package equity

import (
	"context"
	"encoding/json"
	"time"

	decimal "github.com/alpacahq/alpacadecimal"
	"s1d3sw1ped/robinhood-agentic-mcp/client"
	"s1d3sw1ped/robinhood-agentic-mcp/internal/wire"
)

const (
	toolPositions           = "get_equity_positions"
	toolTaxLots             = "get_equity_tax_lots"
	toolQuotes              = "get_equity_quotes"
	toolOrders              = "get_equity_orders"
	toolTradability         = "get_equity_tradability"
	toolHistoricals         = "get_equity_historicals"
	toolFundamentals        = "get_equity_fundamentals"
	toolPriceBook           = "get_equity_price_book"
	toolTechnicalIndicators = "get_equity_technical_indicators"
	toolNews                = "get_equity_news"
)

// PositionsRequest is the argument set for get_equity_positions.
type PositionsRequest struct {
	AccountNumber string
	Cursor        string
}

// Position is one holding from get_equity_positions.
type Position struct {
	Symbol  string
	Qty     decimal.Decimal
	AvgCost decimal.Decimal
}

// PositionsResult is the parsed get_equity_positions payload.
type PositionsResult struct {
	Positions  []Position
	NextCursor string
}

// TaxLotsRequest is the argument set for get_equity_tax_lots.
type TaxLotsRequest struct {
	AccountNumber string
	Symbol        string
	Cursor        string
}

// TaxLotRow is one open tax lot from get_equity_tax_lots.
type TaxLotRow struct {
	OpenLotID     string
	Quantity      decimal.Decimal
	CostBasis     decimal.Decimal
	AcquiredAt    string
	Term          string
	QuantityAvail decimal.Decimal
}

// TaxLotsResult is the parsed get_equity_tax_lots payload.
type TaxLotsResult struct {
	Lots       []TaxLotRow
	NextCursor string
}

// QuotesRequest is the argument set for get_equity_quotes.
type QuotesRequest struct {
	Symbols []string
}

// Quote is a top-of-book print from get_equity_quotes.
type Quote struct {
	Symbol    string
	Bid       decimal.Decimal
	Ask       decimal.Decimal
	Last      decimal.Decimal
	PrevClose decimal.Decimal
	Volume    decimal.Decimal
}

// QuotesResult is the parsed get_equity_quotes payload.
type QuotesResult struct {
	Quotes []Quote
}

// OrdersRequest is the argument set for get_equity_orders.
type OrdersRequest struct {
	AccountNumber string
	OrderID       string
	State         string
	Symbol        string
	CreatedAtGTE  string
	PlacedAgent   string
	Cursor        string
}

// OrdersResult is the parsed get_equity_orders payload.
type OrdersResult struct {
	Orders     []Order
	NextCursor string
}

// TradabilityRequest is the argument set for get_equity_tradability.
type TradabilityRequest struct {
	AccountNumber string
	Symbols       []string
}

// SymbolTradability is per-symbol eligibility from get_equity_tradability.
type SymbolTradability struct {
	Symbol     string
	Tradable   bool
	Fractional bool
}

// TradabilityResult is the parsed get_equity_tradability payload.
type TradabilityResult struct {
	Symbols []SymbolTradability
}

// HistoricalsRequest is the argument set for get_equity_historicals.
type HistoricalsRequest struct {
	Symbols        []string
	StartTime      time.Time
	EndTime        time.Time
	Interval       string
	Bounds         string
	AdjustmentType string
}

// Bar is one equity historical candle from get_equity_historicals.
type Bar struct {
	Symbol                 string
	Time                   time.Time
	Open, High, Low, Close decimal.Decimal
	Volume                 decimal.Decimal
	Interpolated           bool
}

// HistoricalsResult is the parsed get_equity_historicals payload.
type HistoricalsResult struct {
	Bars []Bar
}

// FundamentalsRequest is the argument set for get_equity_fundamentals.
type FundamentalsRequest struct {
	Symbols []string
	Bounds  string
}

