#!/usr/bin/env python3
"""
Base Strategy Worker - 策略 Worker 基类
"""

from abc import ABC, abstractmethod
from typing import Any, Dict, List, Optional, Tuple
import logging

from core.modules.data_contract.cache import ContractCacheManager
from core.modules.data_manager import DataManager
from core.modules.strategy.enums import ExecutionMode
from core.modules.strategy.engines.shared.data_classes.investment_state import (
    InvestmentLifecycle,
    ScanSignalPhase,
)
from core.modules.strategy.engines.shared.data_classes.opportunity import Opportunity
from core.modules.strategy.engines.shared.helpers.simulation_day_execution import (
    execute_pending_exits_on_active,
    fill_pending_buys,
    queue_deferred_buy,
    resolve_pending_buys_at_end,
    resolve_pending_exits_on_active_at_end,
)
from core.modules.strategy.engines.shared.helpers.market_profile_id import (
    resolve_market_profile_id,
)
from core.modules.strategy.engines.shared.helpers.skip_investment_when import (
    stamp_stock_status_at_trigger,
)
from core.modules.strategy.engines.shared.helpers.tradability import annotate_scan_opportunity
from core.modules.strategy.engines.shared.helpers.stock_status_risk_context import (
    build_stock_status_risk_runtime_context,
)
from core.modules.strategy.engines.shared.helpers.simulation_pricing import (
    apply_buy_slippage,
    trade_price_defers_to_next_session,
    trade_theoretical_price_same_day,
)
from core.modules.strategy.engines.shared.data_classes.strategy_settings.dict_view_settings import (
    StrategySettingsView,
)

logger = logging.getLogger(__name__)

MAX_LOOKBACK_DAYS = 60


def _active_list_from_investing(tracker: Dict[str, Any]) -> List[Opportunity]:
    investing = tracker.get("investing")
    return [investing] if investing is not None else []


class BaseStrategyWorker(ABC):
    """策略 Worker 基类（子进程）"""

    def __init__(self, job_payload: Dict[str, Any]):
        self.job_payload = job_payload
        self.stock_id = job_payload["stock_id"]
        self.execution_mode = job_payload["execution_mode"]
        self.strategy_name = job_payload["strategy_name"]
        self.settings = StrategySettingsView.from_dict(job_payload["settings"])
        self.simulation = self.settings.simulation_settings
        from core.modules.market_profile import get_market_profile

        profile_id = resolve_market_profile_id(
            job_payload,
            settings_market_profile=self.settings.market_profile,
        )
        self.market_profile = get_market_profile(profile_id)

        self.contract_cache = ContractCacheManager()
        self.stock_info = self._load_stock_info()
        period_start = str(job_payload.get("start_date") or self.settings.start_date or "")
        period_end = str(job_payload.get("end_date") or self.settings.end_date or "")
        self.stock_status_risk = build_stock_status_risk_runtime_context(
            stock_meta=self.stock_info,
            settings=self.settings.stock_status_risk,
            stock_id=self.stock_id,
            period_start=period_start,
            period_end=period_end,
        )
        from core.modules.strategy.services.data import StrategyDataInjectionService

        self.data_manager = StrategyDataInjectionService(
            stock_id=self.stock_id,
            settings=self.settings,
            contract_cache=self.contract_cache,
        )

        if self.execution_mode == ExecutionMode.SIMULATE.value:
            raw_opportunity = job_payload.get("opportunity")
            self.opportunity = Opportunity.from_dict(raw_opportunity) if raw_opportunity else None
            self.end_date = job_payload["end_date"]
        else:
            self.scan_date = job_payload.get("scan_date")

        self.on_init()

