"""
Context assembly for the free-form AI chat widget. Every block below reuses an
existing, independent builder already used by the auto-cycle prompt (see
services/auto_cycle.py Step 1.9/2) — nothing here duplicates that logic, it just
re-packages the same read-only data for an interactive Q&A session instead of a
decision-making cycle. No block writes to the DB or triggers anything.
"""
import time
from typing import Dict, List

CONTEXT_BLOCKS = [
    "portfolio", "geo_news", "macro", "patterns", "options_iv", "tech_indicators",
    "wavelet_signals", "watchlist_quotes", "economic_calendar", "institutional",
    "super_context", "var_risk",
]

_CACHE_TTL_SECONDS = 10 * 60
_context_cache: Dict[str, Dict] = {}  # session_id -> {"blocks": {...}, "ts": float}


def _block_portfolio() -> str:
    from services.portfolio_context import get_open_trades_with_moves, get_portfolio_concentration, build_portfolio_context_block
    trades = get_open_trades_with_moves()
    conc = get_portfolio_concentration(trades)
    return build_portfolio_context_block(trades, conc)


def _block_geo_news() -> str:
    from services.data_fetcher import fetch_geo_news
    from services.geo_analyzer import compute_geo_risk_score
    news = fetch_geo_news()
    score = compute_geo_risk_score(news)
    top = sorted(news, key=lambda n: -(n.get("impact_score") or 0))[:12]
    lines = [f"## GEOPOLITICAL RISK\nScore: {score['score']}/100 ({score['level']})", "Top news:"]
    for n in top:
        lines.append(f"- [{round((n.get('impact_score') or 0) * 100)}] {n.get('title')}")
    return "\n".join(lines)


def _block_macro() -> str:
    from services.data_fetcher import get_macro_gauges, score_macro_scenarios
    gauges = get_macro_gauges()
    scenarios = score_macro_scenarios(gauges)
    lines = [f"## MACRO REGIME\nDominant scenario: {scenarios.get('dominant')}"]
    ranked = scenarios.get("ranked") or []
    if ranked:
        lines.append("Scenario scores: " + ", ".join(f"{k}={v}" for k, v in ranked[:5]))
    lines.append("Key gauges:")
    for gid, g in list(gauges.items())[:12]:
        lines.append(f"- {g.get('label', gid)}: {g.get('value')} {g.get('unit', '')} ({g.get('change_pct')}%)")
    return "\n".join(lines)


def _block_patterns() -> str:
    from services.database import get_all_pattern_reliability_map
    rel = get_all_pattern_reliability_map()
    if not rel:
        return "## PATTERN RELIABILITY\nNo data yet."
    lines = ["## PATTERN RELIABILITY"]
    for pid, stats in list(rel.items())[:15]:
        lines.append(f"- {stats.get('pattern_id', pid)}: win_rate={stats.get('win_rate')}, trades={stats.get('trade_count')}")
    return "\n".join(lines)


def _block_options_iv() -> str:
    from services.database import get_instruments_watchlist
    from services.iv_engine import get_iv_context_for_prompt
    tickers = [w["ticker"] for w in get_instruments_watchlist()]
    if not tickers:
        return "## OPTIONS / IV\nNo watchlist instruments configured (Config > Watchlist)."
    return "## OPTIONS / IV (watchlist)\n" + get_iv_context_for_prompt(tickers)


def _block_tech_indicators() -> str:
    from services.database import get_instruments_watchlist
    from services.technical_indicators import compute_indicators, format_indicators_for_prompt
    tickers = [w["ticker"] for w in get_instruments_watchlist()][:8]
    lines = ["## TECHNICAL INDICATORS (watchlist)"]
    for t in tickers:
        try:
            block = format_indicators_for_prompt(compute_indicators(t, horizon_days=45))
        except Exception:
            block = ""
        if block:
            lines.append(f"### {t}\n{block}")
    return "\n".join(lines) if len(lines) > 1 else "## TECHNICAL INDICATORS\nNo data available."


def _block_wavelet_signals() -> str:
    from services.database import get_latest_wavelet_state
    rows = get_latest_wavelet_state()
    if not rows:
        return "## WAVELET SIGNALS\nNo wavelet state computed yet (computed each auto-cycle for the watchlist instruments)."

    by_ticker: Dict[str, List[Dict]] = {}
    for r in rows:
        by_ticker.setdefault(r["ticker"], []).append(r)

    lines = ["## WAVELET SIGNALS (watchlist, latest cycle — slope/energy/ridge state + any active trigger)"]
    for ticker, band_rows in list(by_ticker.items())[:12]:
        lines.append(f"### {ticker}")
        for r in band_rows:
            tag = f" -> SIGNAL {r['signal_kind']} ({r['direction']})" if r.get("signal_kind") else ""
            if r["band_label"] == "ridge":
                if r.get("ridge_period_days") is not None:
                    lines.append(f"- ridge (cycle dominant): {r['ridge_period_days']:.1f}j{tag}")
                continue
            period = f"{r['period_low_days']}-{r['period_high_days']}j" if r.get("period_low_days") is not None else r["band_label"]
            slope = r.get("slope")
            slope_txt = f"pente {'+' if slope >= 0 else ''}{slope:.4f}" if slope is not None else "pente n/a"
            energy_txt = f", energie {r['energy']:.4f}" if r.get("energy") is not None else ""
            lines.append(f"- {r['band_label']} [{period}]: valeur {r.get('value')}, {slope_txt}{energy_txt}{tag}")
    return "\n".join(lines)


