import sys, time
from pathlib import Path
import numpy as np
import pandas as pd
from scipy.stats import pearsonr, ttest_ind

sys.path.insert(0, str(Path(__file__).parent))

from nautilus_dolphin.nautilus.alpha_orchestrator import NDAlphaEngine
from nautilus_dolphin.nautilus.adaptive_circuit_breaker import AdaptiveCircuitBreaker
from nautilus_dolphin.nautilus.ob_features import OBFeatureEngine
from nautilus_dolphin.nautilus.ob_provider import MockOBProvider
from mc.mc_ml import DolphinForewarner
from mc.mc_sampler import MCTrialConfig

VBT_DIR = Path(r"C:\Users\Lenovo\Documents\- DOLPHIN NG HD HCM TSF Predict\vbt_cache")

parquet_files = sorted(VBT_DIR.glob("*.parquet"))
parquet_files = [p for p in parquet_files if 'catalog' not in str(p)]

print("Loading data & extracting daily precursor metrics...")

daily_metrics = []
all_vols = []

# Pre-parse metrics to build precursor sets
for pf in parquet_files:
    df = pd.read_parquet(pf)
    ds = pf.stem
    
    # 1. Volatility acceleration (second derivative of vel_div)
    # df['vel_div'] is the instability proxy.
    vd = df['vel_div'].fillna(0).values
    vol_accel = np.diff(vd, prepend=vd[0])
    daily_vol_accel_max = np.max(np.abs(vol_accel))
    daily_vol_accel_mean = np.mean(np.abs(vol_accel))
    
    # 2. Cross-asset correlation spike
    assets = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'SOLUSDT']
    valid_assets = [a for a in assets if a in df.columns]
    if len(valid_assets) > 1:
        rets = df[valid_assets].pct_change().fillna(0)
        corr_matrix = rets.corr().values
        # upper triangle
        cross_corr = corr_matrix[np.triu_indices_from(corr_matrix, k=1)]
        mean_cross_corr = np.nanmean(cross_corr)
        max_cross_corr = np.nanmax(cross_corr)
    else:
        mean_cross_corr = 0
        max_cross_corr = 0
        
    # 3. Regime entropy spike
    if 'instability_50' in df.columns:
        entropy_max = df['instability_50'].max()
        entropy_mean = df['instability_50'].mean()
    else:
        entropy_max = 0
        entropy_mean = 0
        
    # 4. Eigenvalue dynamics (v750, v300, etc.)
    v750_mean = df['v750_lambda_max_velocity'].mean() if 'v750_lambda_max_velocity' in df.columns else 0
    v750_max = df['v750_lambda_max_velocity'].max() if 'v750_lambda_max_velocity' in df.columns else 0
    v50_max = df['v50_lambda_max_velocity'].max() if 'v50_lambda_max_velocity' in df.columns else 0

    daily_metrics.append({
        'Date': ds,
        'vol_accel_max': daily_vol_accel_max,
        'cross_corr_mean': mean_cross_corr,
        'cross_corr_max': max_cross_corr,
        'entropy_max': entropy_max,
        'v750_max': v750_max,
        'v50_max': v50_max,
        'vol_p60_proxy': np.percentile(np.abs(vd), 60) if len(vd)>0 else 0
    })

metrics_df = pd.DataFrame(daily_metrics).set_index('Date')

# Shift metrics by 1 day so we are testing PRECURSORS (T-1) predicting T's return
precursor_df = metrics_df.shift(1).dropna()


# Now, run the actual engine to extract the daily returns
print("Running fast 6.0x trajectory to isolate daily PnL...")

pq_data = {}
for pf in parquet_files:
    df = pd.read_parquet(pf)
    ac = [c for c in df.columns if c not in {'timestamp', 'scan_number', 'v50_lambda_max_velocity', 'v150_lambda_max_velocity',
             'v300_lambda_max_velocity', 'v750_lambda_max_velocity', 'vel_div',
             'instability_50', 'instability_150'}]
    dv = df['vel_div'].values if 'vel_div' in df.columns else np.zeros(len(df))
    pq_data[pf.stem] = (df, ac, dv)

acb = AdaptiveCircuitBreaker()
acb.preload_w750([pf.stem for pf in parquet_files])

mock = MockOBProvider(imbalance_bias=-0.09, depth_scale=1.0, 
                      assets=["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT"],
                      imbalance_biases={"BNBUSDT": 0.20, "SOLUSDT": 0.20})
ob_engine_inst = OBFeatureEngine(mock)
ob_engine_inst.preload_date("mock", mock.get_assets())

ENGINE_KWARGS = dict(
    initial_capital=25000.0, vel_div_threshold=-0.02, vel_div_extreme=-0.05,
    min_leverage=0.5, max_leverage=6.0, leverage_convexity=3.0,
    fraction=0.20, fixed_tp_pct=0.0099, stop_pct=1.0, max_hold_bars=120,
    use_direction_confirm=True, dc_lookback_bars=7, dc_min_magnitude_bps=0.75,
    dc_skip_contradicts=True, dc_leverage_boost=1.0, dc_leverage_reduce=0.5,
    use_asset_selection=True, min_irp_alignment=0.45,
    use_sp_fees=True, use_sp_slippage=True,
    use_ob_edge=True, ob_edge_bps=5.0, ob_confirm_rate=0.40,
    lookback=100, use_alpha_layers=True, use_dynamic_leverage=True, seed=42,
)

