stock-bot/apps/dashboard/src/app/services/strategy.service.ts

import { HttpClient } from '@angular/common/http';
import { Injectable } from '@angular/core';
import { Observable } from 'rxjs';

export interface TradingStrategy {
  id: string;
  name: string;
  description: string;
  status: 'ACTIVE' | 'INACTIVE' | 'PAUSED' | 'ERROR';
  type: string;
  symbols: string[];
  parameters: Record<string, any>;
  performance: {
    totalTrades: number;
    winRate: number;
    totalReturn: number;
    sharpeRatio: number;
    maxDrawdown: number;
  };
  createdAt: Date;
  updatedAt: Date;
}

export interface BacktestRequest {
  strategyType: string;
  strategyParams: Record<string, any>;
  symbols: string[];
  startDate: Date | string;
  endDate: Date | string;
  initialCapital: number;
  dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
  commission: number;
  slippage: number;
  mode: 'event' | 'vector';
}

export interface BacktestResult {
  strategyId: string;
  startDate: Date;
  endDate: Date;
  duration: number;
  initialCapital: number;
  finalCapital: number;
  totalReturn: number;
  annualizedReturn: number;
  sharpeRatio: number;
  maxDrawdown: number;
  maxDrawdownDuration: number;
  winRate: number;
  totalTrades: number;
  winningTrades: number;
  losingTrades: number;
  averageWinningTrade: number;
  averageLosingTrade: number;
  profitFactor: number;
  dailyReturns: Array<{ date: Date; return: number }>;
  trades: Array<{
    symbol: string;
    entryTime: Date;
    entryPrice: number;
    exitTime: Date;
    exitPrice: number;
    quantity: number;
    pnl: number;
    pnlPercent: number;
  }>;
  // Advanced metrics
  sortinoRatio?: number;
  calmarRatio?: number;
  omegaRatio?: number;
  cagr?: number;
  volatility?: number;
  ulcerIndex?: number;
}

interface ApiResponse<T> {
  success: boolean;
  data: T;
  error?: string;
}

@Injectable({
  providedIn: 'root',
})
export class StrategyService {
  private apiBaseUrl = '/api'; // Will be proxied to the correct backend endpoint

  constructor(private http: HttpClient) {}

  // Strategy Management
  getStrategies(): Observable<ApiResponse<TradingStrategy[]>> {
    return this.http.get<ApiResponse<TradingStrategy[]>>(`${this.apiBaseUrl}/strategies`);
  }

  getStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
    return this.http.get<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`);
  }

  createStrategy(strategy: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
    return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies`, strategy);
  }

  updateStrategy(
    id: string,
    updates: Partial<TradingStrategy>
  ): Observable<ApiResponse<TradingStrategy>> {
    return this.http.put<ApiResponse<TradingStrategy>>(
      `${this.apiBaseUrl}/strategies/${id}`,
      updates
    );
  }

  startStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
    return this.http.post<ApiResponse<TradingStrategy>>(
      `${this.apiBaseUrl}/strategies/${id}/start`,
      {}
    );
  }

  stopStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
    return this.http.post<ApiResponse<TradingStrategy>>(
      `${this.apiBaseUrl}/strategies/${id}/stop`,
      {}
    );
  }

  pauseStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
    return this.http.post<ApiResponse<TradingStrategy>>(
      `${this.apiBaseUrl}/strategies/${id}/pause`,
      {}
    );
  }

  // Backtest Management
  getStrategyTypes(): Observable<ApiResponse<string[]>> {
    return this.http.get<ApiResponse<string[]>>(`${this.apiBaseUrl}/strategy-types`);
  }

  getStrategyParameters(type: string): Observable<ApiResponse<Record<string, any>>> {
    return this.http.get<ApiResponse<Record<string, any>>>(
      `${this.apiBaseUrl}/strategy-parameters/${type}`
    );
  }

  runBacktest(request: BacktestRequest): Observable<ApiResponse<BacktestResult>> {
    return this.http.post<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest`, request);
  }
  getBacktestResult(id: string): Observable<ApiResponse<BacktestResult>> {
    return this.http.get<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest/${id}`);
  }

  optimizeStrategy(
    baseRequest: BacktestRequest,
    parameterGrid: Record<string, any[]>
  ): Observable<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>> {
    return this.http.post<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>>(
      `${this.apiBaseUrl}/backtest/optimize`,
      { baseRequest, parameterGrid }
    );
  }

  // Strategy Signals and Trades
  getStrategySignals(strategyId: string): Observable<
    ApiResponse<
      Array<{
        id: string;
        strategyId: string;
        symbol: string;
        action: string;
        price: number;
        quantity: number;
        timestamp: Date;
        confidence: number;
        metadata?: any;
      }>
    >
  > {
    return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/signals`);
  }

  getStrategyTrades(strategyId: string): Observable<
    ApiResponse<
      Array<{
        id: string;
        strategyId: string;
        symbol: string;
        entryPrice: number;
        entryTime: Date;
        exitPrice: number;
        exitTime: Date;
        quantity: number;
        pnl: number;
        pnlPercent: number;
      }>
    >
  > {
    return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/trades`);
  }

  // Helper methods for common transformations
  formatBacktestRequest(formData: any): BacktestRequest {
    // Handle date formatting and parameter conversion
    return {
      ...formData,
      startDate:
        formData.startDate instanceof Date ? formData.startDate.toISOString() : formData.startDate,
      endDate: formData.endDate instanceof Date ? formData.endDate.toISOString() : formData.endDate,
      strategyParams: this.convertParameterTypes(formData.strategyType, formData.strategyParams),
    };
  }

  private convertParameterTypes(
    strategyType: string,
    params: Record<string, any>
  ): Record<string, any> {
    // Convert string parameters to correct types based on strategy requirements
    const result: Record<string, any> = {};

    for (const [key, value] of Object.entries(params)) {
      if (typeof value === 'string') {
        // Try to convert to number if it looks like a number
        if (!isNaN(Number(value))) {
          result[key] = Number(value);
        } else if (value.toLowerCase() === 'true') {
          result[key] = true;
        } else if (value.toLowerCase() === 'false') {
          result[key] = false;
        } else {
          result[key] = value;
        }
      } else {
        result[key] = value;
      }
    }

    return result;
  }
}