLISH anchor + precio BELOW VWAP → GATEKEEPER REJECT

    Retorna (blocked: bool, reason: str)
    """
    corr = anchor_correlation.upper() if anchor_correlation else "NEUTRAL"

    if trade_side == "long":
        if corr == "BEARISH" and price_vs_vwap == "ABOVE":
            return True, "anchor_bearish_long_above_vwap"
        # Señal adicional: si sesgo A también es bear, refuerza el bloqueo
        if corr == "BEARISH" and a_bias == "bear":
            return True, "anchor_bearish_a_bear_confluence"

    elif trade_side == "short":
        if corr == "BULLISH" and price_vs_vwap == "BELOW":
            return True, "anchor_bullish_short_below_vwap"
        if corr == "BULLISH" and a_bias == "bull":
            return True, "anchor_bullish_a_bull_confluence"

    return False, "anchor_ok"


# ══════════════════════════════════════════════════════════════════════════════
#  HERRAMIENTA 4: NEWS IMPACT WEIGHT — Cerebro E integration
# ══════════════════════════════════════════════════════════════════════════════

def _check_macro_kill(
    trade_side: str,
    e_sentiment: str,
    macro_impact_weight: int,
    a_bias: str = "N",
) -> tuple:
    """
    Si el peso institucional de noticias es bearish y alto → MACRO_KILL.
    macro_impact_weight: 0=standard, 1=alert, 2=institutional

    Reglas:
      weight=2 (institutional) + sentiment S (bearish) → KILL long
      weight=2 (institutional) + sentiment B (bullish) → KILL short
    """
    if macro_impact_weight < 2:
        return False, "macro_weight_low"

    sent = e_sentiment.upper() if e_sentiment else "N"

    if trade_side == "long" and sent == "S":
        return True, f"macro_institutional_bearish weight={macro_impact_weight}"
    if trade_side == "short" and sent == "B":
        return True, f"macro_institutional_bullish_vs_short weight={macro_impact_weight}"

    return False, "macro_neutral"


# ══════════════════════════════════════════════════════════════════════════════
#  SHORT HARD STOP — Cerebro H Integration
# ══════════════════════════════════════════════════════════════════════════════

def _check_short_hard_stop(
    trade_side: str,
    current_price: float,
    entry_price: float,
    account_balance: float = 72696.0,
) -> tuple:
    """
    Para SHORT: si el precio sube más del SHORT_STOP_PCT desde entrada → KILL incondicional.
    Garantiza que el riesgo nunca supere MAX_ACCOUNT_RISK_PCT del capital.

    Cálculo del lot size máximo para short:
      max_loss_usd = account_balance × MAX_ACCOUNT_RISK_PCT
      stop_distance = entry_price × SHORT_STOP_PCT
      max_qty = max_loss_usd / stop_distance

    Retorna (triggered: bool, stop_price: float, max_qty_hint: float)
    """
    if trade_side != "short" or entry_price <= 0:
        return False, 0.0, 0.0

    short_stop_price = round(entry_price * (1.0 + SHORT_STOP_PCT), 8)
    max_loss_usd     = account_balance * MAX_ACCOUNT_RISK_PCT
    stop_distance    = entry_price * SHORT_STOP_PCT
    max_qty          = round(max_loss_usd / max(stop_distance, 1e-9), 6)

    triggered = current_price >= short_stop_price
    return triggered, short_stop_price, max_qty


# ══════════════════════════════════════════════════════════════════════════════
#  MOTOR DE ORDERFLOW v5.0 (heredado — NO MODIFICADO)
# ══════════════════════════════════════════════════════════════════════════════

def _compute_orderflow_from_bars(bars: list) -> dict:
    if not bars or len(bars) < 3:
        return {
            "delta_cvd": 0.0, "prev_delta_cvd": 0.0, "absorption_score": 0.5,
            "imbalance_score": 0.0, "pv_divergence": False,
            "cvd_price_divergence": False, "wick_rejection": False,
            "vol_climax": False, "delta_acceleration": 0.0,
            "delta_accelerating_negative": False, "bars_used": 0,
        }

