// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;

import { IOptimizer, OptimizerInput } from "./IOptimizer.sol";
import { OptimizerV3Push3Lib } from "./OptimizerV3Push3Lib.sol";

/**
 * @title OptimizerV3Push3
 * @notice Standalone contract wrapping the Push3 transpiler output.
 *         The actual calculation logic lives in OptimizerV3Push3Lib and is
 *         shared with OptimizerV3 so that transpiler changes require only
 *         one edit point.
 * @custom:experimental This contract is a transpiler harness / backtesting stub only.
 *                      It must NOT be wired as the live optimizer in any production deployment.
 *                      Use OptimizerV3 (UUPS proxy) for production.
 */
contract OptimizerV3Push3 is IOptimizer {
    /**
     * @dev Always reverts — this contract is a transpiler harness, not a production optimizer.
     *      Calling getLiquidityParams() on this stub is a deployment misconfiguration.
     *      LiquidityManager.recenter() has a try/catch that falls back to bear-mode defaults,
     *      so accidental wiring produces a permanent bear-mode lock rather than a silent failure.
     *      Use OptimizerV3 (which inherits Optimizer) for a live deployment with real inputs.
     */
    function getLiquidityParams() external pure returns (uint256, uint256, uint24, uint256) {
        revert("OptimizerV3Push3: not for production use");
    }

    /**
     * @notice Compute liquidity parameters from 8 dyadic rational inputs.
     * @dev    Delegates to OptimizerV3Push3Lib.calculateParams — the single
     *         canonical copy of the transpiler output.
     *         capitalInefficiency (ci) is intentionally hardcoded to 0 in both the bear
     *         and bull branches of this implementation.  CI is a pure risk lever that
     *         controls the VWAP bias applied when placing the floor position: CI=0 means
     *         the floor tracks the raw VWAP with no upward adjustment, which is the
     *         safest setting and carries zero effect on fee revenue.  Any integrating
     *         proxy (e.g. ThreePositionStrategy) must therefore treat the floor scarcity
     *         and VWAP adjustment as if no capital-inefficiency premium is active.
     *         Future optimizer versions that expose non-zero CI values should document
     *         the resulting floor-placement and eth-scarcity effects explicitly.
     * @param inputs  8-slot dyadic rational array (all values 0..1e18):
     *                slot 0 = percentageStaked, slot 1 = averageTaxRate,
     *                slot 2 = pricePosition, slot 3 = volatility, slot 4 = momentum,
     *                slot 5 = timeSinceRecenter, slot 6 = utilizationRate, slot 7 = reserved.
     *                This implementation uses only slots 0 and 1; slots 2-7 are available
     *                to future evolved programs that use the normalized indicators.
     * @return ci              Capital inefficiency (0..1e18). Always 0 in this implementation.
     * @return anchorShare     Fraction of non-floor ETH in anchor (0..1e18).
     * @return anchorWidth     Anchor position width in tick units.
     * @return discoveryDepth  Discovery liquidity density (0..1e18).
     */
    function calculateParams(OptimizerInput[8] memory inputs)
        public
        pure
        returns (uint256 ci, uint256 anchorShare, uint24 anchorWidth, uint256 discoveryDepth)
    {
        return OptimizerV3Push3Lib.calculateParams(inputs);
    }
}