"""PaperCtaEngine：vnpy_ctastrategy CtaTemplate 的纸面适配器（spec §5）。

实现 CtaTemplate 所需的 cta_engine 接口（send_order/cancel_order），
拦截 send_order → 构造 PaperOrder → 收集到 pending_orders，
供 PaperEngine 撮合。参考 vnpy_ctastrategy BacktestingEngine 的策略桥接
（它也是假 cta_engine）。

vnpy_ctastrategy 是 pip 依赖（容器有，本机可能无）——本模块不顶部 import 它，
只在 load_strategy 时 lazy import；本机用 mock 策略测 send_order 收集逻辑。
"""
import logging

from .models import MatchSession, OrderSide, PaperOrder

logger = logging.getLogger(__name__)


def _direction_to_side(direction) -> OrderSide:
    """vnpy Direction.LONG/SHORT（或 '多'/'空'）→ OrderSide。"""
    s = str(direction)
    if "LONG" in s or "多" in s:
        return OrderSide.BUY
    if "SHORT" in s or "空" in s:
        return OrderSide.SELL
    return OrderSide.BUY


class PaperCtaEngine:
    """纸面 cta_engine：拦截 CtaTemplate.send_order 转 PaperOrder。"""

    def __init__(self, strategy_id: str,
                 match_session: MatchSession | str = MatchSession.NEXT_OPEN,
                 listing_days: int = 0, size: int = 1) -> None:
        self.strategy_id = strategy_id
        self.match_session = MatchSession(match_session) if isinstance(match_session, str) else match_session
        self.listing_days = listing_days
        self.size = size   # 合约乘数：A 股 1 手=100 股 → size=100；mock 默认 1
        self.strategy = None
        self.pending_orders: list[PaperOrder] = []

    def set_strategy(self, strategy) -> None:
        self.strategy = strategy

    def send_order(self, strategy, direction, offset, price, volume,
                   stop: bool = False, lock: bool = False, net: bool = False) -> list[str]:
        """拦截 CtaTemplate.send_order → 收集 PaperOrder。返回假 vt_orderids。"""
        del stop, lock, net  # 未用（首版不支持 stop/lock/net）
        vt_symbol = getattr(strategy, "vt_symbol", "")
        symbol = vt_symbol.split(".")[0] if vt_symbol else getattr(strategy, "symbol", "")
        order = PaperOrder(
            strategy_id=self.strategy_id,
            symbol=symbol,
            side=_direction_to_side(direction),
            price=float(price),
            volume=int(volume) * self.size,   # vnpy 策略 volume 单位=手，转股（A 股 ×100）
            is_market=True,
            match_session=self.match_session,
            listing_days=self.listing_days,
        )
        self.pending_orders.append(order)
        return [f"paper.{self.strategy_id}.{len(self.pending_orders)}"]

    def cancel_order(self, vt_orderid) -> None:
        """首版简化：取消从 pending 移除（未撮合的）。"""
        if isinstance(vt_orderid, (list, tuple)):
            for oid in vt_orderid:
                self._cancel_one(oid)
        else:
            self._cancel_one(vt_orderid)

    def cancel_all(self, vt_symbol: str | None = None) -> None:
        """撤销所有挂单（纸面：清 pending；CtaTemplate.on_bar 开头常调）。"""
        self.pending_orders = []

    def __getattr__(self, name: str):
        """兜底未实现的 cta_engine 方法（load_bar/put_event/write_log/send_email
        /get_data/load_tick 等）返回 no-op，避免 CtaTemplate 调用时 AttributeError。"""
        return lambda *a, **kw: None

    def _cancel_one(self, vt_orderid: str) -> None:
        try:
            idx = int(vt_orderid.rsplit(".", 1)[-1]) - 1
            if 0 <= idx < len(self.pending_orders):
                self.pending_orders.pop(idx)
        except (ValueError, IndexError):
            logger.warning("cancel_order 找不到 %s", vt_orderid)

    def on_bar(self, bar) -> None:
        """逐根 bar：清空上一根 pending，转发策略 on_bar（策略内调 send_order 收集新单）。"""
        self.pending_orders = []
        if self.strategy is not None:
            self.strategy.on_bar(bar)

    def pop_orders(self) -> list[PaperOrder]:
        """PaperEngine 撮合后取走 pending_orders。"""
        orders = self.pending_orders
        self.pending_orders = []
        return orders