    recent    = bars[-15:]
    total_vol = sum(b.get("volume", b.get("v", 1)) for b in recent) or 1

    deltas = []
    for b in recent:
        o = b.get("open", b.get("o", 0)); h = b.get("high", b.get("h", 0))
        l = b.get("low", b.get("l", 0)); c = b.get("close", b.get("c", 0))
        vol = b.get("volume", b.get("v", 0))
        if h == l or vol == 0: deltas.append(0.0); continue
        close_pos = (c - l) / (h - l)
        deltas.append((close_pos * 2 - 1) * vol)

    cumulative_delta = sum(deltas)
    delta_cvd        = max(-1.0, min(1.0, cumulative_delta / total_vol))
    half = max(1, len(deltas) // 2)
    prev_vol = sum(b.get("volume", b.get("v", 1)) for b in recent[:half]) or 1
    prev_delta_cvd = max(-1.0, min(1.0, sum(deltas[:half]) / prev_vol))

    if len(deltas) >= 6:
        v_r = sum(b.get("volume", b.get("v", 1)) for b in recent[-3:]) or 1
        v_p = sum(b.get("volume", b.get("v", 1)) for b in recent[-6:-3]) or 1
        delta_acceleration = sum(deltas[-3:]) / v_r - sum(deltas[-6:-3]) / v_p
    else:
        delta_acceleration = 0.0

    delta_accelerating_negative = (delta_cvd < -0.10 and delta_acceleration < -0.10)

    absorption_scores = []
    for b in recent:
        o = b.get("open", b.get("o", 0)); h = b.get("high", b.get("h", 0))
        l = b.get("low", b.get("l", 0)); c = b.get("close", b.get("c", 0))
        vol = b.get("volume", b.get("v", 0))
        body = abs(c - o); rang = h - l
        if rang == 0 or total_vol == 0: continue
        absorption = (vol / (total_vol / len(recent))) * (1.0 - body / rang)
        absorption_scores.append(absorption)
    absorption_score = min(1.0, sum(absorption_scores) / max(len(absorption_scores), 1) / 2.0)

    bull_vol = sum(b.get("volume", b.get("v", 0)) for b in recent if b.get("close", b.get("c", 0)) >= b.get("open", b.get("o", 0)))
    bear_vol = sum(b.get("volume", b.get("v", 0)) for b in recent if b.get("close", b.get("c", 0)) <  b.get("open", b.get("o", 0)))
    imbalance_score = bear_vol / (bull_vol + bear_vol + 1)

    pv_divergence = False
    if len(recent) >= 5:
        closes_r = [b.get("close", b.get("c", 0)) for b in recent[-5:]]
        vols_r   = [b.get("volume", b.get("v", 0)) for b in recent[-5:]]
        pv_divergence = (closes_r[-1] > closes_r[0]) and (vols_r[-1] < vols_r[0])

    cvd_price_divergence = False
    if len(recent) >= 6:
        current_close = recent[-1].get("close", recent[-1].get("c", 0))
        mid_close     = recent[len(recent)//2].get("close", recent[len(recent)//2].get("c", 0))
        cvd_price_divergence = (current_close > mid_close) and (delta_cvd < prev_delta_cvd)

    wick_rejection = False
    for b in recent[-5:]:
        o = b.get("open", b.get("o", 0)); h = b.get("high", b.get("h", 0))
        c_ = b.get("close", b.get("c", 0))
        body = abs(c_ - o); upper_wick = h - max(o, c_)
        if body > 0 and upper_wick > body * 1.5:
            wick_rejection = True; break

    avg_vol    = total_vol / len(recent)
    vol_climax = any(
        b.get("close", b.get("c", 0)) < b.get("open", b.get("o", 0)) and
        b.get("volume", b.get("v", 0)) > avg_vol * 2.0
        for b in recent[-3:])

    return {
        "delta_cvd":                  round(delta_cvd, 4),
        "prev_delta_cvd":             round(prev_delta_cvd, 4),
        "absorption_score":           round(absorption_score, 4),
        "imbalance_score":            round(imbalance_score, 4),
        "pv_divergence":              pv_divergence,
        "cvd_price_divergence":       cvd_price_divergence,
        "wick_rejection":             wick_rejection,
        "vol_climax":                 vol_climax,
        "delta_acceleration":         round(delta_acceleration, 4),
        "delta_accelerating_negative": delta_accelerating_negative,
        "bars_used":                  len(recent),
    }


