"""中控行情区：各实例 ccxt OHLCV 拉取（hub_bridge /api/hub/ohlcv 共用）。"""

from __future__ import annotations

import math
import os
import time
from typing import Any, Callable, Optional

CHART_TIMEFRAMES = frozenset(
    {
        "1m",
        "5m",
        "15m",
        "1h",
        "2h",
        "4h",
        "1d",
        "1w",
    }
)
CHART_TIMEFRAME_ORDER = (
    "1m",
    "5m",
    "15m",
    "1h",
    "2h",
    "4h",
    "1d",
    "1w",
)
DAILY_PLUS_TIMEFRAMES = frozenset({"1d", "1w"})

# 入库 / 同步真源（各周期直拉交易所，不做本地聚合）
STORED_TIMEFRAMES = frozenset(CHART_TIMEFRAMES)
PERMANENT_STORED_TIMEFRAMES = frozenset({"1d", "1w"})
YEAR_ROLLING_STORED = frozenset({"5m", "15m", "1h", "2h", "4h"})

# 行情区不做展示周期聚合；保留空映射供兼容读取
CHART_DISPLAY_AGGREGATE_FROM: dict[str, str] = {}

SMALL_DISPLAY_TFS = frozenset({"1m", "5m", "15m"})
MID_DISPLAY_TFS = frozenset({"1h", "2h", "4h"})

HUB_KLINE_1M_MAX_BARS = max(1000, int(os.getenv("HUB_KLINE_1M_MAX_BARS", "10000")))
HUB_KLINE_5M_1H_RETENTION_DAYS = max(30, int(os.getenv("HUB_KLINE_5M_1H_RETENTION_DAYS", "365")))
HUB_KLINE_SEED_BARS = max(100, int(os.getenv("HUB_KLINE_SEED_BARS", "500")))

# 交易所无原生周期时的远程拉取 fallback（行情区当前无映射）
OHLCV_AGGREGATE_FROM: dict[str, str] = {}

TIMEFRAME_MS: dict[str, int] = {
    "1m": 60_000,
    "5m": 5 * 60_000,
    "15m": 15 * 60_000,
    "1h": 60 * 60_000,
    "2h": 2 * 60 * 60_000,
    "4h": 4 * 60 * 60_000,
    "12h": 12 * 60 * 60_000,
    "1d": 24 * 60 * 60_000,
    "1w": 7 * 24 * 60 * 60_000,
}


def normalize_chart_timeframe(raw: str | None, default: str = "5m") -> str:
    tf = (raw or default).strip().lower()
    return tf if tf in CHART_TIMEFRAMES else default


def normalize_perpetual_symbol(symbol: str) -> str:
    """BTC/USDT → BTC/USDT:USDT（与四所 ccxt swap 行情一致）。"""
    sym = (symbol or "").strip().upper()
    if not sym:
        return ""
    if ":" in sym:
        return sym
    if "/" in sym:
        base, quote = sym.split("/", 1)
        quote_clean = quote.split(":")[0]
        return f"{base}/{quote_clean}:{quote_clean}"
    return sym


def sync_timeframe_for_display(timeframe: str) -> str:
    """展示周期对应的入库 / 同步周期。"""
    tf = normalize_chart_timeframe(timeframe)
    return CHART_DISPLAY_AGGREGATE_FROM.get(tf, tf)


def aggregation_source_for_display(timeframe: str) -> str | None:
    tf = normalize_chart_timeframe(timeframe)
    return CHART_DISPLAY_AGGREGATE_FROM.get(tf)


def aggregate_ratio(display_tf: str, source_tf: str) -> int:
    d = normalize_chart_timeframe(display_tf)
    s = normalize_chart_timeframe(source_tf)
    return max(1, int(TIMEFRAME_MS[d] // TIMEFRAME_MS[s]))


def chart_initial_limit(timeframe: str) -> int:
    tf = normalize_chart_timeframe(timeframe)
    if tf in SMALL_DISPLAY_TFS:
        return 2000
    if tf in MID_DISPLAY_TFS:
        return 1000
    if tf in DAILY_PLUS_TIMEFRAMES:
        return 500
    return 500


def chart_chunk_limit(timeframe: str) -> int:
    tf = normalize_chart_timeframe(timeframe)
    if tf in SMALL_DISPLAY_TFS:
        return 500
    if tf == "1w":
        return 150
    if tf in MID_DISPLAY_TFS:
        return 300
    return 200


