"""ORB Scanner service — v49.100 manual entry/exit checker.

Provides three operations:
  check()       — single-ticker entry filter breakdown + verdict
  exit_check()  — pure-math stop/trailing state machine (no Oracle calls)
  gainers_scan() — batched pipeline over Oracle gainers universe
"""
from __future__ import annotations

import datetime as dt
import os
from datetime import timedelta
from pathlib import Path
from zoneinfo import ZoneInfo

import httpx
from pydantic import BaseModel

from apps.intraday_bt.run import _load_config_yaml
from libs.common.logging import get_logger
from libs.intraday.cache import IntradayCache
from libs.intraday.domain import ORBStrategyParams
from libs.intraday.features import compute_rvol_approx, enrich_daily_bars
from libs.intraday.orb_simulator import run_orb_simulation
from libs.intraday.screener import (
    fetch_daily_bars_bulk,
    fetch_intraday_bulk,
    orb_pre_screen_candidates,
)
from libs.oracle_client.client import OracleClient
from libs.oracle_client.price import PriceService

logger = get_logger(__name__)
_ET = ZoneInfo("America/New_York")
_MARKET_OPEN = dt.time(9, 30)
_ORB_END = dt.time(9, 35)
_ORDER_TIMEOUT = dt.time(9, 55)
_FORCE_EXIT_TIME = dt.time(15, 55)

_ORB_DEFAULT_STRATEGY = "orb_gainers_v49_100_mid_hot_rtg_reserve"
_STRATEGIES_DIR = Path("configs/intraday/strategies")

_params_cache: dict[str, ORBStrategyParams] = {}


def _get_params(strategy_id: str | None = None) -> ORBStrategyParams:
    key = strategy_id or _ORB_DEFAULT_STRATEGY
    if key not in _params_cache:
        yaml_path = _STRATEGIES_DIR / f"{key}.yaml"
        raw = _load_config_yaml(yaml_path)
        _params_cache[key] = ORBStrategyParams(**raw.get("orb_strategy", {}))
    return _params_cache[key]


def list_strategies() -> list[dict]:
    import yaml as _yaml
    result = []
    for p in sorted(_STRATEGIES_DIR.glob("orb_gainers_*.yaml")):
        try:
            with open(p) as f:
                raw = _yaml.safe_load(f) or {}
            meta = raw.get("_meta") or {}
            name = meta.get("name") or raw.get("name") or p.stem
            result.append({"id": p.stem, "name": name})
        except Exception:
            pass
    return result


def _oracle_url() -> str:
    return os.environ.get("STOCK_ORACLE_URL", "http://localhost:18001")


def _now_et() -> dt.datetime:
    return dt.datetime.now(_ET)


def _market_status_str() -> str:
    t = _now_et().time()
    if t < _MARKET_OPEN:
        return "pre_market"
    elif t < _ORB_END:
        return "orb_forming"
    elif t < _ORDER_TIMEOUT:
        return "entry_window"
    elif t < _FORCE_EXIT_TIME:
        return "active"
    else:
        return "closed"


def _premarket_dollar_vol(bars: list[dict], date_str: str) -> float:
    """Sum close*volume for premarket bars (04:00-09:30 ET) on date_str."""
    total = 0.0
    for bar in bars:
        ts_raw = bar.get("timestamp", "")
        if not ts_raw:
            continue
        try:
            ts = dt.datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00"))
            if ts.tzinfo is None:
                ts = ts.replace(tzinfo=_ET)
            ts_et = ts.astimezone(_ET)
        except Exception:
            continue
        if ts_et.date().isoformat() != date_str:
            continue
        if not (dt.time(4, 0) <= ts_et.time() < _MARKET_OPEN):
            continue
        price = bar.get("close") or bar.get("open") or 0.0
        volume = bar.get("volume") or 0.0
        if price > 0 and volume > 0:
            total += price * volume
    return total


def _orb_bar(bars: list[dict], date_str: str) -> dict | None:
    """Find the first regular 5-min bar at 09:30 ET on date_str."""
    candidates: list[tuple[dt.datetime, dict]] = []
    for bar in bars:
        ts_raw = bar.get("timestamp", "")
        if not ts_raw:
            continue
        try:
            ts = dt.datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00"))
            if ts.tzinfo is None:
                ts = ts.replace(tzinfo=_ET)
            ts_et = ts.astimezone(_ET)
        except Exception:
            continue
        if ts_et.date().isoformat() != date_str:
            continue
        if ts_et.time() == _MARKET_OPEN:
            candidates.append((ts_et, bar))
    if not candidates:
        # Fallback: first bar on that date within regular hours
        for bar in bars:
            ts_raw = bar.get("timestamp", "")
            if not ts_raw:
                continue
            try:
                ts = dt.datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00"))
                if ts.tzinfo is None:
                    ts = ts.replace(tzinfo=_ET)
                ts_et = ts.astimezone(_ET)
            except Exception:
                continue
            if ts_et.date().isoformat() == date_str and _MARKET_OPEN <= ts_et.time() < dt.time(10, 0):
                candidates.append((ts_et, bar))
        if not candidates:
            return None
    candidates.sort(key=lambda x: x[0])
    return candidates[0][1]