// Fundamentals is one symbol's facts from get_equity_fundamentals.
type Fundamentals struct {
	Symbol         string
	AvgVolume      decimal.Decimal
	InstrumentKind string
	MarketCap      decimal.Decimal
	PE             decimal.Decimal
	High52Week     decimal.Decimal
	Low52Week      decimal.Decimal
}

// FundamentalsResult is the parsed get_equity_fundamentals payload.
type FundamentalsResult struct {
	Fundamentals []Fundamentals
}

// PriceBookRequest is the argument set for get_equity_price_book.
type PriceBookRequest struct {
	Symbols []string
}

// BookLevel is one bid or ask rung.
type BookLevel struct {
	Price    decimal.Decimal
	Quantity decimal.Decimal
}

// PriceBook is a Level-2 snapshot for one symbol.
type PriceBook struct {
	Symbol string
	Bids   []BookLevel
	Asks   []BookLevel
}

// PriceBookResult is the parsed get_equity_price_book payload.
type PriceBookResult struct {
	Books []PriceBook
}

// TechnicalIndicatorsRequest is the argument set for get_equity_technical_indicators.
type TechnicalIndicatorsRequest struct {
	Symbol         string
	Type           string
	Interval       string
	StartTime      time.Time
	EndTime        time.Time
	Bounds         string
	AdjustmentType string
	Output         string
	Period         *int
	NumStd         *decimal.Decimal
	FastPeriod     *int
	SlowPeriod     *int
	SignalPeriod   *int
	Multiplier     *decimal.Decimal
	Method         string
}

// IndicatorPoint is one computed indicator bar.
type IndicatorPoint struct {
	Time   time.Time
	Value  decimal.Decimal
	Upper  decimal.Decimal
	Lower  decimal.Decimal
	MACD   decimal.Decimal
	Signal decimal.Decimal
}

// TechnicalIndicatorsResult is the parsed get_equity_technical_indicators payload.
type TechnicalIndicatorsResult struct {
	Points []IndicatorPoint
}

// NewsRequest is the argument set for get_equity_news.
type NewsRequest struct {
	Symbol string
	Limit  int
	Cursor string
}

// NewsArticle is one article from get_equity_news.
type NewsArticle struct {
	Title       string
	URL         string
	PublishedAt string
	Source      string
	Summary     string
}

// NewsResult is the parsed get_equity_news payload.
type NewsResult struct {
	Articles   []NewsArticle
	NextCursor string
}

// Positions calls get_equity_positions.
func (c *Client) Positions(ctx context.Context, req PositionsRequest) (PositionsResult, error) {
	args := map[string]any{}
	if req.AccountNumber != "" {
		args["account_number"] = req.AccountNumber
	}
	if req.Cursor != "" {
		args["cursor"] = req.Cursor
	}
	var out PositionsResult
	if err := c.parse(ctx, toolPositions, args, &out); err != nil {
		return PositionsResult{}, err
	}
	return out, nil
}

// TaxLots calls get_equity_tax_lots.
func (c *Client) TaxLots(ctx context.Context, req TaxLotsRequest) (TaxLotsResult, error) {
	args := map[string]any{}
	if req.AccountNumber != "" {
		args["account_number"] = req.AccountNumber
	}
	if req.Symbol != "" {
		args["symbol"] = req.Symbol
	}
	if req.Cursor != "" {
		args["cursor"] = req.Cursor
	}
	var out TaxLotsResult
	if err := c.parse(ctx, toolTaxLots, args, &out); err != nil {
		return TaxLotsResult{}, err
	}
	return out, nil
}

// Quotes calls get_equity_quotes.
func (c *Client) Quotes(ctx context.Context, req QuotesRequest) (QuotesResult, error) {
	args := map[string]any{}
	if len(req.Symbols) > 0 {
		args["symbols"] = req.Symbols
	}
	raw, err := c.c.Call(ctx, toolQuotes, args)
	if err != nil {
		return QuotesResult{}, err
	}
	quotes, err := parseQuotes(raw)
	if err != nil {
		return QuotesResult{}, client.ToolErrorf(toolQuotes, "parse: %w", err)
	}
	return QuotesResult{Quotes: quotes}, nil
}

