from __future__ import annotations

from datetime import datetime

import akshare as ak
import pandas as pd

from market.provider_base import MarketDataProvider


class AkshareCnProvider(MarketDataProvider):
    @property
    def provider_name(self) -> str:
        return "akshare"

    @property
    def channel(self) -> str:
        return "cn"

    def fetch_spot(self) -> pd.DataFrame:
        df = ak.stock_zh_a_spot_em()
        if df.empty:
            raise RuntimeError("未获取到 A 股实时行情数据")
        return df

    def search_spot(self, query: str, limit: int) -> pd.DataFrame:
        q = query.strip().lower()
        if not q:
            return pd.DataFrame()

        df = self.fetch_spot()
        code = df["代码"].astype(str).str.lower()
        name = df["名称"].astype(str).str.lower()

        exact = df[(code == q) | (name == q)]
        if not exact.empty:
            return exact.head(limit)

        starts = df[code.str.startswith(q) | name.str.startswith(q)]
        if not starts.empty:
            return starts.head(limit)

        return df[code.str.contains(q, na=False) | name.str.contains(q, na=False)].head(limit)

    def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
        hist = ak.stock_zh_a_hist(
            symbol=code,
            period="daily",
            start_date=start.strftime("%Y%m%d"),
            end_date=end.strftime("%Y%m%d"),
            adjust="qfq",
        )
        if hist.empty:
            raise RuntimeError(f"未获取到 K 线数据: {code}")

        frame = pd.DataFrame(
            {
                "date": pd.to_datetime(hist["日期"]),
                "close": pd.to_numeric(hist["收盘"], errors="coerce"),
                "volume": pd.to_numeric(hist["成交量"], errors="coerce"),
            }
        ).dropna()
        return frame.sort_values("date").reset_index(drop=True)