/**
 * @fileoverview Market Data Domain - OHLCV + Technical Indicators
 * Clean separation: Raw market data + TA persistence for ML processing
 * Purpose: OHLCV bars + pandas-ta indicator catalog with deduplication
 */

import { z } from 'zod';

// Core timeframes for market data
export const Timeframe = z.enum(["1m","5m","15m","1h","4h","1d"]);
export type TimeframeType = z.infer<typeof Timeframe>;

// OHLCV Bar with stable bar_id for joins
export const OHLCVBar = z.object({
  bar_id: z.string().uuid(),                // DB PK, server-side generated
  symbol: z.string(),
  timeframe: Timeframe,
  bar_ts: z.string(),                       // ISO8601 datetime
  open: z.number(), 
  high: z.number(), 
  low: z.number(), 
  close: z.number(),
  volume: z.number().optional()             // Some symbols don't have volume
}).strict();
export type OHLCVBarType = z.infer<typeof OHLCVBar>;

// Market Data Request
export const GetOHLCVRequest = z.object({
  symbol: z.string(),
  timeframe: Timeframe,
  from: z.string().datetime().optional(),
  to: z.string().datetime().optional(),
  limit: z.number().int().positive().max(1000).default(500)
}).strict();

// Market Data Response
export const OHLCVResponse = z.object({
  success: z.literal(true),
  data: z.object({
    symbol: z.string(),
    timeframe: Timeframe,
    bars: z.array(OHLCVBar),
    count: z.number().int().nonnegative()
  }).strict(),
  requestId: z.string(),
  timestamp: z.string().datetime()
}).strict();

// Market Universe Control (Infrastructure Migration: 20250916000005)
export const AssetClass = z.enum(['fx', 'equity', 'index', 'crypto', 'etf']);
export const MarketProvider = z.enum(['yfinance', 'polygon', 'ig', 'manual']);

export const MarketUniverse = z.object({
  symbol: z.string(),
  enabled: z.boolean(),
  class: AssetClass,                        // Asset classification
  provider: MarketProvider,                 // Data provider
  yfinance_symbol: z.string().optional(),   // Provider-specific symbol
  description: z.string().optional(),       // Human-readable name
  created_at: z.string().datetime()
}).strict();

export const MarketTimeframe = z.object({
  timeframe: Timeframe,
  enabled: z.boolean(),
  retention_days: z.number().int().positive().optional(), // Data retention policy
  created_at: z.string().datetime()
}).strict();

export const IngestionStatus = z.object({
  symbol: z.string(),
  timeframe: Timeframe,
  last_bar_ts: z.string().datetime().optional(), // Latest bar timestamp
  last_ingestion_at: z.string().datetime(),      // Last ingestion run
  bars_count: z.number().int().nonnegative(),    // Total bars count
  status: z.enum(['active', 'error', 'disabled']), // Health status
  error_message: z.string().optional()           // Error details
}).strict();

// Alternative Market Bars (with provider in PK)
export const MarketBar = z.object({
  symbol: z.string(),
  timeframe: Timeframe,
  bar_ts: z.string().datetime(),
  open: z.number(),
  high: z.number(),
  low: z.number(),
  close: z.number(),
  volume: z.number().optional(),
  provider: MarketProvider,                 // In primary key
  ingested_at: z.string().datetime()       // Ingestion timestamp
}).strict();

// Pre-computed Indicators (alternative to ta_indicator_values)
export const PrecomputedIndicators = z.object({
  symbol: z.string(),
  timeframe: Timeframe,
  bar_ts: z.string().datetime(),
  rsi_14: z.number().optional(),            // Pre-computed RSI
  ema_20: z.number().optional(),            // Pre-computed EMA
  macd_12_26_9: z.array(z.number()).length(3).optional(), // [macd, signal, histogram]
  bb_upper: z.number().optional(),          // Bollinger upper
  bb_lower: z.number().optional(),          // Bollinger lower
  bb_middle: z.number().optional(),         // Bollinger middle
  atr_14: z.number().optional(),            // Average True Range
  computed_at: z.string().datetime()
}).strict();

