"""
scoring/constants.py — Scoring thresholds, scale factors, and reference values.

All magic numbers in one place. Tune these via Phase 0 validation.
"""

# ── Price Structure ──────────────────────────────────────────
# ADX thresholds
ADX_TREND_THRESHOLD = 25       # ADX > 25 = trending
ADX_STRONG_THRESHOLD = 40      # ADX > 40 = strong trend

# EMA alignment
EMA_ALIGNMENT_BULLISH = 1.0    # EMA20 > EMA60 > EMA120
EMA_ALIGNMENT_NEUTRAL = 0.5    # mixed
EMA_ALIGNMENT_BEARISH = 0.0    # EMA20 < EMA60 < EMA120

# Volatility compression (BB width relative to 20d average)
BB_COMPRESSION_LOW = 0.7       # < 70% of avg = compressing
BB_COMPRESSION_HIGH = 1.5      # > 150% of avg = expanding

# Momentum (ROC annualized)
ROC_STRONG_BULLISH = 10.0      # % over period
ROC_STRONG_BEARISH = -10.0

# Consecutive candle threshold
CONSECUTIVE_CANDLES_SIGNAL = 4

# ── Breadth ──────────────────────────────────────────────────
# Quantile boundaries for breadth buckets
BREADTH_QUANTILES = [0, 0.1, 0.3, 0.7, 0.9, 1.0]  # PANIC/WEAK/NORMAL/STRONG/EXTREME

# Breadth score computation weights
BREADTH_W_ADVANCE = 0.30       # advance/decline ratio
BREADTH_W_EMA20 = 0.35         # % above EMA20
BREADTH_W_NEW_HIGHS = 0.20     # new highs count
BREADTH_W_BTC_DOM = 0.15       # BTC dominance change (inverted)

# ── OI Matrix ────────────────────────────────────────────────
OI_PRICE_THRESHOLD = 0.5       # min |price_change%| to classify
OI_OI_THRESHOLD = 0.5          # min |OI_change%| to classify

# Score mapping for OI states
OI_STATE_SCORES = {
    "New Longs": 85,
    "Short Covering": 60,
    "New Shorts": 20,
    "Long Exit": 35,
    "Neutral": 50,
}

# ── Volatility Regime ────────────────────────────────────────
VOL_LOW = 2.0                  # ATR/Close % below this = LOW_VOL
VOL_HIGH = 5.0                 # ATR/Close % below this = HIGH_VOL (above = EXPLOSIVE)
HV_RATIO_LOW = 0.7             # HV(20)/HV(60) below this = compressing
HV_RATIO_HIGH = 1.5            # HV(20)/HV(60) above this = expanding

# Score mapping
VOL_REGIME_SCORES = {
    "LOW_VOL": 40,              # Low vol → neutral with breakout potential
    "NORMAL_VOL": 55,
    "HIGH_VOL": 75,
    "EXPLOSIVE_VOL": 90,
}

# ── Regime ───────────────────────────────────────────────────
REGIME_W_PRICE = 0.35
REGIME_W_BREADTH = 0.50
REGIME_W_VOL = 0.15

# PANIC: anti-trend + extreme vol (NO Fear/Liquidation)
PANIC_W_ANTI_TREND = 0.60
PANIC_W_VOL_EXTREME = 0.40

# ── Trend (L2) ───────────────────────────────────────────────
TREND_W_PRICE = 0.30
TREND_W_BREADTH = 0.70

# ── Maturity ─────────────────────────────────────────────────
MATURITY_W_TREND = 0.50
MATURITY_W_BREADTH = 0.30
MATURITY_W_VOL = 0.20

# ── Expectancy ───────────────────────────────────────────────
HALF_LIFE_DAYS = 180
SUFFICIENCY_MIN = 30
SUFFICIENCY_LOW = 50
SUFFICIENCY_MEDIUM = 100
LEVEL_MIN_SAMPLES = 50
KNN_MAX_DISTANCE = 0.35
KNN_K = 200

# ── Validation ───────────────────────────────────────────────
MIN_AVG_DURATION = 5
MAX_FLIP_RATE = 0.15
MIN_IC_THRESHOLD = 0.03
MIN_ICIR_THRESHOLD = 0.5
MIN_IG_THRESHOLD = 0.1      # Information Gain for regime factors
MIN_KL_THRESHOLD = 0.5       # KL Divergence for regime separation