"""
Position sizing and trade-permission checks.
"""

import logging
import math
from datetime import date

from . import config

logger = logging.getLogger(__name__)

MIN_LOT = 0.01
MAX_LOT = 100.0


def calculate_lot_size(
    symbol_info: dict,
    balance: float,
    entry_price: float,
    sl_price: float,
) -> float:
    """Risk `config.RISK_PER_TRADE` fraction of balance on a single trade."""
    risk_amount  = balance * config.RISK_PER_TRADE

    tick_value   = symbol_info["trade_tick_value"]
    tick_size    = symbol_info["trade_tick_size"]
    if tick_value == 0 or tick_size == 0:
        return MIN_LOT

    pip_size     = tick_size * 10
    pip_value    = tick_value * (pip_size / tick_size)
    dist_pips    = abs(entry_price - sl_price) / pip_size

    if dist_pips < config.MIN_SL_PIPS:
        logger.warning("SL too tight for %s: %.1f pips — skipping",
                       symbol_info.get("name"), dist_pips)
        return 0.0

    lot = risk_amount / (pip_value * dist_pips)
    lot = max(MIN_LOT, min(MAX_LOT, lot))
    step = symbol_info.get("volume_step", 0.01)
    lot = math.floor(lot / step) * step
    return round(lot, 2)


def can_trade(account_info: dict, open_positions: list[dict], state: dict) -> bool:
    if len(open_positions) >= config.MAX_POSITIONS:
        logger.debug("Max positions reached (%d)", config.MAX_POSITIONS)
        return False

    today     = date.today().isoformat()
    daily_pnl = state.get("daily_pnl", {}).get(today, 0.0)
    balance   = account_info.get("balance", 1.0)
    if daily_pnl / balance < -config.MAX_DAILY_LOSS:
        logger.warning("Daily loss limit hit: %.1f%% of balance",
                       -daily_pnl / balance * 100)
        return False

    return True