# 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

"""交易记录：字段补全、资金曲线数据。"""
from __future__ import annotations

from typing import Any


TRADE_LOG_EXTRA_COLUMNS = (
    "ALTER TABLE trade_logs ADD COLUMN margin_pct REAL",
    "ALTER TABLE trade_logs ADD COLUMN equity_after REAL",
    "ALTER TABLE trade_logs ADD COLUMN source TEXT DEFAULT 'local'",
    "ALTER TABLE trade_logs ADD COLUMN ctp_trade_key TEXT",
)


def ensure_trade_log_columns(conn) -> None:
    for sql in TRADE_LOG_EXTRA_COLUMNS:
        try:
            conn.execute(sql)
        except Exception:
            pass


def calc_equity_after(capital: float, pnl_net: float) -> float | None:
    cap = float(capital or 0)
    if cap <= 0:
        return None
    return round(cap + float(pnl_net or 0), 2)


def recalc_trade_log_pnl(
    *,
    symbol: str,
    direction: str,
    entry_price: float,
    close_price: float,
    lots: float,
    stop_loss: float | None = None,
    take_profit: float | None = None,
    open_time: str = "",
    close_time: str = "",
    trading_mode: str = "simulation",
    capital: float = 0.0,
) -> dict[str, float]:
    """按开/平仓价重算盈亏与手续费（跨日持仓可手动改价后核对）。"""
    from contract_specs import calc_position_metrics
    from fee_specs import calc_round_trip_fee

    sym = (symbol or "").strip()
    direction = (direction or "long").strip().lower()
    entry = float(entry_price or close_price or 0)
    close_px = float(close_price or 0)
    lots_f = float(lots or 0)
    sl = float(stop_loss) if stop_loss is not None else entry
    tp = float(take_profit) if take_profit is not None else entry
    metrics = calc_position_metrics(
        direction, entry, sl, tp, lots_f, close_px, capital, sym,
    )
    pnl = round(float(metrics.get("float_pnl") or 0), 2)
    fee = calc_round_trip_fee(
        sym, entry, close_px, lots_f, open_time, close_time, trading_mode=trading_mode,
    )
    pnl_net = round(pnl - fee, 2)
    return {"pnl": pnl, "fee": round(fee, 2), "pnl_net": pnl_net}


def _read_initial_capital(conn, initial_capital: float | None = None) -> float:
    if initial_capital is not None and initial_capital > 0:
        return float(initial_capital)
    try:
        row = conn.execute("SELECT value FROM settings WHERE key='live_capital'").fetchone()
        if row and row[0]:
            val = float(row[0] or 0)
            if val > 0:
                return val
    except (TypeError, ValueError):
        pass
    try:
        from product_recommend import DISCONNECTED_RECOMMEND_CAPITAL
        return float(DISCONNECTED_RECOMMEND_CAPITAL)
    except Exception:
        return 100_000.0


def refresh_trade_log_equity_chain(
    conn,
    initial_capital: float | None = None,
) -> int:
    """按平仓时间顺序重算 trade_logs.equity_after（起始=参考资金 live_capital）。"""
    base = _read_initial_capital(conn, initial_capital)
    rows = [
        dict(r)
        for r in conn.execute(
            "SELECT id, close_time, pnl_net FROM trade_logs ORDER BY close_time ASC, id ASC"
        ).fetchall()
    ]
    running = float(base or 0)
    updated = 0
    for row in rows:
        if running <= 0:
            break
        running = round(running + float(row.get("pnl_net") or 0), 2)
        conn.execute(
            "UPDATE trade_logs SET equity_after=? WHERE id=?",
            (running, int(row["id"])),
        )
        updated += 1
    return updated


def _norm_symbol(symbol: str) -> str:
    return (symbol or "").split(".")[0].strip().lower()


def _norm_close_minute(ts: str) -> str:
    """统一 close_time 到分钟粒度，兼容 ISO `T` 与空格分隔。"""
    return (ts or "").strip().replace("T", " ")[:16]


def purge_duplicate_local_trade_logs(conn) -> int:
    """删除已被 CTP 柜台记录覆盖的本地重复成交。"""
    removed = 0
    ctp_rows = [
        dict(r)
        for r in conn.execute("SELECT * FROM trade_logs WHERE source='ctp'").fetchall()
    ]
    local_rows = [
        dict(r)
        for r in conn.execute(
            """SELECT * FROM trade_logs
               WHERE COALESCE(source, 'local') != 'ctp'
                 AND (ctp_trade_key IS NULL OR ctp_trade_key = '')"""
        ).fetchall()
    ]
    for ctp in ctp_rows:
        ct16 = _norm_close_minute(ctp.get("close_time") or "")
        sym_n = _norm_symbol(ctp.get("symbol") or "")
        lots = float(ctp.get("lots") or 0)
        direction = (ctp.get("direction") or "long").strip().lower()
        for loc in local_rows:
            if loc.get("id") == ctp.get("id"):
                continue
            if _norm_symbol(loc.get("symbol") or "") != sym_n:
                continue
            if (loc.get("direction") or "long").strip().lower() != direction:
                continue
            if _norm_close_minute(loc.get("close_time") or "") != ct16:
                continue
            if abs(float(loc.get("lots") or 0) - lots) > 0.01:
                continue
            conn.execute("DELETE FROM trade_logs WHERE id=?", (loc["id"],))
            removed += 1
    return removed


def _attach_symbol_meta(t: dict[str, Any]) -> None:
    try:
        from symbols import position_symbol_meta

        sym = (t.get("symbol") or "").strip()
        meta = position_symbol_meta(sym)
        if not t.get("symbol_name"):
            t["symbol_name"] = meta.get("name") or sym
        t["symbol_exchange"] = meta.get("exchange") or ""
        t["symbol_is_main"] = bool(meta.get("is_main"))
    except Exception:
        t.setdefault("symbol_exchange", "")
        t.setdefault("symbol_is_main", False)


def enrich_trades_for_records(
    trades: list[dict[str, Any]],
    *,
    initial_capital: float = 0.0,
) -> tuple[list[dict[str, Any]], list[dict[str, Any]]]:
    """表格仍按 id 降序；资金曲线按平仓时间升序用最新资金绘制。"""
    rows = [dict(t) for t in trades]
    chrono = sorted(
        rows,
        key=lambda t: ((t.get("close_time") or ""), int(t.get("id") or 0)),
    )
    running = float(initial_capital or 0)
    curve: list[dict[str, Any]] = []
    equity_by_id: dict[int, float | None] = {}

    for t in chrono:
        _attach_symbol_meta(t)
        pnl_net = float(t.get("pnl_net") or 0)
        if running > 0:
            running = round(running + pnl_net, 2)
            eq: float | None = running
        else:
            eq = None
        equity_by_id[int(t.get("id") or 0)] = eq

        cap_before = float(eq or 0) - pnl_net if eq is not None else 0.0
        if t.get("margin_pct") is None:
            margin = float(t.get("margin") or 0)
            if margin > 0 and cap_before > 0:
                t["margin_pct"] = round(margin / cap_before * 100, 2)

        if eq is not None:
            curve.append({
                "time": (t.get("close_time") or "")[:19],
                "value": float(eq),
                "id": int(t.get("id") or 0),
            })

    for t in rows:
        tid = int(t.get("id") or 0)
        if tid in equity_by_id:
            t["equity_after"] = equity_by_id[tid]

    return rows, curve