from datetime import date, datetime
from decimal import Decimal
from typing import List, Optional

from pydantic import BaseModel

from app.schemas.portfolio import FloatDecimal


class ScreeningSignalResponse(BaseModel):
    id: int
    screen_date: date
    ticker: str
    name: Optional[str] = None
    sector: Optional[str] = None
    market_cap: Optional[int] = None
    trading_value: Optional[int] = None
    is_limit_up: bool = False
    daily_return: Optional[FloatDecimal] = None
    trigger_low: Optional[FloatDecimal] = None
    market_state: Optional[str] = None
    status: str
    entry_date: Optional[date] = None
    entry_price: Optional[FloatDecimal] = None
    exit_date: Optional[date] = None
    exit_price: Optional[FloatDecimal] = None
    created_at: datetime

    class Config:
        from_attributes = True


class AutoOrderResponse(BaseModel):
    id: int
    order_date: datetime
    ticker: str
    order_type: Optional[str] = None
    qty: Optional[int] = None
    price: Optional[FloatDecimal] = None
    order_no: Optional[str] = None
    status: Optional[str] = None
    screening_signal_id: Optional[int] = None
    created_at: datetime

    class Config:
        from_attributes = True


class WatchlistItem(BaseModel):
    ticker: str
    name: Optional[str] = None
    sector: Optional[str] = None
    screen_date: date
    trading_value: Optional[int] = None
    is_limit_up: bool = False
    daily_return: Optional[FloatDecimal] = None
    trigger_low: Optional[FloatDecimal] = None
    market_state: Optional[str] = None
    status: str

    class Config:
        from_attributes = True


class SectorStrongSignalResponse(BaseModel):
    sector: str
    signal_count: int
    id: int
    screen_date: date
    ticker: str
    name: Optional[str] = None
    trading_value: Optional[int] = None
    is_limit_up: bool = False
    daily_return: Optional[FloatDecimal] = None
    signal_strength: FloatDecimal
    status: str


class SectorCandidateSignal(BaseModel):
    ticker: str
    name: Optional[str] = None
    sector: str
    latest_date: date
    close_price: FloatDecimal
    daily_return: FloatDecimal
    one_month_return: FloatDecimal
    relative_strength: FloatDecimal
    trading_value: int
    avg_trading_value_20: int
    trading_value_ratio: FloatDecimal
    ma5_support: bool
    breakout: bool
    score: FloatDecimal
    is_stronger_than_source: bool


class RecentSectorCandidateResponse(BaseModel):
    signal_id: int
    screen_date: date
    ticker: str
    name: Optional[str] = None
    sector: str
    source_score: FloatDecimal
    source_one_month_return: FloatDecimal
    source_relative_strength: FloatDecimal
    stronger_count: int
    candidates: List[SectorCandidateSignal]


class ScreeningSummary(BaseModel):
    date: date
    market_state: str
    total_screened: int
    limit_up_count: int
    watchlist_count: int
    signals: List[ScreeningSignalResponse]