#!/usr/bin/env node

/**
 * Backtest: Anti-Chop Filter + Score 65
 * 
 * Simulates how the last 30 trades would have performed with:
 * 1. New anti-chop filter (high volume + low ADX = -15 pts)
 * 2. Minimum score raised from 60 to 65
 */

// Simplified scoring function matching signal-quality.ts
function scoreSignalQuality(params) {
  let score = 50
  const reasons = []
  
  const { atr, adx, rsi, volumeRatio, pricePosition, direction, timeframe } = params
  
  const is5minChart = timeframe === '5'
  const is15minChart = timeframe === '15'
  const isShortTimeframe = is5minChart || is15minChart
  
  // ATR check
  if (atr > 0) {
    if (atr < 0.15) {
      score -= 15
      reasons.push(`ATR too low (${atr.toFixed(2)}%)`)
    } else if (atr > 2.5) {
      score -= 20
      reasons.push(`ATR too high (${atr.toFixed(2)}%)`)
    } else if (atr >= 0.15 && atr < 0.4) {
      score += 5
      reasons.push(`ATR moderate (${atr.toFixed(2)}%)`)
    } else {
      score += 10
      reasons.push(`ATR healthy (${atr.toFixed(2)}%)`)
    }
  }
  
  // ADX check - timeframe aware
  if (adx > 0) {
    if (isShortTimeframe) {
      if (adx > 22) {
        score += 15
        reasons.push(`Strong trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
      } else if (adx < 12) {
        score -= 15
        reasons.push(`Weak trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
      } else {
        score += 5
        reasons.push(`Moderate trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
      }
    } else {
      if (adx > 25) {
        score += 15
        reasons.push(`Strong trend (ADX ${adx.toFixed(1)})`)
      } else if (adx < 18) {
        score -= 15
        reasons.push(`Weak trend (ADX ${adx.toFixed(1)})`)
      } else {
        score += 5
        reasons.push(`Moderate trend (ADX ${adx.toFixed(1)})`)
      }
    }
  }
  
  // RSI check
  if (rsi > 0) {
    if (direction === 'long') {
      if (rsi > 50 && rsi < 70) {
        score += 10
        reasons.push(`RSI supports long (${rsi.toFixed(1)})`)
      } else if (rsi > 70) {
        score -= 10
        reasons.push(`RSI overbought (${rsi.toFixed(1)})`)
      }
    } else {
      if (rsi < 50 && rsi > 30) {
        score += 10
        reasons.push(`RSI supports short (${rsi.toFixed(1)})`)
      } else if (rsi < 30) {
        score -= 10
        reasons.push(`RSI oversold (${rsi.toFixed(1)})`)
      }
    }
  }
  
  // Volume check + ANTI-CHOP FILTER
  if (volumeRatio > 0) {
    const isChoppy = adx > 0 && adx < 16
    const hasHighVolume = volumeRatio > 1.5
    
    if (isChoppy && hasHighVolume) {
      // NEW: Anti-chop filter
      score -= 15
      reasons.push(`⚠️ Whipsaw trap: High vol (${volumeRatio.toFixed(2)}x) + choppy (ADX ${adx.toFixed(1)})`)
    } else if (volumeRatio > 1.5) {
      score += 15
      reasons.push(`Very strong volume (${volumeRatio.toFixed(2)}x)`)
    } else if (volumeRatio > 1.2) {
      score += 10
      reasons.push(`Strong volume (${volumeRatio.toFixed(2)}x)`)
    } else if (volumeRatio < 0.8) {
      score -= 10
      reasons.push(`Weak volume (${volumeRatio.toFixed(2)}x)`)
    }
  }
  
  // Price position check
  if (pricePosition > 0) {
    if (direction === 'long' && pricePosition > 95) {
      if (volumeRatio > 1.4) {
        score += 5
        reasons.push(`Volume breakout at top (${pricePosition.toFixed(0)}%)`)
      } else {
        score -= 15
        reasons.push(`Chasing highs (${pricePosition.toFixed(0)}%)`)
      }
    } else if (direction === 'short' && pricePosition < 5) {
      if (volumeRatio > 1.4) {
        score += 5
        reasons.push(`Volume breakdown at bottom (${pricePosition.toFixed(0)}%)`)
      } else {
        score -= 15
        reasons.push(`Chasing lows (${pricePosition.toFixed(0)}%)`)
      }
    } else if (pricePosition > 90 && direction === 'long') {
      score -= 10
      reasons.push(`High in range (${pricePosition.toFixed(0)}%)`)
    } else if (pricePosition < 10 && direction === 'short') {
      score -= 10
      reasons.push(`Low in range (${pricePosition.toFixed(0)}%)`)
    }
  }
  
