from backtesting import backtest_iron_condor
from backtesting.delta_target_strategy import DeltaTargetStrategy
from backtesting.option_type import OptionType
from database.backtest import insert
from datetime import datetime, timedelta

entry_time_format = '%H:%M:%S'

def entry_times():
    start = datetime.strptime('09:35:00', entry_time_format)
    end = datetime.strptime('15:55:00', entry_time_format)

    current_time = start
    entry_times = []

    while current_time <= end:
        entry_times.append(current_time.strftime(entry_time_format))
        current_time += timedelta(minutes = 5)

    return entry_times

def create_strategies(entry_time: str):
    call_spread_strat = DeltaTargetStrategy(
        delta_upper_bound = 0.11, 
        delta_lower_bound = 0.10, 
        option_type = OptionType.CALL,
        number_of_contracts = 1, 
        spread_width = 50, 
        stop_loss_multiple = 1.00,
        trade_entry_time = entry_time
    )
    put_spread_strat = DeltaTargetStrategy(
        delta_upper_bound = 0.11,
        delta_lower_bound = 0.10, 
        option_type = OptionType.PUT,
        number_of_contracts = 1, 
        spread_width = 50, 
        stop_loss_multiple = 1.00,
        trade_entry_time = entry_time
    )
    return call_spread_strat, put_spread_strat

def run_backtest():
    # TODO: Start date = yesterday.
    start_date = datetime(2024, 1, 1)
    end_date = datetime.now()
    for entry_time in entry_times():
        call_spread_strategy, put_spread_strategy = create_strategies(entry_time)
        backtest_results = backtest_iron_condor(
            f'10 Delta Iron Condor @ {call_spread_strategy.trade_entry_time}', 
            call_spread_strategy, 
            put_spread_strategy, 
            start_date, 
            end_date
        )
        # TODO: Think of a better way to handle this.
        backtest_results.drop('Cumulative Profit', axis=1, inplace=True)
        print(backtest_results)
        insert(backtest_results)

if __name__ == '__main__':
    run_backtest()