#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""ETF universe + 前复权日线探针(P0 Task2.1)。
VPS 跑: C:\\Python310\\python.exe -X utf8 probe_etf.py
"""
import sys
from xtquant import xtdata as xd


def main():
    etf = xd.get_stock_list_in_sector("沪深ETF") or []
    fund = xd.get_stock_list_in_sector("沪深基金") or []
    a = xd.get_stock_list_in_sector("沪深A股") or []
    u = list(set(a + etf + fund))
    print(f"A={len(a)} ETF={len(etf)} fund={len(fund)} union={len(u)}")
    print(f"sample ETF: {etf[:5]}")
    print(f"sample fund: {fund[:5]}")

    # 抽样: 510300.SH(沪深300ETF) / 513050.SH(中概互联网ETF) / 159919.SZ(300ETF)
    samples = ["510300.SH", "513050.SH", "159919.SZ"]
    r = xd.get_market_data_ex([], samples, period="1d",
                              start_time="20240101", end_time="20260721",
                              dividend_type="front")
    for sym in samples:
        df = r.get(sym) if r else None
        bars = 0 if df is None else len(df)
        tail_close = None if df is None or not len(df) else float(df["close"].iloc[-1])
        head_date = None if df is None or not len(df) else str(df.index[0])[:8]
        tail_date = None if df is None or not len(df) else str(df.index[-1])[:8]
        nan_close = None if df is None else bool(df["close"].isnull().any())
        print(f"{sym}: bars={bars} date=[{head_date}~{tail_date}] tail_close={tail_close} nan_close={nan_close}")

    sys.stdout.flush()


if __name__ == "__main__":
    main()