//! DBN Backtesting Integration Example
//!
//! This example demonstrates using DBN data with the backtesting service's
//! MarketDataRepository interface.
//!
//! ## Usage
//!
//! ```bash
//! cargo run --example dbn_backtesting_integration
//! ```

use backtesting_service::{
    dbn_repository::DbnMarketDataRepository,
    repositories::MarketDataRepository,
};
use chrono::{TimeZone, Utc};
use std::collections::HashMap;

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    println!("=== DBN Backtesting Integration Example ===\n");

    // 1. Setup repository with DBN data
    let mut file_mapping = HashMap::new();
    file_mapping.insert(
        "ES.FUT".to_string(),
        "test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn".to_string(),
    );

    println!("Creating MarketDataRepository with DBN backend...");
    let repo = DbnMarketDataRepository::new(file_mapping).await?;

    println!("Available symbols: {:?}", repo.available_symbols());

    // 2. Define backtest time range
    let start_time = Utc
        .with_ymd_and_hms(2024, 1, 2, 14, 30, 0)
        .unwrap()
        .timestamp_nanos_opt()
        .unwrap();
    let end_time = Utc
        .with_ymd_and_hms(2024, 1, 2, 16, 0, 0)
        .unwrap()
        .timestamp_nanos_opt()
        .unwrap();

    println!(
        "\nBacktest window: {} to {}",
        Utc.timestamp_nanos(start_time).format("%Y-%m-%d %H:%M:%S"),
        Utc.timestamp_nanos(end_time).format("%Y-%m-%d %H:%M:%S")
    );

    // 3. Load historical data via repository interface
    let symbols = vec!["ES.FUT".to_string()];
    println!("\nLoading historical data for {:?}...", symbols);

    let data = repo.load_historical_data(&symbols, start_time, end_time).await?;

    println!("✅ Loaded {} bars via repository interface\n", data.len());

    // 4. Check data availability
    println!("=== Data Availability Check ===");

    let availability = repo
        .check_data_availability(&symbols, start_time, end_time)
        .await?;

    for (symbol, available) in availability.iter() {
        println!(
            "{}: {}",
            symbol,
            if *available { "✅ Available" } else { "❌ Not available" }
        );
    }

    // 5. Simulate simple backtest logic
    println!("\n=== Simulating Simple Backtest ===");

    let mut position = 0i32;
    let mut pnl = 0.0;
    let mut trades = 0;

    for (i, bar) in data.iter().enumerate() {
        let close_f64 = bar.close.to_string().parse::<f64>().unwrap();

        // Simple strategy: Buy when price drops, sell when price rises
        if i > 0 {
            let prev_close = data[i - 1].close.to_string().parse::<f64>().unwrap();
            let price_change = close_f64 - prev_close;

            if position == 0 && price_change < -1.0 {
                // Buy signal
                position = 1;
                pnl -= close_f64; // Entry cost
                trades += 1;
                println!("  [{}] BUY @ {:.2}", bar.timestamp.format("%H:%M"), close_f64);
            } else if position == 1 && price_change > 1.0 {
                // Sell signal
                position = 0;
                pnl += close_f64; // Exit proceeds
                trades += 1;
                println!("  [{}] SELL @ {:.2}", bar.timestamp.format("%H:%M"), close_f64);
            }
        }
    }

    // Close any open position
    if position != 0 {
        let last_close = data.last().unwrap().close.to_string().parse::<f64>().unwrap();
        pnl += last_close * position as f64;
        trades += 1;
        println!(
            "  [{}] CLOSE @ {:.2}",
            data.last().unwrap().timestamp.format("%H:%M"),
            last_close
        );
    }

    println!("\n=== Backtest Results ===");
    println!("Total trades: {}", trades);
    println!("Final PnL: ${:.2}", pnl);

    // 6. Advanced repository features
    println!("\n=== Advanced Repository Features ===");

    // Load with volume filter
    let min_volume = rust_decimal::Decimal::from(50);
    let high_volume_bars = repo
        .load_with_volume_filter(&symbols, min_volume, start_time, end_time)
        .await?;

    println!(
        "High-volume bars (volume >= {}): {}",
        min_volume,
        high_volume_bars.len()
    );

    // Get date range
    let (first_ts, last_ts) = repo.get_date_range("ES.FUT").await?;
    println!("Data range: {} to {}", first_ts, last_ts);

    // Generate summary statistics
    let stats = repo.generate_summary_stats(&data);
    println!("\nSummary Statistics:");
    println!("  Count: {}", stats.get("count").unwrap());
    println!("  Mean close: ${:.2}", stats.get("mean_close").unwrap());
    println!("  Std close: ${:.2}", stats.get("std_close").unwrap());
    println!("  Min close: ${:.2}", stats.get("min_close").unwrap());
    println!("  Max close: ${:.2}", stats.get("max_close").unwrap());

    println!("\n✅ Example completed successfully!");

    Ok(())
}