"""
config.py — Global configuration for ChanMacro.

All weights, thresholds, and paths are configurable.
V1 weights are deliberately simple; they will be tuned via Phase 0 validation.
"""

from dataclasses import dataclass, field
from pathlib import Path
from typing import Optional


@dataclass
class Config:
    """Global configuration. Override via config.json or env vars."""

    # ── Paths ──────────────────────────────────────────────
    db_path: str = "data/macro.db"
    data_dir: str = "data"

    # ── Data Provider ──────────────────────────────────────
    provider_url: str = "https://provider.jackyu66.com"
    btc_symbol: str = "BTC/USDT:USDT"
    top50_symbols: list[str] = field(default_factory=lambda: [
        "BTC/USDT:USDT", "ETH/USDT:USDT", "SOL/USDT:USDT",
        "BNB/USDT:USDT", "XRP/USDT:USDT", "DOGE/USDT:USDT",
        "SUI/USDT:USDT", "TON/USDT:USDT", "ZEC/USDT:USDT",
        "1000PEPE/USDT:USDT", "SAGA/USDT:USDT",
        "XAU/USDT:USDT", "XAG/USDT:USDT",
        "CL/USDT:USDT", "BILL/USDT:USDT", "BZ/USDT:USDT",
        "LAB/USDT:USDT", "CRCL/USDT:USDT", "SNDK/USDT:USDT",
        "CHIP/USDT:USDT",
    ])

    # ── Breadth ────────────────────────────────────────────
    breadth_top_n: list[int] = field(default_factory=lambda: [20, 30, 50])
    breadth_ema_period: int = 20
    breadth_new_high_window: int = 20

    # ── Regime (factor-locked: Price + Breadth + Vol) ─────
    regime_version: str = "v1_price_breadth_vol"
    # Weights for trend_score within regime detection
    regime_w_price: float = 0.35
    regime_w_breadth: float = 0.50
    regime_w_vol: float = 0.15
    # Weights for panic_score
    regime_panic_w_anti_trend: float = 0.60
    regime_panic_w_vol_extreme: float = 0.40

    # ── Price Structure ────────────────────────────────────
    ps_ema_fast: int = 20
    ps_ema_mid: int = 60
    ps_ema_slow: int = 120
    ps_adx_period: int = 14
    ps_adx_threshold: int = 25
    ps_atr_period: int = 14
    ps_bb_period: int = 20
    ps_roc_periods: list[int] = field(default_factory=lambda: [5, 10, 20])

    # ── OI Matrix ──────────────────────────────────────────
    oi_price_threshold_pct: float = 0.5   # min price change% to classify
    oi_oi_threshold_pct: float = 0.5      # min OI change% to classify

    # ── Volatility Regime ──────────────────────────────────
    vol_atr_period: int = 14
    vol_hv_short: int = 20
    vol_hv_long: int = 60
    # Thresholds (ATR/Close %)
    vol_low_threshold: float = 2.0
    vol_high_threshold: float = 5.0
    vol_explosive_threshold: float = 10.0

    # ── Trend (L2 aggregation) ─────────────────────────────
    trend_w_price: float = 0.30
    trend_w_breadth: float = 0.70

    # ── Maturity Score ─────────────────────────────────────
    maturity_w_trend: float = 0.50
    maturity_w_breadth: float = 0.30
    maturity_w_vol: float = 0.20

    # ── Expectancy ─────────────────────────────────────────
    half_life_days: int = 180
    sufficiency_min_effective: int = 30
    sufficiency_low: int = 50
    sufficiency_medium: int = 100
    level_min_samples: int = 50
    knn_max_distance: float = 0.35
    knn_k: int = 200

    # ── Validation ─────────────────────────────────────────
    min_history_days: int = 365
    regime_min_avg_duration: int = 5
    regime_max_flip_rate: float = 0.15

    @classmethod
    def from_json(cls, path: str = "config.json") -> "Config":
        """Load config from JSON file, overriding defaults."""
        import json
        config = cls()
        try:
            with open(path) as f:
                data = json.load(f)
            for key, value in data.items():
                if hasattr(config, key):
                    setattr(config, key, value)
        except FileNotFoundError:
            pass
        return config


# Global singleton
config = Config()