from database.backtest import backtest_results
from database.procedures import backtest_profit, most_recent_trade_date
from database.trades import trades

trade_date = most_recent_trade_date()
print(f'Trade Date: {trade_date}')

trade_data = trades(trade_date)

for _, trade in trade_data.iterrows():
    print(f'Entry Time: {trade["Strategy"][-8:]}')

    spreads = trade['Spreads']
    for spread in spreads:
        legs = spread['Legs']
        open_price = spread['Open']

        # Assuming the first leg is always short and the second is long.
        short_leg = legs[0]
        long_leg = legs[1]

        print(f'  Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
        print(f'  Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
        print(f'  Opening Price: {open_price}')

traded_strategies = set(trade["Strategy"] for _, trade in trade_data.iterrows())

backtest_data = backtest_results(date = trade_date)

for _, backtest in backtest_data.iterrows():
    if backtest["Strategy"] in traded_strategies:
        print(f'Backtest Entry Time: {backtest["Strategy"][-8:]}')

        spreads = backtest['Spreads']
        for spread in spreads:
            legs = spread['legs']
            open_price = spread['open']

            short_leg = legs[0]
            long_leg = legs[1]

            print(f'  Backtest Short Strike: {short_leg["strike"]}, Type: {short_leg["type"]}')
            print(f'  Backtest Long Strike: {long_leg["strike"]}, Type: {long_leg["type"]}')
            print(f'  Backtest Opening Price: {open_price}')

print(f'Backtest Profit: {backtest_profit(trade_date)}')