#!/usr/bin/env bash
# End-to-end run of the outlier-robust reversal_rank alpha on the full
# all-universe dataset and on a per-date liquid subset. Records per-phase
# wall-clock time to reports/reversal_rank_timings.json.
set -euo pipefail
cd "$(dirname "$0")/.."

DATA=data/daily_bars/all
BOOK=10000000
TIMINGS=reports/reversal_rank_timings.json
mkdir -p reports
echo "{" > "$TIMINGS"

run() {  # run <json_key> <cmd...>
  local key="$1"; shift
  local t0 t1
  t0=$(date +%s.%N)
  "$@"
  t1=$(date +%s.%N)
  printf '  "%s": %.2f,\n' "$key" "$(echo "$t1 - $t0" | bc)" >> "$TIMINGS"
  echo ">>> $key took $(echo "$t1 - $t0" | bc)s"
}

# ---- full all-universe, robust rank weighting ----
run full_alpha_compute uv run python cli.py alpha compute --data-path "$DATA" \
  --alpha-name reversal_rank_all --alpha-type reversal_rank --lookback 5 --output-dir alphas
run full_alpha_eval uv run python cli.py alpha eval \
  --alpha-path alphas/reversal_rank_all.pq --data-path "$DATA"
run full_combo uv run python cli.py combo combine \
  --alpha-paths alphas/reversal_rank_all.pq --combo-name reversal_rank_all_combo \
  --method equal_weight --output-dir combos
run full_portfolio_build uv run python cli.py portfolio build \
  --weights-path combos/reversal_rank_all_combo.pq --data-path "$DATA" \
  --booksize "$BOOK" --portfolio-name reversal_rank_all_10m --output-dir portfolio
run full_portfolio_eval uv run python cli.py portfolio eval \
  --positions-path portfolio/reversal_rank_all_10m.pq --data-path "$DATA"
run full_portfolio_simulate uv run python cli.py portfolio simulate \
  --positions-path portfolio/reversal_rank_all_10m.pq --data-path "$DATA" \
  --constraint suspension --constraint price_limit --constraint volume_cap \
  --cost-bps 5 --slippage-bps 5 --output-dir portfolio

# ---- liquid subset (per-date investable universe), robust rank weighting ----
run liq_alpha_compute uv run python cli.py alpha compute --data-path "$DATA" \
  --alpha-name reversal_rank_liq --alpha-type reversal_rank --lookback 5 \
  --liquid-universe --universe-top-n 1000 --output-dir alphas
run liq_alpha_eval uv run python cli.py alpha eval \
  --alpha-path alphas/reversal_rank_liq.pq --data-path "$DATA"
run liq_combo uv run python cli.py combo combine \
  --alpha-paths alphas/reversal_rank_liq.pq --combo-name reversal_rank_liq_combo \
  --method equal_weight --output-dir combos
run liq_portfolio_build uv run python cli.py portfolio build \
  --weights-path combos/reversal_rank_liq_combo.pq --data-path "$DATA" \
  --booksize "$BOOK" --portfolio-name reversal_rank_liq_10m --output-dir portfolio
run liq_portfolio_eval uv run python cli.py portfolio eval \
  --positions-path portfolio/reversal_rank_liq_10m.pq --data-path "$DATA"
run liq_portfolio_simulate uv run python cli.py portfolio simulate \
  --positions-path portfolio/reversal_rank_liq_10m.pq --data-path "$DATA" \
  --constraint suspension --constraint price_limit --constraint volume_cap \
  --cost-bps 5 --slippage-bps 5 --output-dir portfolio

printf '  "_done": true\n}\n' >> "$TIMINGS"
echo "Wrote $TIMINGS"