import lab, math, sys, rotmap as R
R.INDEX_NEED = int(sys.argv[1]) if len(sys.argv) > 1 else 1
R.RISK_MA = int(sys.argv[2]) if len(sys.argv) > 2 else 50
print('RISK_MA', R.RISK_MA)
M = lab.load()
label, runs = lab.oracle(M)
print("INDEX_NEED", R.INDEX_NEED, "| ORACLE RUNS (45d best of CASH/BTC/ALTS, min run 21d), MAJOR = edge >= 20%")
for s, e, l, edge, r in runs:
    tag = "MAJOR" if edge >= math.log(1.2) else ""
    print("  %s .. %s  %-4s  %4dd  edge %+5.0f%%  BTC %+5.0f%%  ALTS %+5.0f%%  %s" % (M.days[s], M.days[e], l, e - s + 1,
          100 * (math.exp(edge) - 1), 100 * (math.exp(r["BTC"]) - 1), 100 * (math.exp(r["ALTS"]) - 1), tag))
rules = {"hold BTC": lambda M: (lambda i: {"BTC": 1.0}),
         "BTC risk switch": lambda M: (lambda i: {"BTC": 1.0} if M.risk_on(i) else {}),
         "book G (live)": lambda M: M.book_rule()[0],
         "alts when risk on": lambda M: (lambda i: {b: 1/6 for b in R.ALT_BASKETS if M.idx[b][i]} if M.risk_on(i) else {})}
for per in [("2020-06-01", "2024-06-30"), ("2024-07-01", None)]:
    print("\nPERIOD", per)
    for n, f in rules.items():
        s = lab.score(M, f(M), per[0], per[1], label=label, runs=runs)
        print("  %-18s acc %3d%%  capture %3d%%  majors caught %d/%d  median lag %s d  switches %d  ret %+d%%" % (
            n, s["acc"], s["capture"], s["caught"], s["major"], s["med_lag"], s["switches"], s["ret"]))
s = lab.score(M, M.book_rule()[0], "2020-06-01", None, label=label, runs=runs)
print("\nBOOK G, every major rotation (start, end, bucket, edge%, lag to hold it, % of run held):")
for x in s["events"]: print("  ", x)