import os
os.environ["SMC_CREDIT"] = "0"
import asyncio, pandas as pd
from execution.paper_exchange import PaperExchangeClient
from core.data_feed import DataFeed
from indicators.ict_engine import ICTEngine

async def debug():
    client = PaperExchangeClient(300)
    await client.connect()
    feed = DataFeed(client)
    await feed.connect()
    engine = ICTEngine()
    print("Swing length:", engine.swing_length)
    syms = ["FET/USDT", "BTC/USDT", "ETH/USDT", "ADA/USDT", "MATIC/USDT"]
    tfs_list = ["1h", "15m"]
    for sym in syms:
        await feed.fetch_multi_timeframe(sym)
        for tf in tfs_list:
            df = feed.get_dataframe(sym, tf)
            signals = engine.analyze(df)
            ob = signals.active_order_blocks
            fvg = signals.active_fvg
            price = float(df["close"].iloc[-1])
            print("%s %s price=%.4f OB=%d FVG=%d BOS=%s CHOCH=%s" % (sym, tf, price, len(ob), len(fvg), signals.latest_bos, signals.latest_choch))
            if len(ob) > 0:
                for _, r in ob.iterrows():
                    d, t, b = int(r["OB"]), float(r["Top"]), float(r["Bottom"])
                    tag = "IN_ZONE" if b <= price <= t else ""
                    print("  OB dir=%d [%.6f - %.6f] %s" % (d, b, t, tag))
            if len(fvg) > 0:
                for _, r in fvg.iterrows():
                    d, t, b = int(r["FVG"]), float(r["Top"]), float(r["Bottom"])
                    tag = "IN_ZONE" if b <= price <= t else ""
                    print("  FVG dir=%d [%.6f - %.6f] %s" % (d, b, t, tag))
    await client.disconnect()

asyncio.run(debug())