from datetime import datetime
from pandas import DataFrame

from backtesting.credit_targeting import iron_condor_strategy
from database.trades import get_leg, get_spread, upsert
from database.trades.action import Action
from database.trades.option_type import OptionType
from ibkr import option_type as IBKROptionType
from ibkr.option_order import OptionOrder

def translate_action(action_string: str) -> Action:
    for action in Action:
        if action_string == action.value:
            return action

def translate_option_type(option_type_string: str) -> OptionType:
    if option_type_string == IBKROptionType.CALL:
        return OptionType.CALL
    else:
        return OptionType.PUT

def spread(spread_order: OptionOrder) -> dict:
    near_leg = spread_order.legs[0]
    far_leg = spread_order.legs[1]
    return get_spread(
        near_leg = get_leg(
            action = translate_action(near_leg.action),
            strike = near_leg.strike,
            option_type = translate_option_type(near_leg.option_type)
        ),
        far_leg = get_leg(
            action = translate_action(far_leg.action),
            strike = far_leg.strike,
            option_type = translate_option_type(far_leg.option_type)
        ),
        open_price = spread_order.fill_price,
        entry_slippage = round(spread_order.mid_price - spread_order.fill_price, 3)
    )

def insert_trade(
        symbol: str,
        target: float,
        entry_time: datetime,
        call_spread_order: OptionOrder,
        put_spread_order: OptionOrder
    ):

    upsert(
        DataFrame([{
            'Date': datetime.now().date(),
            'Symbol': symbol,
            'Strategy': iron_condor_strategy(target),
            'Entry Time': entry_time.replace(tzinfo = None),
            'Exit Time': None, # Required.
            'Spreads': [spread(call_spread_order), spread(put_spread_order)],
            'Profit': None # Required.
        }])
    )