def _latest_bar(bars: list[dict], date_str: str) -> dict | None:
    """Most recent regular-hours bar on date_str."""
    matches: list[tuple[dt.datetime, dict]] = []
    for bar in bars:
        ts_raw = bar.get("timestamp", "")
        if not ts_raw:
            continue
        try:
            ts = dt.datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00"))
            if ts.tzinfo is None:
                ts = ts.replace(tzinfo=_ET)
            ts_et = ts.astimezone(_ET)
        except Exception:
            continue
        if ts_et.date().isoformat() != date_str:
            continue
        if _MARKET_OPEN <= ts_et.time():
            matches.append((ts_et, bar))
    if not matches:
        return None
    matches.sort(key=lambda x: x[0])
    return matches[-1][1]


def _parse_gainers(data: object) -> list[dict]:
    """Extract ticker + price/change info from unknown gainers response shape."""
    if isinstance(data, list):
        return data
    if isinstance(data, dict):
        for key in ("gainers", "stocks", "tickers", "data", "results"):
            val = data.get(key)
            if isinstance(val, list):
                return val
    return []


def _gainer_ticker(item: object) -> str | None:
    if isinstance(item, str):
        return item.upper()
    if isinstance(item, dict):
        for key in ("symbol", "ticker", "Symbol", "Ticker"):
            v = item.get(key)
            if v and isinstance(v, str):
                return v.upper()
    return None


# ── Pydantic models ────────────────────────────────────────────────────────


class FilterResult(BaseModel):
    name: str
    passed: bool
    value: str | None = None
    threshold: str | None = None
    note: str | None = None


class StrategyInfo(BaseModel):
    id: str
    name: str


class StrategiesResponse(BaseModel):
    strategies: list[StrategyInfo]
    default: str


class OrbCheckRequest(BaseModel):
    ticker: str
    asof: str | None = None
    strategy: str | None = None


class OrbCheckResponse(BaseModel):
    ticker: str
    asof: str
    evaluated_at: str
    market_status: str
    overall_signal: str
    filters: list[FilterResult]
    entry_details: dict | None = None
    warning: str | None = None


class OrbExitCheckRequest(BaseModel):
    ticker: str
    entry_price: float | None = None     # auto-fetched from ORB bar if omitted
    atr_at_entry: float | None = None    # auto-fetched from enrichment if omitted
    current_price: float | None = None   # auto-fetched from intraday if omitted
    peak_price: float | None = None      # auto-fetched from intraday if omitted
    entry_time: str | None = None        # "HH:MM" ET; defaults to 09:35
    strategy: str | None = None


class OrbExitCheckResponse(BaseModel):
    ticker: str
    current_stop: float
    stop_phase: str
    should_exit: bool
    reason: str
    r_multiple: float
    profit_r: float
    time_status: str
    current_price: float
    peak_price: float
    entry_time_used: str | None = None
    entry_price_used: float | None = None
    atr_at_entry_used: float | None = None


class GainerResult(BaseModel):
    ticker: str
    price: float | None = None
    change_pct: float | None = None
    signal: str
    scale_factor: float | None = None
    filter_summary: str
    failure_reason: str | None = None


class GainersScanResponse(BaseModel):
    scan_time: str
    market_status: str
    count_fetched: int
    count_passed: int
    results: list[GainerResult]


# ── Service functions ──────────────────────────────────────────────────────


async def check(req: OrbCheckRequest) -> OrbCheckResponse:
    params = _get_params(req.strategy)
    now = _now_et()
    asof = dt.date.fromisoformat(req.asof) if req.asof else now.date()
    asof_str = asof.isoformat()
    mstat = _market_status_str()
    evaluated_at = now.isoformat()

    if asof == now.date() and mstat == "pre_market":
        return OrbCheckResponse(
            ticker=req.ticker.upper(), asof=asof_str, evaluated_at=evaluated_at,
            market_status=mstat, overall_signal="NOT_YET",
            filters=[], warning="Market not yet open. Check after 09:30 ET.",
        )
    if asof == now.date() and mstat == "orb_forming":
        return OrbCheckResponse(
            ticker=req.ticker.upper(), asof=asof_str, evaluated_at=evaluated_at,
            market_status=mstat, overall_signal="NOT_YET",
            filters=[], warning="ORB window still forming. Check back after 09:35 ET.",
        )

    ticker = req.ticker.strip().upper()
    daily_start = (asof - timedelta(days=120)).isoformat()
    support_tickers = ["SPY", "QQQ"]
    all_tickers = sorted({ticker, *support_tickers})
    warning: str | None = None
    if mstat == "closed":
        warning = "Market session over. Signal is based on today's completed session."
    elif mstat == "active":
        warning = "Entry window closed (09:55 ET). Shown for reference only."

