auto-stock/backend/app/services/trade_helpers.py

"""Helper functions for trade_executor.py — Buy/Sell logic decomposition.

This module extracts complex logic from _execute_buy() and _execute_sell()
into reusable helper functions, keeping the executor focused on orchestration.
"""

import logging
from decimal import Decimal
from datetime import datetime as _dt_utc

from app.core.config import settings
from app.services.korea_investment_api import korea_investment_api
from app.services.mean_reversion_strategy import (
    calculate_rsi, calculate_bollinger, calculate_atr, MarketRegime
)
from app.services.technical_indicators import (
    TREND_FILTER_ENABLED, TREND_MA_SHORT, TREND_MA_LONG, TREND_TOLERANCE_PCT, _ma, _ema,
)
from app.core.market_schedule import is_opening_range_period
from app.services.market_analyzer import _get_kst_now
from app.services.exchange_detector import get_market_info

logger = logging.getLogger(__name__)


# ────────────────────────────────────────────────────────────────────────────
# BUY HELPERS
# ────────────────────────────────────────────────────────────────────────────

async def check_opening_range_volatility() -> bool:
    """Check if we're in opening range period (09:00~09:30) — volatility avoidance.

    Returns:
        bool: True if in opening range (SKIP BUY), False otherwise.
    """
    return is_opening_range_period()


async def check_surge_prevention(
    stock_code: str,
    is_domestic: bool,
    exchange_code: str,
    current_price: float,
) -> dict:
    """Check 3-day surge (ATR-based dynamic threshold) — avoid chasing rallies.

    [동작] 3일 전 종가 대비 현재가 상승률 > threshold(최소 10%, ATR% 기반 동적) 이면
    최근 급등(chase_buy_prevention) 판정 → HOLD 반환.

    Args:
        stock_code: Stock code (KRX code or ticker)
        is_domestic: True if domestic stock, False if overseas
        exchange_code: Exchange code for overseas stocks
        current_price: Current price

    Returns:
        dict: {"skip": False} (통과) or {"skip": True, "reason": "chase_buy_prevention"}
    """
    try:
        if is_domestic:
            chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D", limit=10)
            chart_data = chart_resp.get("output2", [])
        else:
            chart_resp = await korea_investment_api.get_overseas_daily_chart(
                stock_code, exchange_code, "D"
            )
            chart_data = chart_resp.get("output2", [])

        if len(chart_data) >= 4:
            closes = (
                [float(item.get("stck_clpr", 0)) for item in chart_data[-4:]]
                if is_domestic
                else [float(item.get("clos", 0)) for item in chart_data[-4:]]
            )
            if len(closes) >= 4:
                price_3days_ago = closes[0]
                recent_gain = (
                    ((current_price - price_3days_ago) / price_3days_ago) * 100
                    if price_3days_ago > 0 else 0
                )
                try:
                    highs = (
                        [float(item.get("stck_hgpr", 0)) for item in chart_data[-4:]]
                        if is_domestic
                        else [float(item.get("high", 0)) for item in chart_data[-4:]]
                    )
                    lows = (
                        [float(item.get("stck_lwpr", 0)) for item in chart_data[-4:]]
                        if is_domestic
                        else [float(item.get("low", 0)) for item in chart_data[-4:]]
                    )
                    daily_ranges = [
                        abs(highs[i] - lows[i]) for i in range(len(closes))
                        if closes[i] > 0 and highs[i] > 0 and lows[i] > 0
                    ]
                    atr_pct = (
                        (sum(daily_ranges) / len(daily_ranges) / price_3days_ago * 100)
                        if daily_ranges and price_3days_ago > 0 else 0
                    )
                    surge_threshold = max(10.0, atr_pct * 2)
                except Exception:
                    surge_threshold = 10.0

                if recent_gain > surge_threshold:
                    return {"skip": True, "reason": "chase_buy_prevention"}
    except Exception as e:
        logger.debug(f"[SURGE_CHECK] {stock_code} chart fetch failed, bypassed: {type(e).__name__}: {e}")

    return {"skip": False}


async def check_trend_filter(
    stock_code: str,
    stock_name: str,
    is_domestic: bool,
    exchange_code: str,
    current_price: float,
    stock: dict,
) -> dict:
    """Apply trend filter (MA + EMA) — skip if downtrend, except MEAN_REVERSION.

    [동작] MEAN_REVERSION 전략은 과매도 진입이므로 필터 제외.
    MA20 >= MA60 AND current >= MA20 (TREND_TOLERANCE_PCT 범위 내) 통과 조건.

