// MarketCalendar — XNYS (NYSE/Nasdaq) trading days, early closes, regular-session bounds and America/New_York DST.
// Rules are computed (no external data): NYSE holiday rules since 2000, special closures listed explicitly,
// US DST rules (2007+: 2nd Sunday March → 1st Sunday November; 1987–2006: 1st Sunday April → last Sunday October).
// Validation: tests/reference/calendar_vs_exchange_calendars.cpp compares against the Python exchange_calendars fixture.
#pragma once
#include <vector>
#include <string>
#include <optional>
#include "raid/core/types.hpp"

namespace raid {

struct SessionBounds {
  Date session;
  Timestamp open_utc;      // 09:30 ET
  Timestamp close_utc;     // 16:00 ET (13:00 on early closes) — the close bar OPENS at this instant (closing print)
  Timestamp ext_open_utc;  // 04:00 ET
  Timestamp ext_close_utc; // 20:00 ET (bars open until 19:59). On early-close days the vendor stops at 17:00.
  bool early_close{false};
  i64 utc_offset_seconds{0};  // ET offset that day at the open (−18000 EST / −14400 EDT)
};

class MarketCalendar {
 public:
  enum class Market { XNYS };
  explicit MarketCalendar(Market m = Market::XNYS) : market_(m) {}
  Market market() const { return market_; }

  bool is_trading_day(Date d) const;
  bool is_early_close(Date d) const;
  std::optional<std::string> holiday_name(Date d) const;
  /// Session bounds for a trading day (throws if not a trading day).
  SessionBounds session(Date d) const;
  /// Regular-hours bars expected for one session at the given interval (1m: 391 normal, 211 early close).
  usize expected_regular_bars(Date d, Interval iv) const;
  /// Trading sessions in [start, end] inclusive.
  std::vector<Date> sessions(Date start, Date end) const;
  /// Next / previous trading day strictly after / before d.
  Date next_session(Date d) const;
  Date previous_session(Date d) const;
  /// America/New_York offset (seconds east of UTC) at a UTC instant.
  static i64 new_york_offset(Timestamp utc);
  /// Local New York civil date and minute-of-day of a UTC instant.
  struct Local { Date date; int minute_of_day; i64 offset_seconds; };
  static Local to_new_york(Timestamp utc);
  /// UTC instant of a New York wall-clock time (assumes the time exists; gap hour maps to post-transition).
  static Timestamp from_new_york(Date d, int minute_of_day);
  /// Session date of a bar-open timestamp under the US equity convention (04:00–20:00 ET same civil day).
  static Date session_of(Timestamp bar_open_utc) { return to_new_york(bar_open_utc).date; }

 private:
  Market market_;
};

/// Convenience: trading-day distance between two sessions (number of sessions strictly between + 1).
usize trading_days_between(const MarketCalendar& cal, Date a, Date b);

}  // namespace raid