"""Orchestrierung von Paper-/Simulations- und Live-Trading über den Broker.

- Paper-Modus: Simulationslauf über die Engine (Käufe/Verkäufe werden lokal
  gegen den Kurs-Feed gebucht, kein echtes Geld).
- Live-Modus: platziert echte Markerorders über die Exchange-API.
"""

from __future__ import annotations

import logging

from .config import Config
from .engine import Engine, Result
from .exchange import Broker
from .strategy import Strategy

log = logging.getLogger("trademind.trader")


class Trader:
    def __init__(self, cfg: Config, broker: Broker, strategy: Strategy):
        self.cfg = cfg
        self.t = cfg.trading
        self.broker = broker
        self.strategy = strategy
        self.engine = Engine(self.t, strategy)

    def symbol(self) -> str:
        base = self.t.base_currency.upper()
        quote = self.t.quote_currency.upper()
        if self.broker.name == "coinbase":
            return f"{base}-{quote}"
        return f"{base}/{quote}"

    def fetch_candles(self):
        return self.broker.fetch_ohlcv(self.symbol(), self.t.timeframe, self.t.candles)

    def simulate(self) -> Result:
        """Simulationslauf (Paper-Trading) über die verfügbaren Candles."""
        candles = self.fetch_candles()
        return self.engine.run(candles)

    def live_cycle(self):
        """Ein Live-Zyklus: Signal bewerten und ggf. echte Order platzieren."""
        candles = self.fetch_candles()
        prep = self.strategy.prepare(candles)
        sig = self.strategy.last_signal(prep)
        if sig.action == 1:
            size = (self.t.initial_balance * self.t.position_size_pct) / max(sig.price, 1e-9)
            return self.broker.create_market_order(self.symbol(), "buy", size)
        if sig.action in (-1, 2):
            size = (self.t.initial_balance * self.t.position_size_pct) / max(sig.price, 1e-9)
            return self.broker.create_market_order(self.symbol(), "sell", size)
        return None