# ══════════════════════════════════════════════════════════════════════════════
#  OSI v5.0 con ajuste bidireccional v6.0
# ══════════════════════════════════════════════════════════════════════════════

def _compute_osi(of: dict, bars_held: int, current_pnl: float,
                 trade_type: str, trade_side: str = "long") -> tuple:
    """
    Para SHORT: invertimos la presión dominante.
    delta_cvd positivo en un short = precio sube = presión de cierre.
    """
    delta_cvd = of.get("delta_cvd", 0.0)

    # Para SHORT, presión de cierre es cuando delta_cvd > 0 (precio sube)
    if trade_side == "short":
        # Invertir delta_cvd para que el OSI siga midiendo "presión de cierre"
        effective_delta = -delta_cvd
    else:
        effective_delta = delta_cvd

    delta_score = max(0.0, min(30.0, ((-effective_delta + 1) / 2) * 30))

    imb = of.get("imbalance_score", 0.0)
    # Para SHORT: imbalance bull = presión al alza = riesgo
    if trade_side == "short":
        imb = 1.0 - imb
    imb_score = imb * 20

    abs_score = of.get("absorption_score", 0.0) * 15

    div_score = 0.0
    if of.get("cvd_price_divergence"): div_score += 8.0
    if of.get("pv_divergence"):        div_score += 4.0
    if of.get("wick_rejection"):       div_score += 3.0
    div_score = min(15.0, div_score)

    stag_score = 0.0
    if bars_held >= STAGNATION_BARS:
        stag_score = min(10.0, (bars_held - STAGNATION_BARS + 1) * 2.0)

    pnl_score = 0.0
    if current_pnl < 0:
        pnl_score = min(10.0, abs(current_pnl) * 100)

    osi = delta_score + imb_score + abs_score + div_score + stag_score + pnl_score
    osi = round(min(100.0, max(0.0, osi)), 2)
    kill_score = round(osi / 100.0, 4)

    kill_threshold = KILL_THRESHOLD_SCALP if trade_type == "scalp" else KILL_THRESHOLD

    components = {
        "delta_score": round(delta_score, 2),
        "imb_score":   round(imb_score, 2),
        "abs_score":   round(abs_score, 2),
        "div_score":   round(div_score, 2),
        "stag_score":  round(stag_score, 2),
        "pnl_score":   round(pnl_score, 2),
    }
    return osi, kill_score, kill_threshold, components


# ══════════════════════════════════════════════════════════════════════════════
#  LLM PANIC TRIGGER (heredado v5.0 con fix bug raw_out)
# ══════════════════════════════════════════════════════════════════════════════

async def _llm_panic_trigger(osi: float, kill_score: float, of: dict,
                              sym: str, trade_type: str, bars_held: int,
                              trade_side: str = "long") -> dict:
    t0_llm = time.perf_counter()

    cvd     = of.get("delta_cvd", 0.0)
    cvd_div = "Y" if of.get("cvd_price_divergence") else "N"
    vol_cl  = "Y" if of.get("vol_climax") else "N"
    accel_n = "Y" if of.get("delta_accelerating_negative") else "N"
    side_t  = trade_side[0].upper()  # L o S

    llm_prompt = (
        "<|im_start|>system\n"
        f'Exit trigger {side_t}. SOLO JSON: {{"action":"HOLD"}} o {{"action":"KILL_TRADE"}}. Sin pensar.\n'
        "<|im_end|>\n"
        "<|im_start|>user\n"
        f'{{"s":"{sym[:6]}","osi":{osi:.0f},"cvd":{cvd:.2f},'
        f'"div":"{cvd_div}","vc":"{vol_cl}","acc":"{accel_n}",'
        f'"bh":{bars_held},"t":"{trade_type[0]}","side":"{side_t}"}}\n'
        "<|im_end|>\n"
        "<|im_start|>assistant\n{"
    )

