from backtesting import Backtest, Strategy
import requests

class PatternSimilarity(Strategy):
    """
    Buy when historically similar patterns had positive forward returns.
    Sell when they had negative forward returns.
    """
    lookback_threshold = 0.6  # min win rate to enter long
    
    def init(self):
        self.pattern_signals = {}
        
    def next(self):
        date_str = str(self.data.index[-1].date())
        
        if date_str not in self.pattern_signals:
            try:
                resp = requests.get("https://chartlibrary.io/api/v1/search", 
                    params={"symbol": "AAPL", "date": date_str, "timeframe": "RTH"},
                    headers={"X-API-Key": "your-key"}, timeout=5)
                matches = resp.json()["matches"]
                win_rate = sum(1 for m in matches if m["return_5d"] > 0) / len(matches)
                avg_return = sum(m["return_5d"] for m in matches) / len(matches)
                self.pattern_signals[date_str] = {
                    "win_rate": win_rate, "avg_return": avg_return
                }
            except Exception:
                return
        
        sig = self.pattern_signals.get(date_str)
        if not sig:
            return
            
        if not self.position and sig["win_rate"] >= self.lookback_threshold:
            self.buy()
        elif self.position and sig["win_rate"] < 0.4:
            self.position.close()