    try:
        async with OracleClient(base_url=_oracle_url()) as client:
            daily_bars = await fetch_daily_bars_bulk(
                all_tickers, daily_start, asof_str, client,
                skip_oracle_when_unhealthy=True, concurrency=4,
            )
            if ticker not in daily_bars or not daily_bars[ticker]:
                # Per-ticker fallback: try individual price endpoint directly
                try:
                    svc_fallback = PriceService(client)
                    pd_resp = await svc_fallback.get_daily_bars(ticker, start=daily_start, end=asof_str)
                    if pd_resp.bars:
                        daily_bars[ticker] = [
                            {"date": b.date, "open": b.open, "high": b.high,
                             "low": b.low, "close": b.close, "volume": b.volume}
                            for b in pd_resp.bars
                        ]
                except Exception:
                    pass
            if ticker not in daily_bars or not daily_bars[ticker]:
                return OrbCheckResponse(
                    ticker=ticker, asof=asof_str, evaluated_at=evaluated_at,
                    market_status=mstat, overall_signal="ERROR",
                    filters=[], warning=f"No price data for {ticker}. Oracle may be loading — try again in a moment.",
                )

            # Inject synthetic today row (Oracle only has yesterday's daily bars when market is open)
            for sym, bars in daily_bars.items():
                if bars:
                    last_bar = max(bars, key=lambda b: b["date"])
                    if last_bar["date"] < asof_str:
                        daily_bars[sym] = bars + [{
                            "date": asof_str,
                            "open": last_bar["close"], "high": last_bar["close"],
                            "low": last_bar["close"], "close": last_bar["close"],
                            "volume": 0, "synthetic_today_daily": True,
                        }]

            enrichment = enrich_daily_bars(daily_bars, [asof_str])

            # Fetch intraday for ticker + support (for regime gates in simulation)
            intraday_candidates = {asof_str: all_tickers}
            all_intraday = await fetch_intraday_bulk(
                intraday_candidates, client, cache=None,
                skip_oracle_when_unhealthy=True, concurrency=4,
            )
    except Exception as exc:
        logger.exception("orb_scanner_check_failed", ticker=ticker)
        return OrbCheckResponse(
            ticker=ticker, asof=asof_str, evaluated_at=evaluated_at,
            market_status=mstat, overall_signal="ERROR",
            filters=[], warning=f"Data fetch failed: {exc}",
        )

    ticker_enrich = enrichment.get(ticker, {}).get(asof_str, {})
    ticker_bars = all_intraday.get(asof_str, {}).get(ticker, [])

    # ── Build filter breakdown ─────────────────────────────────────────────
    filters: list[FilterResult] = []

    # 1. Price
    today_open = ticker_enrich.get("today_open")
    filters.append(FilterResult(
        name="Price",
        passed=today_open is not None and today_open >= params.min_price,
        value=f"${today_open:.2f}" if today_open else "N/A",
        threshold=f"≥ ${params.min_price:.2f}",
    ))

    # 2. Avg Daily Dollar Volume (30d)
    avg_dvol = ticker_enrich.get("avg_dollar_vol_30d")
    min_dvol = params.min_avg_dollar_volume
    filters.append(FilterResult(
        name="Avg Daily $Vol (30d)",
        passed=avg_dvol is not None and avg_dvol >= min_dvol,
        value=f"${avg_dvol / 1e6:.1f}M" if avg_dvol else "N/A",
        threshold=f"≥ ${min_dvol / 1e6:.0f}M",
    ))

    # 3. ATR(14)
    atr = ticker_enrich.get("atr_14")
    filters.append(FilterResult(
        name="ATR(14)",
        passed=atr is not None and atr >= params.min_atr_14,
        value=f"{atr:.3f}" if atr else "N/A",
        threshold=f"≥ {params.min_atr_14:.2f}",
    ))