    try:
        result = await _bitnet_infer(llm_prompt)
        raw_out_text = result.get("raw", "")
        llm_ms = (time.perf_counter() - t0_llm) * 1000
        raw_t  = "{" + raw_out_text

        m = re.search(r'"action"\s*:\s*"(HOLD|KILL_TRADE)"', raw_t, re.IGNORECASE)
        if m:
            action = m.group(1).upper()
            print(f"[F/LLM] {sym}: action={action} osi={osi:.0f} side={side_t} | {llm_ms:.1f}ms")
            return {"action": action, "_llm_ms": round(llm_ms, 1)}

        action = "KILL_TRADE" if "KILL" in raw_t.upper() else "HOLD"
        print(f"[F/LLM] {sym}: partial={action} | {llm_ms:.1f}ms")
        return {"action": action, "_llm_ms": round(llm_ms, 1)}

    except Exception as e:
        llm_ms = (time.perf_counter() - t0_llm) * 1000
        print(f"[F/LLM-ERR] {sym}: {type(e).__name__} | {llm_ms:.1f}ms → OSI fallback")
        action = "KILL_TRADE" if osi > OSI_FALLBACK_KILL else "HOLD"
        return {"action": action, "_llm_ms": round(llm_ms, 1), "_fallback": True}


# ══════════════════════════════════════════════════════════════════════════════
#  PIPELINE PRINCIPAL v6.0 — POLIMÓRFICO
# ══════════════════════════════════════════════════════════════════════════════

async def _liquidate(payload: dict) -> dict:
    t0 = time.perf_counter()

    sym           = str(payload.get("symbol", "?"))
    bars          = payload.get("bars", [])
    bars_held     = int(payload.get("bars_held", 0))
    current_pnl   = float(payload.get("current_pnl", 0.0))   # decimal, ej 0.0102 = +1.02%
    entry_price   = float(payload.get("entry_price", 0.0))
    trade_type    = str(payload.get("trade_type", "scalp")).lower()
    tp            = float(payload.get("tp", 0.0))
    sl            = float(payload.get("sl", 0.0))
    current_price = float(payload.get("current_price", entry_price))

    # ── v6.0: Extracción elástica multi-capa del snapshot cognitivo ──────────
    # El payload puede venir con las métricas en la raíz, bajo "metrics",
    # bajo "cognition", o bajo "risk" según quién lo envíe (swarm_engine,
    # orders_processor, o el nuevo data_manager_anchors).
    # La cascada de .get() garantiza que NUNCA quede vacío ni lance excepción.
    _metrics    = payload.get("metrics",   {}) or {}
    _cognition  = payload.get("cognition", {}) or {}
    _risk       = payload.get("risk",      {}) or {}

    def _mget(key: str, default, cast=str):
        """Busca una clave en raíz → metrics → cognition → risk, con cast seguro."""
        for src in (payload, _metrics, _cognition, _risk):
            v = src.get(key)
            if v is not None:
                try:
                    return cast(v)
                except (ValueError, TypeError):
                    continue
        return default

    trade_side   = _mget("trade_side",    "long",    str).lower()
    c_style      = _mget("C_style",       _mget("c_style", "SCALP", str), str).upper()
    a_bias_raw   = _mget("A_bias",        _mget("a_bias",  "N",     str), str)
    a_bias       = a_bias_raw.lower()        # "bull" | "bear" | "neutral" | "l" | "s" | "n"
    # Normaliza tokens ternarios de A (L/S/N) a los equivalentes semánticos
    _a_map       = {"l": "bull", "s": "bear", "n": "neutral"}
    a_bias       = _a_map.get(a_bias, a_bias)

