from typing import Optional
from pydantic import BaseModel


class CommodityMeta(BaseModel):
    cftc_code: str
    name: str
    exchange: str
    exchange_abbr: str
    contract_unit: Optional[str]
    first_date: Optional[str]
    last_date: Optional[str]
    week_count: int
    has_disagg: bool = False


class ExchangeInfo(BaseModel):
    exchange_abbr: str
    exchange: str
    commodity_count: int


class PositionPoint(BaseModel):
    report_date: str
    open_interest: Optional[int]
    noncomm_long: Optional[int]
    noncomm_short: Optional[int]
    noncomm_spreading: Optional[int]
    noncomm_net: Optional[int]
    comm_long: Optional[int]
    comm_short: Optional[int]
    comm_net: Optional[int]
    nonrept_long: Optional[int]
    nonrept_short: Optional[int]
    nonrept_net: Optional[int]
    chg_open_interest: Optional[int]
    chg_noncomm_long: Optional[int]
    chg_noncomm_short: Optional[int]
    chg_comm_long: Optional[int]
    chg_comm_short: Optional[int]
    pct_noncomm_long: Optional[float]
    pct_noncomm_short: Optional[float]
    pct_comm_long: Optional[float]
    pct_comm_short: Optional[float]
    traders_total: Optional[int]
    traders_noncomm_long: Optional[int]
    traders_noncomm_short: Optional[int]
    traders_comm_long: Optional[int]
    traders_comm_short: Optional[int]


class HistoryResponse(BaseModel):
    commodity: CommodityMeta
    row_type: str
    data: list[PositionPoint]


class LatestRowData(BaseModel):
    row_type: str
    positions: PositionPoint
    concentration: Optional[dict]


class LatestResponse(BaseModel):
    commodity: CommodityMeta
    report_date: str
    rows: list[LatestRowData]


class ExtremePoint(BaseModel):
    value: Optional[float]
    date: Optional[str]


class ExtremesResponse(BaseModel):
    cftc_code: str
    commodity: str
    noncomm_net: dict
    open_interest: dict
    comm_net: dict


class ScreenerRow(BaseModel):
    cftc_code: str
    commodity: str
    exchange: str
    latest_date: str
    noncomm_net: Optional[int]
    open_interest: Optional[int]
    pct_rank: Optional[float]
    chg_noncomm_long: Optional[int]
    chg_noncomm_short: Optional[int]


class ComparePoint(BaseModel):
    report_date: str
    value: Optional[float]


class CompareResponse(BaseModel):
    metric: str
    commodities: list[CommodityMeta]
    series: dict[str, list[ComparePoint]]


class PercentileResponse(BaseModel):
    cftc_code: str
    commodity: str
    current_net: Optional[int]
    percentile: Optional[float]
    z_score: Optional[float]
    lookback_weeks: int
    period_min: Optional[int]
    period_max: Optional[int]


class DisaggPositionPoint(BaseModel):
    report_date: str
    open_interest: Optional[int]
    prod_merc_long: Optional[int]
    prod_merc_short: Optional[int]
    prod_merc_net: Optional[int]
    swap_long: Optional[int]
    swap_short: Optional[int]
    swap_spread: Optional[int]
    swap_net: Optional[int]
    m_money_long: Optional[int]
    m_money_short: Optional[int]
    m_money_spread: Optional[int]
    m_money_net: Optional[int]
    other_rept_long: Optional[int]
    other_rept_short: Optional[int]
    other_rept_net: Optional[int]
    nonrept_long: Optional[int]
    nonrept_short: Optional[int]
    nonrept_net: Optional[int]
    chg_open_interest: Optional[int]
    chg_m_money_long: Optional[int]
    chg_m_money_short: Optional[int]
    chg_prod_merc_long: Optional[int]
    chg_prod_merc_short: Optional[int]
    chg_swap_long: Optional[int]
    chg_swap_short: Optional[int]
    pct_open_interest: Optional[float]
    pct_m_money_long: Optional[float]
    pct_m_money_short: Optional[float]
    pct_prod_merc_long: Optional[float]
    pct_prod_merc_short: Optional[float]
    pct_swap_long: Optional[float]
    pct_swap_short: Optional[float]
    traders_total: Optional[int]
    traders_m_money_long: Optional[int]
    traders_m_money_short: Optional[int]
    traders_prod_merc_long: Optional[int]
    traders_prod_merc_short: Optional[int]


class DisaggHistoryResponse(BaseModel):
    commodity: CommodityMeta
    row_type: str
    data: list[DisaggPositionPoint]


class DisaggScreenerRow(BaseModel):
    cftc_code: str
    commodity: str
    exchange: str
    latest_date: str
    m_money_net: Optional[int]
    open_interest: Optional[int]
    pct_rank: Optional[float]
    chg_m_money_long: Optional[int]
    chg_m_money_short: Optional[int]


class ReportDateInfo(BaseModel):
    date: str
    commodity_count: int


class ReportSnapshotRow(BaseModel):
    cftc_code: str
    commodity: str
    exchange: str
    open_interest: Optional[int]
    noncomm_net: Optional[int]
    comm_net: Optional[int]
    pct_noncomm_long: Optional[float]
    pct_noncomm_short: Optional[float]
    traders_total: Optional[int]