scout/src/swym.rs

use anyhow::{Context, Result};
use reqwest::Client;
use serde::{Deserialize, Serialize};
use serde_json::Value;
use uuid::Uuid;

/// Response from `POST /api/v1/strategies/validate`.
#[derive(Debug, Deserialize)]
pub struct ValidationResponse {
    pub valid: bool,
    #[serde(default)]
    pub errors: Vec<ValidationError>,
}

#[derive(Debug, Deserialize, Clone)]
pub struct ValidationError {
    pub path: String,
    pub message: String,
}

/// Client for the swym backtesting API.
pub struct SwymClient {
    client: Client,
    base_url: String,
}

#[derive(Debug, Deserialize)]
pub struct PaperRunResponse {
    pub id: Uuid,
    pub status: String,
    pub result_summary: Option<Value>,
    pub error_message: Option<String>,
}

#[derive(Debug, Deserialize)]
pub struct PositionsResponse {
    pub total: u32,
    pub positions: Vec<Value>,
}

#[derive(Debug, Deserialize)]
pub struct CandleCoverage {
    pub interval: String,
    pub first_open: String,
    pub last_close: String,
    pub count: u64,
    pub expected_count: Option<u64>,
    pub coverage_pct: Option<f64>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct BacktestResult {
    pub run_id: Uuid,
    pub instrument: String,
    pub status: String,
    pub total_positions: Option<u32>,
    pub winning_positions: Option<u32>,
    pub losing_positions: Option<u32>,
    pub win_rate: Option<f64>,
    pub profit_factor: Option<f64>,
    pub total_pnl: Option<f64>,
    pub net_pnl: Option<f64>,
    pub sharpe_ratio: Option<f64>,
    pub total_fees: Option<f64>,
    pub avg_bars_in_trade: Option<f64>,
    pub error_message: Option<String>,
    pub condition_audit_summary: Option<Value>,
}

impl BacktestResult {
    /// Parse a backtest response from the flat `result_summary` structure.
    pub fn from_response(resp: &PaperRunResponse, instrument: &str) -> Self {
        let summary = resp.result_summary.as_ref();
        if let Some(s) = summary {
            tracing::debug!("[{instrument}] result_summary: {}", serde_json::to_string(s).unwrap_or_default());
        } else {
            tracing::debug!("[{instrument}] result_summary: null");
        }

        Self {
            run_id: resp.id,
            instrument: instrument.to_string(),
            status: resp.status.clone(),
            total_positions: summary.and_then(|s| s["total_positions"].as_u64().map(|v| v as u32)),
            winning_positions: summary.and_then(|s| s["winning_positions"].as_u64().map(|v| v as u32)),
            losing_positions: summary.and_then(|s| s["losing_positions"].as_u64().map(|v| v as u32)),
            win_rate: summary.and_then(|s| parse_number(&s["win_rate"])),
            profit_factor: summary.and_then(|s| parse_number(&s["profit_factor"])),
            total_pnl: summary.and_then(|s| parse_number(&s["total_pnl"])),
            net_pnl: summary.and_then(|s| parse_number(&s["net_pnl"])),
            sharpe_ratio: summary.and_then(|s| parse_number(&s["sharpe_ratio"])),
            total_fees: summary.and_then(|s| parse_number(&s["total_fees"])),
            avg_bars_in_trade: summary.and_then(|s| parse_number(&s["avg_bars_in_trade"])),
            error_message: resp.error_message.clone(),
            condition_audit_summary: summary.and_then(|s| s.get("condition_audit_summary").cloned()),
        }
    }

    /// One-line summary for logging and feeding back to Claude.
    pub fn summary_line(&self) -> String {
        if self.status == "failed" {
            return format!(
                "[{}] FAILED: {}",
                self.instrument,
                self.error_message.as_deref().unwrap_or("unknown error")
            );
        }
        let mut s = format!(
            "[{}] trades={} win_rate={:.1}% pf={:.2} net_pnl={:.2} sharpe={:.2}",
            self.instrument,
            self.total_positions.unwrap_or(0),
            self.win_rate.unwrap_or(0.0) * 100.0,
            self.profit_factor.unwrap_or(0.0),
            self.net_pnl.unwrap_or(0.0),
            self.sharpe_ratio.unwrap_or(0.0),
        );
        if self.total_positions.unwrap_or(0) == 0 {
            if let Some(audit) = &self.condition_audit_summary {
                let audit_str = format_audit_summary(audit);
                if !audit_str.is_empty() {
                    s.push_str(" | audit: ");
                    s.push_str(&audit_str);
                }
            }
        }
        s
    }