engine = NDAlphaEngine(**ENGINE_KWARGS)
engine.set_ob_engine(ob_engine_inst)

daily_returns = {}
bar_idx = 0
all_vols_engine = []

for pf in parquet_files:
    ds = pf.stem
    cs = engine.capital
    
    acb_info = acb.get_dynamic_boost_for_date(ds, ob_engine=ob_engine_inst)
    base_boost = acb_info['boost']
    beta = acb_info['beta']
    
    df, acols, dvol_raw = pq_data[ds]
    ph = {}
    
    for ri in range(len(df)):
        row = df.iloc[ri]
        vd = dvol_raw[ri]
        if not np.isfinite(vd): bar_idx+=1; continue
            
        prices = {}
        for ac in acols:
            p = row[ac]
            if p and p > 0 and np.isfinite(p):
                prices[ac] = float(p)
                if ac not in ph: ph[ac] = []
                ph[ac].append(float(p))
                if len(ph[ac]) > 500: ph[ac] = ph[ac][-200:]
        if not prices: bar_idx+=1; continue
        
        btc_hist = ph.get("BTCUSDT", [])
        engine_vrok = False
        if len(btc_hist) >= 50:
            seg = btc_hist[-50:]
            vd_eng = float(np.std(np.diff(seg)/np.array(seg[:-1])))
            all_vols_engine.append(vd_eng)
            if len(all_vols_engine) > 100:
                engine_vrok = vd_eng > np.percentile(all_vols_engine, 60)
        
        if beta > 0:
            ss = 0.0
            if vd < -0.02:
                raw = (-0.02 - float(vd)) / (-0.02 - -0.05)
                ss = min(1.0, max(0.0, raw)) ** 3.0
            engine.regime_size_mult = base_boost * (1.0 + beta * ss)
        else:
            engine.regime_size_mult = base_boost
            
        engine.process_bar(bar_idx=bar_idx, vel_div=float(vd), prices=prices, vol_regime_ok=engine_vrok, price_histories=ph)
        bar_idx += 1
        
    daily_returns[ds] = (engine.capital - cs) / cs if cs > 0 else 0

# Merge returns and precursors
returns_df = pd.DataFrame.from_dict(daily_returns, orient='index', columns=['Return'])
merged = precursor_df.join(returns_df, how='inner')

# Identify the extreme left tail (bottom 10% of days)
threshold_pnl = merged['Return'].quantile(0.10)
merged['Is_Extreme'] = merged['Return'] <= threshold_pnl

print(f"\nIdentified threshold for Extreme Left-Tail days: < {threshold_pnl:.2%} daily return")

extreme_days = merged[merged['Is_Extreme']]
normal_days = merged[~merged['Is_Extreme']]

print(f"\n==========================================================================================")
print(f"  PRECURSOR SEPARATION ANALYSIS: Extreme Tail (N={len(extreme_days)}) vs Normal (N={len(normal_days)})")
print(f"==========================================================================================")
print(f"{'Feature':<20} | {'Normal Mean':<18} | {'Tail Mean':<18} | {'Significant? (p<0.05)'}")
print("-" * 88)

features = ['vol_accel_max', 'cross_corr_mean', 'cross_corr_max', 'entropy_max', 'v750_max', 'v50_max']
precursor_hit_rates = {}

for f in features:
    norm_val = normal_days[f].mean()
    tail_val = extreme_days[f].mean()
    stat, p = ttest_ind(normal_days[f], extreme_days[f], equal_var=False)
    
    sig = f"YES (p={p:.4f})" if p < 0.05 else "NO"
    print(f"{f:<20} | {norm_val:<18.6f} | {tail_val:<18.6f} | {sig}")
    
    # Check if tail value is significantly higher (e.g. > 75th percentile of normal)
    norm_75 = normal_days[f].quantile(0.75)
    hit_rate = (extreme_days[f] > norm_75).mean()
    precursor_hit_rates[f] = hit_rate

print(f"\n==========================================================================================")
print(f"  PRECURSOR OVERLAP (Do >80% of extreme days share these precursors?)")
print(f"==========================================================================================")

# Count how many extreme days have AT LEAST ONE precursor above the normal 75th percentile
# Using the most significant features (p < 0.05)
sig_features = [f for f in features if ttest_ind(normal_days[f], extreme_days[f], equal_var=False)[1] < 0.05]

if not sig_features:
    print("WARNING: None of the tested precursors are strongly statistically significant.")
    sig_features = features # Fallback to all

extreme_days['Precursors_Active'] = 0
for f in sig_features:
    norm_75 = normal_days[f].quantile(0.75)
    extreme_days.loc[:, 'Precursors_Active'] += (extreme_days[f] > norm_75).astype(int)

pct_shared = (extreme_days['Precursors_Active'] >= 1).mean() * 100
avg_active = extreme_days['Precursors_Active'].mean()

print(f"Features used for overlap: {sig_features}")
for f in sig_features:
    print(f"  - {f}: {precursor_hit_rates[f]:.1%} of extreme days had spikes")

print(f"\nFinal Verdict:")
print(f"  Do >80% of extreme negative days share AT LEAST ONE precursor? {pct_shared:.1f}%")

if pct_shared >= 80.0:
    print("\nCONCLUSION: YES. You have a surgical tail-dodger. The extremes are preceded by structural market decay.")
else:
    print("\nCONCLUSION: NO. <80% overlap.")
    print("You are dealing with true stochastic tails (Black Swans), and a rigid leverage ceiling is the only absolute control.")