"""Calendar utilities for the backtester — thin wrappers over existing libs."""
from __future__ import annotations

import datetime as dt

from libs.common.time_utils import (
    is_trading_day,
    next_trading_day,
    trading_days_between,
)
from libs.labeler.reaction_date import compute_reaction_date


def resolve_execution_date(
    event_date: dt.date,
    filing_time_bucket: str,
) -> dt.date:
    """Return the date on which the trade is executed (next open after reaction).

    The reaction_date is the first trading day the market can react.
    Execution date = next trading day after reaction_date (entry at next open).
    """
    reaction = compute_reaction_date(event_date, filing_time_bucket)
    return next_trading_day(reaction)


def get_trading_days(start: dt.date, end: dt.date) -> list[dt.date]:
    """Return all NYSE trading days in [start, end] inclusive."""
    return trading_days_between(start, end)


__all__ = [
    "resolve_execution_date",
    "get_trading_days",
    "is_trading_day",
    "next_trading_day",
    "trading_days_between",
    "compute_reaction_date",
]