// Orders calls get_equity_orders.
func (c *Client) Orders(ctx context.Context, req OrdersRequest) (OrdersResult, error) {
	args := map[string]any{}
	if req.AccountNumber != "" {
		args["account_number"] = req.AccountNumber
	}
	if req.OrderID != "" {
		args["order_id"] = req.OrderID
	}
	if req.State != "" {
		args["state"] = req.State
	}
	if req.Symbol != "" {
		args["symbol"] = req.Symbol
	}
	if req.CreatedAtGTE != "" {
		args["created_at_gte"] = req.CreatedAtGTE
	}
	if req.PlacedAgent != "" {
		args["placed_agent"] = req.PlacedAgent
	}
	if req.Cursor != "" {
		args["cursor"] = req.Cursor
	}
	var out OrdersResult
	if err := c.parse(ctx, toolOrders, args, &out); err != nil {
		return OrdersResult{}, err
	}
	return out, nil
}

// Tradability calls get_equity_tradability.
func (c *Client) Tradability(ctx context.Context, req TradabilityRequest) (TradabilityResult, error) {
	args := map[string]any{}
	if req.AccountNumber != "" {
		args["account_number"] = req.AccountNumber
	}
	if len(req.Symbols) > 0 {
		args["symbols"] = req.Symbols
	}
	var out TradabilityResult
	if err := c.parse(ctx, toolTradability, args, &out); err != nil {
		return TradabilityResult{}, err
	}
	return out, nil
}

// Historicals calls get_equity_historicals.
func (c *Client) Historicals(ctx context.Context, req HistoricalsRequest) (HistoricalsResult, error) {
	args := map[string]any{
		"start_time": req.StartTime.UTC().Format(time.RFC3339),
	}
	if len(req.Symbols) > 0 {
		args["symbols"] = req.Symbols
	}
	if !req.EndTime.IsZero() {
		args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
	}
	if req.Interval != "" {
		args["interval"] = req.Interval
	}
	if req.Bounds != "" {
		args["bounds"] = req.Bounds
	}
	if req.AdjustmentType != "" {
		args["adjustment_type"] = req.AdjustmentType
	}
	raw, err := c.c.Call(ctx, toolHistoricals, args)
	if err != nil {
		return HistoricalsResult{}, err
	}
	bars, err := parseHistoricals(raw)
	if err != nil {
		return HistoricalsResult{}, client.ToolErrorf(toolHistoricals, "parse: %w", err)
	}
	return HistoricalsResult{Bars: bars}, nil
}

// Fundamentals calls get_equity_fundamentals.
func (c *Client) Fundamentals(ctx context.Context, req FundamentalsRequest) (FundamentalsResult, error) {
	args := map[string]any{}
	if len(req.Symbols) > 0 {
		args["symbols"] = req.Symbols
	}
	if req.Bounds != "" {
		args["bounds"] = req.Bounds
	}
	var out FundamentalsResult
	if err := c.parse(ctx, toolFundamentals, args, &out); err != nil {
		return FundamentalsResult{}, err
	}
	return out, nil
}

// PriceBook calls get_equity_price_book.
func (c *Client) PriceBook(ctx context.Context, req PriceBookRequest) (PriceBookResult, error) {
	args := map[string]any{}
	if len(req.Symbols) > 0 {
		args["symbols"] = req.Symbols
	}
	var out PriceBookResult
	if err := c.parse(ctx, toolPriceBook, args, &out); err != nil {
		return PriceBookResult{}, err
	}
	return out, nil
}

