import pandas as pd

from database.trades import upsert
from datetime import datetime
from pytz import timezone

now = datetime.now().astimezone(timezone('US/Eastern'))
now = now.replace(second = 0, microsecond = 0, tzinfo = None)

trade_data = {
    'Date': [now.date()],
    'Symbol': ['SPX'],
    'Strategy': ['Iron Condor'],
    'Entry Time': [now],
    'Exit Time': [None],
    'Spreads': [
        [
            {
                'Legs': [
                    {'Action': 'BUY', 'Strike': 150, 'Type': 'CALL'}, 
                    {'Action': 'SELL', 'Strike': 155, 'Type': 'CALL'}
                ],
                'Open': 1.5
            },
            {
                'Legs': [
                    {'Action': 'SELL', 'Strike': 160, 'Type': 'PUT'}, 
                    {'Action': 'BUY', 'Strike': 155, 'Type': 'PUT'}
                ],
                'Open': 2.5
            }
        ]
    ],
    'Profit': [None]
}

upsert(pd.DataFrame(trade_data))

trade_data['Exit Time'] = [pd.to_datetime('2024-01-22 16:00:00')]
trade_data['Spreads'][0][0]['High'] = 1.5
trade_data['Spreads'][0][0]['Low'] = 0.0
trade_data['Spreads'][0][0]['Close'] = 0.0
trade_data['Spreads'][0][1]['High'] = 2.5
trade_data['Spreads'][0][1]['Low'] = 0.0
trade_data['Spreads'][0][1]['Close'] = 0.0
trade_data['Profit'] = [400.0]

upsert(pd.DataFrame(trade_data))