"""PaperEngine 模拟盘主循环（逐根 bar 重放 + 双层记账 + 持久化，spec §4/§9）。

run()：逐 bar → T+1 解冻 → 撮合上一根 next_open pending（用当前 bar）→ 喂策略
on_bar 收新单 → current_close 当根撮合 / next_open 缓冲到下根 → 盯市 → 入库。
raw 首版 fallback qfq（spec §17），信号与撮合共用一套（标注）。
"""
import logging

import pandas as pd

from .account import Account
from .matcher import cross_order
from .models import MatchSession, PaperTrade
from .persistence import save_daily_balance, save_trade, update_checkpoint
from .strategy_runner import StrategyRunner

logger = logging.getLogger(__name__)


def _to_series(bar) -> pd.Series:
    return pd.Series({
        "open": bar.open_price, "high": bar.high_price,
        "low": bar.low_price, "close": bar.close_price,
        "date": getattr(bar, "datetime", ""),
    })


def _trade_to_dict(t: PaperTrade, bar_date) -> dict:
    return {
        "strategy_id": t.strategy_id, "symbol": t.symbol,
        "direction": t.side.value, "price": t.price, "volume": t.volume,
        "commission": t.commission, "stamp_duty": t.stamp_duty,
        "transfer_fee": t.transfer_fee,
        "bar_date": str(bar_date), "match_session": t.match_session.value,
    }


class PaperEngine:
    def __init__(self, account: Account, runners: list[StrategyRunner],
                 data_source, cfg, db_path: str, account_id: int,
                 symbols: list[str], start: str, end: str,
                 interval: str = "d") -> None:
        self.account = account
        self.runners = runners
        self.data_source = data_source
        self.cfg = cfg
        self.db_path = db_path
        self.account_id = account_id
        self.symbols = symbols
        self.start = start
        self.end = end
        self.interval = interval

    def run(self) -> None:
        prev_close: dict[str, float] = {}
        pending: list = []   # [(order, runner)] next_open 待下根撮合
        bar_count = 0
        for bar_date, bars in self.data_source.iter_bars(
            self.symbols, self.start, self.end, self.interval, "qfq", None
        ):
            bar_count += 1
            self.account.unfreeze_all()
            for r in self.runners:
                r.unfreeze_all()
            # 1. 撮合上一根 pending（next_open，用当前 bar）
            if pending:
                for order, runner in pending:
                    self._match(order, runner, bars, prev_close, bar_date)
                pending = []
            # 2. 喂策略 on_bar → 收新单
            for runner in self.runners:
                sym = runner.symbol
                if sym and sym in bars:
                    runner.paper_cta_engine.on_bar(bars[sym])
                    for order in runner.paper_cta_engine.pop_orders():
                        if order.match_session == MatchSession.NEXT_OPEN:
                            pending.append((order, runner))
                        else:   # current_close 当根撮合
                            self._match(order, runner, bars, prev_close, bar_date)
            # 3. 盯市 + 入库
            closes = {s: bars[s].close_price for s in bars}
            self.account.mark_to_market(closes)
            save_daily_balance(
                self.db_path, self.account_id, str(bar_date),
                self.account.cash, self.account.market_value, self.account.equity,
                is_checkpoint=(bar_count % 500 == 0),
            )
            update_checkpoint(self.db_path, self.account_id, str(bar_date))
            prev_close = closes

    def _match(self, order, runner, bars, prev_close, bar_date) -> None:
        if order.symbol not in bars:
            return
        match_bar = _to_series(bars[order.symbol])
        pc = prev_close.get(order.symbol, order.price)
        result = cross_order(order, match_bar, pc, self.cfg)
        if isinstance(result, PaperTrade):
            if self.account.cash_enough(result):
                self.account.apply_trade(result)
                runner.apply_trade(result)
                save_trade(self.db_path, self.account_id,
                           _trade_to_dict(result, bar_date))
            else:
                save_trade(self.db_path, self.account_id,
                           {"strategy_id": order.strategy_id, "symbol": order.symbol,
                            "bar_date": str(bar_date)},
                           rejected=True, reject_reason="insufficient_cash")
        else:   # PaperReject
            save_trade(self.db_path, self.account_id,
                       {"strategy_id": order.strategy_id, "symbol": order.symbol,
                        "bar_date": str(bar_date)},
                       rejected=True, reject_reason=result.reason)