// TechnicalIndicators calls get_equity_technical_indicators.
func (c *Client) TechnicalIndicators(ctx context.Context, req TechnicalIndicatorsRequest) (TechnicalIndicatorsResult, error) {
	args := map[string]any{
		"start_time": req.StartTime.UTC().Format(time.RFC3339),
	}
	if req.Symbol != "" {
		args["symbol"] = req.Symbol
	}
	if req.Type != "" {
		args["type"] = req.Type
	}
	if req.Interval != "" {
		args["interval"] = req.Interval
	}
	if !req.EndTime.IsZero() {
		args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
	}
	if req.Bounds != "" {
		args["bounds"] = req.Bounds
	}
	if req.AdjustmentType != "" {
		args["adjustment_type"] = req.AdjustmentType
	}
	if req.Output != "" {
		args["output"] = req.Output
	}
	if req.Period != nil {
		args["period"] = *req.Period
	}
	if req.NumStd != nil {
		args["num_std"] = json.Number(wire.Encode(*req.NumStd))
	}
	if req.FastPeriod != nil {
		args["fast_period"] = *req.FastPeriod
	}
	if req.SlowPeriod != nil {
		args["slow_period"] = *req.SlowPeriod
	}
	if req.SignalPeriod != nil {
		args["signal_period"] = *req.SignalPeriod
	}
	if req.Multiplier != nil {
		args["multiplier"] = json.Number(wire.Encode(*req.Multiplier))
	}
	if req.Method != "" {
		args["method"] = req.Method
	}
	var out TechnicalIndicatorsResult
	if err := c.parse(ctx, toolTechnicalIndicators, args, &out); err != nil {
		return TechnicalIndicatorsResult{}, err
	}
	return out, nil
}

// News calls get_equity_news.
func (c *Client) News(ctx context.Context, req NewsRequest) (NewsResult, error) {
	args := map[string]any{}
	if req.Symbol != "" {
		args["symbol"] = req.Symbol
	}
	if req.Limit != 0 {
		args["limit"] = req.Limit
	}
	if req.Cursor != "" {
		args["cursor"] = req.Cursor
	}
	var out NewsResult
	if err := c.parse(ctx, toolNews, args, &out); err != nil {
		return NewsResult{}, err
	}
	return out, nil
}

func (c *Client) parse(ctx context.Context, tool string, args map[string]any, dest any) error {
	raw, err := c.c.Call(ctx, tool, args)
	if err != nil {
		return err
	}
	if err := json.Unmarshal(wire.Unwrap(raw), dest); err != nil {
		return client.ToolErrorf(tool, "parse: %w", err)
	}
	return nil
}

type quoteFields struct {
	Symbol                string `json:"symbol"`
	Last                  any    `json:"last"`
	LastTradePrice        any    `json:"last_trade_price"`
	LastNonRegTradePrice  any    `json:"last_non_reg_trade_price"`
	Bid                   any    `json:"bid"`
	BidPrice              any    `json:"bid_price"`
	Ask                   any    `json:"ask"`
	AskPrice              any    `json:"ask_price"`
	PreviousClose         any    `json:"previous_close"`
	AdjustedPreviousClose any    `json:"adjusted_previous_close"`
	Volume                any    `json:"volume"`
}

type quoteRow struct {
	Quote *quoteFields `json:"quote"`
	Close *struct {
		Symbol string `json:"symbol"`
		Price  any    `json:"price"`
	} `json:"close"`
	quoteFields
}

func (r quoteRow) asQuote() (Quote, bool, error) {
	f := r.quoteFields
	if r.Quote != nil {
		f = *r.Quote
	}
	if f.Symbol == "" && r.Close != nil {
		f.Symbol = r.Close.Symbol
	}
	if f.Symbol == "" {
		return Quote{}, false, nil
	}
	var closePx any
	if r.Close != nil {
		closePx = r.Close.Price
	}
	last, err := firstDec(f.LastTradePrice, f.Last, f.LastNonRegTradePrice)
	if err != nil {
		return Quote{}, false, err
	}
	prev, err := firstDec(closePx, f.PreviousClose, f.AdjustedPreviousClose)
	if err != nil {
		return Quote{}, false, err
	}
	bid, err := firstDec(f.BidPrice, f.Bid)
	if err != nil {
		return Quote{}, false, err
	}
	ask, err := firstDec(f.AskPrice, f.Ask)
	if err != nil {
		return Quote{}, false, err
	}
	vol, err := firstDec(f.Volume)
	if err != nil {
		return Quote{}, false, err
	}
	return Quote{
		Symbol:    f.Symbol,
		Last:      last,
		PrevClose: prev,
		Bid:       bid,
		Ask:       ask,
		Volume:    vol,
	}, true, nil
}