    /// Is this result promising enough to warrant out-of-sample validation?
    pub fn is_promising(&self, min_sharpe: f64, min_trades: u32) -> bool {
        self.status == "complete"
            && self.sharpe_ratio.unwrap_or(0.0) > min_sharpe
            && self.total_positions.unwrap_or(0) >= min_trades
            && self.net_pnl.unwrap_or(0.0) > 0.0
    }
}

/// Parse a numeric JSON value — accepts either a plain JSON number or a decimal string.
/// Returns `None` for null, missing, or sentinel values (>1e20 in magnitude).
fn parse_number(v: &Value) -> Option<f64> {
    let f = v.as_f64().or_else(|| v.as_str()?.parse().ok())?;
    if f.abs() > 1e20 { None } else { Some(f) }
}

/// Render a condition_audit_summary Value into a compact one-line string.
///
/// Handles the primary shape from the swym API:
/// `{"rules": [{rule_index, times_fired, conditions: [{kind, path, true_count, insufficient_data_count}]}], "total_bars": N}`
fn format_audit_summary(audit: &Value) -> String {
    // Primary shape: {"rules": [...], "total_bars": N}
    if let Some(rules) = audit.get("rules").and_then(|r| r.as_array()) {
        let total_bars = audit["total_bars"].as_u64().unwrap_or(0);
        let parts: Vec<String> = rules
            .iter()
            .map(|rule| {
                let idx = rule["rule_index"].as_u64().unwrap_or(0);
                let fired = rule["times_fired"].as_u64().unwrap_or(0);
                // Include the rule comment so the LLM knows which rule is which.
                let comment = rule["rule_comment"].as_str().unwrap_or("");
                let comment_part = if comment.is_empty() { String::new() } else { format!(" \"{comment}\"") };
                let cond_summary = rule["conditions"]
                    .as_array()
                    .map(|conds| {
                        conds
                            .iter()
                            .map(|c| {
                                let kind = c["kind"].as_str().unwrap_or("?");
                                let true_count = c["true_count"].as_u64().unwrap_or(0);
                                let nodata = c["insufficient_data_count"].as_u64().unwrap_or(0);
                                let evaluated = total_bars.saturating_sub(nodata);
                                if nodata > total_bars / 2 {
                                    format!("{kind}:{true_count}/{evaluated}[{nodata}nd]")
                                } else {
                                    format!("{kind}:{true_count}/{evaluated}")
                                }
                            })
                            .collect::<Vec<_>>()
                            .join(" ")
                    })
                    .unwrap_or_default();
                format!("R{idx}(f={fired}){comment_part}[{cond_summary}]")
            })
            .collect();
        return parts.join(" | ");
    }
    // Fallback: plain array of named conditions
    if let Some(arr) = audit.as_array() {
        return arr
            .iter()
            .filter_map(|item| {
                let name = item.get("name").or_else(|| item.get("condition"))?.as_str()?;
                let true_count = item
                    .get("true_count")
                    .or_else(|| item.get("hit_count"))
                    .and_then(|v| v.as_u64());
                let total = item
                    .get("total")
                    .or_else(|| item.get("total_bars"))
                    .and_then(|v| v.as_u64());
                match (true_count, total) {
                    (Some(t), Some(n)) => Some(format!("{name}: {t}/{n}")),
                    _ => Some(format!("{name}: {item}")),
                }
            })
            .collect::<Vec<_>>()
            .join(", ");
    }
    audit.to_string()
}

impl SwymClient {
    pub fn new(base_url: &str) -> Result<Self> {
        let client = Client::builder()
            .danger_accept_invalid_certs(true) // internal TLS with self-signed certs
            .timeout(std::time::Duration::from_secs(30))
            .build()?;
        Ok(Self {
            client,
            base_url: base_url.trim_end_matches('/').to_string(),
        })
    }

    /// Check candle coverage for an instrument.
    pub async fn candle_coverage(
        &self,
        exchange: &str,
        symbol: &str,
    ) -> Result<Vec<CandleCoverage>> {
        let url = format!(
            "{}/market-candles/coverage/{}/{}",
            self.base_url, exchange, symbol
        );
        let resp = self
            .client
            .get(&url)
            .send()
            .await
            .context("candle coverage request")?;
        if !resp.status().is_success() {
            let status = resp.status();
            let body = resp.text().await.unwrap_or_default();
            anyhow::bail!("candle coverage {status}: {body}");
        }
        resp.json().await.context("parse candle coverage")
    }