    def _load_stock_info(self) -> Dict[str, Any]:
        # 编排层元数据；非 settings.data 声明项，直调 list（决策 11）。
        try:
            stock_info = DataManager().stock.list.load_single(self.stock_id)
            if isinstance(stock_info, dict):
                return stock_info
            if str(self.stock_id).upper() != "DUMMY":
                logger.warning("无法加载股票信息: %s，使用最小信息", self.stock_id)
            return {
                "id": self.stock_id,
                "name": self.stock_id,
                "industry": "",
                "type": "",
                "exchange_center": "",
            }
        except Exception as exc:
            if str(self.stock_id).upper() != "DUMMY":
                logger.error("加载股票信息失败: %s, error: %s", self.stock_id, exc)
            return {
                "id": self.stock_id,
                "name": self.stock_id,
                "industry": "",
                "type": "",
                "exchange_center": "",
            }

    def run(self) -> Dict[str, Any]:
        try:
            if self.execution_mode == ExecutionMode.SCAN.value:
                return self._execute_scan()
            if self.execution_mode == ExecutionMode.SIMULATE.value:
                return self._execute_simulate()
            raise ValueError(f"未知的执行模式: {self.execution_mode}")
        except Exception as exc:
            logger.error(
                "处理股票失败: stock_id=%s, strategy=%s, mode=%s, error=%s",
                self.stock_id,
                self.strategy_name,
                self.execution_mode,
                exc,
                exc_info=True,
            )
            return {
                "success": False,
                "stock_id": self.stock_id,
                "opportunity": None,
                "error": str(exc),
            }

    def _execute_scan(self) -> Dict[str, Any]:
        lookback = min(self.settings.min_required_records, MAX_LOOKBACK_DAYS)
        self.data_manager.load_latest_data(lookback=lookback)
        data = self.data_manager.get_loaded_data()
        self.on_before_scan()
        opportunity = self.scan_opportunity(data, self.settings.to_dict())
        if opportunity and opportunity.stock:
            opportunity.stock = {**self.stock_info, **opportunity.stock}
        if opportunity:
            from core.modules.market_profile import get_market_profile

            trigger_day = str(
                opportunity.trigger_date
                or getattr(self, "scan_date", None)
                or ""
            ).strip()
            stamp_stock_status_at_trigger(
                opportunity,
                trade_date=trigger_day,
                tier_periods=self.stock_status_risk.tier_periods,
            )
            profile_id = resolve_market_profile_id(
                self.job_payload,
                settings_market_profile=self.settings.market_profile,
            )
            annotate_scan_opportunity(
                opportunity,
                profile=get_market_profile(profile_id),
                klines=self.data_manager.get_klines(),
                scan_date=getattr(self, "scan_date", None),
                stock_status_risk=self.stock_status_risk,
            )
        self.on_after_scan(opportunity)
        return {
            "success": True,
            "stock_id": self.stock_id,
            "opportunity": opportunity.to_dict() if opportunity else None,
        }

    def _execute_simulate(self) -> Dict[str, Any]:
        lookback_days = min(self.settings.min_required_records, MAX_LOOKBACK_DAYS)
        actual_start_date = self._get_date_before(self.job_payload.get("start_date"), lookback_days)
        self.data_manager.load_historical_data(start_date=actual_start_date, end_date=self.end_date)
        all_klines = self.data_manager.get_klines()

        if not all_klines:
            logger.warning("没有K线数据: stock=%s", self.stock_id)
            return {"success": True, "stock_id": self.stock_id, "settled": []}

        tracker = {
            "stock_id": self.stock_id,
            "passed_dates": [],
            "pending_buys": [],
            "investing": None,
            "settled": [],
        }
        min_required_kline = self.settings.min_required_records
        last_kline = None
        last_idx = -1
        for idx, current_kline in enumerate(all_klines):
            virtual_date_of_today = current_kline["date"]
            tracker["passed_dates"].append(virtual_date_of_today)
            if len(tracker["passed_dates"]) < min_required_kline:
                continue
            data_of_today = self.data_manager.get_data_until(virtual_date_of_today)
            prev_kline = all_klines[idx - 1] if idx > 0 else None
            self._execute_single_day(
                tracker,
                current_kline,
                data_of_today,
                prev_kline=prev_kline,
            )
            last_kline = current_kline
            last_idx = idx

