from __future__ import annotations

from datetime import datetime, timedelta
from typing import Any
from time import time

import pandas as pd

from market.provider_base import MarketDataProvider


DISPLAY_FIELDS = [
    "代码",
    "名称",
    "最新价",
    "涨跌幅",
    "涨跌额",
    "成交量",
    "成交额",
    "振幅",
    "最高",
    "最低",
    "今开",
    "昨收",
    "市盈率-动态",
    "市净率",
    "总市值",
    "流通市值",
]


def _safe(v: Any) -> Any:
    if v is None:
        return None
    if isinstance(v, float) and pd.isna(v):
        return None
    return v


def build_signals(hist: pd.DataFrame, sma_fast: int, sma_slow: int) -> list[dict[str, Any]]:
    frame = hist.copy()
    frame["sma_fast"] = frame["close"].rolling(sma_fast).mean()
    frame["sma_slow"] = frame["close"].rolling(sma_slow).mean()
    signals: list[dict[str, Any]] = []

    for i in range(1, len(frame)):
        prev = frame.iloc[i - 1]
        curr = frame.iloc[i]
        if pd.isna(prev["sma_fast"]) or pd.isna(prev["sma_slow"]) or pd.isna(curr["sma_fast"]) or pd.isna(curr["sma_slow"]):
            continue
        cross_up = prev["sma_fast"] <= prev["sma_slow"] and curr["sma_fast"] > curr["sma_slow"]
        cross_down = prev["sma_fast"] >= prev["sma_slow"] and curr["sma_fast"] < curr["sma_slow"]
        if cross_up:
            signals.append({"date": curr["date"].strftime("%Y-%m-%d"), "type": "buy", "price": float(curr["close"])})
        elif cross_down:
            signals.append({"date": curr["date"].strftime("%Y-%m-%d"), "type": "sell", "price": float(curr["close"])})
    return signals


def resolve_candidates(provider: MarketDataProvider, query: str, limit: int) -> pd.DataFrame:
    return provider.search_spot(query=query, limit=limit)


def _pick_first_candidate(provider: MarketDataProvider, query: str) -> pd.Series:
    candidates = resolve_candidates(provider, query=query, limit=1)
    if candidates.empty:
        raise RuntimeError(f"未找到匹配股票: {query}")
    row = candidates.iloc[0]
    code = str(row.get("代码", "")).strip()
    if not code:
        raise RuntimeError("行情返回缺少代码字段")
    return row


def _build_info(provider: MarketDataProvider, row: pd.Series) -> dict[str, Any]:
    code = str(row.get("代码", "")).strip()
    return {
        "code": code,
        "name": str(row.get("名称", "")),
        "price": _safe(row.get("最新价")),
        "change_pct": _safe(row.get("涨跌幅")),
        "change": _safe(row.get("涨跌额")),
        "volume": _safe(row.get("成交量")),
        "turnover": _safe(row.get("成交额")),
        "amplitude": _safe(row.get("振幅")),
        "high": _safe(row.get("最高")),
        "low": _safe(row.get("最低")),
        "open": _safe(row.get("今开")),
        "prev_close": _safe(row.get("昨收")),
        "pe": _safe(row.get("市盈率-动态")),
        "pb": _safe(row.get("市净率")),
        "market_cap": _safe(row.get("总市值")),
        "float_market_cap": _safe(row.get("流通市值")),
        "provider": provider.provider_name,
        "channel": provider.channel,
    }


def build_realtime_info(provider: MarketDataProvider, query: str) -> dict[str, Any]:
    row = _pick_first_candidate(provider, query=query)
    info = _build_info(provider=provider, row=row)
    now = datetime.now()
    price = info.get("price")
    volume = info.get("volume")
    realtime_point = {
        "date": now.strftime("%Y-%m-%d"),
        "close": float(price) if price is not None else None,
        "volume": float(volume) if volume is not None else 0.0,
    }
    return {
        "info": info,
        "realtime_point": realtime_point,
        "source": "realtime",
        "updated_at": now.strftime("%Y-%m-%d %H:%M:%S"),
    }


_DASHBOARD_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
_DASHBOARD_CACHE_TTL_SECONDS = 15.0


def build_dashboard(
    provider: MarketDataProvider,
    query: str,
    days: int,
    sma_fast: int,
    sma_slow: int,
) -> dict[str, Any]:
    if sma_fast >= sma_slow:
        raise RuntimeError("sma_fast must be less than sma_slow")

    row = _pick_first_candidate(provider, query=query)
    code = str(row.get("代码", "")).strip()
    cache_key = "|".join([provider.provider_name, provider.channel, code, str(days), str(sma_fast), str(sma_slow)])
    now = time()
    cached = _DASHBOARD_CACHE.get(cache_key)
    if cached is not None and now - cached[0] <= _DASHBOARD_CACHE_TTL_SECONDS:
        return cached[1]

    end = datetime.now()
    lookback_days = max(days + (sma_slow * 3), days + 30)
    start = end - timedelta(days=lookback_days)
    hist = provider.fetch_daily_kline(code=code, start=start, end=end).tail(days).reset_index(drop=True)
    if hist.empty:
        raise RuntimeError(f"未获取到 K 线数据: {code}")

    signals = build_signals(hist, sma_fast=sma_fast, sma_slow=sma_slow)
    hist["sma_fast"] = hist["close"].rolling(sma_fast).mean()
    hist["sma_slow"] = hist["close"].rolling(sma_slow).mean()

    points = [
        {
            "date": d.strftime("%Y-%m-%d"),
            "close": float(c),
            "sma_fast": _safe(f),
            "sma_slow": _safe(s),
            "volume": float(v),
        }
        for d, c, f, s, v in zip(hist["date"], hist["close"], hist["sma_fast"], hist["sma_slow"], hist["volume"])
    ]

    result = {"info": _build_info(provider=provider, row=row), "points": points, "signals": signals}
    _DASHBOARD_CACHE[cache_key] = (now, result)
    return result