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"""
Volume Weighted Momentum Trading Signal
出来高加重モメンタム指標
"""
import pandas as pd
import numpy as np


def calculate_volume_weighted_momentum_signals(df: pd.DataFrame,
                                             period: int = 20,
                                             volume_ma: int = 50) -> pd.DataFrame:
    """
    Volume Weighted Momentum戦略のシグナル生成
    
    Parameters:
    -----------
    df : pd.DataFrame
        OHLCVデータ
    period : int
        モメンタム計算期間（デフォルト: 20）
    volume_ma : int
        出来高移動平均期間（デフォルト: 50）
    
    Returns:
    --------
    pd.DataFrame
        シグナルが追加されたDataFrame
    """
    df = df.copy()
    
    # 出来高加重価格
    df['vwp'] = (df['close'] * df['volume']).rolling(window=period).sum() / df['volume'].rolling(window=period).sum()
    
    # 出来高加重モメンタム
    df['vw_momentum'] = (df['close'] - df['vwp']) / df['vwp']
    
    # 出来高フィルター
    df['volume_ma'] = df['volume'].rolling(window=volume_ma).mean()
    df['volume_filter'] = df['volume'] > df['volume_ma']
    
    # シグナル初期化
    df['signal'] = 0
    df['is_buy'] = False
    df['is_sell'] = False
    
    position = 0
    
    for i in range(max(period, volume_ma), len(df)):
        # 買いシグナル
        if position <= 0 and df['vw_momentum'].iloc[i] > 0.01 and df['volume_filter'].iloc[i]:
            df.loc[df.index[i], 'is_buy'] = True
            df.loc[df.index[i], 'signal'] = 1
            position = 1
            
        # 売りシグナル
        elif position >= 0 and df['vw_momentum'].iloc[i] < -0.01:
            df.loc[df.index[i], 'is_sell'] = True
            df.loc[df.index[i], 'signal'] = -1
            position = -1
        else:
            df.loc[df.index[i], 'signal'] = position
    
    df['signal'] = df['signal'].fillna(0)
    
    return df