# coding: gbk
"""QMT built-in Python 3.6 strategy wrapper.  Keep this source ASCII-only."""

# __PORTABLE_CORE_BUNDLE_START__
from quant60.portable_core import build_rebalance_plan, convert_symbol
# __PORTABLE_CORE_BUNDLE_END__

import datetime
import math


class PriceHistoryUnavailable(RuntimeError):
    pass


class UnmanagedPositionError(RuntimeError):
    pass


class UnsupportedStrategyPeriod(RuntimeError):
    pass


class G(object):
    pass


# QMT explicitly documents that custom attributes written to ContextInfo can
# roll back before the next handlebar call.  Keep all user-owned mutable state
# in a module global and use ContextInfo only for platform-owned fields/APIs.
g = G()


# __BASELINE_CONFIG_START__
CONFIG = {
    "account_id": "test",
    "universe_mode": "pit_index",
    "index_symbol": "000905.XSHG",
    "qmt_sector_name": "\u4e2d\u8bc1500",
    "dedicated_account_required": True,
    "exclude_st": True,
    "universe": [
        "600000.SH",
        "000001.SZ",
        "300750.SZ",
        "000333.SZ",
    ],
    "lookback": 20,
    # T close is the signal clock; quickTrade=0 executes on the next step.
    "skip": 0,
    "top_n": 20,
    "max_weight": 0.05,
    "gross_target": 0.95,
    "cash_buffer": 0.02,
    "lot_size": 100,
    "participation_rate": 0.1,
    "slippage_bps": 2.0,
    "commission_rate": 0.0002,
    "minimum_commission": 5.0,
    "stamp_duty_rate": 0.0005,
    "transfer_fee_rate": 0.00001,
    "rebalance_schedule": "weekly_first_close",
}
# __BASELINE_CONFIG_END__


def _param(ContextInfo, name, default=None):
    params = getattr(ContextInfo, "_param", {})
    if isinstance(params, dict) and name in params:
        return params[name]
    return default


def init(ContextInfo):
    period = str(
        getattr(ContextInfo, "period", _param(ContextInfo, "period", "1d"))
    ).strip().lower()
    if period not in ("1d", "day"):
        raise UnsupportedStrategyPeriod(
            "quant60 QMT wrapper requires a 1d driving period"
        )
    g.config = dict(CONFIG)
    for key in CONFIG:
        override = _param(ContextInfo, "q60_" + key, None)
        if override is not None:
            g.config[key] = override
    if (
        g.config.get("rebalance_schedule")
        != "weekly_first_close"
    ):
        raise UnsupportedStrategyPeriod(
            "unsupported rebalance_schedule"
        )
    if g.config.get("universe_mode") not in ("pit_index", "fixed"):
        raise UnsupportedStrategyPeriod("unsupported universe_mode")
    if (
        g.config.get("universe_mode") == "pit_index"
        and not g.config.get("dedicated_account_required")
    ):
        raise UnsupportedStrategyPeriod(
            "pit_index mode requires a dedicated account"
        )
    set_commission = getattr(ContextInfo, "set_commission", None)
    set_slippage = getattr(ContextInfo, "set_slippage", None)
    if not callable(set_commission) or not callable(set_slippage):
        raise UnsupportedStrategyPeriod(
            "QMT backtest commission/slippage APIs are unavailable"
        )
    commission = (
        float(g.config["commission_rate"])
        + float(g.config["transfer_fee_rate"])
    )
    set_commission(
        0,
        [
            0.0,
            float(g.config["stamp_duty_rate"]),
            commission,
            commission,
            0.0,
            float(g.config["minimum_commission"]),
        ],
    )
    set_slippage(
        2,
        float(g.config["slippage_bps"]) / 10000.0,
    )
    g.last_week = None
    g.last_plan = None
    g.last_universe = None
    g.last_universe_as_of = None
    if (
        g.config.get("universe_mode") == "fixed"
        and hasattr(ContextInfo, "set_universe")
    ):
        ContextInfo.set_universe(g.config["universe"])


def _bar_datetime(ContextInfo):
    timetag = ContextInfo.get_bar_timetag(ContextInfo.barpos)
    return datetime.datetime.fromtimestamp(float(timetag) / 1000.0)


def _series_close(frame):
    if frame is None:
        return []
    if hasattr(frame, "__getitem__"):
        try:
            values = frame["close"]
            if hasattr(values, "tolist"):
                values = values.tolist()
            return list(values)
        except (KeyError, TypeError):
            pass
    if isinstance(frame, dict):
        values = frame.get("close", [])
        return list(values)
    return []


