"""FinzData custom-data classes for QuantConnect / LEAN.

Copy into your project. In Initialize:

    FinzData.set_api_key(self.get_parameter("finzdata-api-key"))

Then add data:

    self.add_data(FinzDataBars, "AAPL", Resolution.DAILY)

See https://finzdata.com/quantconnect. Free keys return last 12 months.

"""

from AlgorithmImports import *
import csv
import urllib.parse

class FinzData:
    BASE = "https://api.finzdata.com"
    _apikey = None

    @classmethod
    def set_api_key(cls, key):
        cls._apikey = key

    @classmethod
    def _url(cls, path, **params):
        params = {k: v for k, v in params.items() if v is not None}
        if not cls._apikey:
            raise ValueError("Set your FinzData API key: FinzData.set_api_key(...)")
        params = dict(params, format="csv", source="quantconnect", apikey=cls._apikey)
        return f"{cls.BASE}{path}?{urllib.parse.urlencode(params)}"

def _live_start(date, is_live, days):
    """Live trading re-reads the source: fetch only recent rows. Backtests fetch full history once."""
    return (date - timedelta(days=days)).strftime("%Y-%m-%d") if is_live else None


class _FinzCsv(PythonData):
    _headers = {}  # column map per symbol: one CSV header per subscription file

    def __init__(self):
        super().__init__()

    def get_source(self, config, date, is_live):
        raise NotImplementedError

    def reader(self, config, line, date, is_live):
        line = line.lstrip("\ufeff") if line else line  # a BOM on the header row would hide "date"
        if not line or line.lstrip().startswith("{"):
            return None
        parts = next(csv.reader([line]))  # quoted fields: COT market names contain commas
        key = (type(self).__name__, str(config.symbol.value))
        first = parts[0].strip()
        if not (len(first) == 10 and first[4] == "-" and first[7] == "-" and first[:4].isdigit()) and not (
                len(parts) > 1 and len(parts[1].strip()) == 10 and parts[1].strip()[4] == "-" and parts[1].strip()[:4].isdigit()):
            names = [n.strip() for n in parts]
            if "date" in names or "asof" in names:  # only a real header row (never an error line) sets the column map
                _FinzCsv._headers[key] = {name: i for i, name in enumerate(names)}
            return None
        header = _FinzCsv._headers.get(key)
        if header is None or len(parts) != len(header):
            return None
        obj = type(self)()
        obj.symbol = config.symbol
        for name, idx in header.items():
            raw = parts[idx].strip()
            if raw == "":
                val = None
            else:
                try:
                    val = float(raw)
                except ValueError:
                    val = raw
            obj[name] = val
        try:
            return self._adjust(obj, config)
        except (ValueError, TypeError, KeyError):
            return None  # one malformed row never stops the subscription

class FinzDataBars(_FinzCsv):
    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/prices/daily", symbol=config.symbol.value, start=_live_start(date, is_live, 10)),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        dt = datetime.strptime(str(obj["date"])[:10], "%Y-%m-%d")
        obj.time = dt
        obj.end_time = dt.replace(hour=16, minute=0)
        obj.value = obj["close"]
        return obj

class FinzDataGex(_FinzCsv):
    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/gex/daily", ticker=config.symbol.value, start=_live_start(date, is_live, 10)),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        dt = datetime.strptime(obj["date"], "%Y-%m-%d")
        obj.time = dt
        obj.end_time = dt.replace(hour=17, minute=0)
        obj.value = obj["net_gex_bn"]
        return obj

class FinzDataMacro(_FinzCsv):
    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/macro", series=config.symbol.value, vintage="all"),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        try:
            obj["value"] = float(obj["value"])
        except Exception:
            return None
        dt_obs = datetime.strptime(obj["date"], "%Y-%m-%d")
        dt_rt = datetime.strptime(obj["realtime_start"], "%Y-%m-%d")
        obj.time = dt_rt
        obj.end_time = dt_rt.replace(hour=16)  # published at 8:30, 10:00 or 14:00 ET: usable from the close
        obj["observation_date"] = dt_obs
        obj.value = obj["value"]
        return obj

class FinzDataCot(_FinzCsv):
    """Legacy futures-only COT report by CFTC contract code (e.g. "13874A" for E-mini S&P 500).
    value = non-commercial (speculator) net position. Tuesday positions become usable Friday 15:30 New York."""
    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/cot", report="legacy_fo", code=config.symbol.value, start=_live_start(date, is_live, 30)),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        try:
            net = float(obj["noncomm_positions_long_all"]) - float(obj["noncomm_positions_short_all"])
        except Exception:
            return None
        dt = datetime.strptime(str(obj["date"])[:10], "%Y-%m-%d")
        obj.time = dt
        obj.end_time = dt + timedelta(days=3, hours=15, minutes=30)
        obj["net_noncommercial"] = net
        obj.value = net
        return obj

class FinzDataFutures(_FinzCsv):
    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/futures/daily", root=config.symbol.value, continuous="true", adjust="back", start=_live_start(date, is_live, 10)),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        dt = datetime.strptime(obj["date"], "%Y-%m-%d")
        obj.time = dt
        obj.end_time = dt.replace(hour=17, minute=0)
        obj.value = obj["close"]
        return obj


class FinzDataRegime(_FinzCsv):
    """FinzData Quantitative Model regime labels, point in time. Symbol = series, e.g. "macro_quadrant",
    "risk_direction", "liquidity_direction", "credit_direction", "growth_direction", "inflation_direction".
    data[symbol]["label"] is the label as published; value codes it: +1 EASING/EXPANDING/ACCELERATING/
    ABOVE_TREND/RISING, -1 TIGHTENING/CONTRACTING/DECELERATING/BELOW_TREND/FALLING, 0 FLAT;
    macro_quadrant 1 GOLDILOCKS, 2 REFLATION, 3 STAGFLATION, 4 SLOWDOWN. Usable at 16:00 ET on the asof date."""
    CODES = {"EASING": 1, "EXPANDING": 1, "ACCELERATING": 1, "ABOVE_TREND": 1, "RISING": 1,
             "TIGHTENING": -1, "CONTRACTING": -1, "DECELERATING": -1, "BELOW_TREND": -1, "FALLING": -1, "FLAT": 0,
             "GOLDILOCKS": 1, "REFLATION": 2, "STAGFLATION": 3, "SLOWDOWN": 4}

    def get_source(self, config, date, is_live):
        return SubscriptionDataSource(
            FinzData._url("/v1/model/labels", series=config.symbol.value, start=_live_start(date, is_live, 30)),
            SubscriptionTransportMedium.REMOTE_FILE,
            FileFormat.CSV,
        )

    def _adjust(self, obj, config):
        label = str(obj["label"])
        if label not in self.CODES:
            return None
        dt = datetime.strptime(str(obj["asof"])[:10], "%Y-%m-%d")
        obj.time = dt
        obj.end_time = dt.replace(hour=16)
        obj["realized_label"] = None  # known only in hindsight: never shown to an algorithm
        obj.value = self.CODES[label]
        return obj