    # 4. Gap%
    prev_close = ticker_enrich.get("prev_close")
    gap_pct: float | None = None
    if today_open and prev_close and prev_close > 0:
        gap_pct = (today_open - prev_close) / prev_close
    min_gap = params.min_abs_gap_pct or 0.0
    max_gap = getattr(params, "max_gap_pct", None) or 1.0
    gap_ok = gap_pct is not None and min_gap <= abs(gap_pct) <= max_gap
    filters.append(FilterResult(
        name="Gap%",
        passed=gap_ok,
        value=f"{gap_pct * 100:+.2f}%" if gap_pct is not None else "N/A",
        threshold=f"{min_gap * 100:.0f}%–{max_gap * 100:.0f}% (abs)",
    ))

    # ORB-specific filters require intraday bars
    orb = _orb_bar(ticker_bars, asof_str)
    latest = _latest_bar(ticker_bars, asof_str)
    premarket_dvol = _premarket_dollar_vol(ticker_bars, asof_str)
    avg_vol_14d = ticker_enrich.get("avg_daily_vol_14d")

    # Refine gap% using real ORB bar open (synthetic today row uses prev_close as open)
    if orb and ticker_enrich.get("synthetic_today_daily"):
        real_open = orb.get("open")
        if real_open and real_open > 0:
            today_open = real_open
            if prev_close and prev_close > 0:
                gap_pct = (today_open - prev_close) / prev_close
                gap_ok = min_gap <= abs(gap_pct) <= max_gap
                # Update the already-appended Gap% filter
                for f in filters:
                    if f.name == "Gap%":
                        f.value = f"{gap_pct * 100:+.2f}%"
                        f.passed = gap_ok

    # 5. RVOL (informational — v49 uses volume_attention scoring, no simple cutoff)
    rvol: float | None = None
    if orb and avg_vol_14d and avg_vol_14d > 0:
        rvol = compute_rvol_approx(orb.get("volume", 0), avg_vol_14d)
    min_rvol = params.min_rvol
    filters.append(FilterResult(
        name="RVOL",
        passed=True if min_rvol is None else (rvol is not None and rvol >= min_rvol),
        value=f"{rvol:.1f}x" if rvol is not None else ("No intraday bars" if not orb else "N/A"),
        threshold=f"≥ {min_rvol:.1f}x" if min_rvol is not None else "volume_attention scored",
        note="informational" if min_rvol is None else None,
    ))

    # 6. Premarket $Vol
    min_premarket = params.min_premarket_dollar_vol
    premarket_unavailable = premarket_dvol == 0.0 and orb is not None
    filters.append(FilterResult(
        name="Premarket $Vol",
        passed=True if (min_premarket is None or premarket_unavailable) else premarket_dvol >= min_premarket,
        value=f"${premarket_dvol / 1e6:.2f}M" if not premarket_unavailable else "0 (no premarket bars)",
        threshold=f"≥ ${min_premarket / 1e6:.1f}M" if min_premarket else "N/A (no global floor)",
        note="IEX feed may not include extended hours" if premarket_unavailable else None,
    ))

    # 7. ORB Bullish
    orb_bullish = False
    if orb:
        orb_open_p = orb.get("open", 0) or 0.0
        orb_close_p = orb.get("close", 0) or 0.0
        orb_bullish = orb_close_p > orb_open_p
    filters.append(FilterResult(
        name="ORB Bullish",
        passed=orb_bullish,
        value=(f"close {orb.get('close', 0):.2f} > open {orb.get('open', 0):.2f}" if orb and orb_bullish
               else (f"close {orb.get('close', 0):.2f} ≤ open {orb.get('open', 0):.2f}" if orb else "N/A")),
        threshold="close > open",
    ))

    # 8. Breakout (current price ≥ ORB high)
    orb_high = orb.get("high", 0) if orb else 0.0
    current_price = latest.get("close", 0) if latest else 0.0
    breakout = current_price >= orb_high if (orb_high > 0 and current_price > 0) else False
    filters.append(FilterResult(
        name="Breakout",
        passed=breakout,
        value=f"${current_price:.2f}",
        threshold=f"≥ ORB high ${orb_high:.2f}" if orb_high > 0 else "ORB high N/A",
    ))

    # 9. Hot Reclaim Guard
    ret_5d = ticker_enrich.get("ret_5d")
    hot_min_ret5d = params.hot_reclaim_min_ret_5d
    hot_max_premarket = params.hot_reclaim_max_premarket_dollar_vol
    hot_triggered = (
        hot_min_ret5d is not None and hot_max_premarket is not None
        and ret_5d is not None and ret_5d >= hot_min_ret5d
        and premarket_dvol <= hot_max_premarket
    )
    if hot_min_ret5d is not None:
        scale = params.hot_reclaim_size_scale if hot_triggered else None
        filters.append(FilterResult(
            name="Hot Reclaim Guard",
            passed=True,
            value=f"5d ret {ret_5d * 100:.1f}%" if ret_5d is not None else "N/A",
            threshold=f"5d ≥ {hot_min_ret5d * 100:.0f}% + premarket ≤ ${(hot_max_premarket or 0) / 1e6:.1f}M → scale",
            note=f"triggered → {scale:.1f}x size" if hot_triggered and scale else None,
        ))