def _decision_universe(ContextInfo, membership_timetag):
    config = g.config
    if config.get("universe_mode") == "fixed":
        values = list(config["universe"])
    else:
        function = getattr(
            ContextInfo,
            "get_stock_list_in_sector",
            None,
        )
        if not callable(function):
            raise PriceHistoryUnavailable(
                "historical sector membership API is unavailable"
            )
        values = function(
            config["qmt_sector_name"],
            int(membership_timetag),
        )
        if not values:
            raise PriceHistoryUnavailable(
                "no PIT index members for %s on %s"
                % (config["index_symbol"], membership_timetag)
            )
    normalized = sorted(
        set(convert_symbol(symbol, "qmt") for symbol in values)
    )
    if not normalized:
        raise PriceHistoryUnavailable("decision universe is empty")
    g.last_universe = list(normalized)
    g.last_universe_as_of = int(membership_timetag)
    return normalized


def _history(ContextInfo, end_time, universe):
    config = g.config
    count = int(config["lookback"]) + int(config["skip"]) + 1
    raw = ContextInfo.get_market_data_ex(
        fields=["close"],
        stock_code=universe,
        period="1d",
        start_time="",
        end_time=end_time,
        count=count,
        dividend_type="front_ratio",
        fill_data=False,
        subscribe=False,
    )
    output = {}
    for symbol in universe:
        values = _series_close(raw.get(symbol))
        if len(values) != count:
            raise PriceHistoryUnavailable(
                "%s needs %d completed daily closes, got %d"
                % (symbol, count, len(values))
            )
        clean = []
        for value in values:
            try:
                number = float(value)
            except (TypeError, ValueError):
                raise PriceHistoryUnavailable(
                    "%s contains a missing/non-numeric close" % symbol
                )
            if not math.isfinite(number) or number <= 0.0:
                raise PriceHistoryUnavailable(
                    "%s contains a missing/non-positive close" % symbol
                )
            clean.append(number)
        output[convert_symbol(symbol, "canonical")] = clean
    return output


def _filter_st_universe(ContextInfo, universe, decision_date):
    if not g.config.get("exclude_st", True):
        return list(universe)
    function = getattr(ContextInfo, "get_his_st_data", None)
    if not callable(function):
        raise PriceHistoryUnavailable(
            "historical ST API is unavailable; QMT VIP ST data is required"
        )
    output = []
    for symbol in universe:
        raw = function(symbol)
        if not isinstance(raw, dict):
            raise PriceHistoryUnavailable(
                "%s historical ST query returned an invalid payload" % symbol
            )
        excluded = False
        for status in ("ST", "*ST", "PT"):
            periods = raw.get(status, [])
            if not isinstance(periods, (list, tuple)):
                raise PriceHistoryUnavailable(
                    "%s historical %s periods are invalid" % (symbol, status)
                )
            for period in periods:
                if (
                    not isinstance(period, (list, tuple))
                    or len(period) != 2
                ):
                    raise PriceHistoryUnavailable(
                        "%s historical %s period is invalid"
                        % (symbol, status)
                    )
                start = str(period[0])
                end = str(period[1])
                if (
                    len(start) != 8
                    or len(end) != 8
                    or not start.isdigit()
                    or not end.isdigit()
                    or start > end
                ):
                    raise PriceHistoryUnavailable(
                        "%s historical %s date range is invalid"
                        % (symbol, status)
                    )
                if start <= decision_date <= end:
                    excluded = True
        if not excluded:
            output.append(symbol)
    if not output:
        raise PriceHistoryUnavailable(
            "PIT ST exclusion removed the entire decision universe"
        )
    g.last_universe = list(output)
    return output


def _get_attr(obj, names, default=0):
    for name in names:
        if hasattr(obj, name):
            value = getattr(obj, name)
            if value is not None:
                return value
    return default


def _trade_details(ContextInfo, kind):
    account_id = g.config["account_id"]
    if hasattr(ContextInfo, "get_trade_detail_data"):
        return ContextInfo.get_trade_detail_data(account_id, "STOCK", kind)
    fn = globals().get("get_trade_detail_data")
    if fn is None:
        return []
    return fn(account_id, "STOCK", kind)


def _portfolio(ContextInfo, managed):
    current = {}
    sellable = {}
    managed = set(
        convert_symbol(symbol, "canonical")
        for symbol in managed
    )
    dynamic = g.config.get("universe_mode") == "pit_index"
    for position in _trade_details(ContextInfo, "position") or []:
        code = str(
            _get_attr(position, ["stock_code", "m_strInstrumentID"], "")
        )
        market = str(_get_attr(position, ["market", "m_strExchangeID"], ""))
        if "." not in code and market:
            code = code + "." + market
        if not code:
            continue
        canonical = convert_symbol(code, "canonical")
        quantity = int(
            _get_attr(position, ["volume", "m_nVolume", "total_amount"], 0)
        )
        if quantity and canonical not in managed and not dynamic:
            raise UnmanagedPositionError(
                "account contains unmanaged position %s; use a dedicated "
                "strategy account or reconcile ownership before trading" % canonical
            )
        if canonical not in managed and not dynamic:
            continue
        current[canonical] = quantity
        sellable[canonical] = int(
            _get_attr(
                position,
                ["can_use_volume", "m_nCanUseVolume", "closeable_amount"],
                current[canonical],
            )
        )

