from typing import Dict, Tuple

class NavErosionService:
    def _calculate_nav_risk(self, etf_data: Dict, etf_type: ETFType) -> Tuple[float, Dict]:
        """Calculate NAV risk components with ETF-type specific adjustments"""
        components = {}
        
        # Base risk calculation with ETF-type specific thresholds
        if etf_data.get('max_drawdown') is not None:
            if etf_type == ETFType.INCOME:
                # Income ETFs typically have lower drawdowns
                if etf_data['max_drawdown'] > 0.25:
                    components['drawdown'] = 7
                elif etf_data['max_drawdown'] > 0.15:
                    components['drawdown'] = 5
                elif etf_data['max_drawdown'] > 0.10:
                    components['drawdown'] = 3
                else:
                    components['drawdown'] = 2
            elif etf_type == ETFType.GROWTH:
                # Growth ETFs typically have higher drawdowns
                if etf_data['max_drawdown'] > 0.35:
                    components['drawdown'] = 7
                elif etf_data['max_drawdown'] > 0.25:
                    components['drawdown'] = 5
                elif etf_data['max_drawdown'] > 0.15:
                    components['drawdown'] = 3
                else:
                    components['drawdown'] = 2
            else:  # BALANCED
                # Balanced ETFs have moderate drawdowns
                if etf_data['max_drawdown'] > 0.30:
                    components['drawdown'] = 7
                elif etf_data['max_drawdown'] > 0.20:
                    components['drawdown'] = 5
                elif etf_data['max_drawdown'] > 0.12:
                    components['drawdown'] = 3
                else:
                    components['drawdown'] = 2
        else:
            components['drawdown'] = 4  # Default medium risk if no data
        
        # Rest of the method remains unchanged
        if etf_data.get('volatility') is not None:
            if etf_data['volatility'] > 0.40:
                components['volatility'] = 7
            elif etf_data['volatility'] > 0.25:
                components['volatility'] = 5
            elif etf_data['volatility'] > 0.15:
                components['volatility'] = 3
            else:
                components['volatility'] = 2
        else:
            components['volatility'] = 4
        
        if etf_data.get('sharpe_ratio') is not None:
            if etf_data['sharpe_ratio'] >= 2.0:
                components['sharpe'] = 1
            elif etf_data['sharpe_ratio'] >= 1.5:
                components['sharpe'] = 2
            elif etf_data['sharpe_ratio'] >= 1.0:
                components['sharpe'] = 3
            elif etf_data['sharpe_ratio'] >= 0.5:
                components['sharpe'] = 4
            else:
                components['sharpe'] = 5
        else:
            components['sharpe'] = 4
            
        if etf_data.get('sortino_ratio') is not None:
            if etf_data['sortino_ratio'] >= 2.0:
                components['sortino'] = 1
            elif etf_data['sortino_ratio'] >= 1.5:
                components['sortino'] = 2
            elif etf_data['sortino_ratio'] >= 1.0:
                components['sortino'] = 3
            elif etf_data['sortino_ratio'] >= 0.5:
                components['sortino'] = 4
            else:
                components['sortino'] = 5
        else:
            components['sortino'] = 4
        
        # Calculate weighted NAV risk
        nav_risk = sum(
            components[component] * weight 
            for component, weight in self.NAV_COMPONENT_WEIGHTS.items()
        )
        
        return nav_risk, components