"""中控永期对冲计算器:永续 1 币 + 按目标盈利反推期权仓位(纯函数)."""
from __future__ import annotations

from typing import Any, Optional, Tuple

from lib.trade.trade_fee_lib import estimate_roundtrip_fee_usdt, taker_fee_rate

DEFAULT_CT_MULT = 0.01
PERP_COINS = 1.0


def _f(v: Any) -> Optional[float]:
    if v is None or v == "":
        return None
    try:
        return float(v)
    except (TypeError, ValueError):
        return None


def calc_perp_options_hedge(
    *,
    base: str = "ETH",
    spot: float,
    capital_usdt: float,
    target_profit_u: float,
    move_mode: str = "points",
    move_value: float,
    perp_leverage: float,
    option_leverage: float,
    ct_mult: float = DEFAULT_CT_MULT,
) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
    """测算期权开仓币数/张数,并给出永续对 / 期权对两套情景.

    单币权利金 = 现价 / 期权杠杆
    权利金预算 = 永续毛收益 − 目标盈利 − 永续开平手续费
    期权币数 = 权利金预算 / 单币权利金
    """
    b = (base or "ETH").strip().upper()
    if b not in ("ETH", "BTC"):
        return None, "币种仅支持 BTC / ETH"

    s = _f(spot)
    capital = _f(capital_usdt)
    target = _f(target_profit_u)
    move = _f(move_value)
    p_lev = _f(perp_leverage)
    o_lev = _f(option_leverage)
    ct = _f(ct_mult)
    mode = (move_mode or "points").strip().lower()
    if mode not in ("points", "pct", "percent", "rate"):
        return None, "波动模式须为 points 或 pct"
    if mode in ("percent", "rate"):
        mode = "pct"

    if s is None or capital is None or target is None or move is None or p_lev is None or o_lev is None:
        return None, "参数格式错误"
    if ct is None or ct <= 0:
        ct = DEFAULT_CT_MULT
    if s <= 0 or capital <= 0 or move <= 0 or p_lev <= 0 or o_lev <= 0:
        return None, "现价、资金、波动、杠杆须大于 0"
    if target < 0:
        return None, "目标盈利不能为负"

    # 波动对应的绝对点数(价格变动)
    if mode == "pct":
        move_points = s * (move / 100.0)
    else:
        move_points = move

    if move_points <= 0:
        return None, "波动对应价格变动须大于 0"

    exit_px = s + move_points  # 永续方向对:按上涨测算 1 币多头
    perp_gross = move_points * PERP_COINS
    fee = estimate_roundtrip_fee_usdt(
        s,
        exit_px,
        qty=PERP_COINS,
        contract_size=1.0,
    )
    fee_rate = taker_fee_rate()

    prem_per_coin = s / o_lev
    if prem_per_coin <= 0:
        return None, "单币权利金无效"

    premium_budget = perp_gross - target - fee
    if premium_budget <= 0:
        return None, "波动收益不足以覆盖目标盈利+手续费，无法开期权"

    opt_coins = premium_budget / prem_per_coin
    opt_sheets = opt_coins / ct
    premium_total = opt_coins * prem_per_coin  # == premium_budget

    margin = (s * PERP_COINS) / p_lev
    capital_ok = capital >= margin

    # A: 永续方向对,期权权利金全亏
    case_a_net = perp_gross - premium_total - fee

    # B: 期权方向对,永续 1 币反向亏掉同等波动
    opt_intrinsic = opt_coins * move_points
    opt_net = opt_intrinsic - premium_total
    perp_loss = -perp_gross
    portfolio_net = opt_net + perp_loss

    return {
        "base": b,
        "spot": round(s, 8),
        "capital_usdt": round(capital, 8),
        "target_profit_u": round(target, 8),
        "move_mode": mode,
        "move_value": round(move, 8),
        "move_points": round(move_points, 8),
        "exit_price": round(exit_px, 8),
        "perp_coins": PERP_COINS,
        "perp_leverage": round(p_lev, 8),
        "option_leverage": round(o_lev, 8),
        "ct_mult": ct,
        "prem_per_coin": round(prem_per_coin, 8),
        "perp_gross_u": round(perp_gross, 8),
        "perp_fee_u": round(fee, 8),
        "fee_rate": fee_rate,
        "premium_budget_u": round(premium_budget, 8),
        "opt_coins": round(opt_coins, 8),
        "opt_sheets": round(opt_sheets, 8),
        "premium_total_u": round(premium_total, 8),
        "perp_margin_u": round(margin, 8),
        "capital_ok": bool(capital_ok),
        "case_a": {
            "label": "永续方向对",
            "perp_pnl_u": round(perp_gross, 8),
            "premium_u": round(premium_total, 8),
            "fee_u": round(fee, 8),
            "net_u": round(case_a_net, 8),
        },
        "case_b": {
            "label": "期权方向对",
            "opt_intrinsic_u": round(opt_intrinsic, 8),
            "premium_u": round(premium_total, 8),
            "opt_net_u": round(opt_net, 8),
            "perp_pnl_u": round(perp_loss, 8),
            "portfolio_net_u": round(portfolio_net, 8),
        },
    }, None