    equity = 0.0
    assets = _trade_details(ContextInfo, "account") or []
    if assets:
        equity = float(
            _get_attr(
                assets[0],
                ["total_asset", "m_dBalance", "m_dTotalAsset", "asset"],
                0.0,
            )
        )
    if equity <= 0:
        equity = float(_param(ContextInfo, "asset", 0.0) or 0.0)
    return current, sellable, equity


def compute_plan(ContextInfo, bar_time=None):
    if bar_time is None:
        bar_time = _bar_datetime(ContextInfo)
    membership_timetag = int(
        ContextInfo.get_bar_timetag(ContextInfo.barpos)
    )
    end_time = bar_time.strftime("%Y%m%d")
    universe = _decision_universe(ContextInfo, membership_timetag)
    universe = _filter_st_universe(
        ContextInfo,
        universe,
        end_time,
    )
    history = _history(ContextInfo, end_time, universe)
    current, sellable, equity = _portfolio(ContextInfo, universe)
    if equity <= 0:
        raise ValueError("QMT account equity must be positive")
    config = g.config
    return build_rebalance_plan(
        price_history=history,
        current=current,
        sellable=sellable,
        equity=equity,
        lookback=config["lookback"],
        skip=config["skip"],
        top_n=config["top_n"],
        max_weight=config["max_weight"],
        gross_target=config["gross_target"],
        cash_buffer=config["cash_buffer"],
        lot_size=config["lot_size"],
    )


def _orders_allowed(ContextInfo):
    # This hosted wrapper is deliberately backtest-only.  Its cached account
    # query and in-memory weekly marker cannot provide crash-safe live
    # idempotency or a complete fresh reconciliation barrier.  Real/shadow
    # broker integration belongs behind the external XtTrader adapter.
    return _is_backtest(ContextInfo)


def _is_backtest(ContextInfo):
    if hasattr(ContextInfo, "do_back_test"):
        value = getattr(ContextInfo, "do_back_test")
        if callable(value):
            value = value()
        if value is True:
            return True
    mode = str(
        getattr(ContextInfo, "trade_mode", _param(ContextInfo, "trade_mode", ""))
    ).strip().lower()
    return mode == "backtest"


def _submit_delta(ContextInfo, canonical, delta, week_key):
    config = g.config
    order_code = convert_symbol(canonical, "qmt")
    operation = 23 if delta > 0 else 24
    volume = abs(int(delta))
    user_order_id = "q60-%04d%02d-%s" % (
        int(week_key[0]),
        int(week_key[1]),
        order_code.split(".")[0],
    )
    function = globals()["passorder"]
    arg_count = getattr(getattr(function, "__code__", None), "co_argcount", 11)
    if arg_count <= 8:
        # qmttools native-Python compatibility signature.
        function(
            operation,
            1101,
            config["account_id"],
            order_code,
            5,
            -1,
            volume,
            ContextInfo,
        )
    else:
        # QMT built-in hosted signature.
        function(
            operation,
            1101,
            config["account_id"],
            order_code,
            5,
            -1,
            volume,
            "quant60",
            0,
            user_order_id,
            ContextInfo,
        )


def handlebar(ContextInfo):
    if not _is_backtest(ContextInfo) and hasattr(ContextInfo, "is_last_bar"):
        if not ContextInfo.is_last_bar():
            return None

    bar_time = _bar_datetime(ContextInfo)
    year, week, unused = bar_time.isocalendar()
    del unused
    week_key = (year, week)
    if g.last_week is None:
        # The strategy may be attached to a run in the middle of a week.
        # Treat the first observed week as an initialization window; only a
        # later ISO-week transition proves that this is the first observed
        # trading session of a complete strategy week.
        g.last_week = week_key
        return None
    if g.last_week == week_key:
        return None

    plan = compute_plan(ContextInfo, bar_time)
    g.last_week = week_key
    g.last_plan = plan
    if not _orders_allowed(ContextInfo):
        return plan

    # Sells before buys.  passorder is the QMT-hosted order boundary.
    ordered = sorted(plan["orders"].items(), key=lambda item: item[1])
    for canonical, delta in ordered:
        if int(delta) != 0:
            _submit_delta(ContextInfo, canonical, delta, week_key)
    return plan