"""Convert pandas DataFrames to backtrader data feeds."""
import backtrader as bt
import pandas as pd


def df_to_bt_feed(df: pd.DataFrame) -> bt.feeds.PandasData:
    """Convert a standardized OHLCV DataFrame to a backtrader PandasData feed."""
    df = df.copy()
    df["date"] = pd.to_datetime(df["date"])
    df = df.set_index("date")
    df = df[["open", "high", "low", "close", "volume"]]
    return bt.feeds.PandasData(dataname=df)


class SignalPandasData(bt.feeds.PandasData):
    """PandasData feed carrying an extra ``signal`` line alongside OHLCV."""

    lines = ("signal",)
    params = (("signal", -1),)  # -1 -> match by column name


def df_to_signal_feed(df: pd.DataFrame) -> "SignalPandasData":
    """Convert an OHLCV+signal DataFrame to a SignalPandasData feed.

    Args:
        df: DataFrame with ``date``, OHLCV columns, and a ``signal`` column.

    Returns:
        A SignalPandasData feed (NaN signals are preserved for the strategy to skip).
    """
    df = df.copy()
    df["date"] = pd.to_datetime(df["date"])
    df = df.set_index("date")
    df = df[["open", "high", "low", "close", "volume", "signal"]]
    return SignalPandasData(dataname=df)