def chart_memory_cap(timeframe: str) -> int:
    tf = normalize_chart_timeframe(timeframe)
    if tf in SMALL_DISPLAY_TFS:
        return 5000
    if tf == "1w":
        return 500
    return 1000


def bar_limit_for_timeframe(timeframe: str) -> int:
    return chart_memory_cap(timeframe)


def storage_retention_days(storage_tf: str) -> int | None:
    """None 表示不按天截断（1m 按根数；1d/1w 永久）。"""
    tf = normalize_chart_timeframe(storage_tf)
    if tf in YEAR_ROLLING_STORED:
        return HUB_KLINE_5M_1H_RETENTION_DAYS
    return None


def history_cutoff_ms_for_storage(storage_tf: str, now_ms: int | None = None) -> int:
    days = storage_retention_days(storage_tf)
    if days is None:
        return 0
    now = int(now_ms if now_ms is not None else time.time() * 1000)
    return max(0, now - int(days) * 86400000)


def seed_bar_target(storage_tf: str) -> int:
    tf = normalize_chart_timeframe(storage_tf)
    if tf == "1m":
        return HUB_KLINE_1M_MAX_BARS
    if tf in YEAR_ROLLING_STORED:
        period = TIMEFRAME_MS[tf]
        return min(
            int(86400000 * HUB_KLINE_5M_1H_RETENTION_DAYS / period) + 20,
            150000,
        )
    return HUB_KLINE_SEED_BARS


def retention_policy_meta() -> dict[str, Any]:
    year = {"mode": "days", "days": HUB_KLINE_5M_1H_RETENTION_DAYS}
    return {
        "1m": {"mode": "bars", "max_bars": HUB_KLINE_1M_MAX_BARS},
        "5m": dict(year),
        "15m": dict(year),
        "1h": dict(year),
        "2h": dict(year),
        "4h": dict(year),
        "1d": {"mode": "permanent"},
        "1w": {"mode": "permanent"},
        "aggregate_from": {},
    }


def last_closed_bar_open_ms(timeframe: str, now_ms: int | None = None) -> int:
    """上一根已收盘 K 的 open_time（毫秒 UTC）。"""
    tf = normalize_chart_timeframe(timeframe)
    period = TIMEFRAME_MS[tf]
    now = int(now_ms if now_ms is not None else time.time() * 1000)
    current_open = (now // period) * period
    return int(current_open - period)


def window_start_ms(timeframe: str, need: int, retention_days: int, now_ms: int | None = None) -> int:
    """本地库清理/读库窗口：不超过 retention_days。"""
    now = int(now_ms if now_ms is not None else time.time() * 1000)
    period = TIMEFRAME_MS[normalize_chart_timeframe(timeframe)]
    retention_cutoff = now - max(1, int(retention_days)) * 86400000
    want = now - max(1, int(need)) * period
    return max(retention_cutoff, want)


def chart_fetch_start_ms(timeframe: str, need: int, now_ms: int | None = None) -> int:
    """行情展示拉取起点：按 need 根回看（日线 500 / 日内 1000），不受 DB 保留天数限制。"""
    now = int(now_ms if now_ms is not None else time.time() * 1000)
    period = TIMEFRAME_MS[normalize_chart_timeframe(timeframe)]
    return max(0, now - max(1, int(need)) * period)


def _positive_float(value: Any) -> Optional[float]:
    if value in (None, ""):
        return None
    try:
        v = float(value)
    except (TypeError, ValueError):
        return None
    return v if v > 0 else None


def _price_tick_from_market_info(info: dict) -> Optional[float]:
    """从 market.info 解析 tick（含币安 PRICE_FILTER.filters）。"""
    for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
        v = _positive_float(info.get(key))
        if v is not None:
            return v

    for key in ("pricePrecision", "price_precision"):
        raw = info.get(key)
        if raw in (None, ""):
            continue
        try:
            p = float(raw)
        except (TypeError, ValueError):
            continue
        if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
            return 10 ** (-int(p))
        if 0 < p < 1:
            return p

    filters = info.get("filters")
    if isinstance(filters, list):
        for f in filters:
            if not isinstance(f, dict):
                continue
            if str(f.get("filterType") or "").upper() != "PRICE_FILTER":
                continue
            v = _positive_float(f.get("tickSize"))
            if v is not None:
                return v
    return None


