// Indicators and economy variables move toward a target each day:
//   target = start value + sum of weighted deviations from the start state + active biases
// Because every term is a deviation from the scenario start, the start is an equilibrium.

import { IND_IDS, VAR_IDS, clamp } from "./state.js";
import { biasFor } from "./modifiers.js";
import { nextNoise } from "./rng.js";

function computeTarget(def, base, group, key, state, devs) {
  let t = base;
  for (const [id, w] of Object.entries(def.sectors ?? {})) {
    t += w * (state.sectors[id].quality - state.ref.sectors[id]);
  }
  for (const [id, w] of Object.entries(def.alloc ?? {})) {
    const s = state.sectors[id];
    t += w * (s.alloc / s.need - state.ref.ratio[id]);
  }
  for (const [k, w] of Object.entries(def.econ ?? {})) {
    t += w * (devs[k] - state.ref.dev[k]);
  }
  for (const [k, w] of Object.entries(def.ind ?? {})) {
    t += w * (state.indicators[k] - state.ref.ind[k]);
  }
  return t + biasFor(state, group, key);
}

export function stepVars(state, bal, devs) {
  const next = {};
  for (const id of VAR_IDS) {
    const def = bal.vars[id];
    const target = computeTarget(def, state.ref.vars[id], "var", id, state, devs);
    const v = state.economy[id];
    next[id] = clamp(v + (target - v) / def.tau + nextNoise(state, def.noise), def.min, def.max);
  }
  Object.assign(state.economy, next);
}

export function stepIndicators(state, bal, devs) {
  const next = {};
  for (const id of IND_IDS) {
    const def = bal.indicators[id];
    const target = computeTarget(def, state.ref.ind[id], "ind", id, state, devs);
    const v = state.indicators[id];
    next[id] = clamp(v + (target - v) / def.tau + nextNoise(state, def.noise ?? bal.noise.indicator), 0, 100);
  }
  Object.assign(state.indicators, next);
}