// Package kis decodes and normalizes Korea Investment & Securities (KIS) daily
// chart provider payloads into ALT domain market types. It works against mock
// fixtures only; live HTTP and credential wiring belong to a later milestone.
package kis

import (
	"encoding/json"
	"fmt"
	"time"

	"git.toki-labs.com/toki/alt/packages/domain/market"
)

const (
	DailyItemChartPricePath = "/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice"
	DailyItemChartPriceTRID = "FHKST03010100"
)

// seoulOffset is the fixed KST offset. KRX has no DST, so a fixed +09:00 zone is
// deterministic and avoids depending on tzdata being present at runtime.
const seoulOffsetSeconds = 9 * 60 * 60

// kisDateLayout matches the KIS stck_bsop_date field, e.g. "20240527".
const kisDateLayout = "20060102"

// DailyItemChartPriceRequest mirrors the KIS inquire-daily-itemchartprice
// request shape captured in the worker test fixtures.
type DailyItemChartPriceRequest struct {
	Provider string            `json:"provider"`
	Endpoint string            `json:"endpoint"`
	TrID     string            `json:"tr_id"`
	Params   map[string]string `json:"params"`
}

// DailyItemChartPriceResponse mirrors the KIS daily chart response payload.
type DailyItemChartPriceResponse struct {
	ReturnCode string                      `json:"rt_cd"`
	MessageCd  string                      `json:"msg_cd"`
	Message    string                      `json:"msg1"`
	Output1    DailyItemChartPriceSummary  `json:"output1"`
	Output2    []DailyItemChartPriceBarRow `json:"output2"`
}

// DailyItemChartPriceSummary is the KIS output1 instrument-level metadata block.
type DailyItemChartPriceSummary struct {
	Name          string `json:"hts_kor_isnm"`
	ShortCode     string `json:"stck_shrn_iscd"`
	CurrentPrice  string `json:"stck_prpr"`
	AccumVolume   string `json:"acml_vol"`
	AccumTradeAmt string `json:"acml_tr_pbmn"`
}

// DailyItemChartPriceBarRow is a single KIS output2 OHLCV row.
type DailyItemChartPriceBarRow struct {
	BusinessDate string `json:"stck_bsop_date"`
	Open         string `json:"stck_oprc"`
	High         string `json:"stck_hgpr"`
	Low          string `json:"stck_lwpr"`
	Close        string `json:"stck_clpr"`
	Volume       string `json:"acml_vol"`
	TradeAmount  string `json:"acml_tr_pbmn"`
}

// DecodeDailyItemChartPriceRequest decodes a KIS daily chart request fixture.
func DecodeDailyItemChartPriceRequest(data []byte) (DailyItemChartPriceRequest, error) {
	var req DailyItemChartPriceRequest
	if err := json.Unmarshal(data, &req); err != nil {
		return DailyItemChartPriceRequest{}, fmt.Errorf("decode kis daily request: %w", err)
	}
	return req, nil
}

// DecodeDailyItemChartPriceResponse decodes a KIS daily chart response fixture
// and validates that it represents a successful payload with bar rows.
func DecodeDailyItemChartPriceResponse(data []byte) (DailyItemChartPriceResponse, error) {
	var resp DailyItemChartPriceResponse
	if err := json.Unmarshal(data, &resp); err != nil {
		return DailyItemChartPriceResponse{}, fmt.Errorf("decode kis daily response: %w", err)
	}
	if resp.ReturnCode != "0" {
		return DailyItemChartPriceResponse{}, fmt.Errorf("kis daily response not successful: rt_cd=%q msg=%q", resp.ReturnCode, resp.Message)
	}
	if len(resp.Output2) == 0 {
		return DailyItemChartPriceResponse{}, fmt.Errorf("kis daily response has no output2 rows")
	}
	return resp, nil
}

// NormalizeDailyBars converts KIS output2 rows into ALT domain bars for the
// given instrument. KRX daily defaults are applied: Asia/Seoul midnight
// timestamps, the daily timeframe, and the instrument currency (KRW for KRX).
func NormalizeDailyBars(resp DailyItemChartPriceResponse, inst market.Instrument) ([]market.Bar, error) {
	currency := inst.Currency
	if currency == "" {
		currency = market.CurrencyKRW
	}
	seoul := time.FixedZone("Asia/Seoul", seoulOffsetSeconds)

	bars := make([]market.Bar, 0, len(resp.Output2))
	for i, row := range resp.Output2 {
		ts, err := time.ParseInLocation(kisDateLayout, row.BusinessDate, seoul)
		if err != nil {
			return nil, fmt.Errorf("parse business date for row %d: %w", i, err)
		}
		bars = append(bars, market.Bar{
			InstrumentID: inst.ID,
			Timeframe:    market.TimeframeDaily,
			Timestamp:    ts,
			Open:         market.Price{Currency: currency, Amount: market.Decimal{Value: row.Open}},
			High:         market.Price{Currency: currency, Amount: market.Decimal{Value: row.High}},
			Low:          market.Price{Currency: currency, Amount: market.Decimal{Value: row.Low}},
			Close:        market.Price{Currency: currency, Amount: market.Decimal{Value: row.Close}},
			Volume:       market.Quantity{Amount: market.Decimal{Value: row.Volume}},
		})
	}
	return bars, nil
}