from app.analysis.levels import Level, LevelKind, Side
from app.bars.models import Bar, Timeframe
from app.bars.session import bucket_start
from app.config import MA_WEIGHT_FACTOR, TIMEFRAME_WEIGHT


def build_vwap_level(minute_bars: list[Bar]) -> list[Level]:
    """Session VWAP, anchored to the CME session open.

    Institutional execution is benchmarked against VWAP, which is what earns it
    a place here: it is watched by people whose orders are large enough to move
    price, not merely by chartists.

    Anchoring uses the same 18:00 ET session boundary as the daily bars, so
    VWAP resets when the trading day does rather than at UTC midnight.
    """
    if not minute_bars:
        return []
    session_open = bucket_start(minute_bars[-1].t, Timeframe.D1)

    cumulative_pv = 0.0
    cumulative_volume = 0
    points: list[tuple[int, float]] = []
    for bar in minute_bars:
        if bar.t < session_open:
            continue
        typical = (bar.h + bar.l + bar.c) / 3
        cumulative_pv += typical * bar.v
        cumulative_volume += bar.v
        # Yahoo reports zero-volume minutes in thin overnight trade; they carry
        # no VWAP information and must not divide by zero.
        if cumulative_volume > 0:
            points.append((bar.t, cumulative_pv / cumulative_volume))
    if not points:
        return []

    current = points[-1][1]
    last_bar = minute_bars[-1]
    return [
        Level(
            id="vwap:session",
            kind=LevelKind.VWAP,
            tf=Timeframe.D1,
            side=Side.SUPPORT if current <= last_bar.c else Side.RESISTANCE,
            weight=TIMEFRAME_WEIGHT[Timeframe.D1] * MA_WEIGHT_FACTOR,
            score=1.0,
            label="Session VWAP",
            anchor_t=points[-1][0],
            anchor_p=current,
            slope=0.0,
            points=points,
            touches=0,
            first_t=points[0][0],
            last_t=points[-1][0],
            provisional=not last_bar.closed,
            hidden=False,
        )
    ]