    e_sentiment_raw = _mget("E_sentiment", _mget("e_sentiment", "N", str), str)
    e_sentiment  = e_sentiment_raw.upper()[:1]  # primer char: "B" | "N" | "S"

    try:
        macro_impact_weight = int(_mget("macro_impact_weight", 0, int))
    except (ValueError, TypeError):
        macro_impact_weight = 0

    anchor_correlation = _mget("anchor_correlation", "NEUTRAL", str).upper()

    try:
        velocity_zero_bars = int(_mget("velocity_zero_bars", 0, int))
    except (ValueError, TypeError):
        velocity_zero_bars = 0

    try:
        account_balance = float(
            payload.get("account_balance",
            _risk.get("account_balance",
            _metrics.get("account_balance", 72696.0)))
        )
    except (ValueError, TypeError):
        account_balance = 72696.0

    # Override VWAP si ya viene calculado por el radar (evita recalcularlo desde barras)
    _pvwap_pre = _mget("price_vs_vwap", None, str)
    _pvwap_pre = _pvwap_pre.upper() if _pvwap_pre and _pvwap_pre.upper() in ("ABOVE","BELOW","AT") else None

    # Override market_exhaustion si ya viene del radar
    _exh_pre   = _mget("market_exhaustion", None, str)
    _exh_pre   = (str(_exh_pre).lower() == "true") if _exh_pre is not None else None

    # current_pnl en porcentaje para CTS
    current_pnl_pct = current_pnl * 100.0  # 0.0102 → 1.02%

    # Diagnóstico de origen del payload
    _has_radar_data = bool(_metrics or _cognition)
    if not _has_radar_data and bars_held > 2:
        print(f"[F/PAYLOAD] {sym}: payload plano sin metrics/cognition — usando defaults seguros")

    # ── FASE MATH: OrderFlow ──────────────────────────────────────────────────
    of = _compute_orderflow_from_bars(bars)

    # ── VWAP (Herramienta 1) — usa el pre-calculado del radar si existe ───────
    vwap_from_bars, pvwap_from_bars = _compute_vwap(bars)
    if _pvwap_pre is not None:
        vwap, price_vs_vwap = vwap_from_bars, _pvwap_pre
    else:
        vwap, price_vs_vwap = vwap_from_bars, pvwap_from_bars

    # ── Entropy Z-Score / Market Exhaustion (Herramienta 2) ───────────────────
    market_exhaustion, exhaustion_zscore, rsi_micro = _compute_exhaustion_zscore(bars)
    if _exh_pre is not None:
        market_exhaustion = _exh_pre

    # ── OSI (bidireccional v6.0) ──────────────────────────────────────────────
    osi, kill_score, kill_threshold, osi_components = _compute_osi(
        of, bars_held, current_pnl, trade_type, trade_side
    )

    math_ms = (time.perf_counter() - t0) * 1000

    # Zona OSI
    if osi >= OSI_FAST_EXIT:
        osi_zone = "fast_exit"
    elif osi >= OSI_KILL_ZONE:
        osi_zone = "kill"
    elif osi <= OSI_HOLD_ZONE:
        osi_zone = "hold"
    else:
        osi_zone = "watch"

    print(f"[F/MATH] {sym}({trade_side}): OSI={osi:.1f} zone={osi_zone} "
          f"vwap={price_vs_vwap} exh={market_exhaustion}(z={exhaustion_zscore:.2f}) "
          f"| {math_ms:.1f}ms")

