import requests
import pandas as pd
import numpy as np
from sklearn.ensemble import IsolationForest
from datetime import datetime
import os

# Configuration
CRYPTO = 'solana'  # CoinGecko ID for DOGE
CURRENCY = 'usd'     # Base currency
HISTORICAL_URL = f'https://api.coingecko.com/api/v3/coins/{CRYPTO}/market_chart?vs_currency={CURRENCY}&days=30  #&interval=hourly'
HISTORY_WINDOW = 1000  # Max historical points to keep (for memory efficiency)
CSV_FILE = '%s_price_history.csv' % CRYPTO  # For loading historical data

# Global variables
price_df = pd.DataFrame(columns=['timestamp', 'price'])  # Historical prices
model = None  # Isolation Forest model

def fetch_historical_data():
    """Fetch historical hourly price data from CoinGecko."""
    try:
        response = requests.get(HISTORICAL_URL)
        response.raise_for_status()
        data = response.json()
        prices = data['prices']  # List of [timestamp_ms, price]
        df = pd.DataFrame(prices, columns=['timestamp', 'price'])
        df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
        return df
    except Exception as e:
        print(f"Error fetching historical data: {e}")
        return pd.DataFrame()

def load_or_fetch_history():
    """Load history from CSV if exists, else fetch from API."""
    global price_df
    if os.path.exists(CSV_FILE):
        price_df = pd.read_csv(CSV_FILE, parse_dates=['timestamp'])
        print(f"Loaded {len(price_df)} historical points from CSV.")
    else:
        price_df = fetch_historical_data()
        if not price_df.empty:
            price_df.to_csv(CSV_FILE, index=False)
            print(f"Fetched and saved {len(price_df)} historical points.")
    # Trim to window size
    price_df = price_df.tail(HISTORY_WINDOW)

def engineer_features(df):
    """Engineer features for anomaly detection."""
    df = df.copy()
    df['pct_change'] = df['price'].pct_change()  # Percentage change
    df['abs_diff'] = df['price'].diff()  # Absolute difference
    df['rolling_mean_5'] = df['price'].rolling(window=5).mean()  # Rolling mean
    df['rolling_std_5'] = df['price'].rolling(window=5).std()    # Rolling std
    df['hour'] = df['timestamp'].dt.hour  # Time of day
    df.fillna(0, inplace=True)
    features = ['pct_change', 'abs_diff', 'rolling_mean_5', 'rolling_std_5', 'hour']
    return df[features]

def train_model(train_df):
    """Train Isolation Forest on given features."""
    if len(train_df) < 10:
        print("Insufficient data to train model.")
        return None
    
    features = engineer_features(train_df)
    model = IsolationForest(contamination=0.01, random_state=42)
    model.fit(features)
    return model

def get_anomaly_score(model, test_df, index):
    """Get anomaly score for a specific point in the test DF."""
    # To simulate "appending" without modifying, create temp DF up to this index
    temp_df = test_df.iloc[:index + 1]  # Includes all prior test points up to this one
    features = engineer_features(temp_df)
    score = model.decision_function(features.tail(1))[0]
    return score

# Sensitivity Analysis
def run_sensitivity_analysis(thresholds=[-0.2, -0.1,-0.07, -0.05, -0.03, -0.01, 0.1], precision=0.0001, max_iterations=100):
    """Compute upper/lower price bounds for anomalies across multiple thresholds."""
    if model is None:
        print("Model not trained yet. Cannot run sensitivity analysis.")
        return
    
    if price_df.empty:
        print("No historical data available.")
        return
    
    current_price = price_df['price'].iloc[-1]
    timestamp = datetime.now()
    
    def find_bounds(threshold):
        def is_anomaly_func(price):
            # Simulate detection with given threshold
            new_row = pd.DataFrame({'timestamp': [timestamp], 'price': [price]})
            temp_df = pd.concat([price_df, new_row], ignore_index=True)
            features = engineer_features(temp_df)
            score = model.decision_function(features.tail(1))[0]
            return score < threshold
        
        # Lower bound
        low = max(0, current_price * 0.5)
        high = current_price
        lower_bound = None
        for _ in range(max_iterations):
            mid = (low + high) / 2
            if is_anomaly_func(mid):
                lower_bound = mid
                high = mid
            else:
                low = mid
            if high - low < precision:
                break
        
        # Upper bound
        low = current_price
        high = current_price * 2
        upper_bound = None
        for _ in range(max_iterations):
            mid = (low + high) / 2
            if is_anomaly_func(mid):
                upper_bound = mid
                low = mid
            else:
                high = mid
            if high - low < precision:
                break
        
        return lower_bound, upper_bound
    
    print("Sensitivity Analysis: Anomaly Price Bounds for Different Thresholds")
    print(f"Based on last historical price: ${current_price:.4f}")
    for thresh in thresholds:
        lower, upper = find_bounds(thresh)
        print(f"\nThreshold {thresh}:")
        if lower is not None:
            print(f" - Prices BELOW ~${lower:.4f} would trigger anomaly.")
        else:
            print(" - No lower bound found.")
        if upper is not None:
            print(f" - Prices ABOVE ~${upper:.4f} would trigger anomaly.")
        else:
            print(" - No upper bound found.")

# Backtesting
def run_backtest(thresholds=[-0.7, -0.5, -0.3], test_fraction=0.2):
    """Backtest the model on a holdout set, reporting flagged anomalies per threshold."""
    if len(price_df) < 20:
        print("Insufficient data for backtesting.")
        return
    
    # Split data: Train on first (1 - test_fraction), test on last test_fraction
    split_idx = int(len(price_df) * (1 - test_fraction))
    train_df = price_df.iloc[:split_idx]
    test_df = price_df.iloc[split_idx:].reset_index(drop=True)
    
    backtest_model = train_model(train_df)
    if backtest_model is None:
        return
    
    print(f"Backtesting on {len(test_df)} holdout points (trained on {len(train_df)} points).")
    
    # Score each test point sequentially
    scores = []
    for i in range(len(test_df)):
        score = get_anomaly_score(backtest_model, test_df, i)
        scores.append(score)
    
    for thresh in thresholds:
        flagged = [i for i, score in enumerate(scores) if score < thresh]
        flagged_pct = (len(flagged) / len(test_df)) * 100 if len(test_df) > 0 else 0
        print(f"\nThreshold {thresh}: {len(flagged)} points flagged as anomalies ({flagged_pct:.2f}%)")
        if flagged:
            print("Flagged points (timestamp, price):")
            for idx in flagged[:10]:  # Limit to first 10 for brevity
                ts = test_df['timestamp'].iloc[idx]
                price = test_df['price'].iloc[idx]
                print(f" - {ts}: ${price:.4f}")
            if len(flagged) > 10:
                print("   ... (more flagged points omitted)")

# Main Execution
load_or_fetch_history()
model = train_model(price_df)  # Train on full data for sensitivity analysis

# Interactive CLI for analysis
print(f"{CRYPTO.upper()} price anomaly analyzer loaded with Isolation Forest.")
print("Enter 'sensitivity' for sensitivity analysis, 'backtest' for backtesting, or 'quit' to exit.")
while True:
    user_input = input("> ").strip().lower()
    if user_input == 'quit':
        print("Exiting...")
        break
    elif user_input == 'sensitivity':
        run_sensitivity_analysis()
    elif user_input == 'backtest':
        run_backtest()
    else:
        print("Unknown command. Use 'sensitivity', 'backtest', or 'quit'.")