    # 10. Stale OBV Gate
    obv_slope = ticker_enrich.get("obv_slope_20")
    stale_max_obv = params.stale_obv_reversal_max_obv_slope_20d
    if stale_max_obv is not None and obv_slope is not None:
        stale_triggered = obv_slope <= stale_max_obv
        stale_scale = params.stale_obv_reversal_size_scale if stale_triggered else None
        filters.append(FilterResult(
            name="Stale OBV Gate",
            passed=True,
            value=f"OBV slope {obv_slope:.3f}",
            threshold=f"slope ≤ {stale_max_obv:.2f} → scale",
            note=f"triggered → {stale_scale:.2f}x size" if stale_triggered and stale_scale else None,
        ))

    # ── Run simulation for final verdict ──────────────────────────────────
    ticker_sectors = {t: "UNKNOWN" for t in all_tickers}
    try:
        day_results = run_orb_simulation(
            all_intraday, [asof_str], params, enrichment,
            ticker_sectors=ticker_sectors,
        )
    except Exception as exc:
        logger.warning("orb_simulation_failed", ticker=ticker, error=str(exc))
        day_results = []

    day = day_results[0] if day_results else None
    trade = next((t for t in (day.trades if day else []) if t.ticker == ticker), None)

    if trade:
        overall_signal = "ENTRY"
        entry_details = {
            "entry_price": trade.entry_price,
            "atr_at_entry": trade.atr_at_entry,
            "rvol": trade.rvol,
            "gap_pct": trade.gap_pct,
            "orb_direction": trade.orb_direction,
            "body_ratio": trade.body_ratio,
            "close_location": trade.close_location,
            "premarket_dollar_vol": trade.premarket_dollar_vol,
            "hot_reclaim_size_scale": trade.hot_reclaim_size_scale,
            "entry_time": trade.entry_time,
        }
        # Refine filter values from simulation if available
        if trade.rvol is not None and rvol is None:
            for f in filters:
                if f.name == "RVOL":
                    f.value = f"{trade.rvol:.1f}x"
                    f.passed = True
        if trade.premarket_dollar_vol is not None:
            for f in filters:
                if f.name == "Premarket $Vol":
                    f.value = f"${trade.premarket_dollar_vol / 1e6:.2f}M"
                    f.passed = trade.premarket_dollar_vol >= (params.min_premarket_dollar_vol or 0)
                    f.note = None
        # Update Hot Reclaim Guard scale from actual trade
        if trade.hot_reclaim_size_scale is not None and trade.hot_reclaim_size_scale < 1.0:
            for f in filters:
                if f.name == "Hot Reclaim Guard":
                    f.note = f"triggered → {trade.hot_reclaim_size_scale:.1f}x size"
    else:
        overall_signal = "NO_ENTRY"
        entry_details = None

    return OrbCheckResponse(
        ticker=ticker, asof=asof_str, evaluated_at=evaluated_at,
        market_status=mstat, overall_signal=overall_signal,
        filters=filters, entry_details=entry_details, warning=warning,
    )


async def exit_check(req: OrbExitCheckRequest) -> OrbExitCheckResponse:
    """Stop state machine. Auto-fetches prices/ATR from Oracle when not provided."""
    ticker = req.ticker.upper()
    now_et = _now_et()
    asof_str = now_et.date().isoformat()

    # Parse entry time (ET)
    entry_time_used: str | None = None
    entry_dt: dt.datetime | None = None
    if req.entry_time:
        try:
            parts = req.entry_time.replace(" ", "").split(":")
            h, m = int(parts[0]), int(parts[1])
            entry_dt = now_et.replace(hour=h, minute=m, second=0, microsecond=0)
            entry_time_used = f"{h:02d}:{m:02d}"
        except Exception:
            pass
    if entry_dt is None:
        entry_dt = now_et.replace(hour=9, minute=35, second=0, microsecond=0)
        entry_time_used = "09:35"

    need_quote = req.current_price is None or req.entry_price is None
    need_intraday = req.peak_price is None  # intraday needed for peak tracking
    need_daily = req.atr_at_entry is None

    bars_raw: list[dict] = []
    atr = req.atr_at_entry
    live_price: float | None = None

    try:
        async with OracleClient(base_url=_oracle_url()) as client:
            # Real-time quote for current_price / entry_price
            if need_quote:
                try:
                    svc = PriceService(client)
                    quote = await svc.get_quote(ticker)
                    live_price = quote.price
                except Exception as qexc:
                    logger.warning("exit_check_quote_failed", ticker=ticker, error=str(qexc))

