"""Dataclass config, colors, defaults."""
from dataclasses import dataclass, field
from typing import Dict, List


@dataclass
class GexConfig:
    # --- data source ---
    cboe_url_a: str = "https://cdn.cboe.com/api/global/delayed_quotes/options/{symbol}.json"
    cboe_url_b: str = "https://cdn.cboe.com/api/global/delayed_quotes/options/_{symbol}.json"
    user_agent: str = "Mozilla/5.0 (compatible; gex-snapshot)"
    retries: int = 3
    backoff_base: float = 2.0  # seconds; delays = base * 2^attempt

    # --- tickers (FIX 34) ---
    # Adding a ticker requires appending ONE string here — nothing else.
    # FIX 96: added NVDA, GOOGL, AAPL (single-name equities; plain Cboe endpoint,
    # instrument_class equity_etf, 16:00 ET settlement — all auto-derived).
    tickers: List[str] = field(default_factory=lambda: ["NDX", "SPY", "SMH", "NVDA", "GOOGL", "AAPL"])
    default_ticker: str = "NDX"
    # Endpoint cache: data/endpoint_map.json records which URL variant worked per symbol.
    endpoint_map_path: str = "data/endpoint_map.json"
    # Contract-specification overrides ONLY (multiplier, settlement style).
    # Never tuning parameters. Ship empty.
    contract_spec_overrides: Dict[str, Dict] = field(default_factory=dict)
    # Display labels — purely presentational, never affects computation.
    display_labels: Dict[str, str] = field(default_factory=lambda: {
        "NDX": "NDX (Nasdaq-100)",
        "SPY": "SPY (S&P 500 ETF)",
        "SMH": "SMH (Semiconductor ETF)",
        "NVDA": "NVDA (Nvidia)",
        "GOOGL": "GOOGL (Alphabet)",
        "AAPL": "AAPL (Apple)",
    })

    # --- filtering ---
    dte_max: int = 365
    # FIX 80: expiries inside this many minutes of settlement are excluded from the
    # reconciliation numerator and denominator (still plotted from reported gamma).
    # Near settlement, T -> 0 and gamma ∝ 1/sqrt(T) makes the Black-Scholes
    # recompute unstable against Cboe's ~15-min-delayed quote feed, so the
    # reported-vs-recomputed gap for the front expiry is dominated by the feed lag,
    # not by a real model error. Scoring reconciliation on those expiries produces
    # false failures. 30 min is the starting threshold.
    min_minutes_to_settlement: int = 30
    # FIX 85: when the empirical gamma-rounding floor (Monte Carlo, p95) brackets
    # the unsigned gate (0.10), the gate is dominated by data-precision noise and a
    # per-symbol unsigned threshold is derived as floor_p95 × this multiplier rather
    # than hand-tuned. Documented in the audit page; the multiplier is a headroom
    # factor above the 95th percentile of pure rounding noise, NOT a green-light knob.
    unsigned_floor_multiplier: float = 1.5
    unsigned_gate: float = 0.10
    # FIX 88: a derived unsigned gate is CAPPED at this multiple of the base gate.
    # An uncapped gate (e.g. 0.35 against a realistic worst case of ~0.10) leaves
    # the unsigned check unable to fire. When the corrected floor still brackets the
    # base gate the result is "indeterminate" (precision-limited), never a pass.
    unsigned_gate_cap_multiplier: float = 2.0
    # FIX 35: bands are now derived from the chain's own ATM IV (two-pass).
    # These are the DEFAULTS used when band_basis == "fallback" (IV unavailable).
    strike_band: float = 0.12       # keep strikes within spot*(1±band) for BARS
    plot_band: float = 0.08         # minimum visible window = spot*(1±band)
    profile_band: float = 0.25      # GEX profile evaluated over spot*(1±band)
    profile_band_dex: float = 0.40  # DEX profile wider (FIX 26) so its V-minimum is
                                    # interior, not a grid-boundary artifact at ±25%
    # FIX 35: band derivation constants. sigma_30d = atm_iv * sqrt(30/365).
    band_strike_mult: float = 0.80   # strike_band  = clip(0.80 * sigma_30d, ...)
    band_plot_mult: float = 0.50     # plot_band    = clip(0.50 * sigma_30d, ...)
    band_profile_mult: float = 1.50  # profile_band = clip(1.50 * sigma_30d, ...)
    band_dex_mult: float = 2.50      # dex_band     = clip(2.50 * sigma_30d, ...)
    atm_iv_fallback: float = 0.30    # used when IV picker fails
    # Guardrails against a garbage IV — NOT tuning knobs.
    band_limits: Dict[str, tuple] = field(default_factory=lambda: {
        "strike_band":  (0.04, 0.20),
        "plot_band":    (0.03, 0.15),
        "profile_band": (0.06, 0.35),
        "dex_band":     (0.10, 0.50),
    })