def _block_watchlist_quotes() -> str:
    from services.database import get_instruments_watchlist
    from services.data_fetcher import get_quote
    items = get_instruments_watchlist()
    if not items:
        return "## WATCHLIST\nEmpty — no instruments configured."
    lines = ["## WATCHLIST QUOTES"]
    for w in items:
        q = get_quote(w["ticker"]) or {}
        lines.append(f"- {w['ticker']} ({w.get('asset_class')}): {q.get('price')} ({q.get('change_pct')}%)")
    return "\n".join(lines)


def _block_economic_calendar() -> str:
    from services.ff_calendar import get_calendar
    data = get_calendar(period="recent", limit=50)
    events = [e for e in data.get("events", []) if e.get("impact") in ("high", "medium")]
    if not events:
        return "## ECONOMIC CALENDAR\nNo high/medium impact events in range."
    lines = ["## ECONOMIC CALENDAR (high/medium impact, recent window)"]
    for e in events[:15]:
        lines.append(f"- {e['event_date']} {e.get('event_time') or ''} [{e['currency']}] {e['event_name']} ({e['impact']})")
    return "\n".join(lines)


def _block_institutional() -> str:
    from services.ai_analyzer import build_institutional_block
    return "## INSTITUTIONAL REPORTS\n" + build_institutional_block(days=7)


def _block_super_context() -> str:
    from services.database import get_latest_portfolio_lessons, get_latest_reasoning_state
    lessons = get_latest_portfolio_lessons()
    reasoning = get_latest_reasoning_state()
    lines = ["## SUPER CONTEXT / LESSONS LEARNED"]
    if lessons:
        lines.append(f"Headline: {lessons.get('headline', '')}")
        key_lessons = lessons.get("key_lessons") or []
        if key_lessons:
            lines.append("Key lessons: " + "; ".join(str(k) for k in key_lessons[:5]))
        if lessons.get("risk_watch"):
            lines.append(f"Risk watch: {lessons['risk_watch']}")
    if reasoning and reasoning.get("narrative"):
        lines.append(f"Reasoning state (v{reasoning.get('version')}): {reasoning['narrative'][:600]}")
    if len(lines) == 1:
        return "## SUPER CONTEXT\nNo data yet."
    return "\n".join(lines)


def _block_var_risk() -> str:
    from services.var_service import get_latest_var_snapshot
    from services.portfolio_risk import analyze_simulation_portfolio, build_monitor_context
    lines = ["## RISK / VaR"]
    snap = get_latest_var_snapshot()
    if snap:
        lines.append(
            f"VaR 95% hist: {snap.get('hist_var_1d_pct')}% · CVaR: {snap.get('hist_cvar_pct')}% · "
            f"Monte Carlo x1.5: {snap.get('mc_var_1d_pct')}%"
        )
    else:
        lines.append("No VaR snapshot yet.")
    try:
        risk = analyze_simulation_portfolio()
        lines.append(build_monitor_context(risk))
    except Exception:
        pass
    return "\n".join(lines)


_BLOCK_BUILDERS = {
    "portfolio": _block_portfolio,
    "geo_news": _block_geo_news,
    "macro": _block_macro,
    "patterns": _block_patterns,
    "options_iv": _block_options_iv,
    "tech_indicators": _block_tech_indicators,
    "wavelet_signals": _block_wavelet_signals,
    "watchlist_quotes": _block_watchlist_quotes,
    "economic_calendar": _block_economic_calendar,
    "institutional": _block_institutional,
    "super_context": _block_super_context,
    "var_risk": _block_var_risk,
}


def assemble_context(enabled_blocks: List[str], session_id: str, refresh: bool = False) -> Dict[str, str]:
    """Return {block_key: formatted_text} for every requested, known block.
    Cached in-memory per session (same TTL-cache idiom as _macro_cache in
    routers/market_data.py) so a back-and-forth conversation doesn't re-run every
    builder (some hit yfinance) on every single message."""
    cached = _context_cache.get(session_id)
    if not refresh and cached and (time.time() - cached["ts"]) < _CACHE_TTL_SECONDS:
        blocks = cached["blocks"]
    else:
        blocks = {}
        for key in CONTEXT_BLOCKS:
            try:
                blocks[key] = _BLOCK_BUILDERS[key]()
            except Exception as e:
                blocks[key] = f"## {key.upper()}\n(unavailable: {e})"
        _context_cache[session_id] = {"blocks": blocks, "ts": time.time()}

    requested = [b for b in enabled_blocks if b in blocks] or list(blocks.keys())
    return {k: blocks[k] for k in requested}


def clear_context_cache(session_id: str) -> None:
    _context_cache.pop(session_id, None)