        if last_kline:
            resolve_pending_buys_at_end(
                tracker["pending_buys"],
                _active_list_from_investing(tracker),
                [],
                sim=self.simulation,
            )
            if tracker["pending_buys"]:
                tracker["investing"] = tracker["pending_buys"][0]
                tracker["pending_buys"].clear()
            resolve_pending_exits_on_active_at_end(
                _active_list_from_investing(tracker),
                last_bar=last_kline,
                sim=self.simulation,
            )
            if tracker["investing"]:
                self._settle_open_opportunity(tracker, last_kline)

        del tracker["passed_dates"]
        del tracker["investing"]
        return {"success": True, "stock_id": self.stock_id, "settled": tracker["settled"]}

    def _execute_single_day(
        self,
        tracker: Dict[str, Any],
        current_kline: Dict[str, Any],
        data_of_today: Dict[str, Any],
        *,
        prev_kline: Optional[Dict[str, Any]] = None,
    ) -> None:
        active = _active_list_from_investing(tracker)
        fill_pending_buys(
            tracker["pending_buys"],
            active,
            bar=current_kline,
            sim=self.simulation,
        )
        if active and tracker["investing"] is None:
            tracker["investing"] = active[0]

        if tracker["investing"]:
            exit_indices = execute_pending_exits_on_active(
                active,
                bar=current_kline,
                sim=self.simulation,
            )
            if exit_indices:
                completed_opportunity = tracker["investing"]
                tracker["settled"].append(completed_opportunity.to_dict())
                tracker["investing"] = None
                logger.debug(
                    "投资完成: stock=%s, date=%s, reason=%s",
                    self.stock_id,
                    current_kline["date"],
                    completed_opportunity.sell_reason,
                )
            else:
                is_completed = tracker["investing"].check_targets(
                    self.simulation,
                    current_kline=current_kline,
                    goal_config=self.settings.goal,
                    prev_bar=prev_kline,
                    market_profile=self.market_profile,
                    stock_status_risk=self.stock_status_risk,
                )
                if is_completed:
                    completed_opportunity = tracker["investing"]
                    tracker["settled"].append(tracker["investing"].to_dict())
                    tracker["investing"] = None
                    logger.debug(
                        "投资完成: stock=%s, date=%s, reason=%s",
                        self.stock_id,
                        current_kline["date"],
                        completed_opportunity.sell_reason,
                    )

        if tracker["investing"] is None and not tracker["pending_buys"]:
            opportunity = self.scan_opportunity_with_data(data_of_today)
            if opportunity:
                opportunity.trigger_date = current_kline["date"]
                opportunity.trigger_price = float(current_kline.get("close") or 0.0)
                if trade_price_defers_to_next_session(self.simulation.buy_price_model):
                    queue_deferred_buy(opportunity, signal_bar=current_kline)
                    tracker["pending_buys"].append(opportunity)
                    logger.debug(
                        "发现机会(待次日开盘买入): stock=%s, date=%s",
                        self.stock_id,
                        current_kline["date"],
                    )
                    return
                buy_raw = trade_theoretical_price_same_day(
                    self.simulation.buy_price_model,
                    side="buy",
                    bar=current_kline,
                    no_next_bar=self.simulation.edges_no_next_bar,
                )
                if buy_raw is None:
                    return
                opportunity.buy_price = apply_buy_slippage(buy_raw, self.simulation.slippage_buy_bps)
                opportunity.buy_date = str(current_kline.get("date") or "")
                opportunity.signal_phase = ScanSignalPhase.ACTIVE.value
                opportunity.lifecycle = InvestmentLifecycle.OPEN.value
                tracker["investing"] = opportunity
                logger.debug(
                    "发现机会: stock=%s, date=%s, price=%s",
                    self.stock_id,
                    current_kline["date"],
                    current_kline["close"],
                )