  return { score, reasons, passed: score >= 65 }
}

// Trade data from database query
const trades = [
  { id: 'cmhsds9390000t107mc7zyizw', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.33, adx: 14.8, rsi: 37.1, volume: 2.29, pricePos: 12, timeframe: '5', oldScore: 80, date: '2025-11-10 00:05' },
  { id: 'cmhrui8wh0001lq075axmexal', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 117.63, exitReason: 'TP2', atr: 0.52, adx: 22.7, rsi: 53.1, volume: 0.88, pricePos: 37.9, timeframe: '5', oldScore: 80, date: '2025-11-09 15:05' },
  { id: 'cmhrubi3l0000lq07ucg8u4r7', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -5.78, exitReason: 'manual', atr: 0.52, adx: 24, rsi: 48.8, volume: 1.04, pricePos: 24.6, timeframe: '5', oldScore: 80, date: '2025-11-09 15:00' },
  { id: 'cmhrlxaai000bp907aax5y2b1', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 152.19, exitReason: 'TP2', atr: 0.3, adx: 26.1, rsi: 61.5, volume: 1.45, pricePos: 74.5, timeframe: '5', oldScore: 95, date: '2025-11-09 11:05' },
  { id: 'cmhrjf9ny000ap907wu3n38w5', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 22.50, exitReason: 'SL', atr: 0.28, adx: 19.8, rsi: 38.1, volume: 1.26, pricePos: 3.5, timeframe: '5', oldScore: 65, date: '2025-11-09 09:55' },
  { id: 'cmhr8papg0009p907jczfgdxn', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 953.12, exitReason: 'TP2', atr: 0.26, adx: 22.1, rsi: 57.3, volume: 0.43, pricePos: 81.4, timeframe: '5', oldScore: 65, date: '2025-11-09 04:55' },
  { id: 'cmhr7zr460008p9078mhtx0v0', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.29, adx: 26.7, rsi: 57, volume: 0.62, pricePos: 78.8, timeframe: '5', oldScore: 65, date: '2025-11-09 04:35' },
  { id: 'cmhr7g9hu0007p907ao3unxti', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -3.63, exitReason: 'manual', atr: 0.32, adx: 28, rsi: 62.4, volume: 1.23, pricePos: 88.9, timeframe: '5', oldScore: 95, date: '2025-11-09 04:20' },
  { id: 'cmhr3j1fs0006p907lwyoh4ao', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 328.18, exitReason: 'TP2', atr: 0.27, adx: 15.2, rsi: 44.5, volume: 1.26, pricePos: 43.9, timeframe: '5', oldScore: 65, date: '2025-11-09 02:30' },
  { id: 'cmhr361xl0005p9078ty96n42', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -7.44, exitReason: 'manual', atr: 0.25, adx: 16, rsi: 54.7, volume: 1.65, pricePos: 76.1, timeframe: '5', oldScore: 70, date: '2025-11-09 02:20' },
  { id: 'cmhr2u1vl0004p907jxgss988', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 44.13, exitReason: 'TP1', atr: 0.25, adx: 18.2, rsi: 52.7, volume: 1.25, pricePos: 69.4, timeframe: '5', oldScore: 75, date: '2025-11-09 02:10' },
  { id: 'cmhr23s400003p9072o984c6w', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -1.27, exitReason: 'manual', atr: 0.25, adx: 19.9, rsi: 58.2, volume: 2.11, pricePos: 87.7, timeframe: '5', oldScore: 100, date: '2025-11-09 01:50' },
  { id: 'cmhqycwhx0002p907rhz4zt4g', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.17, adx: 12.9, rsi: 42.6, volume: 1.7, pricePos: 22.2, timeframe: '5', oldScore: 70, date: '2025-11-09 00:05' },
  { id: 'cmhqvnw7t0001p907s5pkyb6w', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -3.13, exitReason: 'manual', atr: 0.18, adx: 9.2, rsi: 56.1, volume: 1.23, pricePos: 72.7, timeframe: '5', oldScore: 65, date: '2025-11-08 22:50' },
