import pandas as pd
from strategies.base_strategy import BaseStrategy
import logging

class MaCrossStrategy(BaseStrategy):
    """
    A strategy based on a fast Simple Moving Average (SMA) crossing
    a slow SMA.
    """
    # --- FIX: Changed 3rd argument from log_level to trade_signal_queue ---
    def __init__(self, strategy_name: str, params: dict, trade_signal_queue):
        # --- FIX: Passed trade_signal_queue to the parent class ---
        super().__init__(strategy_name, params, trade_signal_queue)
        self.fast_ma_period = self.params.get('short_ma') or self.params.get('fast') or 0
        self.slow_ma_period = self.params.get('long_ma') or self.params.get('slow') or 0

    def calculate_signals(self, df: pd.DataFrame) -> pd.DataFrame:
        if not self.fast_ma_period or not self.slow_ma_period or len(df) < self.slow_ma_period:
            logging.warning(f"Not enough data for MA periods.")
            df['signal'] = 0
            return df
            
        df['fast_sma'] = df['close'].rolling(window=self.fast_ma_period).mean()
        df['slow_sma'] = df['close'].rolling(window=self.slow_ma_period).mean()
        
        df['signal'] = 0
        df.loc[df['fast_sma'] > df['slow_sma'], 'signal'] = 1
        df.loc[df['fast_sma'] < df['slow_sma'], 'signal'] = -1
        
        return df