// Supported instruments for spread betting (Legacy compatibility)
export const SPREAD_BETTING_SYMBOLS = [
  // Major FX pairs
  'EURUSD', 'GBPUSD', 'USDJPY', 'USDCHF', 'AUDUSD', 'USDCAD', 'NZDUSD',
  // Commodities  
  'XAUUSD', 'XAGUSD', 'USOIL', 'BRENT',
  // Indices
  'US500', 'NAS100', 'GER40', 'UK100', 'FRA40', 'JPN225',
  // Individual stocks (major)
  'AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'NVDA'
] as const;

// Technical Indicators (pandas-ta catalog support)
export const TAIndicatorValue = z.object({
  // Dedup key = (bar_id, name, params_hash)
  bar_id: z.string().uuid(),
  symbol: z.string(),
  timeframe: Timeframe,
  bar_ts: z.string(),                       // ISO8601, convenience echo
  name: z.string(),                         // "rsi","macd","bbands",...
  provider: z.literal("pandas_ta"),
  params: z.record(z.any()),                // Raw params
  params_hash: z.string(),                  // Hex, stable (see helper)
  values: z.record(z.number()),             // 1..N outputs (e.g. macd/macds/machd)
  computed_at: z.string()                   // ISO8601
}).strict();

export const TAIndicatorBatch = z.object({ 
  items: z.array(TAIndicatorValue).min(1) 
}).strict();

// Technical Indicators Request/Response
export const GetIndicatorsRequest = z.object({
  symbol: z.string(),
  timeframe: Timeframe,
  name: z.string().optional(),              // Filter by indicator name
  limit: z.number().int().positive().max(1000).default(500)
}).strict();

export const IndicatorsResponse = z.object({
  success: z.literal(true),
  data: z.object({
    symbol: z.string(),
    timeframe: Timeframe,
    indicators: z.array(TAIndicatorValue),
    count: z.number().int().nonnegative()
  }).strict(),
  requestId: z.string(),
  timestamp: z.string().datetime()
}).strict();

// New envelope type for missing route
export const SymbolsResponse = z.object({
  success: z.literal(true),
  data: z.object({
    symbols: z.array(z.object({
      symbol: z.string(),
      description: z.string().optional(),
      class: AssetClass,
      provider: MarketProvider,
      enabled: z.boolean(),
      yfinance_symbol: z.string().optional()
    }).strict()),
    count: z.number().int().nonnegative(),
    asset_classes: z.array(AssetClass).optional(),
    providers: z.array(MarketProvider).optional()
  }).strict(),
  requestId: z.string(),
  timestamp: z.string().datetime()
}).strict();

// Type exports
export type AssetClassType = z.infer<typeof AssetClass>;
export type MarketProviderType = z.infer<typeof MarketProvider>;
export type MarketUniverseType = z.infer<typeof MarketUniverse>;
export type MarketTimeframeType = z.infer<typeof MarketTimeframe>;
export type IngestionStatusType = z.infer<typeof IngestionStatus>;
export type MarketBarType = z.infer<typeof MarketBar>;
export type PrecomputedIndicatorsType = z.infer<typeof PrecomputedIndicators>;
export type GetOHLCVRequestType = z.infer<typeof GetOHLCVRequest>;
export type OHLCVResponseType = z.infer<typeof OHLCVResponse>;
export type SpreadBettingSymbol = typeof SPREAD_BETTING_SYMBOLS[number];
export type TAIndicatorValueType = z.infer<typeof TAIndicatorValue>;
export type TAIndicatorBatchType = z.infer<typeof TAIndicatorBatch>;
export type GetIndicatorsRequestType = z.infer<typeof GetIndicatorsRequest>;
export type IndicatorsResponseType = z.infer<typeof IndicatorsResponse>;
export type SymbolsResponseType = z.infer<typeof SymbolsResponse>;