  { id: 'cmhqhcdwk0000p907zo9hwjwd', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 16:09' },
  { id: 'cmhqex45o0001qz07xkeahoo8', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 102.71, exitReason: 'TP2', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 15:01' },
  { id: 'cmhqd0qgr0000qz075qs97y5s', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 35.83, exitReason: 'TP2', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 14:08' },
  { id: 'cmhq3sz5u000crn07akzysxyi', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.26, adx: 15.4, rsi: 47.3, volume: 1.49, pricePos: 52.9, timeframe: '5', oldScore: 85, date: '2025-11-08 09:50' },
  { id: 'cmhq2qi2m000brn077sbgop44', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -4.32, exitReason: 'manual', atr: 0.27, adx: 14.3, rsi: 58.9, volume: 1.37, pricePos: 87.6, timeframe: '5', oldScore: 85, date: '2025-11-08 09:20' },
  { id: 'cmhpm4bgp000arn0704n40t5q', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -238.87, exitReason: 'SL', atr: 0.38, adx: 19.6, rsi: 47.5, volume: 0.6, pricePos: 60.4, timeframe: '5', oldScore: 70, date: '2025-11-08 01:35' },
  { id: 'cmhpllfvq0009rn07mtysadz7', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 0, exitReason: 'SL', atr: 0.41, adx: 23.3, rsi: 51.6, volume: 0.92, pricePos: 79.7, timeframe: '5', oldScore: 90, date: '2025-11-08 01:20' },
  { id: 'cmhplexpc0008rn07wkv88y3m', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -6.53, exitReason: 'manual', atr: 0.42, adx: 25, rsi: 47.9, volume: 1.12, pricePos: 59.4, timeframe: '5', oldScore: 90, date: '2025-11-08 01:15' },
  { id: 'cmhpl81le0007rn07qj91dm0k', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -2.57, exitReason: 'manual', atr: 0.43, adx: 26.3, rsi: 49, volume: 2.52, pricePos: 65.8, timeframe: '5', oldScore: 105, date: '2025-11-08 01:10' },
  { id: 'cmhpkp4o50006rn07wduu7ujp', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.4, adx: 29.9, rsi: 45.2, volume: 1.31, pricePos: 45.4, timeframe: '5', oldScore: 100, date: '2025-11-08 00:55' },
  { id: 'cmhpkicqo0005rn073ie5n8h1', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -6.63, exitReason: 'manual', atr: 0.38, adx: 31.9, rsi: 53.3, volume: 1.17, pricePos: 73.1, timeframe: '5', oldScore: 90, date: '2025-11-08 00:50' },
  { id: 'cmhpj9jqi0004rn07utncy8d0', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 81.06, exitReason: 'TP1', atr: 0.31, adx: 34.9, rsi: 42, volume: 1.25, pricePos: 31, timeframe: '5', oldScore: 85, date: '2025-11-08 00:15' },
  { id: 'cmhpijmv80003rn07ko6ixr6z', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -5.85, exitReason: 'manual', atr: 0.31, adx: 31, rsi: 36.4, volume: 1.08, pricePos: 11.3, timeframe: '5', oldScore: 65, date: '2025-11-07 23:55' },
  { id: 'cmhp6y0yi0002rn07qqikioz7', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 0, exitReason: 'SOFT_SL', atr: 0, adx: 0, rsi: 0, volume: 0, pricePos: 0, timeframe: '5', oldScore: 30, date: '2025-11-07 18:30' },
  { id: 'cmhp6t54m0001rn07lw4lajdl', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -10.24, exitReason: 'manual', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-07 18:26' },
  { id: 'cmhp6nf4g0000rn07ayhyec3y', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-07 18:22' },
]

