"""Portfolio tab: per-account positions (options rendered readably) + equity curves."""

from __future__ import annotations

import pandas as pd
import streamlit as st

from web.views.common import describe_symbol, query_df


def render(latest: pd.DataFrame, live_pos: pd.DataFrame | None = None) -> None:
    """Per-account positions. ``live_pos`` (from Alpaca, via common.live_overview) when
    online; falls back to the reconciled DB positions table when None."""
    if latest.empty:
        st.info("No positions recorded yet — run execution once Alpaca keys are set.")
        return
    for _, acc in latest.iterrows():
        st.subheader(f"{acc['account']} · ${acc['equity']:,.0f} equity · ${acc['cash']:,.0f} cash")
        if live_pos is not None:
            p = live_pos[live_pos["account"] == acc["account"]] if not live_pos.empty else live_pos
            p = p.drop(columns=["account"]).sort_values("market_value", ascending=False) if not p.empty else p
        else:
            p = query_df(
                "SELECT symbol, qty, avg_entry, market_value, unrealized_pl FROM positions "
                "WHERE account = ? ORDER BY market_value DESC",
                (acc["account"],),
            )
        if p.empty:
            st.caption("all cash — no open positions")
        else:
            p = p.copy()
            p.insert(1, "instrument", p["symbol"].map(describe_symbol))
            st.dataframe(p, use_container_width=True, hide_index=True)
    equity = query_df("SELECT ts, account, equity FROM snapshots ORDER BY ts")
    if len(equity) > 1:
        st.subheader("Equity curves")
        equity["ts"] = pd.to_datetime(equity["ts"])
        st.line_chart(equity.pivot_table(index="ts", columns="account", values="equity"))