    Args:
        stock_code: Stock code
        stock_name: Stock name
        is_domestic: True if domestic
        exchange_code: Exchange code (for overseas)
        current_price: Current price
        stock: Stock dict with pre-calculated MA values

    Returns:
        dict: {"skip": False} (통과) or {"skip": True, "reason": "trend_filter"}
    """
    _rule_name = stock.get("rule_name", "") or ""
    _rule_type = stock.get("rule_type", "") or ""
    _is_mean_reversion = (
        "MEAN_REVERSION" in _rule_type
        or "평균회귀" in _rule_name
        or "mean_reversion" in _rule_name.lower()
    )

    if not TREND_FILTER_ENABLED or _is_mean_reversion:
        return {"skip": False}  # 필터 미적용

    try:
        ma20 = stock.get("ma20")
        ma60 = stock.get("ma60")
        ema20 = ema60 = None
        closes_local = []

        if ma20 is None or ma60 is None:
            if is_domestic:
                chart_resp = await korea_investment_api.get_daily_chart(stock_code, "D")
                closes_local = [float(it.get("stck_clpr", 0)) for it in (chart_resp.get("output") or [])]
            else:
                chart_resp = await korea_investment_api.get_overseas_daily_chart(stock_code, exchange_code, "D")
                closes_local = [float(it.get("clos", 0)) for it in (chart_resp.get("output2") or [])]

            if len(closes_local) >= max(TREND_MA_SHORT, TREND_MA_LONG):
                ma20 = _ma(closes_local, TREND_MA_SHORT)
                ma60 = _ma(closes_local, TREND_MA_LONG)
                ema20 = _ema(closes_local, TREND_MA_SHORT)
                ema60 = _ema(closes_local, TREND_MA_LONG)

        ma_ok = bool(
            ma20 and ma60
            and float(ma20) >= float(ma60) * (1 - TREND_TOLERANCE_PCT)
            and current_price >= float(ma20) * (1 - TREND_TOLERANCE_PCT)
        )
        ema_ok = bool(
            ema20 and ema60
            and ema20 >= ema60 * (1 - TREND_TOLERANCE_PCT)
            and current_price >= ema20 * (1 - TREND_TOLERANCE_PCT)
        ) if ema20 and ema60 else False

        if not (ma_ok or ema_ok):
            return {"skip": True, "reason": "trend_filter"}

        return {"skip": False}

    except Exception as e:
        logger.debug(f"[TREND_FILTER] {stock_code}: {type(e).__name__}: {e}")
        return {"skip": True, "reason": "trend_filter_error"}


def calculate_cooldown_minutes(stock: dict, current_price: float) -> int:
    """Calculate dynamic cooldown minutes based on ATR (higher volatility → shorter cooldown).

    [동작] ATR%가 높을수록(고변동) 쿨다운 단축 → max(15, 30 - atr_pct×3)분
    예: ATR% = 5% → 쿨다운 = 15분
        ATR% = 1% → 쿨다운 = 27분

    Args:
        stock: Stock dict with "atr" field
        current_price: Current price (for ATR% calculation)

    Returns:
        int: Cooldown minutes
    """
    atr_val = float(stock.get("atr", 0) or 0)
    if atr_val > 0 and current_price > 0:
        atr_pct = atr_val / current_price * 100
        return max(15, int(30 - atr_pct * 3))
    return int(stock.get("add_buy_cooldown_min", 30) or 30)


def get_daily_cutoff_utc() -> _dt_utc:
    """Get daily cutoff (00:00:00 UTC) for same-day order filtering.

    [이슈1 수정] TradeHistory.created_at은 UTC 저장이므로 daily_cutoff도 UTC 기준 계산.

    Returns:
        datetime: Today's 00:00:00 UTC
    """
    return _dt_utc.utcnow().replace(hour=0, minute=0, second=0, microsecond=0)


def get_leverage_check_keywords() -> set:
    """Get keywords for leverage/inverse ETF detection.

    Returns:
        set: Leverage/inverse ETF keywords
    """
    return {
        "레버리지", "2X", "3X", "인버스", "곱버스", "TIGER 200선물", "KODEX 인버스"
    }


def is_leverage_etf(stock_name: str, keywords: set = None) -> bool:
    """Check if stock is leverage/inverse ETF.

