Blame for config.py

"""

config.py — Single source of truth for all configuration.

Validates .env on import. Exits on any failure with a clear message.

Run `python config.py migrate` to update .env with new keys.

"""
from __future__ import annotations

import logging
import os
import re
import sys
from pathlib import Path

from dotenv import dotenv_values, load_dotenv, set_key

from contracts import ConfigError

logger = logging.getLogger("trading_system.config")

# ── Constants ────────────────────────────────────────────────────────────────

EXPECTED_SCHEMA_VERSION = 2
BASE_DIR = Path(__file__).resolve().parent
ENV_FILE = BASE_DIR / ".env"
ENV_EXAMPLE = BASE_DIR / ".env.example"

# ── Load .env ────────────────────────────────────────────────────────────────

load_dotenv(ENV_FILE, override=True)


def _get(key: str, cast=str, default=None):
    """Get env var with type casting."""
    val = os.getenv(key)
    if val is None or val.strip() == "":
        if default is not None:
            return default
        return None
    val = val.strip()
    if cast is bool:
        return val.lower() in ("true", "1", "yes")
    return cast(val)


def _require(key: str, cast=str):
    """Get required env var or exit."""
    val = _get(key, cast)
    if val is None:
        print(f"MISSING ENV KEY: {key}")
        sys.exit(1)
    return val


# ── Parse example keys ──────────────────────────────────────────────────────

def _parse_example_keys() -> set[str]:
    """Extract all KEY names from .env.example."""
    keys = set()
    if not ENV_EXAMPLE.exists():
        return keys
    for line in ENV_EXAMPLE.read_text(encoding="utf-8").splitlines():
        line = line.strip()
        if not line or line.startswith("#"):
            continue
        match = re.match(r"^([A-Z_][A-Z0-9_]*)=", line)
        if match:
            keys.add(match.group(1))
    return keys


# ── Validation ───────────────────────────────────────────────────────────────

def _validate_all_keys_present():
    """Check 1: Every key in .env.example must exist in .env."""
    example_keys = _parse_example_keys()
    loaded = dotenv_values(ENV_FILE) if ENV_FILE.exists() else {}
    for key in example_keys:
        if key not in loaded and os.getenv(key) is None:
            print(f"MISSING ENV KEY: {key}")
            sys.exit(1)


def _validate_schema_version():
    """Check 2: ENV_SCHEMA_VERSION must match expected."""
    version = _get("ENV_SCHEMA_VERSION", int, 0)
    if version != EXPECTED_SCHEMA_VERSION:
        print(
            f"ENV schema mismatch: expected v{EXPECTED_SCHEMA_VERSION}, got v{version}.\n"
            f"Run `python config.py migrate` to update your .env."
        )
        sys.exit(1)


def _validate():
    """Run all validation checks."""
    _validate_all_keys_present()
    _validate_schema_version()

    # Check 3: RISK_PER_TRADE_PCT <= 3.0 (swing uses 2%)
    risk = _get("RISK_PER_TRADE_PCT", float, 1.0)
    if risk > 3.0:
        raise ConfigError(
            f"RISK_PER_TRADE_PCT={risk} exceeds hard cap of 3.0. "
            "Refusing to start. Lower your risk or accept the cap."
        )

    # Check 4: weights sum to 1.0
    tw = _get("TECHNICAL_WEIGHT", float, 0.65)
    sw = _get("SENTIMENT_WEIGHT", float, 0.35)
    if abs((tw + sw) - 1.0) > 0.001:
        raise ConfigError(
            f"TECHNICAL_WEIGHT ({tw}) + SENTIMENT_WEIGHT ({sw}) = {tw + sw}, "
            "must equal 1.0 (±0.001)."
        )

    # Check 5: HISTORY_DAILY_DAYS >= 250
    hdd = _get("HISTORY_DAILY_DAYS", int, 500)
    if hdd < 250:
        logger.warning(
            "HISTORY_DAILY_DAYS overridden to 250 "
            "(EMA200 requires minimum 250 daily bars)."
        )
        os.environ["HISTORY_DAILY_DAYS"] = "250"

    # Check 6: short selling requires margin
    allow_short = _get("ALLOW_SHORT", bool, False)
    acct_type = _get("ALPACA_ACCOUNT_TYPE", str, "margin")
    if allow_short and acct_type == "cash":
        raise ConfigError("Short selling requires a margin account.")