func parseQuotes(raw json.RawMessage) ([]Quote, error) {
	var wrap struct {
		Quotes  []quoteRow `json:"quotes"`
		Results []quoteRow `json:"results"`
	}
	if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
		return nil, err
	}
	out := make([]Quote, 0, len(wrap.Quotes)+len(wrap.Results))
	var err error
	out, err = appendQuotes(out, wrap.Quotes)
	if err != nil {
		return nil, err
	}
	out, err = appendQuotes(out, wrap.Results)
	if err != nil {
		return nil, err
	}
	return out, nil
}

func appendQuotes(dst []Quote, rows []quoteRow) ([]Quote, error) {
	for _, row := range rows {
		q, ok, err := row.asQuote()
		if err != nil {
			return nil, err
		}
		if !ok {
			continue
		}
		dst = append(dst, q)
	}
	return dst, nil
}

type histPointJSON struct {
	BeginsAt     string `json:"begins_at"`
	Open         any    `json:"open"`
	OpenPrice    any    `json:"open_price"`
	High         any    `json:"high"`
	HighPrice    any    `json:"high_price"`
	Low          any    `json:"low"`
	LowPrice     any    `json:"low_price"`
	Close        any    `json:"close"`
	ClosePrice   any    `json:"close_price"`
	Volume       any    `json:"volume"`
	Interpolated bool   `json:"interpolated"`
}

type histSeriesJSON struct {
	Symbol     string          `json:"symbol"`
	DataPoints []histPointJSON `json:"data_points"`
	Bars       []histPointJSON `json:"bars"`
}

func parseHistoricals(raw json.RawMessage) ([]Bar, error) {
	// Live Agentic wire (CT113): {"data":{"results":[{"symbol","bars":[{open_price,...}]}]}}.
	// Fixture / older shapes: {"historicals":[{"symbol","data_points":[{open,...}]}]}.
	rows, _, err := wire.UnmarshalRows[histSeriesJSON](raw, "results", "historicals")
	if err != nil {
		return nil, err
	}
	var out []Bar
	for _, series := range rows {
		if series.Symbol == "" {
			continue
		}
		points := series.Bars
		if len(points) == 0 {
			points = series.DataPoints
		}
		for _, p := range points {
			ts, err := time.Parse(time.RFC3339, p.BeginsAt)
			if err != nil {
				continue
			}
			o, err := firstDec(p.OpenPrice, p.Open)
			if err != nil {
				return nil, err
			}
			h, err := firstDec(p.HighPrice, p.High)
			if err != nil {
				return nil, err
			}
			l, err := firstDec(p.LowPrice, p.Low)
			if err != nil {
				return nil, err
			}
			cl, err := firstDec(p.ClosePrice, p.Close)
			if err != nil {
				return nil, err
			}
			vol, err := firstDec(p.Volume)
			if err != nil {
				return nil, err
			}
			out = append(out, Bar{
				Symbol:       series.Symbol,
				Time:         ts,
				Open:         o,
				High:         h,
				Low:          l,
				Close:        cl,
				Volume:       vol,
				Interpolated: p.Interpolated,
			})
		}
	}
	return out, nil
}

func firstDec(vs ...any) (decimal.Decimal, error) {
	for _, v := range vs {
		if v == nil {
			continue
		}
		if s, ok := v.(string); ok && s == "" {
			continue
		}
		return wire.Dec(v)
	}
	return decimal.Zero, nil
}