    # ── COGNITIVE TRAILING STOP (máxima prioridad sobre profit flotante) ──────
    cts_triggered, cts_reason = _cognitive_trailing_stop(
        current_pnl_pct, velocity_zero_bars, c_style,
        trade_side, market_exhaustion, exhaustion_zscore,
    )
    if cts_triggered:
        close_act = "buy" if trade_side == "short" else "sell"
        total_ms = (time.perf_counter() - t0) * 1000
        print(f"[F/CTS] {sym}: COGNITIVE TRAILING STOP → {close_act.upper()} | {cts_reason} | {total_ms:.1f}ms")
        return _build_result(
            decision="SELL", confidence=0.92, kill_score=kill_score,
            trigger=f"cognitive_trailing_stop|{cts_reason}",
            urgency="critical", osi=osi, osi_zone=osi_zone,
            vwap=vwap, price_vs_vwap=price_vs_vwap,
            market_exhaustion=market_exhaustion, exhaustion_zscore=exhaustion_zscore,
            anchor_blocked=False, macro_kill=False,
            cts_triggered=True, short_stop_triggered=False,
            trade_side=trade_side, close_action=close_act,
            c_style=c_style, of=of, osi_components=osi_components,
            math_ms=math_ms, llm_ms=0.0, total_ms=total_ms,
            rsi_micro=rsi_micro,
        )

    # ── SHORT HARD STOP (Herramienta H — incondicional) ──────────────────────
    short_stop_hit, short_stop_price, max_qty_hint = _check_short_hard_stop(
        trade_side, current_price, entry_price, account_balance
    )
    if short_stop_hit:
        total_ms = (time.perf_counter() - t0) * 1000
        print(f"[F/SHORT-STOP] {sym}: SHORT HARD STOP precio={current_price:.6f} >= stop={short_stop_price:.6f} | {total_ms:.1f}ms")
        return _build_result(
            decision="SELL", confidence=0.99, kill_score=1.0,
            trigger=f"short_hard_stop|price={current_price:.4f}>=stop={short_stop_price:.4f}",
            urgency="critical", osi=osi, osi_zone=osi_zone,
            vwap=vwap, price_vs_vwap=price_vs_vwap,
            market_exhaustion=market_exhaustion, exhaustion_zscore=exhaustion_zscore,
            anchor_blocked=False, macro_kill=False,
            cts_triggered=False, short_stop_triggered=True,
            trade_side=trade_side, close_action="buy",
            c_style=c_style, of=of, osi_components=osi_components,
            math_ms=math_ms, llm_ms=0.0, total_ms=total_ms,
            rsi_micro=rsi_micro,
            extra={"short_stop_price": short_stop_price, "max_qty_hint": max_qty_hint},
        )

    # ── MACRO KILL (Herramienta 4) ────────────────────────────────────────────
    macro_kill, macro_reason = _check_macro_kill(
        trade_side, e_sentiment, macro_impact_weight, a_bias
    )
    if macro_kill:
        close_act = "buy" if trade_side == "short" else "sell"
        total_ms = (time.perf_counter() - t0) * 1000
        print(f"[F/MACRO] {sym}: MACRO KILL → {macro_reason} | {total_ms:.1f}ms")
        return _build_result(
            decision="SELL", confidence=0.88, kill_score=kill_score,
            trigger=f"macro_kill|{macro_reason}",
            urgency="high", osi=osi, osi_zone=osi_zone,
            vwap=vwap, price_vs_vwap=price_vs_vwap,
            market_exhaustion=market_exhaustion, exhaustion_zscore=exhaustion_zscore,
            anchor_blocked=False, macro_kill=True,
            cts_triggered=False, short_stop_triggered=False,
            trade_side=trade_side, close_action=close_act,
            c_style=c_style, of=of, osi_components=osi_components,
            math_ms=math_ms, llm_ms=0.0, total_ms=total_ms,
            rsi_micro=rsi_micro,
        )

    # ── ANCHOR CORRELATION CIRCUIT BREAKER (Herramienta 3) ────────────────────
    anchor_blocked, anchor_reason = _check_anchor_correlation(
        trade_side, anchor_correlation, price_vs_vwap, a_bias
    )
    if anchor_blocked:
        # Solo bloquea NUEVAS entradas; si ya estamos en posición, no cierra
        # (el bloqueo de entrada lo maneja orders_processor.py con este flag)
        print(f"[F/ANCHOR] {sym}: ANCHOR BLOCKED ({anchor_reason}) — flag en payload")