    # Check 8: ALLOCATED_CAPITAL must be > 0 for live trading
    mode = _get("TRADING_MODE", str, "paper")
    alloc = _get("ALLOCATED_CAPITAL", float, 0.0)
    dry = _get("DRY_RUN", bool, True)
    if mode == "live" and not dry and alloc <= 0:
        raise ConfigError(
            "ALLOCATED_CAPITAL must be > 0 for live trading. "
            "Set ALLOCATED_CAPITAL to your maximum bot allocation (e.g., 300). "
            "This prevents the bot from using your full account balance."
        )

    # Check 7: overnight positions warning
    allow_overnight = _get("ALLOW_OVERNIGHT_POSITIONS", bool, False)
    if allow_overnight:
        logger.warning(
            "Overnight positions enabled. Using wider stops (2x daily ATR) "
            "to absorb gap risk. Max %d positions.",
            _get("MAX_OPEN_POSITIONS", int, 3),
        )


# ── Run validation on import ────────────────────────────────────────────────

try:
    _validate()
except ConfigError as e:
    print(f"CONFIG ERROR: {e}")
    sys.exit(1)

# ── Expose all config values as module-level constants ───────────────────────

ALPACA_API_KEY: str = _get("ALPACA_API_KEY", str, "")
ALPACA_SECRET_KEY: str = _get("ALPACA_SECRET_KEY", str, "")
ALPACA_BASE_URL: str = _get("ALPACA_BASE_URL", str, "https://paper-api.alpaca.markets")
ALPACA_DATA_URL: str = _get("ALPACA_DATA_URL", str, "https://data.alpaca.markets")
ALPACA_ACCOUNT_TYPE: str = _get("ALPACA_ACCOUNT_TYPE", str, "margin")

NEWS_API_KEY: str = _get("NEWS_API_KEY", str, "")
GNEWS_API_KEY: str = _get("GNEWS_API_KEY", str, "")

TELEGRAM_BOT_TOKEN: str = _get("TELEGRAM_BOT_TOKEN", str, "")
TELEGRAM_CHAT_ID: str = _get("TELEGRAM_CHAT_ID", str, "")

TRADING_MODE: str = _get("TRADING_MODE", str, "paper")
DRY_RUN: bool = _get("DRY_RUN", bool, True)
TARGET_DAILY_PROFIT_USD: float = _get("TARGET_DAILY_PROFIT_USD", float, 20.0)
MAX_DAILY_LOSS_USD: float = _get("MAX_DAILY_LOSS_USD", float, 40.0)
MAX_LOSS_PER_POSITION_USD: float = _get("MAX_LOSS_PER_POSITION_USD", float, 2.0)
RISK_PER_TRADE_PCT: float = _get("RISK_PER_TRADE_PCT", float, 1.0)
MAX_OPEN_POSITIONS: int = _get("MAX_OPEN_POSITIONS", int, 3)
MAX_DAILY_TRADES: int = _get("MAX_DAILY_TRADES", int, 10)
ALLOW_SHORT: bool = _get("ALLOW_SHORT", bool, False)
ALLOW_CRYPTO: bool = _get("ALLOW_CRYPTO", bool, False)

# ── Universe rotation (A/B daily switch) ─────────────────────────────────────
_UNIVERSE_A_RAW: str = _get("UNIVERSE_A", str, "")
_UNIVERSE_B_RAW: str = _get("UNIVERSE_B", str, "")
_UNIVERSE_RAW: str = _get("UNIVERSE", str, "")

if _UNIVERSE_A_RAW and _UNIVERSE_B_RAW:
    UNIVERSE_A: list[str] = [s.strip() for s in _UNIVERSE_A_RAW.split(",") if s.strip()]
    UNIVERSE_B: list[str] = [s.strip() for s in _UNIVERSE_B_RAW.split(",") if s.strip()]
    # Rotate based on day-of-year: odd days → A, even days → B
    from datetime import datetime, timezone
    _today_doy = datetime.now(timezone.utc).timetuple().tm_yday
    UNIVERSE: list[str] = UNIVERSE_A if (_today_doy % 2 == 1) else UNIVERSE_B
    UNIVERSE_LABEL: str = "A" if (_today_doy % 2 == 1) else "B"
    logger.info("Universe rotation: Day %d → Universe %s (%d tickers)", _today_doy, UNIVERSE_LABEL, len(UNIVERSE))
else:
    UNIVERSE_A = []
    UNIVERSE_B = []
    UNIVERSE: list[str] = [s.strip() for s in _UNIVERSE_RAW.split(",") if s.strip()] if _UNIVERSE_RAW and _UNIVERSE_RAW != "auto" else ["AAPL", "MSFT", "NVDA", "SPY", "QQQ", "TSLA"]
    UNIVERSE_LABEL: str = "single"

GPU_AVAILABLE: bool = _get("GPU_AVAILABLE", bool, True)

