#include "quantflow/strategy/strategy_base.hpp"
#include "quantflow/indicators/moving_average.hpp"
#include "quantflow/backtest/backtest_engine.hpp"

class SMAStrategy : public Strategy {
public:
    SMAStrategy(const Symbol& symbol, int fast, int slow)
        : symbol_(symbol), fast_sma_(fast), slow_sma_(slow) {}
    
    void on_bar(const Bar& bar) override {
        fast_sma_.update(bar.close);
        slow_sma_.update(bar.close);
        
        if (!fast_sma_.is_ready() || !slow_sma_.is_ready()) return;
        
        const Position* pos = context_->get_position(symbol_);
        bool has_position = pos && !pos->is_flat();
        
        if (fast_sma_.value() > slow_sma_.value() && !has_position) {
            context_->buy(symbol_, 100.0);
        } else if (fast_sma_.value() < slow_sma_.value() && has_position) {
            context_->sell(symbol_, 100.0);
        }
    }

private:
    Symbol symbol_;
    SMA fast_sma_, slow_sma_;
};

BacktestConfig config;
config.initial_cash = 100000.0;
config.commission_rate = 0.001;

BacktestEngine engine(config);
auto strategy = std::make_shared<SMAStrategy>("AAPL", 10, 30);
engine.add_strategy(strategy);

// Load data
auto bars = data::CSVReader::read_bars("data/historical/AAPL.csv");
engine.add_data(bars);

// Run
engine.run();

// Results
auto results = engine.get_results();
std::cout << "Total Return: " << results.total_return << "%" << std::endl;
std::cout << "Sharpe Ratio: " << results.sharpe_ratio << std::endl;