def round_price_to_tick(value: Any, tick: Optional[float]) -> Optional[float]:
    """按交易所 tick 对齐价格（K 线/标记线与坐标轴一致）。"""
    t = normalize_price_tick(tick)
    if t is None:
        return None
    try:
        v = float(value)
    except (TypeError, ValueError):
        return None
    n = round(v / t) * t
    d = _decimals_from_tick(t)
    return float(f"{n:.{d}f}")


def round_ohlcv_bars_to_tick(bars: list[dict[str, Any]], tick: Optional[float]) -> None:
    t = normalize_price_tick(tick)
    if t is None:
        return
    for b in bars:
        for key in ("open", "high", "low", "close"):
            if key in b:
                rounded = round_price_to_tick(b.get(key), t)
                if rounded is not None:
                    b[key] = rounded


def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
    """最小价格变动单位（与交易所 tick / price_to_precision 一致）。"""
    try:
        if not getattr(exchange, "markets", None):
            exchange.load_markets()
        market = exchange.market(exchange_symbol)
    except Exception:
        return None

    info = market.get("info") or {}
    if isinstance(info, dict):
        tick = _price_tick_from_market_info(info)
        if tick is not None:
            return tick

    limits = market.get("limits") or {}
    price_limits = limits.get("price") or {}
    if price_limits.get("min") not in (None, ""):
        try:
            v = float(price_limits["min"])
            if v > 0:
                return v
        except (TypeError, ValueError):
            pass

    try:
        sample = exchange.price_to_precision(exchange_symbol, 12345.678901234)
        s = str(sample).strip()
        if "." in s:
            frac = s.split(".", 1)[1]
            if frac:
                return 10 ** (-len(frac))
        return 1.0
    except Exception:
        pass

    prec = (market.get("precision") or {}).get("price")
    if prec is not None:
        try:
            p = float(prec)
            if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
                return 10 ** (-int(p))
            if 0 < p < 1:
                return p
        except (TypeError, ValueError):
            pass
    return None


def normalize_price_tick(tick: Optional[float]) -> Optional[float]:
    """将 tick 对齐为 10^-n，避免浮点噪声导致前端 lightweight-charts unexpected base。"""
    if tick is None:
        return None
    try:
        t = float(tick)
    except (TypeError, ValueError):
        return None
    if t <= 0:
        return None
    if t >= 1:
        return t
    try:
        exp = int(round(-math.log10(t)))
    except (ValueError, OverflowError):
        return None
    exp = max(0, min(12, exp))
    return 10 ** (-exp)


def _decimals_from_tick(tick: float) -> int:
    if tick >= 1:
        return 0
    s = f"{tick:.12f}".rstrip("0")
    if "." in s:
        frac = s.split(".", 1)[1]
        if frac:
            return min(12, len(frac))
    return max(0, min(12, int(round(-math.log10(tick)))))


def format_price_by_tick(value: Any, tick: Optional[float]) -> str:
    if value in (None, ""):
        return "-"
    try:
        v = float(value)
    except (TypeError, ValueError):
        return str(value)
    if v == 0:
        return "0"
    if tick and tick > 0:
        return f"{v:.{_decimals_from_tick(float(tick))}f}"
    av = abs(v)
    if av >= 10000:
        d = 2
    elif av >= 100:
        d = 3
    elif av >= 1:
        d = 4
    elif av >= 0.01:
        d = 6
    else:
        d = 8
    text = f"{v:.{d}f}"
    return text.rstrip("0").rstrip(".") if "." in text else text


def exchange_supports_timeframe(exchange, timeframe: str) -> bool:
    tf = normalize_chart_timeframe(timeframe)
    tfs = getattr(exchange, "timeframes", None) or {}
    if not tfs:
        return True
    return tf in tfs


def _median_bar_step_ms(bars: list[dict[str, Any]]) -> Optional[int]:
    if len(bars) < 2:
        return None
    steps: list[int] = []
    for i in range(1, min(len(bars), 64)):
        step = int(bars[i]["open_time_ms"]) - int(bars[i - 1]["open_time_ms"])
        if step > 0:
            steps.append(step)
    if not steps:
        return None
    steps.sort()
    return steps[len(steps) // 2]


def bars_spacing_matches_timeframe(
    bars: list[dict[str, Any]], timeframe: str, *, tolerance: float = 0.08
) -> bool:
    if len(bars) < 2:
        return True
    period = TIMEFRAME_MS[normalize_chart_timeframe(timeframe)]
    step = _median_bar_step_ms(bars)
    if step is None:
        return False
    return abs(step - period) <= period * tolerance


