"""
TrendRider equity curves from 2010 (the live ETF panel starts in 2016), for
the US portfolio research (research/lab/us_final.py).

    PYTHONPATH=. uv run python -m research.lab.trend_rider_long

Downloads the TrendRider ETF basket from 2008 ticker by ticker (batched
Yahoo requests fail intermittently) and runs each variant through the live
book simulation ($2 per order on $10k, 5 bp, 10% resize band). Writes
data/research/tr_long.pkl: {"equity": {name: Series}, "close": DataFrame}.
A ticker that still fails is left out; the strategy then picks among the
rest of its basket (in the 2026-09-29 run DBC was missing, so the risk-off
basket was GLD alone).
"""

import os
import pickle
import time
import warnings

import pandas as pd
import yfinance as yf

from main import simulate_live_book, strategy_positions
from research.lab.fetch_us import _proxy_env
from strategies.permanent import ETF_UNIVERSE
from trader import RESIZE_BAND, STRATEGY_REGISTRY

warnings.filterwarnings("ignore")
OUT = os.path.join("data", "research", "tr_long.pkl")
VARIANTS = ["trend_rider_v7_vt24", "trend_rider_v7_vt36", "trend_rider_v5_vt30"]
BLOCKS = [("2010-03-01", "2013-02-28"), ("2013-03-01", "2016-09-26"),
          ("2016-09-27", "2021-09-26"), ("2021-09-27", "2026-09-25"), ("2010-03-01", "2026-09-25")]


def fetch(tickers: list[str], start: str = "2008-01-01") -> tuple[pd.DataFrame, pd.DataFrame]:
    close, opens = {}, {}
    for t in tickers:
        for attempt in range(5):
            try:
                h = yf.Ticker(t).history(start=start, auto_adjust=True)
                if len(h):
                    close[t], opens[t] = h["Close"], h["Open"]
                    break
            except Exception as exc:  # noqa: BLE001 — retry transient Yahoo errors
                print(f"  {t}: {exc}")
            time.sleep(3 * (attempt + 1))
    c, o = pd.DataFrame(close), pd.DataFrame(opens)
    c.index = c.index.tz_localize(None).normalize()
    o.index = c.index
    return c, o


def main() -> None:
    _proxy_env()
    tickers = sorted(set(ETF_UNIVERSE) | {"SPY", "SHY"})
    close, opens = fetch(tickers)
    print("missing:", sorted(set(tickers) - set(close.columns)))
    out = {}
    for name in VARIANTS:
        held = strategy_positions(STRATEGY_REGISTRY[name](), close, open_data=opens)
        eq, _ = simulate_live_book(held, close, 10_000, 0.0005, 2.0, 0, 0, 50.0, RESIZE_BAND)
        out[name] = eq
        r = eq.pct_change().dropna()
        for a, b in BLOCKS:
            x = r.loc[a:b]
            e = (1 + x).cumprod()
            print(f"{name} {a[:4]}-{b[:4]} cagr {(e.iloc[-1] ** (252 / len(x)) - 1) * 100:5.1f}% "
                  f"sh {x.mean() / x.std() * 252 ** 0.5:.2f} mdd {((e / e.cummax()) - 1).min() * 100:5.1f}%")
    with open(OUT, "wb") as fh:
        pickle.dump({"equity": out, "close": close}, fh)


if __name__ == "__main__":
    main()