from __future__ import annotations

from typing import List

from .dsl import Asset, MarketSignal, PlanDelta, StrategyDelta
from .coordinator import ADMMCoordinator
from .execution import ExecutionEngine
from .backtester import Backtester
from .adapters.equity_feed import build_asset as build_equity_asset, get_signals as equity_signals
from .adapters.options_feed import build_asset as build_option_asset, get_signals as option_signals


def demo_run(now: float) -> dict:
    # Create two assets across two venues as a minimal cross-venue demo
    aapl = build_equity_asset("AAPL")
    aapl_opt = build_option_asset("AAPL_20260120_150C")

    # Signals (venue A data feed + venue B option data feed)
    sigs: List[MarketSignal] = []
    sigs.extend(equity_signals(now))
    sigs.extend(option_signals(now))

    # Simple delta plan: two deltas that sum to zero (delta-neutral)
    d1 = StrategyDelta(delta_positions={aapl.symbol: 10, aapl_opt.symbol: -10}, cash_delta=0.0, notes="mv1")
    d2 = StrategyDelta(delta_positions={aapl.symbol: -5, aapl_opt.symbol: 5}, cash_delta=0.0, notes="mv2")
    plan = PlanDelta(actions=[], deltas=[d1, d2], signature="demo-sig-1")

    # Reconcile plan across venues
    coordinator = ADMMCoordinator()
    reconciled = coordinator.reconcile(plan)

    # Route via execution engine (latency-aware)
    engine = ExecutionEngine()
    routes = engine.route(reconciled, sigs)

    # Backtest deterministic PnL
    bt = Backtester(seed=42)
    pnl = bt.replay(sigs, reconciled)

    return {
        "assets": [aapl.symbol, aapl_opt.symbol],
        "routes": routes,
        "pnl": pnl,
        "signatures": reconciled.signature,
    }