from __future__ import annotations

from dataclasses import dataclass
from typing import List, Optional


@dataclass
class Asset:
    """Canonical asset representation.
    Example: {"type": "equity", "symbol": "AAPL"} or {"type": "option", "underlying": "AAPL", "strike": 150, "expires": "2026-12-17"}
    """

    type: str  # 'equity', 'option', 'future'
    symbol: Optional[str] = None
    underlying: Optional[str] = None
    strike: Optional[float] = None
    expires: Optional[str] = None

    def canonical_id(self) -> str:
        if self.type == "equity":
            return f"EQ:{self.symbol}"
        if self.type == "option":
            return f"OP:{self.underlying}:{self.strike}:{self.expires}"
        if self.type == "future":
            return f"FU:{self.symbol or self.underlying}:{self.expires}"
        return f"UNK:{self.symbol or 'UNDEF'}"


@dataclass
class MarketSignal:
    """Lightweight market signal used by adapters to convey prices, liquidity, etc."""
    asset: Asset
    price: float
    volatility: float = 0.0
    liquidity: float = 1.0
    timestamp: float = 0.0


@dataclass
class StrategyDelta:
    """Local decision block; describes intent to adjust hedges for an asset.
    This is a light DSL-like structure that adapters translate into venue orders.
    """
    asset: Asset
    delta: float  # directional hedge to apply (positive means buy delta exposure, etc.)
    vega: float = 0.0
    gamma: float = 0.0
    target_pnl: Optional[float] = None
    max_order_size: float = 1.0
    timestamp: float = 0.0


@dataclass
class PlanDelta:
    """Incremental hedges/adjustments with metadata for auditability."""
    deltas: List[StrategyDelta]
    confidence: float = 1.0
    venue: Optional[str] = None
    author: str = "system"
    timestamp: float = 0.0
    signature: Optional[str] = None  # placeholder for cryptographic tag