# Copyright (c) 2025-2026 马建军. All rights reserved.
# 专有软件 — 未经授权禁止复制、传播、转售。
# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md

"""按账户资金筛选可开仓品种（保证金与仓位纪律）。"""
from __future__ import annotations

import logging
import math
from concurrent.futures import ThreadPoolExecutor
from typing import Callable, Optional

from modules.core.contract_specs import get_contract_spec, margin_one_lot
from modules.fees.fee_specs import calc_fee_breakdown
from modules.trading.recommend_trend import analyze_product_daily, sort_recommend_by_trend
from modules.core.symbols import PRODUCTS, product_category, product_has_night_session

logger = logging.getLogger(__name__)

# 权益不超过该值时，仅允许下列品种（可开仓列表、品种下拉、开仓报单）
SMALL_ACCOUNT_CAPITAL_MAX = 200_000.0
# 未连接 CTP 时，可开仓品种表按该权益估算最大手数（与参考资金设置无关）
DISCONNECTED_RECOMMEND_CAPITAL = 100_000.0
SMALL_ACCOUNT_PRODUCT_THS = frozenset({"c", "m", "MA", "rb"})
SMALL_ACCOUNT_SCOPE_LABEL = "玉米、豆粕、甲醇、螺纹钢"
SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT = 30.0
SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT = 40.0


def small_account_margin_recommendations() -> dict:
    """20 万以下账户建议的保证金比例（供系统设置参考）。"""
    wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
    return {
        "open_margin_pct": SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT,
        "roll_margin_pct": SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT,
        "label": (
            f"权益 {wan} 万以下建议：开仓保证金上限 "
            f"{int(SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT)}%，"
            f"滚仓总保证金不超过 {int(SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT)}%"
        ),
    }


def small_account_scope_hint(*, ctp_connected: bool = True) -> str:
    wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
    if not ctp_connected:
        rec_wan = int(DISCONNECTED_RECOMMEND_CAPITAL // 10_000)
        return (
            f"未连接 CTP，按 {rec_wan} 万权益估算最大手数，"
            f"仅显示并可交易 {SMALL_ACCOUNT_SCOPE_LABEL}"
        )
    return f"权益 {wan} 万以下仅显示并可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"


def small_account_scope_status_label() -> str:
    wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
    return f"权益{wan}万以下限{SMALL_ACCOUNT_SCOPE_LABEL}"


def should_apply_small_account_scope(
    capital: float,
    *,
    ctp_connected: bool,
) -> bool:
    """SimNow/实盘一致：未连接 CTP 时默认按 20 万以下四品种范围。"""
    if not ctp_connected:
        return True
    return is_small_account(capital)


def filter_rows_for_account_scope(
    rows: list[dict],
    capital: float,
    *,
    ctp_connected: bool,
) -> list[dict]:
    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
        return rows
    return [r for r in rows if product_in_small_account_whitelist(r.get("ths") or "")]


def normalize_product_ths(ths: str) -> str:
    import re
    s = (ths or "").strip()
    m = re.match(r"^([A-Za-z]+)", s)
    return m.group(1) if m else s


def is_small_account(capital: float) -> bool:
    cap = float(capital or 0)
    return 0 < cap <= SMALL_ACCOUNT_CAPITAL_MAX


def product_in_small_account_whitelist(ths_or_product) -> bool:
    if isinstance(ths_or_product, dict):
        key = (ths_or_product.get("ths") or "").strip()
    else:
        key = normalize_product_ths(str(ths_or_product or ""))
    if not key:
        return False
    root = normalize_product_ths(key)
    if root in SMALL_ACCOUNT_PRODUCT_THS:
        return True
    upper = root.upper()
    return upper in {x.upper() for x in SMALL_ACCOUNT_PRODUCT_THS}


def assert_product_allowed_for_capital(
    ths: str,
    capital: float,
    *,
    ctp_connected: bool = True,
) -> Optional[str]:
    """小账户品种白名单校验；通过返回 None。"""
    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
        return None
    if product_in_small_account_whitelist(ths):
        return None
    wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
    if not ctp_connected:
        return f"未连接 CTP，仅可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"
    return f"权益 {wan} 万以下仅可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"


def filter_products_for_capital(
    products: list[dict],
    capital: float,
    *,
    ctp_connected: bool = True,
) -> list[dict]:
    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
        return list(products)
    return [p for p in products if product_in_small_account_whitelist(p)]


def _attach_turnover(row: dict) -> None:
    """成交额 = 昨日成交量(手) × 昨收 × 合约乘数。"""
    try:
        vol = float(row.get("volume") or 0)
        price = float(row.get("prev_close") or row.get("price") or 0)
        mult = float(row.get("mult") or 0)
    except (TypeError, ValueError):
        return
    if vol > 0 and price > 0 and mult > 0:
        row["turnover"] = round(vol * price * mult, 2)


def _letters_from_ths(ths_code: str) -> str:
    import re
    m = re.match(r"^([A-Za-z]+)", (ths_code or "").strip())
    return m.group(1) if m else ""


def assess_product_for_capital(
    product: dict,
    capital: float,
    price: Optional[float],
    *,
    max_margin_pct: float = 30.0,
    default_stop_ticks: int = 20,
    reward_risk_ratio: float = 2.0,
    trading_mode: str = "simulation",
    ctp_connected: bool = True,
    main_code: str = "",
    margin_used: float = 0.0,
) -> dict:
    """评估单品种在当前资金下是否可交易。"""
    ths = product.get("ths") or ""
    name = product.get("name") or ths
    exchange = product.get("exchange") or ""
    category = product.get("category") or product_category(ths)
    spec = get_contract_spec(ths + "8888")
    mult = spec["mult"]
    margin_rate = spec["margin_rate"]
    tick = float(spec.get("tick_size") or 1.0)
    p = float(price) if price and price > 0 else 0.0
    cap = float(capital or 0)
    margin_pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))