    /// Validate a strategy against the swym DSL schema.
    ///
    /// Calls `POST /api/v1/strategies/validate` and returns a structured list
    /// of all validation errors. Returns `Ok(vec![])` when the strategy is valid.
    /// Returns `Err` only on network or parse failures, not on DSL errors.
    pub async fn validate_strategy(&self, strategy: &Value) -> Result<Vec<ValidationError>> {
        let url = format!("{}/strategies/validate", self.base_url);
        let resp = self
            .client
            .post(&url)
            .json(strategy)
            .send()
            .await
            .context("validate strategy request")?;

        if !resp.status().is_success() {
            let status = resp.status();
            let body = resp.text().await.unwrap_or_default();
            anyhow::bail!("validate strategy {status}: {body}");
        }

        let parsed: ValidationResponse =
            resp.json().await.context("parse validation response")?;
        Ok(parsed.errors)
    }

    /// Submit a backtest run.
    pub async fn submit_backtest(
        &self,
        instrument_exchange: &str,
        instrument_symbol: &str,
        base_asset: &str,
        quote_asset: &str,
        strategy: &Value,
        starts_at: &str,
        finishes_at: &str,
        initial_balance: &str,
        fees_percent: &str,
    ) -> Result<PaperRunResponse> {
        let body = serde_json::json!({
            "mode": "backtest",
            "starts_at": starts_at,
            "finishes_at": finishes_at,
            "risk_free_return": "0.05",
            "config": {
                "instrument": {
                    "exchange": instrument_exchange,
                    "name_exchange": instrument_symbol,
                    "underlying": { "base": base_asset, "quote": quote_asset },
                    "quote": "underlying_quote",
                    "kind": "spot"
                },
                "execution": {
                    "mocked_exchange": instrument_exchange,
                    "latency_ms": 100,
                    "fees_percent": fees_percent,
                    "initial_state": {
                        "exchange": instrument_exchange,
                        "balances": [{
                            "asset": quote_asset,
                            "balance": { "total": initial_balance, "free": initial_balance },
                            "time_exchange": starts_at
                        }],
                        "instrument": {
                            "instrument_name": instrument_symbol,
                            "orders": []
                        }
                    }
                },
                "strategy": strategy,
                "audit_conditions": true
            }
        });

        let url = format!("{}/paper-runs", self.base_url);
        let resp = self
            .client
            .post(&url)
            .json(&body)
            .send()
            .await
            .context("submit backtest")?;

        if !resp.status().is_success() {
            let status = resp.status();
            let body_text = resp.text().await.unwrap_or_default();
            anyhow::bail!("submit backtest {status}: {body_text}");
        }
        resp.json().await.context("parse backtest response")
    }

    /// Poll a run until it reaches a terminal state.
    pub async fn poll_until_done(
        &self,
        run_id: Uuid,
        poll_interval: std::time::Duration,
        timeout: std::time::Duration,
    ) -> Result<PaperRunResponse> {
        let url = format!("{}/paper-runs/{}", self.base_url, run_id);
        let deadline = tokio::time::Instant::now() + timeout;

        loop {
            let resp: PaperRunResponse = self
                .client
                .get(&url)
                .send()
                .await
                .context("poll backtest")?
                .json()
                .await
                .context("parse poll response")?;

            match resp.status.as_str() {
                "complete" | "failed" | "cancelled" => return Ok(resp),
                _ => {
                    if tokio::time::Instant::now() > deadline {
                        anyhow::bail!("backtest {run_id} timed out after {}s", timeout.as_secs());
                    }
                    tokio::time::sleep(poll_interval).await;
                }
            }
        }
    }

    /// Fetch condition audit summary for a completed run.
    pub async fn condition_audit(&self, run_id: Uuid) -> Result<Value> {
        let url = format!("{}/paper-runs/{}/condition-audit", self.base_url, run_id);
        let resp = self.client.get(&url).send().await?;
        if !resp.status().is_success() {
            anyhow::bail!("condition audit {}: {}", resp.status(), resp.text().await?);
        }
        resp.json().await.context("parse condition audit")
    }
}