    Args:
        stock_name: Stock name
        keywords: Leverage keywords (optional, uses default if None)

    Returns:
        bool: True if leverage/inverse ETF
    """
    if keywords is None:
        keywords = get_leverage_check_keywords()
    _name_upper = (stock_name or "").upper()
    return (
        any(kw in (stock_name or "") for kw in keywords)
        or "LEVERAGE" in _name_upper
        or "INVERSE" in _name_upper
    )


# ────────────────────────────────────────────────────────────────────────────
# SELL HELPERS
# ────────────────────────────────────────────────────────────────────────────

def calculate_trade_costs(
    entry_price: float,
    exit_price: float,
    quantity: int,
    is_domestic: bool = True,
    market: str = "KOSPI",
) -> dict:
    """매매 수수료 + 세금 계산 (net PnL 산출용).

    Returns:
        dict: {"buy_commission", "sell_commission", "sell_tax", "total_cost"}
    """
    buy_commission = entry_price * quantity * settings.KR_COMMISSION_RATE
    sell_commission = exit_price * quantity * settings.KR_COMMISSION_RATE

    if not is_domestic:
        sell_tax = 0.0
    elif market in ("KOSDAQ", "kosdaq"):
        sell_tax = exit_price * quantity * settings.KR_SELL_TAX_RATE_KOSDAQ
    else:
        sell_tax = exit_price * quantity * settings.KR_SELL_TAX_RATE_KOSPI

    total_cost = buy_commission + sell_commission + sell_tax
    return {
        "buy_commission": round(buy_commission, 0),
        "sell_commission": round(sell_commission, 0),
        "sell_tax": round(sell_tax, 0),
        "total_cost": round(total_cost, 0),
    }


def calculate_profit_loss_rate(
    current_price: float,
    average_price: float,
    holding_profit_loss_rate: float = None,
) -> float:
    """Calculate realized profit/loss rate as percentage.

    Args:
        current_price: Current price
        average_price: Average entry price
        holding_profit_loss_rate: Fallback value if calculation fails

    Returns:
        float: Profit/loss rate (%)
    """
    if average_price > 0:
        return ((current_price - average_price) / average_price) * 100
    return float(holding_profit_loss_rate or 0)


def calculate_atr_based_stops(
    average_price: float,
    current_price: float,
    atr: float,
    stock_dict: dict,
    base_stop_loss: float = -6.0,
) -> dict:
    """Calculate ATR-based stop loss and trailing stop.

    [CLAUDE.md 5.2]
    - ATR Stop: average_price - 2.5×ATR → TIGHTER(더 작은) 값 적용
    - Trailing Stop: high_price - 1.5×ATR (수익 구간에서만)

    Args:
        average_price: Average entry price
        current_price: Current price
        atr: ATR value
        stock_dict: Stock dict with optional "high_price"
        base_stop_loss: Base stop loss percentage (default -6%)

    Returns:
        dict: {
            "stop_loss": float (%),
            "trailing_stop_price": float,
            "exit_reason_detail": str
        }
    """
    stop_loss = base_stop_loss
    trailing_stop_price = None
    exit_reason_detail = ""

    if atr > 0 and average_price > 0:
        atr_stop_price = average_price - 2.5 * atr
        atr_stop_pct = ((atr_stop_price / average_price) - 1) * 100
        stop_loss = max(stop_loss, atr_stop_pct)  # TIGHTER = 0에 가까운 쪽 (음수이므로 max)

        high_price = float(stock_dict.get("high_price") or current_price)
        trailing_stop_price = high_price - 1.5 * atr

    profit_loss_rate = calculate_profit_loss_rate(current_price, average_price)
    if trailing_stop_price and current_price <= trailing_stop_price and profit_loss_rate > 0:
        exit_reason_detail = f"ATR 트레일링 스탑: {current_price:.0f} ≤ {trailing_stop_price:.0f}"

    return {
        "stop_loss": stop_loss,
        "trailing_stop_price": trailing_stop_price,
        "exit_reason_detail": exit_reason_detail,
    }


def build_kis_order_id(order_result: dict) -> str:
    """Extract KIS order ID from API response.

    [이슈3 수정] KIS response structure: output.ODNO preferred, fallback to top-level odno.

    Args:
        order_result: Order API response dict

    Returns:
        str: Order ID or empty string if not found
    """
    return (
        order_result.get("output", {}).get("ODNO", "")
        or order_result.get("odno", "")
    )


def get_kst_now() -> _dt_utc:
    """Get current time in KST (convenience wrapper for compatibility).

    Returns:
        datetime: Current time in KST
    """
    return _get_kst_now()