"""数据库连接与初始化"""

import os
from pathlib import Path

from sqlalchemy import create_engine, text
from sqlalchemy.orm import sessionmaker, declarative_base

# 数据库文件路径
BASE_DIR = Path(__file__).resolve().parent.parent
DB_PATH = BASE_DIR / "data" / "pretrade.db"
DB_PATH.parent.mkdir(parents=True, exist_ok=True)

DATABASE_URL = f"sqlite:///{DB_PATH}"

engine = create_engine(
    DATABASE_URL,
    connect_args={"check_same_thread": False},
)
SessionLocal = sessionmaker(autocommit=False, autoflush=False, bind=engine)
Base = declarative_base()


def get_db():
    """FastAPI 依赖：获取数据库会话"""
    db = SessionLocal()
    try:
        yield db
    finally:
        db.close()


def init_database():
    """执行建表 SQL 并写入默认数据"""
    from app.models import MarketRegime, Account, Strategy, RegimeMatch  # noqa: F401

    # 建表
    Base.metadata.create_all(bind=engine)

    # 若已有数据则跳过初始化
    db = SessionLocal()
    try:
        if db.query(MarketRegime).count() > 0:
            return

        _seed_default_data(db)
    finally:
        db.close()


def _seed_default_data(db):
    """写入默认大盘阶段、账户、策略及匹配规则"""
    from app.models import MarketRegime, Account, Strategy, RegimeMatch

    # ── 大盘阶段（8 个固定） ──
    regimes = [
        MarketRegime(name="上涨初期", trade_type="顺势", allow_direction="做多", remark="顺势做多，禁止做空"),
        MarketRegime(name="上涨中期", trade_type="顺势", allow_direction="做多", remark="顺势做多，禁止做空"),
        MarketRegime(name="上涨末期", trade_type="反转", allow_direction="做空", remark="反转做空"),
        MarketRegime(name="宽幅震荡", trade_type="观望", allow_direction="禁止", remark="观望，禁止交易"),
        MarketRegime(name="宽幅震荡末期", trade_type="反转", allow_direction="多空均可", remark="反转交易（收敛突破）"),
        MarketRegime(name="下跌初期", trade_type="顺势", allow_direction="做空", remark="顺势做空，禁止做多"),
        MarketRegime(name="下跌中期", trade_type="顺势", allow_direction="做空", remark="顺势做空，禁止做多"),
        MarketRegime(name="下跌末期", trade_type="反转", allow_direction="做多", remark="反转做多"),
    ]
    db.add_all(regimes)
    db.flush()

    regime_map = {r.name: r.id for r in regimes}

    # ── 账户（默认本金 100U） ──
    accounts = [
        Account(account_name="账户1-斐波回调", total_capital=100, trade_cycle="4H/1H", risk_ratio="5%~10%", remark="斐波回调专用"),
        Account(account_name="账户2-箱体突破", total_capital=100, trade_cycle="日内", risk_ratio="0.5%~1%", remark="箱体顺势突破专用"),
        Account(account_name="账户3-收敛突破", total_capital=100, trade_cycle="日内", risk_ratio="0.5%~1%", remark="收敛结构突破专用"),
        Account(account_name="账户4-手工主观", total_capital=100, trade_cycle="灵活", risk_ratio="2%", remark="手工主观策略专用"),
    ]
    db.add_all(accounts)
    db.flush()

    acc_map = {a.account_name: a.id for a in accounts}

    # ── 策略（4 个内置） ──
    strategies = [
        Strategy(
            strategy_name="斐波回调",
            fit_cycle="4H/1H",
            fit_trend_strength="弱",
            trade_type="顺势",
            strategy_rule=(
                "入场：仅 0.618 / 0.786\n"
                "适用：通道式上涨/下跌\n"
                "适用：弱趋势\n"
                "周期：4H/1H\n"
                "注意：点位、触碰次数、突破条件均由人工手动筛选输入"
            ),
        ),
        Strategy(
            strategy_name="箱体顺势突破",
            fit_cycle="日内(5分钟K线)",
            fit_trend_strength="强",
            trade_type="顺势",
            strategy_rule=(
                "箱体时长要求：≥4小时（48根5分钟K线），优先8小时以上\n"
                "成立条件：人工手动判断触碰上下沿次数、顺势/逆势箱体、突破确认条件\n"
                "系统不校验，仅展示该策略可用\n"
                "适用：强趋势顺势阶段"
            ),
        ),
        Strategy(
            strategy_name="收敛结构突破",
            fit_cycle="日内",
            fit_trend_strength="强",
            trade_type="反转",
            strategy_rule=(
                "适用：宽幅震荡末期收敛三角\n"
                "人工确认结构，系统仅匹配可用\n"
                "注意：结构细节、突破条件均由人工手动确认"
            ),
        ),
        Strategy(
            strategy_name="手工主观",
            fit_cycle="灵活",
            fit_trend_strength="全部",
            trade_type="全部",
            strategy_rule="全场景人工自主判断，系统仅做前置匹配",
        ),
    ]
    db.add_all(strategies)
    db.flush()

    strat_map = {s.strategy_name: s.id for s in strategies}

    # ── 匹配绑定规则 ──
    cycles = ["日线", "4H", "1H"]
    matches = []

    # 顺势阶段（上涨初/中期、下跌初/中期）：强→箱体，弱→斐波
    shunshi_regimes = ["上涨初期", "上涨中期", "下跌初期", "下跌中期"]
    for rname in shunshi_regimes:
        rid = regime_map[rname]
        for cycle in cycles:
            matches.append(RegimeMatch(
                market_regime_id=rid, market_cycle=cycle, trend_strength="强",
                account_id=acc_map["账户2-箱体突破"], strategy_id=strat_map["箱体顺势突破"],
            ))
            matches.append(RegimeMatch(
                market_regime_id=rid, market_cycle=cycle, trend_strength="弱",
                account_id=acc_map["账户1-斐波回调"], strategy_id=strat_map["斐波回调"],
            ))

    # 反转阶段（上涨末期、下跌末期）：手工主观
    fanzhuan_regimes = ["上涨末期", "下跌末期"]
    for rname in fanzhuan_regimes:
        rid = regime_map[rname]
        for cycle in cycles:
            for strength in ["强", "弱"]:
                matches.append(RegimeMatch(
                    market_regime_id=rid, market_cycle=cycle, trend_strength=strength,
                    account_id=acc_map["账户4-手工主观"], strategy_id=strat_map["手工主观"],
                ))

    # 宽幅震荡末期：收敛突破
    rid = regime_map["宽幅震荡末期"]
    for cycle in cycles:
        for strength in ["强", "弱"]:
            matches.append(RegimeMatch(
                market_regime_id=rid, market_cycle=cycle, trend_strength=strength,
                account_id=acc_map["账户3-收敛突破"], strategy_id=strat_map["收敛结构突破"],
            ))

    # 宽幅震荡：不写入匹配（系统自动禁用）

    db.add_all(matches)
    db.commit()