            # Intraday bars for peak tracking
            if need_intraday or need_quote:
                intraday = await fetch_intraday_bulk(
                    {asof_str: [ticker]}, client, cache=None,
                    skip_oracle_when_unhealthy=True, concurrency=2,
                )
                bars_raw = intraday.get(asof_str, {}).get(ticker, [])

            if need_daily:
                daily_start = (now_et.date() - timedelta(days=60)).isoformat()
                daily_bars_atr = await fetch_daily_bars_bulk(
                    [ticker], daily_start, asof_str, client,
                    skip_oracle_when_unhealthy=True, concurrency=2,
                )
                bars = daily_bars_atr.get(ticker, [])
                if bars:
                    last_bar = max(bars, key=lambda b: b["date"])
                    if last_bar["date"] < asof_str:
                        daily_bars_atr[ticker] = bars + [{
                            "date": asof_str,
                            "open": last_bar["close"], "high": last_bar["close"],
                            "low": last_bar["close"], "close": last_bar["close"],
                            "volume": 0,
                        }]
                enrichment = enrich_daily_bars(daily_bars_atr, [asof_str])
                atr = enrichment.get(ticker, {}).get(asof_str, {}).get("atr_14")
    except Exception as exc:
        logger.warning("exit_check_fetch_failed", ticker=ticker, error=str(exc))

    # Parse intraday timestamps for peak tracking
    timed: list[tuple[dt.datetime, dict]] = []
    for bar in bars_raw:
        ts_raw = bar.get("timestamp", "")
        if not ts_raw:
            continue
        try:
            ts = dt.datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00"))
            if ts.tzinfo is None:
                ts = ts.replace(tzinfo=_ET)
            ts_et = ts.astimezone(_ET)
        except Exception:
            continue
        if ts_et.date().isoformat() == asof_str and ts_et.time() >= _MARKET_OPEN:
            timed.append((ts_et, bar))
    timed.sort(key=lambda x: x[0])

    # Resolve entry_price: real-time quote when in Current mode
    entry_price = req.entry_price
    if entry_price is None:
        entry_price = live_price or (float(timed[-1][1].get("close") or 0) if timed else 0.0)

    # current_price: always use real-time quote when available; fallback to latest bar
    current_price = req.current_price
    if current_price is None:
        current_price = live_price or (float(timed[-1][1].get("close") or entry_price) if timed else entry_price)

    # peak_price: max high of intraday bars since entry_time
    since_entry = [(ts, b) for ts, b in timed if ts >= entry_dt]
    peak_price = req.peak_price
    if peak_price is None:
        if since_entry:
            peak_price = max((float(b.get("high") or entry_price) for _, b in since_entry), default=entry_price)
            peak_price = max(peak_price, entry_price)
        else:
            peak_price = entry_price

    if current_price is None:
        current_price = entry_price
    if peak_price is None:
        peak_price = entry_price

    if not atr or atr <= 0:
        atr = 0.001

    exit_params = _get_params(req.strategy)
    atr_mult     = exit_params.atr_stop_multiplier or 0.75
    trailing_atr = exit_params.trailing_stop_atr_multiplier or 0.6
    tight_atr    = exit_params.trailing_stop_atr_multiplier_tight or 0.2
    trailing_r   = exit_params.trailing_at_r or 1.0
    tighten_r    = exit_params.trailing_tighten_at_r  # may be None
    breakeven_r  = exit_params.breakeven_at_r or 1.0

    stop_distance = atr_mult * atr
    initial_stop = entry_price - stop_distance

    peak_r = (peak_price - entry_price) / stop_distance
    current_r = (current_price - entry_price) / stop_distance

    if tighten_r is not None and peak_r >= tighten_r:
        current_stop = peak_price - tight_atr * atr
        phase = "trailing_tight"
    elif peak_r >= trailing_r:
        current_stop = peak_price - trailing_atr * atr
        phase = "trailing"
    else:
        current_stop = initial_stop
        phase = "initial"

    # Enforce breakeven floor
    if current_r >= breakeven_r and current_stop < entry_price:
        current_stop = entry_price
        if phase == "initial":
            phase = "breakeven"