MAX_SPREAD_PCT: float = _get("MAX_SPREAD_PCT", float, 0.50)
LIMIT_ORDER_TIMEOUT_SEC: int = _get("LIMIT_ORDER_TIMEOUT_SEC", int, 60)
ALLOW_MARKET_ORDERS: bool = _get("ALLOW_MARKET_ORDERS", bool, False)
AGGRESSIVE_ENTRY: bool = _get("AGGRESSIVE_ENTRY", bool, False)
LOCK_PROFITS_AT_TARGET: bool = _get("LOCK_PROFITS_AT_TARGET", bool, True)
ALLOW_OVERNIGHT_POSITIONS: bool = _get("ALLOW_OVERNIGHT_POSITIONS", bool, False)
ALLOCATED_CAPITAL: float = _get("ALLOCATED_CAPITAL", float, 0.0)
MIN_POSITION_NOTIONAL_PCT: float = _get("MIN_POSITION_NOTIONAL_PCT", float, 0.05)
MAX_SECTOR_POSITIONS: int = _get("MAX_SECTOR_POSITIONS", int, 2)
STRATEGY_MODE: str = _get("STRATEGY_MODE", str, "auto")

TECHNICAL_WEIGHT: float = _get("TECHNICAL_WEIGHT", float, 0.65)
SENTIMENT_WEIGHT: float = _get("SENTIMENT_WEIGHT", float, 0.35)
SIGNAL_BUY_THRESHOLD: float = _get("SIGNAL_BUY_THRESHOLD", float, 0.55)
SIGNAL_SELL_THRESHOLD: float = _get("SIGNAL_SELL_THRESHOLD", float, -0.55)
ATR_PERCENTILE_WINDOW_DAYS: int = _get("ATR_PERCENTILE_WINDOW_DAYS", int, 30)

ACCOUNT_BALANCE_ABOVE_25K: bool = _get("ACCOUNT_BALANCE_ABOVE_25K", bool, True)
PDT_MAX_DAY_TRADES: int = _get("PDT_MAX_DAY_TRADES", int, 3)

HISTORY_DAILY_DAYS: int = max(_get("HISTORY_DAILY_DAYS", int, 500), 250)
HISTORY_HOURLY_DAYS: int = _get("HISTORY_HOURLY_DAYS", int, 180)
HISTORY_5MIN_DAYS: int = _get("HISTORY_5MIN_DAYS", int, 30)
DB_BACKEND: str = _get("DB_BACKEND", str, "sqlite")

# ── Trading Schedule (ET) ────────────────────────────────────────────────────
TRADING_START_ET: str = _get("TRADING_START_ET", str, "09:45")   # begin entries
TRADING_STOP_ET: str = _get("TRADING_STOP_ET", str, "14:00")     # stop new entries
FORCE_CLOSE_ET: str = _get("FORCE_CLOSE_ET", str, "14:00")       # close positions
SYSTEM_START_MINUTES_BEFORE_OPEN: int = _get("SYSTEM_START_MINUTES_BEFORE_OPEN", int, 10)

def _parse_et_time(hhmm: str) -> tuple[int, int]:
    """Parse 'HH:MM' string to (hour, minute)."""
    parts = hhmm.strip().split(":")
    return int(parts[0]), int(parts[1])

TRADING_START_HOUR, TRADING_START_MIN = _parse_et_time(TRADING_START_ET)
TRADING_STOP_HOUR, TRADING_STOP_MIN = _parse_et_time(TRADING_STOP_ET)
FORCE_CLOSE_HOUR, FORCE_CLOSE_MIN = _parse_et_time(FORCE_CLOSE_ET)


# ── Migrate command ──────────────────────────────────────────────────────────

def migrate():
    """Add any missing keys from .env.example to .env without deleting existing ones."""
    example_keys = _parse_example_keys()
    loaded = dotenv_values(ENV_FILE) if ENV_FILE.exists() else {}
    example_vals = dotenv_values(ENV_EXAMPLE) if ENV_EXAMPLE.exists() else {}
    added = []
    for key in sorted(example_keys):
        if key not in loaded:
            default = example_vals.get(key, "")
            set_key(str(ENV_FILE), key, default)
            added.append(key)
    # Update schema version
    set_key(str(ENV_FILE), "ENV_SCHEMA_VERSION", str(EXPECTED_SCHEMA_VERSION))
    if added:
        print(f"Added {len(added)} missing keys: {', '.join(added)}")
    else:
        print("No missing keys. .env is up to date.")
    print(f"ENV_SCHEMA_VERSION set to {EXPECTED_SCHEMA_VERSION}.")


if __name__ == "__main__":
    if len(sys.argv) > 1 and sys.argv[1] == "migrate":
        migrate()
    else:
        print("Config loaded successfully. All validations passed.")
        print(f"  TRADING_MODE={TRADING_MODE}")
        print(f"  DRY_RUN={DRY_RUN}")
        print(f"  UNIVERSE={UNIVERSE}")
        print(f"  GPU_AVAILABLE={GPU_AVAILABLE}")
        print(f"  DB_BACKEND={DB_BACKEND}")
        print(f"  ACCOUNT_BALANCE_ABOVE_25K={ACCOUNT_BALANCE_ABOVE_25K}")