"""
Forward Curve Service — contango / backwardation per commodity.
Uses yfinance to compare front-month vs near-dated futures contracts.
"""
import logging
from datetime import datetime, timedelta
from typing import List, Dict, Any, Optional

logger = logging.getLogger(__name__)

# Month codes for futures tickers (standard CME/NYMEX/CBOT convention)
_MONTH_CODES = {1:'F',2:'G',3:'H',4:'J',5:'K',6:'M',7:'N',8:'Q',9:'U',10:'V',11:'X',12:'Z'}

# (base_ticker, label, asset_class, months_spread)
_CURVE_SPECS = [
    ("CL",  "WTI Crude",    "energy",  3),
    ("NG",  "Natural Gas",  "energy",  3),
    ("GC",  "Gold",         "metals",  3),
    ("SI",  "Silver",       "metals",  3),
    ("HG",  "Copper",       "metals",  3),
    ("ZC",  "Corn",         "agri",    3),
    ("ZW",  "Wheat",        "agri",    3),
    ("ZS",  "Soybeans",     "agri",    3),
]


def _ticker_for_month(base: str, months_ahead: int) -> str:
    target = datetime.now() + timedelta(days=months_ahead * 30)
    code = _MONTH_CODES[target.month]
    year = str(target.year)[-2:]
    return f"{base}{code}{year}"


def _get_price(ticker: str) -> Optional[float]:
    try:
        import yfinance as yf
        data = yf.download(ticker, period="3d", progress=False, auto_adjust=True)
        if data.empty:
            return None
        close = data["Close"].dropna()
        if close.empty:
            return None
        val = float(close.iloc[-1])
        # Handle multi-index DataFrames
        if hasattr(val, '__iter__'):
            val = list(val)[0]
        return round(val, 4) if val and val > 0 else None
    except Exception:
        return None


def fetch_forward_curves() -> List[Dict[str, Any]]:
    """Fetch front-month and far-month prices to compute curve slope."""
    results = []
    for base, label, ac, spread in _CURVE_SPECS:
        front_ticker = f"{base}=F"
        front_price = _get_price(front_ticker)
        if not front_price:
            logger.warning(f"Forward curve: no front-month price for {label} ({front_ticker})")
            continue

        # Try M+spread, M+spread-1, M+spread+1 (some contract months are illiquid)
        far_price = None
        for offset in [0, -1, 1, -2, 2]:
            far_ticker = _ticker_for_month(base, spread + offset)
            far_price = _get_price(far_ticker)
            if far_price:
                break

        slope_pct = None
        structure = "unknown"
        if far_price:
            slope_pct = round((far_price - front_price) / front_price * 100, 2)
            if slope_pct > 0.15:
                structure = "contango"
            elif slope_pct < -0.15:
                structure = "backwardation"
            else:
                structure = "flat"

        results.append({
            "asset": label,
            "asset_class": ac,
            "front_price": round(front_price, 2),
            "far_price": round(far_price, 2) if far_price else None,
            "slope_pct": slope_pct,
            "structure": structure,
            "months_spread": spread,
        })
        logger.info(
            f"Forward curve {label}: front={front_price:.2f} "
            f"far={far_price} slope={slope_pct}% -> {structure}"
        )

    return results