/**
 * Risk management configuration using Yup
 */
import { cleanEnv, envValidators } from './env-utils';

const { str, num, bool, strWithChoices } = envValidators;

/**
 * Risk configuration with validation and defaults
 */
export const riskConfig = cleanEnv(process.env, {
  // Position Sizing
  RISK_MAX_POSITION_SIZE: num(0.1, 'Maximum position size as percentage of portfolio'),
  RISK_MAX_PORTFOLIO_EXPOSURE: num(0.8, 'Maximum portfolio exposure percentage'),
  RISK_MAX_SINGLE_ASSET_EXPOSURE: num(0.2, 'Maximum exposure to single asset'),
  RISK_MAX_SECTOR_EXPOSURE: num(0.3, 'Maximum exposure to single sector'),

  // Stop Loss and Take Profit
  RISK_DEFAULT_STOP_LOSS: num(0.05, 'Default stop loss percentage'),
  RISK_DEFAULT_TAKE_PROFIT: num(0.15, 'Default take profit percentage'),
  RISK_TRAILING_STOP_ENABLED: bool(true, 'Enable trailing stop losses'),
  RISK_TRAILING_STOP_DISTANCE: num(0.03, 'Trailing stop distance percentage'),

  // Risk Limits
  RISK_MAX_DAILY_LOSS: num(0.05, 'Maximum daily loss percentage'),
  RISK_MAX_WEEKLY_LOSS: num(0.1, 'Maximum weekly loss percentage'),
  RISK_MAX_MONTHLY_LOSS: num(0.2, 'Maximum monthly loss percentage'),

  // Volatility Controls
  RISK_MAX_VOLATILITY_THRESHOLD: num(0.4, 'Maximum volatility threshold'),
  RISK_VOLATILITY_LOOKBACK_DAYS: num(20, 'Volatility calculation lookback period'),

  // Correlation Controls
  RISK_MAX_CORRELATION_THRESHOLD: num(0.7, 'Maximum correlation between positions'),
  RISK_CORRELATION_LOOKBACK_DAYS: num(60, 'Correlation calculation lookback period'),

  // Leverage Controls
  RISK_MAX_LEVERAGE: num(2.0, 'Maximum leverage allowed'),
  RISK_MARGIN_CALL_THRESHOLD: num(0.3, 'Margin call threshold'),

  // Circuit Breakers
  RISK_CIRCUIT_BREAKER_ENABLED: bool(true, 'Enable circuit breakers'),
  RISK_CIRCUIT_BREAKER_LOSS_THRESHOLD: num(0.1, 'Circuit breaker loss threshold'),
  RISK_CIRCUIT_BREAKER_COOLDOWN_MINUTES: num(60, 'Circuit breaker cooldown period'),

  // Risk Model
  RISK_MODEL_TYPE: strWithChoices(['var', 'cvar', 'expected_shortfall'], 'var', 'Risk model type'),
  RISK_CONFIDENCE_LEVEL: num(0.95, 'Risk model confidence level'),
  RISK_TIME_HORIZON_DAYS: num(1, 'Risk time horizon in days'),
});

// Export typed configuration object
export type RiskConfig = typeof riskConfig;

// Export individual config values for convenience
export const {
  RISK_MAX_POSITION_SIZE,
  RISK_MAX_PORTFOLIO_EXPOSURE,
  RISK_MAX_SINGLE_ASSET_EXPOSURE,
  RISK_MAX_SECTOR_EXPOSURE,
  RISK_DEFAULT_STOP_LOSS,
  RISK_DEFAULT_TAKE_PROFIT,
  RISK_TRAILING_STOP_ENABLED,
  RISK_TRAILING_STOP_DISTANCE,
  RISK_MAX_DAILY_LOSS,
  RISK_MAX_WEEKLY_LOSS,
  RISK_MAX_MONTHLY_LOSS,
  RISK_MAX_VOLATILITY_THRESHOLD,
  RISK_VOLATILITY_LOOKBACK_DAYS,
  RISK_MAX_CORRELATION_THRESHOLD,
  RISK_CORRELATION_LOOKBACK_DAYS,
  RISK_MAX_LEVERAGE,
  RISK_MARGIN_CALL_THRESHOLD,
  RISK_CIRCUIT_BREAKER_ENABLED,
  RISK_CIRCUIT_BREAKER_LOSS_THRESHOLD,
  RISK_CIRCUIT_BREAKER_COOLDOWN_MINUTES,
  RISK_MODEL_TYPE,
  RISK_CONFIDENCE_LEVEL,
  RISK_TIME_HORIZON_DAYS,
} = riskConfig;