    # 15:55 ET force exit
    force_exit = now_et.time() >= _FORCE_EXIT_TIME
    if force_exit:
        phase = "force_exit"
        time_status = "force_exit_due"
    elif now_et.time() >= _MARKET_OPEN:
        time_status = "in_window"
    else:
        time_status = "post_close"

    hit_stop = current_price <= current_stop

    if force_exit:
        should_exit = True
        reason = "Force exit at 15:55 ET"
    elif hit_stop:
        should_exit = True
        reason = f"Stop hit: ${current_price:.2f} ≤ stop ${current_stop:.2f} ({phase})"
    else:
        should_exit = False
        reason = f"Hold: ${current_price:.2f} > stop ${current_stop:.2f} ({phase})"

    return OrbExitCheckResponse(
        ticker=ticker,
        current_stop=round(current_stop, 4),
        stop_phase=phase,
        should_exit=should_exit,
        reason=reason,
        r_multiple=round(current_r, 3),
        profit_r=round(current_r, 3),
        time_status=time_status,
        current_price=round(current_price, 4),
        peak_price=round(peak_price, 4),
        entry_time_used=entry_time_used,
        entry_price_used=round(entry_price, 4),
        atr_at_entry_used=round(atr, 4),
    )


async def gainers_scan(count: int = 200, strategy: str | None = None) -> GainersScanResponse:
    params = _get_params(strategy)
    now = _now_et()
    asof = now.date()
    asof_str = asof.isoformat()
    mstat = _market_status_str()
    scan_time = now.isoformat()

    # 1. Fetch gainers from Oracle
    gainers_url = f"{_oracle_url()}/api/v1/stocks/gainers"
    try:
        resp = httpx.get(gainers_url, params={"count": count}, timeout=10.0)
        resp.raise_for_status()
        raw_gainers = resp.json()
    except Exception as exc:
        logger.error("gainers_fetch_failed", error=str(exc))
        return GainersScanResponse(
            scan_time=scan_time, market_status=mstat,
            count_fetched=0, count_passed=0, results=[],
        )

    gainer_items = _parse_gainers(raw_gainers)
    if not gainer_items:
        logger.warning("gainers_response_unrecognized", raw=str(raw_gainers)[:200])
        return GainersScanResponse(
            scan_time=scan_time, market_status=mstat,
            count_fetched=0, count_passed=0, results=[],
        )

    # Build gainer metadata map
    gainer_meta: dict[str, dict] = {}
    for item in gainer_items:
        sym = _gainer_ticker(item)
        if not sym:
            continue
        meta: dict = {}
        if isinstance(item, dict):
            meta["price"] = item.get("price") or item.get("regularMarketPrice")
            pct_raw = (
                item.get("change_percent")
                or item.get("pct_change")
                or item.get("regularMarketChangePercent")
                or item.get("change_pct")
            )
            # Oracle returns change_percent as a whole number (e.g. 12.5 = +12.5%)
            meta["change_pct"] = pct_raw / 100.0 if pct_raw is not None else None
        gainer_meta[sym] = meta

    all_gainer_tickers = sorted(gainer_meta.keys())
    logger.info("gainers_fetched", count=len(all_gainer_tickers))

    if not all_gainer_tickers:
        return GainersScanResponse(
            scan_time=scan_time, market_status=mstat,
            count_fetched=0, count_passed=0, results=[],
        )

    support_tickers = ["SPY", "QQQ"]
    all_tickers = sorted({*all_gainer_tickers, *support_tickers})
    daily_start = (asof - timedelta(days=120)).isoformat()

    try:
        async with OracleClient(base_url=_oracle_url()) as client:
            # 2. Fetch daily bars for all gainers
            daily_bars = await fetch_daily_bars_bulk(
                all_tickers, daily_start, asof_str, client,
                skip_oracle_when_unhealthy=True, concurrency=8,
            )

            # 3. Inject synthetic today row (Oracle only has yesterday's daily bars when market is open)
            for sym, bars in daily_bars.items():
                if bars:
                    last_bar = max(bars, key=lambda b: b["date"])
                    if last_bar["date"] < asof_str:
                        daily_bars[sym] = bars + [{
                            "date": asof_str,
                            "open": last_bar["close"], "high": last_bar["close"],
                            "low": last_bar["close"], "close": last_bar["close"],
                            "volume": 0, "synthetic_today_daily": True,
                        }]

            # 4. Enrich
            enrichment = enrich_daily_bars(daily_bars, [asof_str])

            # 5. Pre-screen
            prescreened = orb_pre_screen_candidates(
                daily_bars, [asof_str], enrichment,
                min_price=params.min_price,
                min_atr=params.min_atr_14,
                min_avg_dollar_vol=params.min_avg_dollar_volume,
                max_per_day=None,
            )
            candidate_tickers = prescreened.get(asof_str, [])
            logger.info("gainers_prescreened", total=len(all_gainer_tickers), passed=len(candidate_tickers))