def align_bar_open_ms(open_time_ms: int, period_ms: int) -> int:
    return (int(open_time_ms) // period_ms) * period_ms


def snap_to_bar_grid(ts_ms: int, origin_ms: int, step_ms: int) -> int:
    step = max(1, int(step_ms))
    origin = int(origin_ms)
    if ts_ms <= origin:
        return origin
    idx = (int(ts_ms) - origin + step - 1) // step
    return origin + idx * step


def fill_missing_ohlcv_bars(
    bars: list[dict[str, Any]],
    period_ms: int,
    start_ms: int | None = None,
    end_ms: int | None = None,
) -> list[dict[str, Any]]:
    """细周期缺口用上一根收盘价填平，保证聚合后 K 线时间轴连续。"""
    by_ts: dict[int, dict[str, Any]] = {}
    for b in bars or []:
        try:
            by_ts[int(b["open_time_ms"])] = b
        except (KeyError, TypeError, ValueError):
            continue
    if not by_ts:
        return []
    keys = sorted(by_ts.keys())
    step_ms = max(1, int(period_ms))
    origin = keys[0]
    aligned_start = snap_to_bar_grid(
        int(start_ms if start_ms is not None else keys[0]), origin, step_ms
    )
    aligned_end = max(
        int(end_ms if end_ms is not None else keys[-1]),
        keys[-1],
    )
    out: list[dict[str, Any]] = []
    last: dict[str, Any] | None = None
    for ts_key in keys:
        if ts_key <= aligned_start:
            last = by_ts[ts_key]
    ts = aligned_start
    while ts <= aligned_end:
        cur = by_ts.get(ts)
        if cur is not None:
            last = cur
            out.append(cur)
        elif last is not None:
            c = float(last["close"])
            out.append(
                {
                    "open_time_ms": ts,
                    "open": c,
                    "high": c,
                    "low": c,
                    "close": c,
                    "volume": 0.0,
                    "filled": True,
                }
            )
        ts += step_ms
    return out


def aggregate_ohlcv_bars(
    bars: list[dict[str, Any]], target_timeframe: str
) -> list[dict[str, Any]]:
    """将细周期 OHLCV 聚合为目标周期（UTC 对齐 bucket）。"""
    tf = normalize_chart_timeframe(target_timeframe)
    period = TIMEFRAME_MS[tf]
    buckets: dict[int, dict[str, Any]] = {}
    for b in bars or []:
        try:
            key = align_bar_open_ms(int(b["open_time_ms"]), period)
            o = float(b["open"])
            h = float(b["high"])
            l = float(b["low"])
            c = float(b["close"])
            v = float(b.get("volume") or 0)
        except (KeyError, TypeError, ValueError):
            continue
        cur = buckets.get(key)
        if cur is None:
            buckets[key] = {
                "open_time_ms": key,
                "open": o,
                "high": h,
                "low": l,
                "close": c,
                "volume": v,
            }
            continue
        cur["high"] = max(float(cur["high"]), h)
        cur["low"] = min(float(cur["low"]), l)
        cur["close"] = c
        cur["volume"] = float(cur.get("volume") or 0) + v
    return [buckets[k] for k in sorted(buckets.keys())]


def _next_since_from_batch(batch: list, period_ms: int) -> int:
    last_ts = int(batch[-1][0])
    if len(batch) >= 2:
        step = int(batch[-1][0]) - int(batch[-2][0])
        if step > 0:
            return last_ts + step
    return last_ts + period_ms


def _paginate_fetch_ohlcv(
    exchange,
    ex_sym: str,
    timeframe: str,
    *,
    want: int,
    since_ms: int | None,
    period_ms: int,
    chunk_max: int = 300,
) -> list[dict[str, Any]]:
    tf = normalize_chart_timeframe(timeframe)
    collected: list = []
    if since_ms is not None and int(since_ms) > 0:
        since = int(since_ms)
    else:
        since = max(0, int(time.time() * 1000) - want * period_ms)

