#!/usr/bin/env python3
"""Where to post a sell order and how long it should take to clear, vs hitting the bids now.
Formalizes the by-hand check done before every AL/BHP sale, including the tranche split: an
aggressive (undercut) tranche sized to a quantile of daily volume so it's confident to clear
today, and a patient tranche (priced just under the next competitor tier) for the rest. The
quantile is the newsvendor critical fractile Cu/(Cu+Co): median (0.5) when the cost of running
out of cash (Cu) and the cost of discounting unnecessarily (Co) are about equal; higher (0.8 via
--tight) when Cu dominates, i.e. a restock/buildout payment is imminent and stockout risk (not
having cash in time) matters more than a few points of margin.

  puga sell BHP 8 --cx AI1
  puga sell BHP 11 --tight        # cash-tight: bias the split toward the aggressive tranche
"""
import argparse, datetime, statistics, sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
from puga import config, fio, market


def quantile(xs: list[float], q: float) -> float:
    return sorted(xs)[int(q * (len(xs) - 1))] if xs else 0.0


def tranche_split(qty: float, trades: list[float], tight: bool) -> tuple[float, float]:
    """(aggressive_qty, patient_qty). Aggressive is capped at qty and at the volume quantile."""
    q = 0.8 if tight else 0.5
    aggressive = min(qty, quantile(trades, q)) if trades else qty
    return aggressive, qty - aggressive


def daily_traded(tk: str, cx: str, days: int = 30) -> list[float]:
    rows = [(datetime.datetime.fromtimestamp(e["DateEpochMs"] / 1000, datetime.timezone.utc).date(), e["Traded"])
            for e in fio.cxpc(tk, cx) if e.get("Interval") == "DAY_ONE" and e.get("Traded")]
    return [t for _, t in rows[-days:]]


def main():
    ap = argparse.ArgumentParser()
    ap.add_argument("ticker")
    ap.add_argument("qty", type=float)
    ap.add_argument("--cx", default=config.DEFAULT_CX)
    ap.add_argument("--undercut", type=float, default=10, help="AIC to undercut the current best ask by")
    ap.add_argument("--tight", action="store_true", help="cash-tight: bias the tranche split toward the aggressive (undercut) tranche")
    ap.add_argument("--show-bid", action="store_true", help="also show instant-bid revenue (usually worse than the tranche split; off by default)")
    a = ap.parse_args()
    t = a.ticker.upper()
    ob = fio.order_book(t, a.cx)
    asks = sorted((o["ItemCost"], o["ItemCount"] or 0) for o in ob["SellingOrders"] if o.get("ItemCost"))
    best_ask = asks[0][0] if asks else None
    post = round((best_ask - a.undercut) if best_ask else (ob.get("Ask") or 0))
    ahead = sum(u for p, u in asks if p < post)

    trades = daily_traded(t, a.cx)
    med = statistics.median(trades) if trades else 0
    lo = sorted(trades)[int(0.2 * (len(trades) - 1))] if trades else 0
    hi = sorted(trades)[int(0.8 * (len(trades) - 1))] if trades else 0

    print(f"{t}.{a.cx}  best ask {best_ask}  bid {ob.get('Bid')}  vwap7 {ob.get('PriceAverage')}")
    print(f"\npost {a.qty:g} at {post:.0f}  ({ahead:.0f} units ahead of you at a lower price)")
    print(f"  revenue if filled: {post * a.qty:,.0f}")
    if med:
        print(f"  expected clear time (last {len(trades)}d volume): busy day {24 * a.qty / hi:.1f}h | "
              f"median day {24 * a.qty / med:.1f}h | slow day {24 * a.qty / max(lo, 1):.1f}h")
    else:
        print("  no recent trade history to estimate clear time")

    if a.show_bid:
        hit = market.walk(t, a.cx, a.qty, "sell")
        print(f"\ninstant (hit the bids now): {hit['total']:,.0f}  (avg {hit['avg']:.0f}, worst {hit['worst']:.0f}"
              + (f", SHORT: book only fills {hit['filled']:.0f}" if hit["short"] else "") + ")")
        print(f"  posting patiently gains {post * a.qty - hit['total']:,.0f} over this, at the cost of waiting")

    aggr_qty, patient_qty = tranche_split(a.qty, trades, a.tight)
    if patient_qty > 0.01:
        tiers_above = sorted({p for p, u in asks if p > post})
        patient_price = round(tiers_above[0] - 1) if tiers_above else round(post + 2 * a.undercut)
        q_label = "80th pct (tight)" if a.tight else "median"
        print(f"\nTRANCHE SPLIT ({q_label} volume quantile, {len(trades)}d):")
        print(f"  aggressive: {aggr_qty:.1f} @ {post:.0f}  (confident to clear today)")
        print(f"  patient:    {patient_qty:.1f} @ {patient_price:.0f}  (waits behind the next tier, higher margin)")
        print(f"  vs posting all {a.qty:g} at {post:.0f}: gains {patient_qty*(patient_price-post):,.0f} extra if the patient tranche fills")


if __name__ == "__main__":
    main()