"""ENTRYPOINT #4 — local Streamlit dashboard.

Read-only over the trading state (positions, snapshots, orders, theses, reports, logs) plus
one read-WRITE surface: the Agents tab, which manages the agent roster in state/agents.json
(add/edit/disable agents, per-agent research budgets) — the nightly run reads that registry.

    uv run streamlit run web/dashboard.py
"""

from __future__ import annotations

import sys
import time
from pathlib import Path

sys.path.insert(0, str(Path(__file__).resolve().parent.parent))

import streamlit as st  # noqa: E402

st.set_page_config(page_title="Overnight Trading Agent", layout="wide")

from web.views import agents_admin, logs, orders, portfolio, reports, theses  # noqa: E402
from web.views.common import live_overview, query_df  # noqa: E402

# ---------------- sidebar ----------------
_REFRESH = {"Off": 0, "30s": 30, "60s": 60, "5 min": 300}
refresh_choice = st.sidebar.selectbox("Auto-refresh", list(_REFRESH), index=0)
st.sidebar.caption("Alpaca is the source of truth for live positions.")

# ---------------- header ----------------
st.title("🌙 Overnight Trading Agent")

# latest snapshot per account (one book per persona), plus the prior day's close for deltas
_LATEST = """
SELECT s.account, s.equity, s.cash, s.buying_power FROM snapshots s
JOIN (SELECT account, MAX(ts) mt FROM snapshots GROUP BY account) m
  ON s.account = m.account AND s.ts = m.mt
"""
_PREV = """
SELECT s.account, s.equity FROM snapshots s
JOIN (
  SELECT account, MAX(ts) mt FROM snapshots
  WHERE DATE(ts) < (SELECT DATE(MAX(ts)) FROM snapshots)
  GROUP BY account
) m ON s.account = m.account AND s.ts = m.mt
"""
# LIVE-first: pull accounts + positions straight from Alpaca (60s cache); the DB snapshot
# (written at the last morning reconcile) is only the offline fallback. Deltas always
# compare against the previous day's DB snapshot.
live_acc, live_pos = live_overview()
if not live_acc.empty:
    latest, source = live_acc, "live"
else:
    latest, source = query_df(_LATEST), "snapshot"
prev = query_df(_PREV)
prev_eq = dict(zip(prev["account"], prev["equity"])) if not prev.empty else {}

if latest.empty:
    st.info("No account data yet — set Alpaca keys in .env (live) or run execution once (snapshot).")
else:
    st.caption("🟢 live from Alpaca (refreshes ≤60s)" if source == "live"
               else "🟡 offline — showing last reconciled snapshot")
    total_eq = latest["equity"].sum()
    total_prev = sum(prev_eq.get(a, e) for a, e in zip(latest["account"], latest["equity"]))
    if source == "live":
        upl = live_pos["unrealized_pl"].sum() if not live_pos.empty else 0.0
    else:
        pos = query_df("SELECT COALESCE(SUM(unrealized_pl),0) AS pl FROM positions")
        upl = pos.iloc[0]["pl"] if not pos.empty else 0.0

    cols = st.columns(2 + len(latest))
    cols[0].metric(
        "Total Equity", f"${total_eq:,.0f}",
        delta=f"${total_eq - total_prev:+,.0f}" if prev_eq else None,
    )
    cols[1].metric("Unrealized PnL", f"${upl:,.0f}")
    for col, (_, acc) in zip(cols[2:], latest.iterrows()):
        p = prev_eq.get(acc["account"])
        col.metric(
            acc["account"], f"${acc['equity']:,.0f}",
            delta=f"${acc['equity'] - p:+,.0f}" if p is not None else None,
        )

tab_port, tab_theses, tab_reports, tab_orders, tab_agents, tab_logs = st.tabs(
    ["📊 Portfolio", "🧠 Tonight's Theses", "📝 Reports", "🧾 Orders", "🤖 Agents", "📜 Logs"]
)

with tab_port:
    portfolio.render(latest, live_pos if source == "live" else None)
with tab_theses:
    theses.render()
with tab_reports:
    reports.render()
with tab_orders:
    orders.render()
with tab_agents:
    agents_admin.render()
with tab_logs:
    logs.render()

# ---------------- auto-refresh ----------------
_interval = _REFRESH[refresh_choice]
if _interval:
    time.sleep(_interval)
    st.rerun()