from datetime import datetime
from dotenv import load_dotenv
from os import getenv
from pandas import concat

from backtesting import backtest_iron_condor
from backtesting.credit_targeting import create_strategies
from backtesting.filter import ATRRegimeFilter
from plotting import BacktestChart, plot

load_dotenv()

if __name__ == '__main__':
    start_date = datetime(2016, 1, 1)
    end_date = datetime.now()

    credit_target = float(getenv('CREDIT_TARGET'))
    entry_times = getenv('ENTRY_TIMES').split(',')

    backtest_results = []

    for entry_time in entry_times:
        call_spread_strategy, put_spread_strategy = create_strategies(credit_target, entry_time)

        backtest_result = backtest_iron_condor(
            f'${credit_target:.2f} Iron Condor @ {call_spread_strategy.trade_entry_time}', 
            call_spread_strategy, 
            put_spread_strategy, 
            start_date, 
            end_date,
            filters = [ATRRegimeFilter()]
        )

        backtest_results.append(backtest_result)

    combined_backtest_results = concat(backtest_results)
    summed_results = combined_backtest_results.groupby('Date')['Cumulative Profit'].sum().reset_index()

    plot(BacktestChart(
        dates = summed_results['Date'], 
        profit = summed_results['Cumulative Profit'], 
        title = f'${credit_target:.2f} Iron Condor (ATR Regime Filter)'
    ))