    now_ms = int(time.time() * 1000)
    guard = 0
    prev_since = None
    while len(collected) < want and guard < 80:
        guard += 1
        if since >= now_ms:
            break
        req_limit = min(chunk_max, want - len(collected))
        try:
            batch = exchange.fetch_ohlcv(
                ex_sym, timeframe=tf, since=since, limit=req_limit
            )
        except Exception as e:
            err = str(e).lower()
            if collected and (
                "from" in err
                and "to" in err
                or "invalid request parameter" in err
            ):
                break
            raise
        if not batch:
            break
        collected.extend(batch)
        next_since = _next_since_from_batch(batch, period_ms)
        if next_since >= now_ms:
            break
        if prev_since is not None and next_since <= prev_since:
            break
        prev_since = since
        since = next_since

    bars = _bars_to_dicts(collected)
    uniq: dict[int, dict[str, Any]] = {}
    for b in bars:
        uniq[int(b["open_time_ms"])] = b
    merged = [uniq[k] for k in sorted(uniq.keys())]
    if len(merged) > want:
        merged = merged[-want:]
    return merged


def _bars_to_dicts(ohlcv: list) -> list[dict[str, Any]]:
    out: list[dict[str, Any]] = []
    for bar in ohlcv or []:
        if not bar or len(bar) < 6:
            continue
        try:
            out.append(
                {
                    "open_time_ms": int(bar[0]),
                    "open": float(bar[1]),
                    "high": float(bar[2]),
                    "low": float(bar[3]),
                    "close": float(bar[4]),
                    "volume": float(bar[5]),
                }
            )
        except (TypeError, ValueError):
            continue
    return out


def fetch_ohlcv_for_hub(
    *,
    symbol: str,
    timeframe: str,
    since_ms: int | None = None,
    limit: int = 500,
    normalize_symbol_input: Callable[[Any], str],
    normalize_exchange_symbol: Callable[[str], str],
    ensure_markets_loaded: Callable[[], None],
    exchange,
    friendly_error: Callable[[Exception], str] | None = None,
) -> dict[str, Any]:
    """从 ccxt 拉 OHLCV，供 hub_bridge /api/hub/ohlcv 返回。"""
    tf = normalize_chart_timeframe(timeframe)
    sym = normalize_symbol_input(symbol)
    if not sym:
        return {"ok": False, "msg": "symbol 不能为空"}
    try:
        ensure_markets_loaded()
        ex_sym = normalize_exchange_symbol(sym)
        want = max(1, min(int(limit or bar_limit_for_timeframe(tf)), 1500))
        period = TIMEFRAME_MS[tf]
        merged: list[dict[str, Any]] = []
        src_tf = OHLCV_AGGREGATE_FROM.get(tf)

        if exchange_supports_timeframe(exchange, tf):
            candidate = _paginate_fetch_ohlcv(
                exchange,
                ex_sym,
                tf,
                want=want,
                since_ms=since_ms,
                period_ms=period,
            )
            if candidate and bars_spacing_matches_timeframe(candidate, tf):
                merged = candidate

        if (
            not merged
            and src_tf
            and exchange_supports_timeframe(exchange, src_tf)
        ):
            src_period = TIMEFRAME_MS[normalize_chart_timeframe(src_tf)]
            ratio = max(1, int(math.ceil(period / src_period)))
            src_want = min(1500, want * ratio + ratio * 4)
            src_bars = _paginate_fetch_ohlcv(
                exchange,
                ex_sym,
                src_tf,
                want=src_want,
                since_ms=since_ms,
                period_ms=src_period,
            )
            if not src_bars or not bars_spacing_matches_timeframe(src_bars, src_tf):
                return {
                    "ok": False,
                    "msg": f"无法获取 {tf} K 线（细周期 {src_tf} 数据异常）",
                }
            merged = aggregate_ohlcv_bars(src_bars, tf)
            if len(merged) > want:
                merged = merged[-want:]

        if not merged:
            try:
                tail = exchange.fetch_ohlcv(
                    ex_sym, timeframe=tf, limit=min(want, 300)
                )
                merged = _bars_to_dicts(tail or [])
                if len(merged) > want:
                    merged = merged[-want:]
            except Exception:
                pass
        if not merged:
            return {"ok": False, "msg": "交易所未返回 K 线"}

        tick = normalize_price_tick(price_tick_from_market(exchange, ex_sym))
        round_ohlcv_bars_to_tick(merged, tick)

        return {
            "ok": True,
            "symbol": sym,
            "exchange_symbol": ex_sym,
            "timeframe": tf,
            "price_tick": tick,
            "bars": merged,
        }
    except Exception as e:
        msg = friendly_error(e) if friendly_error else str(e)
        return {"ok": False, "msg": f"K线加载失败：{msg}"}