    def _settle_open_opportunity(
        self,
        tracker: Dict[str, Any],
        last_kline: Dict[str, Any],
    ) -> None:
        opportunity = tracker.get("investing")
        if not opportunity:
            return
        opportunity.settle(
            self.simulation,
            last_kline=last_kline,
            reason="backtest_end",
        )
        tracker["settled"].append(opportunity.to_dict())
        tracker["investing"] = None
        logger.debug(
            "清算未结投资: stock=%s, date=%s, roi=%.2f%%",
            self.stock_id,
            last_kline["date"],
            opportunity.roi * 100,
        )

    def _get_date_before(self, date: str, days: int) -> str:
        from core.utils.date.date_utils import DateUtils

        try:
            adjusted_days = int(days * 1.5)
            return DateUtils.sub_days(date, adjusted_days)
        except Exception as exc:
            logger.error("计算日期失败: date=%s, days=%s, error=%s", date, days, exc)
            return date

    def scan_opportunity_with_data(self, data: Dict[str, Any]) -> Optional["Opportunity"]:
        return self.scan_opportunity(data, self.settings.to_dict())

    # ==================== scan 辅助（高频原语，无业务语义） ====================

    @staticmethod
    def get_record_of_today(data: Dict[str, Any]) -> Optional[Dict[str, Any]]:
        """已加载数据中的最新一根 K 线（``record_of_today``）；无数据时返回 None（scan 边界）。"""
        klines = data.get("klines") or []
        return klines[-1] if klines else None

    @staticmethod
    def signal_date(record_of_today: Dict[str, Any]) -> str:
        """信号日（与 simulate 循环中 ``current_kline['date']`` 一致）。"""
        return str(record_of_today["date"])

    @staticmethod
    def core_int(settings: Dict[str, Any], key: str) -> int:
        """读取 ``settings['core'][key]`` 并转为 int。"""
        return int(settings["core"][key])

    @staticmethod
    def core_float(
        settings: Dict[str, Any],
        key: str,
        *,
        clamp: Optional[Tuple[float, float]] = None,
    ) -> float:
        """读取 ``settings['core'][key]`` 并转为 float，可选裁剪到 ``clamp`` 区间。"""
        value = float(settings["core"][key])
        if clamp is None:
            return value
        low, high = clamp
        return max(low, min(high, value))

    def build_opportunity(
        self,
        record_of_today: Dict[str, Any],
        *,
        extra_fields: Optional[Dict[str, Any]] = None,
    ) -> Opportunity:
        """组装标准买入机会（``stock`` 取自 ``self.stock_info``）。"""
        return Opportunity(
            stock=self.stock_info,
            record_of_today=record_of_today,
            extra_fields=extra_fields,
        )

    @staticmethod
    def deterministic_roll(*key_parts: Any) -> float:
        """
        确定性掷骰：``key_parts`` 相同则始终得到相同的 [0, 1) 值。

        典型用法：``self.deterministic_roll(self.stock_id, self.signal_date(record_of_today), seed)``
        """
        from core.utils.math.deterministic_random import deterministic_unit_float

        return deterministic_unit_float(*key_parts)

    @abstractmethod
    def scan_opportunity(
        self,
        data: Dict[str, Any],
        settings: Dict[str, Any],
    ) -> Optional["Opportunity"]:
        pass

    def on_init(self) -> None:
        pass

    def on_before_scan(self) -> None:
        pass

    def on_after_scan(self, opportunity: Optional["Opportunity"]) -> None:
        pass

    def on_price_factor_before_process_stock(
        self,
        stock_id: str,
        opportunities: "list[dict]",
        config: "dict",
    ) -> None:
        return None

    def on_price_factor_after_process_stock(
        self,
        stock_id: str,
        stock_summary: "dict",
        config: "dict",
    ) -> "dict":
        return stock_summary

    def on_price_factor_opportunity_trigger(
        self,
        opportunity_row: "dict",
        config: "dict",
    ) -> "dict":
        return opportunity_row

    def on_price_factor_target_hit(
        self,
        target_row: "dict",
        opportunity_row: "dict",
        config: "dict",
    ) -> "dict":
        return target_row
