from core.models import Signal
from strategies.base import Strategy
from utils.indicators import atr

class SessionBreakout(Strategy):
    name = "session_breakout"

    def __init__(self, timeframe, params):
        super().__init__(timeframe, params)
        self.traded_day = {}

    def on_bar(self, symbol, df):
        p = self.p
        last = df.iloc[-1]
        day, h = last.time.date(), last.time.hour
        if not (p["range_end"] <= h < p["trade_until"]) or self.traded_day.get(symbol) == day:
            return None
        today = df[df.time.dt.date == day]
        rng = today[(today.time.dt.hour >= p["range_start"]) & (today.time.dt.hour < p["range_end"])]
        if len(rng) < 4:
            return None
        hi, lo = rng.high.max(), rng.low.min()
        a = atr(df, 14).iloc[-1]
        side = "buy" if last.close > hi else "sell" if last.close < lo else None
        if side:
            self.traded_day[symbol] = day
            sl = p["sl_atr"] * a
            return Signal(symbol, side, sl, sl * p["rr"], self.name, "Range breakout")