# shared: load compact panel, outcome function, option-trade simulator (costs/slippage as recov/scripts/tradelib.py)
import pickle,numpy as np,pandas as pd
C='/workspace/research/flow-forensics-2026-10/callwall'
HM=[f'{(555+m)//60:02d}:{(555+m)%60:02d}' for m in range(375)]
LAST=359          # 15:14 = last usable spot minute (15:15-15:29 frozen since 2026-08-03 -> missing; capped for all days for consistency)
LASTX=179         # 14:14 = last cross minute
TS=[50,100,150]; SS=[30,50]; WS=[30,60]
OUTK=[f'p{t}_s{s}_w{w}' for w in WS for s in SS for t in TS]
def load(): return pickle.load(open(f'{C}/data/cw_days.pkl','rb'))
def outcome(D,s,sgn):
    """sgn=+1 long spot (calls), -1 short (puts). entry=spot close at signal minute s. Same-bar target&stop -> stop (conservative)."""
    c=D['c'];h=D['h'];l=D['l']; e=c[s]
    if e!=e: return None
    r={}
    end=min(s+60,LAST)
    fav=(h[s+1:end+1]-e) if sgn>0 else (e-l[s+1:end+1]); adv=(e-l[s+1:end+1]) if sgn>0 else (h[s+1:end+1]-e)
    for w in WS:
        n=min(s+w,LAST)-s; F=fav[:n]; A=adv[:n]
        for S in SS:
            for T in TS:
                hit=0
                for f,a in zip(F,A):
                    if a!=a: continue
                    if a>=S: break
                    if f>=T: hit=1; break
                r[f'p{T}_s{S}_w{w}']=hit
    r['mfe60']=np.nanmax(fav) if np.isfinite(fav).any() else np.nan; r['mae60']=np.nanmax(adv) if np.isfinite(adv).any() else np.nan
    r['nbars60']=int(np.isfinite(fav).sum())
    return r
SLIP=3.0
def lot(t): return 25 if t<pd.Timestamp('2024-11-20') else (75 if t<pd.Timestamp('2026-01-01') else 65)
def charges(t,buy,sells):
    Q=lot(t); n=1+len(sells); brk=20.0*n; sv=sum(f*p for f,p in sells)*Q; bv=buy*Q
    stt=0.001*sv; txn=0.0003503*(bv+sv); sebi=1e-6*(bv+sv); stamp=3e-5*bv; gst=0.18*(brk+txn+sebi)
    return (brk+stt+txn+sebi+stamp+gst)/Q
EXITS={'E1_spotstopK20_t100':dict(stop=20,tgt=100),'E2_spotstopK30_t150':dict(stop=30,tgt=150),
       'E3_spotstopK30_trail50_40':dict(stop=30,trail=(50,40)),'E4_prem20_scale':dict(prem=True),
       'E5_spotstopK30_scale':dict(stop=30,scale=True)}
def trade(d,D,s,sgn,Kopt,Kwall,ex,hold=60):
    """Buy CE (sgn>0) / PE (sgn<0) strike Kopt, nearest expiry, at minute s+1 open + slip. Spot stop relative to crossed strike Kwall."""
    tp='CE' if sgn>0 else 'PE'; ki=np.where(D['K']==Kopt)[0]
    if len(ki)==0: return dict(status='no_strike')
    k=ki[0]; O=D['open_'+tp][:,k];Hh=D['high_'+tp][:,k];Ll=D['low_'+tp][:,k];Cc=D['close_'+tp][:,k]
    if s+1>LAST or O[s+1]!=O[s+1]: return dict(status='no_fill_bar')
    fill=O[s+1]+SLIP; e=D['c'][s]; p=EXITS[ex]; end=min(s+1+hold,LAST)
    sh=D['h'];sl=D['l']
    stop_sp=(Kwall-p['stop']*sgn) if 'stop' in p else None
    rem=1.0; sells=[]; pstop=fill-20; t1=t2=False; peak=fill; spk=e; pending=False; why='time'
    for x in range(s+1,end+1):
        ok=Cc[x]==Cc[x]
        hx,lx=sh[x],sl[x]
        if hx==hx:
            fav=(hx-e) if sgn>0 else (e-lx); spk=max(spk,hx) if sgn>0 else min(spk,lx)
            adv_hit=stop_sp is not None and ((lx<=stop_sp) if sgn>0 else (hx>=stop_sp))
            if adv_hit: pending=True; why='spot_stop'
            elif 'tgt' in p and fav>=p['tgt']: pending=True; why='spot_target'
            if 'trail' in p and not pending:
                a,b=p['trail']
                if abs(spk-e)>=a:
                    ts=spk-b*sgn
                    stop_sp=max(stop_sp,ts) if sgn>0 else min(stop_sp,ts)
        if pending:
            if ok: sells.append((rem,Cc[x]-SLIP)); rem=0; break
            continue
        if not ok: continue
        if p.get('prem') or p.get('scale'):
            if p.get('prem') and Ll[x]<=pstop:
                px=min(O[x],pstop) if x>s+1 and O[x]==O[x] else pstop; sells.append((rem,px-SLIP)); rem=0; why='prem_stop'; break
            if not t1 and Hh[x]>=fill+20: sells.append((0.4,fill+20-SLIP)); rem-=0.4; t1=True; pstop=max(pstop,fill)
            if not t2 and Hh[x]>=fill+40: sells.append((0.3,fill+40-SLIP)); rem-=0.3; t2=True
            peak=max(peak,Hh[x])
            if t2:
                tr=max(peak-20,fill+20)
                if Ll[x]<=tr and not p.get('prem'): sells.append((rem,tr-SLIP)); rem=0; why='trail'; break
                pstop=max(pstop,tr)
    if rem>1e-9:
        last=[x for x in range(s+1,end+1) if Cc[x]==Cc[x]]
        if not last: return dict(status='no_exit_bar')
        sells.append((rem,Cc[last[-1]]-SLIP))
    g=sum(f*q for f,q in sells)-fill; cst=charges(d,fill,sells)
    return dict(status='ok',fill=fill,gross=g,cost=cst,pnl=g-cst,pnl_rs_lot=(g-cst)*lot(d),exit_reason=why)