    # ── PIPELINE OSI + LLM (heredado v5.0) ────────────────────────────────────
    llm_ms = 0.0
    close_action = "buy" if trade_side == "short" else "sell"

    if osi_zone == "fast_exit":
        decision   = "SELL"
        confidence = round(kill_score, 4)
        trigger    = f"osi_fast_exit={osi:.0f}"
        urgency    = "critical"

    elif osi_zone == "hold":
        decision   = "HOLD"
        confidence = round(1.0 - kill_score, 4)
        trigger    = f"osi_hold={osi:.0f}"
        urgency    = "low"

    elif osi_zone == "kill" and kill_score >= kill_threshold:
        decision   = "SELL"
        confidence = round(kill_score, 4)
        trigger    = f"osi_kill_math={osi:.0f}"
        urgency    = "high"

    else:
        llm_result = await _llm_panic_trigger(
            osi, kill_score, of, sym, trade_type, bars_held, trade_side
        )
        llm_ms  = llm_result.get("_llm_ms", 0.0)
        action  = llm_result.get("action", "HOLD")
        decision = "SELL" if action == "KILL_TRADE" else "HOLD"
        confidence = round(kill_score if decision == "SELL" else 1.0 - kill_score, 4)
        trigger    = f"osi_watch_llm={osi:.0f}_action={action}"
        urgency    = "medium" if decision == "SELL" else "low"

    # Override kill_score >= 0.85 (heredado)
    if kill_score >= 0.85 and decision == "HOLD":
        decision   = "SELL"
        confidence = kill_score
        trigger    = f"f_override_osi={osi:.0f}"
        urgency    = "critical"

    total_ms = (time.perf_counter() - t0) * 1000
    print(f"[F/TOTAL] {sym}({trade_side}): {decision} osi={osi:.0f} zone={osi_zone} "
          f"conf={confidence:.3f} math={math_ms:.1f}ms llm={llm_ms:.1f}ms total={total_ms:.1f}ms")

    return _build_result(
        decision=decision, confidence=confidence, kill_score=kill_score,
        trigger=trigger, urgency=urgency,
        osi=osi, osi_zone=osi_zone,
        vwap=vwap, price_vs_vwap=price_vs_vwap,
        market_exhaustion=market_exhaustion, exhaustion_zscore=exhaustion_zscore,
        anchor_blocked=anchor_blocked, macro_kill=macro_kill,
        cts_triggered=False, short_stop_triggered=False,
        trade_side=trade_side, close_action=close_action,
        c_style=c_style, of=of, osi_components=osi_components,
        math_ms=math_ms, llm_ms=llm_ms, total_ms=total_ms,
        rsi_micro=rsi_micro,
    )


def _build_result(
    decision, confidence, kill_score, trigger, urgency,
    osi, osi_zone, vwap, price_vs_vwap,
    market_exhaustion, exhaustion_zscore,
    anchor_blocked, macro_kill,
    cts_triggered, short_stop_triggered,
    trade_side, close_action, c_style,
    of, osi_components, math_ms, llm_ms, total_ms,
    rsi_micro=50.0, extra: dict = None,
) -> dict:
    """Construye el payload de respuesta unificado v6.0."""
    result = {
        # Core (compatibilidad v5.0)
        "decision":    decision,
        "confidence":  confidence,
        "kill_score":  kill_score,
        "trigger":     trigger,
        "urgency":     urgency,
        "action":      decision,       # alias legacy
        "kill":        decision == "SELL",
        # v6.0: Bidireccional
        "trade_side":  trade_side,
        "close_action": close_action,  # "sell"=cierra long, "buy"=cierra short
        "c_style":     c_style,
        # v6.0: Herramientas cognitivas
        "vwap":                 round(vwap, 8),
        "price_vs_vwap":        price_vs_vwap,
        "market_exhaustion":    market_exhaustion,
        "exhaustion_zscore":    exhaustion_zscore,
        "rsi_micro":            rsi_micro,
        "anchor_blocked":       anchor_blocked,
        "macro_kill":           macro_kill,
        "cognitive_trailing_triggered": cts_triggered,
        "short_stop_triggered": short_stop_triggered,
        # OSI
        "osi":            osi,
        "osi_zone":       osi_zone,
        "osi_components": osi_components,
        # OrderFlow (legacy)
        "orderflow":      of,
        # Telemetría
        "_math_ms":   round(math_ms, 2),
        "_llm_ms":    round(llm_ms, 1),
        "_total_ms":  round(total_ms, 1),
        "cerebro":    "F",
        "version":    "6.0-APEX-POLIMÓRFICO",
    }
    if extra:
        result.update(extra)
    return result


