namespace Marathon.Domain.Backtesting;

/// <summary>
/// Parameters fed to <see cref="BacktestSimulator"/>. The strategy is "for every
/// SuspensionFlip anomaly with score ≥ <see cref="MinScore"/>, stake
/// according to <see cref="StakeRule"/> on the post-flip favourite at the
/// post-flip rate, then settle against the actual <c>EventResult</c>."
/// </summary>
/// <param name="StartingBankroll">
/// Initial bankroll for compounding stake rules. Must be positive.
/// </param>
/// <param name="MinScore">
/// Lower bound on <c>Anomaly.Score</c> — only anomalies at or above this
/// threshold are bet on. Must be in [0, 1].
/// </param>
/// <param name="StakeRule">How to size each bet — see the enum docs.</param>
/// <param name="FlatStake">
/// Used when <see cref="StakeRule"/> is <see cref="Backtesting.StakeRule.Flat"/>.
/// Must be positive.
/// </param>
/// <param name="PercentOfBankroll">
/// Used when <see cref="StakeRule"/> is
/// <see cref="Backtesting.StakeRule.PercentOfBankroll"/>. Expressed as a
/// fraction in (0, 1]. e.g. 0.02 = 2 % of bankroll.
/// </param>
/// <param name="KellyFraction">
/// Used when <see cref="StakeRule"/> is <see cref="Backtesting.StakeRule.Kelly"/>.
/// Multiplier on the raw Kelly fraction; in (0, 1]. 0.25 (quarter-Kelly) is
/// the conservative default.
/// </param>
public sealed record BacktestStrategy(
    decimal StartingBankroll,
    decimal MinScore,
    StakeRule StakeRule,
    decimal FlatStake,
    decimal PercentOfBankroll,
    decimal KellyFraction)
{
    public decimal StartingBankroll { get; } = StartingBankroll > 0m
        ? StartingBankroll
        : throw new ArgumentOutOfRangeException(nameof(StartingBankroll),
            StartingBankroll, "StartingBankroll must be positive.");

    public decimal MinScore { get; } = MinScore is >= 0m and <= 1m
        ? MinScore
        : throw new ArgumentOutOfRangeException(nameof(MinScore),
            MinScore, "MinScore must be in [0, 1].");

    public decimal FlatStake { get; } = FlatStake > 0m
        ? FlatStake
        : throw new ArgumentOutOfRangeException(nameof(FlatStake),
            FlatStake, "FlatStake must be positive.");

    public decimal PercentOfBankroll { get; } = PercentOfBankroll is > 0m and <= 1m
        ? PercentOfBankroll
        : throw new ArgumentOutOfRangeException(nameof(PercentOfBankroll),
            PercentOfBankroll, "PercentOfBankroll must be in (0, 1].");

    public decimal KellyFraction { get; } = KellyFraction is > 0m and <= 1m
        ? KellyFraction
        : throw new ArgumentOutOfRangeException(nameof(KellyFraction),
            KellyFraction, "KellyFraction must be in (0, 1].");

    /// <summary>Sensible defaults — flat-stake, score ≥ 0.45, ¼-Kelly waiting in the wings.</summary>
    public static BacktestStrategy Default { get; } = new(
        StartingBankroll: 1000m,
        MinScore: 0.45m,
        StakeRule: StakeRule.Flat,
        FlatStake: 50m,
        PercentOfBankroll: 0.02m,
        KellyFraction: 0.25m);
}