"""
Freqtrade feather to Zorro T6 format converter

T6 structure (32 bytes per record):
- time:   double (8 bytes) - OLE datetime (days since 1899-12-30)
- fHigh:  float  (4 bytes)
- fLow:   float  (4 bytes)
- fOpen:  float  (4 bytes)
- fClose: float  (4 bytes)
- fVal:   float  (4 bytes) - price multiplier or point value
- fVol:   float  (4 bytes) - volume
"""

import os
import struct
import pandas as pd
from datetime import datetime, timezone
from pathlib import Path


# OLE datetime base: 1899-12-30 00:00:00 UTC
OLE_EPOCH = datetime(1899, 12, 30, tzinfo=timezone.utc)


def datetime_to_ole(dt):
    """Convert datetime to OLE datetime format"""
    if dt.tzinfo is None:
        dt = dt.replace(tzinfo=timezone.utc)
    delta = dt - OLE_EPOCH
    return delta.total_seconds() / 86400.0  # Convert to days


def write_t6_record(f, time_ole, high, low, open_, close, val, vol):
    """Write single T6 record"""
    # Format: d=double, f=float, little-endian
    record = struct.pack('<d4f2f', time_ole, high, low, open_, close, val, vol)
    f.write(record)


def convert_feather_to_t6(feather_path, t6_path, price_multiplier=1.0):
    """
    Convert single feather file to t6 file

    Parameters:
        feather_path: Path to feather file
        t6_path: Output t6 file path
        price_multiplier: Price multiplier (for fVal field)
    """
    # Read feather file
    df = pd.read_feather(feather_path)

    # Ensure reverse chronological order (Zorro requires newest to oldest)
    df = df.sort_values('date', ascending=False).reset_index(drop=True)

    # Write t6 file
    with open(t6_path, 'wb') as f:
        for _, row in df.iterrows():
            time_ole = datetime_to_ole(row['date'].to_pydatetime())
            write_t6_record(
                f,
                time_ole,
                float(row['high']),
                float(row['low']),
                float(row['open']),
                float(row['close']),
                price_multiplier,
                float(row['volume'])
            )

    return len(df)


def batch_convert(input_dir, output_dir, pattern="*-1h-futures.feather"):
    """
    Batch convert all feather files in directory

    Parameters:
        input_dir: Input directory
        output_dir: Output directory
        pattern: File matching pattern
    """
    input_path = Path(input_dir)
    output_path = Path(output_dir)
    output_path.mkdir(parents=True, exist_ok=True)

    feather_files = list(input_path.glob(pattern))
    print(f"Found {len(feather_files)} feather files")

    for i, feather_file in enumerate(feather_files, 1):
        # Generate output filename: BTC_USDT_USDT-1h-futures.feather -> BTC_USDT.t6
        stem = feather_file.stem  # Without extension
        # Extract symbol name
        parts = stem.split('-')
        symbol = parts[0].replace('_USDT_USDT', '_USDT')
        t6_filename = f"{symbol}.t6"
        t6_path = output_path / t6_filename

        try:
            count = convert_feather_to_t6(feather_file, t6_path)
            print(f"[{i}/{len(feather_files)}] {feather_file.name} -> {t6_filename} ({count} records)")
        except Exception as e:
            print(f"[{i}/{len(feather_files)}] Error: {feather_file.name} - {e}")


if __name__ == "__main__":
    # Configure paths
    INPUT_DIR = r"D:\freqtradeStudy\user_data\data\binance\futures"
    OUTPUT_DIR = r"D:\freqtradeStudy\user_data\data\zorro_t6"

    # Execute batch conversion
    print("Starting feather -> t6 conversion...")
    print(f"Input directory: {INPUT_DIR}")
    print(f"Output directory: {OUTPUT_DIR}")
    print("-" * 50)

    batch_convert(INPUT_DIR, OUTPUT_DIR, pattern="*-1h-futures.feather")

    print("-" * 50)
    print("Conversion complete!")