    if should_apply_small_account_scope(cap, ctp_connected=ctp_connected) and not product_in_small_account_whitelist(product):
        return {
            "ths": ths,
            "name": name,
            "exchange": exchange,
            "category": category,
            "mult": spec["mult"],
            "tick_size": tick,
            "status": "blocked",
            "status_label": small_account_scope_status_label(),
            "min_capital_one_lot": None,
            "margin_one_lot": None,
            "max_lots": 0,
            "risk_one_lot_1pct": None,
            "has_night_session": product_has_night_session(product),
        }

    if p <= 0:
        return {
            "ths": ths,
            "name": name,
            "exchange": exchange,
            "category": category,
            "mult": mult,
            "tick_size": tick,
            "status": "no_price",
            "status_label": "暂无行情",
            "min_capital_one_lot": None,
            "margin_one_lot": None,
            "max_lots": 0,
            "risk_one_lot_1pct": None,
            "has_night_session": product_has_night_session(product),
        }

    margin_source = None
    code_for_margin = (main_code or "").strip() or (ths + "8888")
    if p > 0 and ctp_connected:
        margin_one, margin_source, spec_used = margin_one_lot(
            code_for_margin, p, direction="max", trading_mode=trading_mode,
        )
        if spec_used.get("mult"):
            mult = spec_used["mult"]
        if spec_used.get("tick_size"):
            tick = float(spec_used["tick_size"])
    else:
        margin_one = p * mult * margin_rate
    min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
    margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
    margin_budget = max(0.0, margin_budget - max(0.0, float(margin_used or 0)))
    max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
    stop_dist = tick * default_stop_ticks
    risk_one_lot = stop_dist * mult
    risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0
    ref_sl = round(p - stop_dist, 4)
    ref_tp = round(p + stop_dist * reward_risk_ratio, 4)
    fee_ths = ths + "8888"
    try:
        fee_info = calc_fee_breakdown(
            fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode,
        )
    except Exception as exc:
        logger.debug("recommend fee calc failed %s: %s", ths, exc)
        fee_info = {"open_fee": 0.0, "total_fee": 0.0}

    can_margin = max_lots >= 1
    can_risk = cap > 0 and risk_one_lot <= cap * 0.01

    if can_margin and can_risk:
        status, label = "ok", f"最大 {max_lots} 手"
    elif can_margin:
        status, label = "margin_ok", f"最大 {max_lots} 手·止损偏宽"
    else:
        status, label = "blocked", "资金不足"
    if margin_source == "ctp" and can_margin:
        label += "（柜台保证金）"

    row_out = {
        "ths": ths,
        "name": name,
        "exchange": exchange,
        "category": category,
        "price": round(p, 4),
        "mult": mult,
        "tick_size": tick,
        "margin_one_lot": round(margin_one, 2),
        "min_capital_one_lot": round(min_capital, 2),
        "max_lots": max_lots,
        "margin_budget": round(margin_budget, 2),
        "max_margin_pct": margin_pct,
        "risk_one_lot_1pct": round(risk_one_lot, 2),
        "risk_pct_1lot_at_1pct_rule": round(risk_pct_1lot, 2),
        "ref_stop_loss": ref_sl,
        "ref_take_profit": ref_tp,
        "open_fee_one_lot": fee_info["open_fee"],
        "roundtrip_fee_one_lot": fee_info["total_fee"],
        "status": status,
        "status_label": label,
        "has_night_session": product_has_night_session(product),
    }
    if margin_source:
        row_out["margin_source"] = margin_source
    return row_out


def list_product_recommendations(
    capital: float,
    quote_fn: Callable[[str], Optional[dict]],
    *,
    max_margin_pct: float = 30.0,
    trading_mode: str = "simulation",
    ctp_connected: bool = True,
    margin_used: float = 0.0,
) -> list[dict]:
    """扫描全部品种并排序：可开且纪律友好 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""

    def _one(product: dict) -> dict:
        ths = product["ths"]
        try:
            quote = quote_fn(ths) or {}
            price = quote.get("price")
            main_code = (quote.get("ths_code") or "").strip()
            row = assess_product_for_capital(
                product, capital, price,
                max_margin_pct=max_margin_pct,
                trading_mode=trading_mode,
                ctp_connected=ctp_connected,
                main_code=main_code,
                margin_used=margin_used,
            )
            row["main_code"] = main_code
            if main_code:
                row.update(analyze_product_daily(main_code))
            _attach_turnover(row)
            return row
        except Exception as exc:
            logger.warning("recommend product failed %s: %s", ths, exc)
            spec = get_contract_spec(ths + "8888")
            return {
                "ths": ths,
                "name": product.get("name") or ths,
                "exchange": product.get("exchange") or "",
                "category": product.get("category") or product_category(ths),
                "mult": spec["mult"],
                "tick_size": float(spec.get("tick_size") or 1.0),
                "status": "no_price",
                "status_label": "计算失败",
                "main_code": "",
                "max_lots": 0,
                "has_night_session": product_has_night_session(product),
            }

    with ThreadPoolExecutor(max_workers=10) as pool:
        products = filter_products_for_capital(PRODUCTS, capital)
        rows = list(pool.map(_one, products))
    return sort_recommend_by_trend(rows)