from __future__ import annotations

from datetime import datetime, timedelta
from typing import Iterator

from ..dsl import MarketSignal


class EquityFeedAdapter:
    """Starter equity price feed adapter (stubbed for MVP).

    Generates deterministic MarketSignal data for two assets across two venues.
    """

    def __init__(self, symbols=None, venues=None):
        self.symbols = symbols or ["AAPL", "MSFT"]
        self.venues = venues or ["VENUE-A", "VENUE-B"]

    def stream_signals(self) -> Iterator[MarketSignal]:
        base = {"AAPL": 150.0, "MSFT": 300.0}
        t = datetime.utcnow()
        for i in range(4):
            for v_i, venue in enumerate(self.venues):
                for sym in self.symbols:
                    price = base.get(sym, 100.0) * (1 + (i * 0.001) + (v_i * 0.0005))
                    yield MarketSignal(asset_symbol=sym, venue=venue, price=float(price), timestamp=t + timedelta(seconds=i))