"""Signal-driven multi-stock strategy."""
import backtrader as bt
import pandas as pd


class AlphaStrategy(bt.Strategy):
    """Trade each feed based on its precomputed ``signal`` line.

    The strategy delegates the buy/sell/hold decision to a portfolio builder
    (e.g. ``ThresholdBuilder``) and sizes entries with ``order_target_percent``.
    """

    def __init__(self, builder):
        self.builder = builder

    def next(self):
        for data in self.datas:
            sig = data.signal[0]
            if pd.isna(sig):
                continue
            in_position = bool(self.getposition(data).size)
            action = self.builder.build(float(sig), in_position)
            if action.action == "buy":
                self.order_target_percent(data=data, target=action.size_pct)
            elif action.action == "sell":
                self.close(data=data)