    # --- profile grid (FIX 36) ---
    profile_grid_points: int = 400   # fixed count; scale-free across symbols

    # --- timestamp ---
    source_timestamp_tz: str = "UTC"  # Cboe's `timestamp` field is UTC; converted to ET for display

    # --- profile axes (FIX 11, reworked FIX 50) ---
    # "data": per-chart limits = ±1.10 * max|profile| over the VISIBLE window only.
    #   Simple, always correct scale — the curve fills the axis regardless of OI.
    # "rolling": cross-snapshot-comparable = ±1.2 * median of this ticker's last
    #   `rolling_window` profile maxima (read from the FIX 40 history CSV), falling
    #   back to "data" when fewer than 5 snapshots exist. OI-aware by construction.
    # The old spot_relative formula (k*spot^2*1e-2*axis_ref_oi) is DELETED — it
    # scaled with a FIXED reference OI while real exposure scales with actual chain
    # OI, so it wildly over-scaled low-OI chains like NDX (87k OI vs SMH's 2M+).
    profile_axis_mode: str = "data"
    rolling_window: int = 20

    # --- greeks recompute ---
    risk_free_rate: float = 0.04
    dividend_yield: float = 0.0
    contract_multiplier: int = 100

    # --- HVL (FIX 29) ---
    hvl_rule: str = "zero_cross"
    profile_band_hvl: float = 0.40  # HVL search grid (wider than display ±25%)

    # --- GEX Transition (FIX 30) ---
    gex_transition_color: str = "#7FA6C9"
    gex_transition_persistence: int = 3  # consecutive strikes each side

    # --- Spread detection (FIX 31, revised FIX 37) ---
    # OI floor is now relative: max(2000, 0.5% of chain OI).
    spread_oi_min_abs: int = 2_000
    spread_oi_min_frac: float = 0.005   # 0.5% of chain OI
    spread_ratio_min: float = 0.80
    spread_max_width: int = 8           # |strike_a - strike_b| <= this * increment
    spread_flag_threshold: float = 0.20

    # --- ATM IV cross-check (FIX 32) ---
    realised_vol_days: int = 20
    iv_hv_outlier_hi: float = 2.5
    iv_hv_outlier_lo: float = 0.4

    # --- dealer positioning (FIX 18) ---
    dealer_proxy: str = "gross_oi"

    # --- schedule (FIX 86b: explicit asymmetric windows) ---
    # Slot label describes INTENT, not precision. The recorded capture time is
    # authoritative; the window only gates whether a capture is accepted for a
    # given slot filename. Late-but-same-day captures with correct timestamps are
    # usable data — losing them entirely is the worse failure.
    #   AM window: 09:30–12:00 ET  (morning session, broad to catch late opens)
    #   PM window: 14:00–16:15 ET  (afternoon through settlement)
    slot_am_start: str = "09:30"
    slot_am_end: str = "12:00"
    slot_pm_start: str = "14:00"
    slot_pm_end: str = "16:15"

    # --- chart ---
    fig_width: float = 10.0
    fig_height: float = 9.0
    dpi: int = 110
    bg_color: str = "#0B0B0B"
    axes_bg: str = "#000000"
    bar_pos_color: str = "#2E9E4F"
    bar_neg_color: str = "#A32B20"
    dex_color: str = "#E08A3C"
    gex_profile_color: str = "#E8D44D"
    call_res_color: str = "#E03B3B"
    put_sup_color: str = "#3CB371"
    hvl_color: str = "#8C8C3B"
    spot_color: str = "#6E3B34"
    grid_color: str = "#333333"
    text_color: str = "#E8C89A"
    title_color: str = "#F2C185"
    footer_color: str = "#8A7A68"
    brand_text: str = "WWW.ALLOFTHESEWORDS.COM"
    watermark_text: str = ""

    # --- output ---
    outdir: str = "out"
    cache_dir: str = "data/raw"
    history_dir: str = "data/history"   # FIX 40