"""
Portfolio tracker.

Aggregates positions from all running strategies to prevent
over-concentration in any single instrument.
"""
from dataclasses import dataclass


@dataclass
class Position:
    instrument: str
    quantity: float
    entry_price: float
    strategy: str


class PortfolioTracker:
    def __init__(self) -> None:
        self.positions: dict[str, list[Position]] = {}

    def add(self, strategy: str, instrument: str, qty: float, price: float) -> None:
        if instrument not in self.positions:
            self.positions[instrument] = []
        self.positions[instrument].append(Position(instrument, qty, price, strategy))

    def net_exposure(self, instrument: str) -> float:
        if instrument not in self.positions:
            return 0.0
        return sum(p.quantity for p in self.positions[instrument])

    def all_exposures(self) -> dict[str, float]:
        return {inst: self.net_exposure(inst) for inst in self.positions}

    def is_overconcentrated(self, instrument: str, max_pct: float, equity: float) -> bool:
        return abs(self.net_exposure(instrument)) > equity * max_pct