console.log('='.repeat(80))
console.log('BACKTEST: Anti-Chop Filter + Score 65 Threshold')
console.log('='.repeat(80))
console.log()

let totalPnLOld = 0
let totalPnLNew = 0
let tradesBlockedOld = 0
let tradesBlockedNew = 0
let winnersBlockedNew = 0
let losersBlockedNew = 0
let blockedWinPnL = 0
let blockedLossPnL = 0

const results = []

trades.forEach(trade => {
  // Skip manual trades and trades with missing data
  if (trade.timeframe === 'manual' || trade.atr === 0) {
    return
  }
  
  const newScore = scoreSignalQuality({
    atr: trade.atr,
    adx: trade.adx,
    rsi: trade.rsi,
    volumeRatio: trade.volume,
    pricePosition: trade.pricePos,
    direction: trade.direction,
    timeframe: trade.timeframe
  })
  
  const wouldPassOld = trade.oldScore >= 60
  const wouldPassNew = newScore.score >= 65
  
  // Old system (score 60)
  if (wouldPassOld) {
    totalPnLOld += trade.realizedPnL
  } else {
    tradesBlockedOld++
  }
  
  // New system (score 65 + anti-chop)
  if (wouldPassNew) {
    totalPnLNew += trade.realizedPnL
  } else {
    tradesBlockedNew++
    if (trade.realizedPnL > 0) {
      winnersBlockedNew++
      blockedWinPnL += trade.realizedPnL
    } else {
      losersBlockedNew++
      blockedLossPnL += trade.realizedPnL
    }
  }
  
  const statusChange = wouldPassOld !== wouldPassNew ? 
    (wouldPassNew ? '✅ NOW PASSES' : '❌ NOW BLOCKED') : ''
  
  results.push({
    date: trade.date,
    direction: trade.direction.toUpperCase(),
    oldScore: trade.oldScore,
    newScore: newScore.score,
    pnl: trade.realizedPnL,
    exitReason: trade.exitReason,
    passedOld: wouldPassOld,
    passedNew: wouldPassNew,
    statusChange,
    adx: trade.adx,
    volume: trade.volume,
    atr: trade.atr
  })
})

// Sort by date (newest first)
results.reverse()

// Print results
console.log('Trade Analysis:')
console.log('-'.repeat(80))
results.forEach(r => {
  const pnlStr = r.pnl >= 0 ? `+$${r.pnl.toFixed(2)}` : `-$${Math.abs(r.pnl).toFixed(2)}`
  const oldPass = r.passedOld ? '✓' : '✗'
  const newPass = r.passedNew ? '✓' : '✗'
  
  console.log(`${r.date} ${r.direction.padEnd(5)} | Old:${oldPass} ${r.oldScore.toString().padStart(3)} | New:${newPass} ${r.newScore.toString().padStart(3)} | ${pnlStr.padStart(10)} ${r.exitReason.padEnd(8)} ${r.statusChange}`)
  
  if (r.statusChange.includes('BLOCKED')) {
    console.log(`  └─ ADX ${r.adx.toFixed(1)}, VOL ${r.volume.toFixed(2)}x, ATR ${r.atr.toFixed(2)}%`)
  }
})

console.log()
console.log('='.repeat(80))
console.log('SUMMARY')
console.log('='.repeat(80))
console.log()

console.log('OLD SYSTEM (Score ≥60):')
console.log(`  Trades taken: ${results.length - tradesBlockedOld}`)
console.log(`  Trades blocked: ${tradesBlockedOld}`)
console.log(`  Total P&L: $${totalPnLOld.toFixed(2)}`)
console.log()

console.log('NEW SYSTEM (Score ≥65 + Anti-Chop):')
console.log(`  Trades taken: ${results.length - tradesBlockedNew}`)
console.log(`  Trades blocked: ${tradesBlockedNew}`)
console.log(`    ├─ Winners blocked: ${winnersBlockedNew} (missed $${blockedWinPnL.toFixed(2)})`)
console.log(`    └─ Losers blocked: ${losersBlockedNew} (saved $${Math.abs(blockedLossPnL).toFixed(2)})`)
console.log(`  Total P&L: $${totalPnLNew.toFixed(2)}`)
console.log()

const improvement = totalPnLNew - totalPnLOld
const improvementPct = totalPnLOld !== 0 ? ((improvement / Math.abs(totalPnLOld)) * 100) : 0

console.log('IMPACT:')
console.log(`  P&L Change: ${improvement >= 0 ? '+' : ''}$${improvement.toFixed(2)} (${improvementPct >= 0 ? '+' : ''}${improvementPct.toFixed(1)}%)`)
console.log(`  Net effect: ${tradesBlockedNew - tradesBlockedOld} more trades blocked`)
console.log(`  Blocked impact: -$${blockedWinPnL.toFixed(2)} missed + $${Math.abs(blockedLossPnL).toFixed(2)} saved = ${(blockedLossPnL + blockedWinPnL) >= 0 ? '+' : ''}$${(Math.abs(blockedLossPnL) - blockedWinPnL).toFixed(2)} net`)
console.log()

if (improvement > 0) {
  console.log('✅ NEW SYSTEM PERFORMS BETTER')
} else if (improvement < 0) {
  console.log('⚠️  OLD SYSTEM HAD BETTER P&L')
} else {
  console.log('⚖️  SYSTEMS TIED')
}
console.log()