"""
SharpeHyperOptLoss

This module defines the alternative HyperOptLoss class which can be used for
Hyperoptimization.
"""
from datetime import datetime

from pandas import DataFrame

from tradescope.constants import Config
from tradescope.data.metrics import calculate_sharpe
from tradescope.optimize.hyperopt import IHyperOptLoss


class SharpeHyperOptLoss(IHyperOptLoss):
    """
    Defines the loss function for hyperopt.

    This implementation uses the Sharpe Ratio calculation.
    """

    @staticmethod
    def hyperopt_loss_function(results: DataFrame, trade_count: int,
                               min_date: datetime, max_date: datetime,
                               config: Config, *args, **kwargs) -> float:
        """
        Objective function, returns smaller number for more optimal results.

        Uses Sharpe Ratio calculation.
        """
        starting_balance = config['dry_run_wallet']
        sharp_ratio = calculate_sharpe(results, min_date, max_date, starting_balance)
        # print(expected_returns_mean, up_stdev, sharp_ratio)
        return -sharp_ratio
