from __future__ import annotations

from datetime import datetime, timedelta
from typing import Iterator

from ..dsl import MarketSignal, Asset

def build_asset(symbol: str, asset_class: str = "option") -> Asset:
    """Lightweight helper to build a canonical Asset object for options.

    Matches usage in tests which expect an option Asset constructed via
    build_asset("AAPL_OPT"). The Asset data model is flexible, so we store the
    provided symbol and the asset_class as provided.
    """
    return Asset(symbol=symbol, asset_class=asset_class)


class OptionsFeedAdapter:
    """Starter options market data adapter (stubbed for MVP).

    Produces deterministic signals for options on two assets across two venues.
    """

    def __init__(self, assets=None, venues=None):
        self.assets = assets or [{"symbol": "AAPL", "type": "call"}, {"symbol": "MSFT", "type": "put"}]
        self.venues = venues or ["VENUE-A", "VENUE-B"]

    def stream_signals(self) -> Iterator[MarketSignal]:
        t = datetime.utcnow()
        for i in range(4):
            for venue in self.venues:
                for a in self.assets:
                    symbol = a.get("symbol")
                    price = 5.0 * (1 + i * 0.01)
                    asset = Asset(symbol=symbol, type=a.get("type", "call"))
                    ts = float((t + timedelta(seconds=i)).timestamp())
                    venue_code = 0.0 if venue == "VENUE-A" else 1.0
                    yield MarketSignal(asset=asset, price=float(price), timestamp=ts, meta={"venue": venue_code})

def get_signals(assets=None, venues=None) -> Iterator[MarketSignal]:
    """Backward-compatible helper to fetch signals from the options feed.

    Returns an iterator of MarketSignal objects for use in tests and downstream flows.
    """
    adapter = OptionsFeedAdapter(assets=assets, venues=venues)
    return adapter.stream_signals()