# ── Endpoints FastAPI ─────────────────────────────────────────────────────────

@app.get("/")
async def root():
    return {"status": "online", "cerebro": "F", "version": "6.0-APEX-POLIMÓRFICO"}

@app.get("/health")
async def health():
    return {
        "status": "online", "cerebro": "F", "version": "6.0-APEX-POLIMÓRFICO",
        "features": ["cognitive_trailing_stop", "bidirectional_long_short",
                     "vwap_dynamic", "entropy_zscore_obi", "cross_asset_correlation",
                     "news_impact_weight", "short_hard_stop"],
        "osi_thresholds": {"fast_exit": OSI_FAST_EXIT, "kill_zone": OSI_KILL_ZONE, "hold_zone": OSI_HOLD_ZONE},
        "cts_config": {
            "profit_floor_scalp_pct":    CTS_PROFIT_FLOOR_SCALP,
            "profit_floor_momentum_pct": CTS_PROFIT_FLOOR_MOMENTUM,
            "velocity_stall_bars_scalp": CTS_VELOCITY_STALL_BARS,
            "velocity_stall_bars_mom":   CTS_VELOCITY_STALL_BARS_M,
        },
        "short_config": {"stop_pct": SHORT_STOP_PCT, "max_account_risk_pct": MAX_ACCOUNT_RISK_PCT},
    }

@app.post("/analyze_exit")
async def analyze_exit(request: Request):
    try: payload = await request.json()
    except Exception: return JSONResponse({"error": "JSON inválido"}, status_code=400)
    result = await _liquidate(payload)
    return JSONResponse(result)

@app.post("/analyze")
async def analyze_compat(request: Request):
    return await analyze_exit(request)

@app.post("/analyze_batch")
async def analyze_batch(request: Request):
    """Procesamiento batch paralelo — compatible con CerebroFMux."""
    import asyncio
    try: payload = await request.json()
    except Exception: return JSONResponse({"error": "JSON inválido"}, status_code=400)

    positions = payload.get("positions", [])
    if not positions:
        return JSONResponse({"results": [], "latency_ms": 0})

    t0 = time.perf_counter()
    tasks = [_liquidate(pos) for pos in positions]
    results = await asyncio.gather(*tasks, return_exceptions=True)

    safe_results = []
    for r in results:
        if isinstance(r, Exception):
            safe_results.append({"decision": "HOLD", "confidence": 0.5,
                                  "kill_score": 0.25, "trigger": f"batch_error:{str(r)[:40]}",
                                  "urgency": "low", "action": "HOLD", "kill": False})
        else:
            safe_results.append(r)

    lat = round((time.perf_counter() - t0) * 1000, 1)
    print(f"[F/BATCH] {len(safe_results)} posiciones en {lat}ms")
    return JSONResponse({"results": safe_results, "latency_ms": lat})

@app.post("/orderflow")
async def orderflow_only(request: Request):
    try: payload = await request.json()
    except Exception: return JSONResponse({"error": "JSON inválido"}, status_code=400)
    bars = payload.get("bars", [])
    of   = _compute_orderflow_from_bars(bars)
    vwap, pvwap = _compute_vwap(bars)
    exh, ezsc, rsi = _compute_exhaustion_zscore(bars)
    of.update({"vwap": vwap, "price_vs_vwap": pvwap,
                "market_exhaustion": exh, "exhaustion_zscore": ezsc, "rsi_micro": rsi})
    return JSONResponse(of)

print("[F] ✅ The Liquidator v6.0 APEX POLIMÓRFICO — CTS + Bidireccional + 4 Herramientas cognitivas")