"""Python 3 standard-library scenario generator. No broker/data connection.
Place beside example-scenario.json and run python portfolio_lab.py.
Writes python-expiry.csv and python-time-price.csv.
"""
import csv
import json
import math
from pathlib import Path


def option_value(price, strike, kind, minutes, iv, rate):
    if minutes <= 0:
        return max(price - strike if kind == 'C' else strike - price, 0)
    years = minutes / (365 * 24 * 60)
    discounted = strike * math.exp(-rate * years)
    if price <= 0:
        return discounted if kind == 'P' else 0
    if iv <= 0:
        return max(price - discounted if kind == 'C' else discounted - price, 0)
    vol_time = iv * math.sqrt(years)
    d1 = (math.log(price / strike) + (rate + iv * iv / 2) * years) / vol_time
    d2 = d1 - vol_time
    cdf = lambda x: (1 + math.erf(x / math.sqrt(2))) / 2
    return max(0, price * cdf(d1) - discounted * cdf(d2) if kind == 'C'
               else discounted * cdf(-d2) - price * cdf(-d1))


def pnl(price, minutes, cfg):
    return sum(leg['quantity'] * (option_value(price, leg['strike'], leg['type'], minutes,
               cfg['annual_iv'], cfg['annual_rate']) - leg['premium']) * cfg['multiplier_usd']
               - abs(leg['quantity']) * cfg['entry_fee_per_contract_usd'] for leg in cfg['legs'])


def main():
    root = Path(__file__).resolve().parent
    cfg = json.loads((root / 'example-scenario.json').read_text(encoding='utf-8'))
    low, high = cfg['range']
    prices = [low + (high - low) * i / (cfg['price_steps'] - 1) for i in range(cfg['price_steps'])]
    with (root / 'python-expiry.csv').open('w', newline='', encoding='utf-8') as f:
        out = csv.writer(f)
        out.writerow(['settlement_price', 'net_expiry_pnl_usd', 'data_basis'])
        for price in prices:
            out.writerow([price, round(pnl(price, 0, cfg), 4), 'synthetic_example'])
    with (root / 'python-time-price.csv').open('w', newline='', encoding='utf-8') as f:
        out = csv.writer(f)
        out.writerow(['underlying_price', 'calendar_minutes_remaining', 'model_pnl_usd',
                      'expiry_pnl_usd', 'annual_iv', 'annual_rate', 'basis'])
        for price in prices:
            for i in range(cfg['time_steps']):
                minutes = cfg['minutes_remaining'] * i / (cfg['time_steps'] - 1)
                out.writerow([price, minutes, round(pnl(price, minutes, cfg), 4),
                              round(pnl(price, 0, cfg), 4), cfg['annual_iv'],
                              cfg['annual_rate'], 'synthetic_black_scholes'])
    print('Generated both Python scenario CSVs; synthetic only.')


if __name__ == '__main__':
    main()