            # 6. Fetch intraday only for candidates + support
            intraday_candidates = {asof_str: sorted({*candidate_tickers, *support_tickers})}
            all_intraday: dict = {}
            if candidate_tickers:
                all_intraday = await fetch_intraday_bulk(
                    intraday_candidates, client, cache=None,
                    skip_oracle_when_unhealthy=True, concurrency=4,
                )
    except Exception as exc:
        logger.exception("gainers_scan_failed")
        return GainersScanResponse(
            scan_time=scan_time, market_status=mstat,
            count_fetched=len(all_gainer_tickers), count_passed=0, results=[],
        )

    # 6. Run simulation
    ticker_sectors = {t: "UNKNOWN" for t in all_tickers}
    day_results: list = []
    if candidate_tickers and all_intraday:
        try:
            day_results = run_orb_simulation(
                all_intraday, [asof_str], params, enrichment,
                ticker_sectors=ticker_sectors,
            )
        except Exception as exc:
            logger.warning("gainers_simulation_failed", error=str(exc))

    # 7. Build results
    day = day_results[0] if day_results else None
    traded_tickers = {t.ticker: t for t in (day.trades if day else [])}
    pre_screened_set = set(candidate_tickers)

    results: list[GainerResult] = []
    for sym in all_gainer_tickers:
        meta = gainer_meta.get(sym, {})
        price = meta.get("price")
        change_pct = meta.get("change_pct")

        if sym in traded_tickers:
            trade = traded_tickers[sym]
            size_scale = trade.hot_reclaim_size_scale
            if size_scale is not None and size_scale < 1.0:
                signal = "SCALE_ENTRY"
            else:
                signal = "ENTRY"
            parts = []
            if trade.gap_pct is not None:
                parts.append(f"gap {trade.gap_pct * 100:+.1f}%")
            if trade.rvol is not None:
                parts.append(f"rvol {trade.rvol:.1f}x")
            if trade.atr_at_entry is not None:
                parts.append(f"atr {trade.atr_at_entry:.2f}")
            filter_summary = " | ".join(parts) if parts else "entry confirmed"
            results.append(GainerResult(
                ticker=sym, price=price, change_pct=change_pct,
                signal=signal, scale_factor=size_scale,
                filter_summary=filter_summary, failure_reason=None,
            ))
        elif sym in pre_screened_set:
            # Passed pre-screen but failed ORB simulation filters
            e = enrichment.get(sym, {}).get(asof_str, {})
            atr = e.get("atr_14")
            dvol = e.get("avg_dollar_vol_30d")
            summary = f"atr {atr:.2f} | dvol ${(dvol or 0) / 1e6:.0f}M" if atr else "prescreened"
            reason = "ORB filters: gap/RVOL/breakout/direction"
            if day and day.skip_reason:
                reason = f"day skipped: {day.skip_reason}"
            results.append(GainerResult(
                ticker=sym, price=price, change_pct=change_pct,
                signal="NO_ENTRY", scale_factor=None,
                filter_summary=summary, failure_reason=reason,
            ))
        else:
            # Failed pre-screen
            e = enrichment.get(sym, {}).get(asof_str, {})
            atr = e.get("atr_14")
            dvol = e.get("avg_dollar_vol_30d")
            today_open = e.get("today_open")
            reasons = []
            if today_open is not None and today_open < params.min_price:
                reasons.append(f"price ${today_open:.2f} < ${params.min_price:.0f}")
            elif atr is None or atr < params.min_atr_14:
                reasons.append(f"atr {atr or 'N/A'} < {params.min_atr_14}")
            elif dvol is None or dvol < params.min_avg_dollar_volume:
                reasons.append(f"dvol ${(dvol or 0) / 1e6:.0f}M < ${params.min_avg_dollar_volume / 1e6:.0f}M")
            else:
                reasons.append("no daily bar on date")
            results.append(GainerResult(
                ticker=sym, price=price, change_pct=change_pct,
                signal="NO_ENTRY", scale_factor=None,
                filter_summary="pre-screen fail",
                failure_reason=", ".join(reasons),
            ))

    # Sort: ENTRY → SCALE_ENTRY → NO_ENTRY
    _order = {"ENTRY": 0, "SCALE_ENTRY": 1, "NO_ENTRY": 2}
    results.sort(key=lambda r: _order.get(r.signal, 3))

    count_passed = sum(1 for r in results if r.signal in ("ENTRY", "SCALE_ENTRY"))
    return GainersScanResponse(
        scan_time=scan_time, market_status=mstat,
        count_fetched=len(all_gainer_tickers),
        count_passed=count_passed,
        results=results,
    )