"""全天候策略回测入口。

用法(Mac 默认 baostock;VPS Windows / miniQMT 已连用 miniqmt):
    # Mac 默认 baostock(跨平台,不依赖 miniQMT 客户端)
    python -m sanguo_portfolio.runner_backtest \\
        --start 2020-01-01 --end 2024-12-31 --cash 1000000

    # VPS miniQMT(实盘/精准 xtquant)
    python -m sanguo_portfolio.runner_backtest --provider miniqmt \\
        --start 2020-01-01 --end 2024-12-31 --cash 1000000

JSON 输出(供 SSH 捕获,前端 MVP 用):
    python -m sanguo_portfolio.runner_backtest --json \\
        --start 2024-01-01 --end 2024-02-29 --cash 1000000

Mac 跑 baostock 默认链路;miniQMT 链路仍保留(实盘 runner_live 用)。
"""
from __future__ import annotations

# ENV GUARD 必须早于任何 bullet_trade import
# bullet_trade __init__ 加载时 _create_provider() 读 DEFAULT_DATA_PROVIDER 创建默认 provider:
#   miniqmt → import xtquant(周六休市 miniQMT 客户端不响应→卡死)
#   jqdata  → import jqdatasdk(用户铁律不装→ModuleNotFoundError)
# 方案: ENV 设 jqdata + 预插 mock jqdatasdk, 让 import 走 jqdata 分支拿 mock 不崩不卡;
#       真实 provider 由 set_data_provider 运行时注入覆盖(local/baostock/miniqmt)。
import os
import sys as _sys
from unittest.mock import MagicMock as _MagicMock
os.environ.setdefault("DEFAULT_DATA_PROVIDER", "jqdata")
if "jqdatasdk" not in _sys.modules:
    _m = _MagicMock()
    # jqdata.py 用 @jq.utils.assert_auth 装饰器;MagicMock 的 assert_* 前缀被保护→AttributeError
    _m.utils.assert_auth = lambda func: func  # passthrough 装饰器
    _sys.modules["jqdatasdk"] = _m

import argparse
import json
import logging
from typing import Any, Dict

logger = logging.getLogger(__name__)


def parse_args() -> argparse.Namespace:
    p = argparse.ArgumentParser(description="sanguo_portfolio 全天候回测")
    p.add_argument("--start", default="2020-01-01", help="回测开始日期 YYYY-MM-DD")
    p.add_argument("--end", default="2024-12-31", help="回测结束日期 YYYY-MM-DD")
    p.add_argument("--cash", type=float, default=1_000_000.0, help="初始资金(元)")
    p.add_argument("--benchmark", default="000300.XSHG", help="基准代码")
    p.add_argument("--max-pool", type=int, default=0, help="限制选股池前N只(0=不限,MVP验证用)")
    p.add_argument("--frequency", default="day", help="回测频率 day/minute")
    p.add_argument(
        "--provider", default="local", choices=["local", "baostock", "miniqmt"],
        help="数据 provider:baostock(默认,Mac/跨平台,历史成分股+TTM) / miniqmt(VPS 实盘,需 xtquant)",
    )
    p.add_argument(
        "--provider-config", default="{}",
        help="provider 配置 JSON 字符串,如 '{\"data_dir\":\"D:/xtdata\"}'",
    )
    p.add_argument(
        "--result-file", default="docs/portfolio_backtest_result.md",
        help="结果输出文件(.md)",
    )
    p.add_argument(
        "--json", action="store_true",
        help="JSON 模式:print(json.dumps(result)) 到 stdout,供 SSH 捕获",
    )
    return p.parse_args()


def build_provider(provider_name: str, config_str: str) -> Any:
    """构造 provider 实例。

    Args:
        provider_name: "baostock"(Mac 默认) 或 "miniqmt"(VPS 实盘)
        config_str: provider 配置 JSON 字符串
    """
    import json
    from .providers import BaostockProvider, LocalParquetProvider, SanguoMiniQmtProvider

    cfg: Dict[str, Any] = {}
    if config_str and config_str != "{}":
        try:
            cfg = json.loads(config_str)
        except Exception as exc:
            logger.warning("provider-config 解析失败,用默认: %s", exc)
    cfg.setdefault("mode", "backtest")

    name = (provider_name or "baostock").lower()
    if name == "miniqmt":
        return SanguoMiniQmtProvider(cfg)
    if name == "baostock":
        return BaostockProvider(cfg)
    if name == "local":
        return LocalParquetProvider(cfg)
    raise ValueError(f"未知 provider: {name}(支持: local / baostock / miniqmt)")


def build_broker_facade(engine: Any) -> Any:
    """把 BacktestEngine 的聚宽风格 API 包成 BrokerFacade。"""
    from .strategies.all_weather import BrokerFacade

    # bullet_trade 的 BacktestEngine 把 set_benchmark/run_daily 等顶层函数注入到策略
    # 模块 globals 里。这里把 engine 持有的对应函数转发给 BrokerFacade。
    def _order_target_value(code: str, value: float):
        try:
            return engine.api.order_target_value(code, value)
        except Exception:
            try:
                return engine.order_target_value(code, value)
            except Exception as exc:
                logger.warning("order_target_value 失败 %s=%s: %s", code, value, exc)
                return None

    def _order_value(code: str, value: float):
        try:
            return engine.api.order_value(code, value)
        except Exception:
            try:
                return engine.order_value(code, value)
            except Exception as exc:
                logger.warning("order_value 失败 %s=%s: %s", code, value, exc)
                return None

    return BrokerFacade(
        order_target_value=_order_target_value,
        order_value=_order_value,
    )


def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
    """跑回测,返回结果 dict。

    BulletTrade 的 BacktestEngine 接受 strategy_file 或 initialize 等函数。
    我们把 AllWeatherStrategy 包成 initialize 函数:initialize 闭包挂 run_daily 等。
    """
    from bullet_trade import BacktestEngine  # type: ignore
    from bullet_trade.data.api import set_data_provider  # type: ignore

    from .strategies import AllWeatherStrategy, AllWeatherConfig

    provider = build_provider(args.provider, args.provider_config)
    set_data_provider(provider)

    # 占位策略:initialize 里把 self(strategy)挂到聚宽风格定时器
    holder: Dict[str, Any] = {}

    def initialize(context):
        strategy = AllWeatherStrategy(
            provider=provider,
            config=AllWeatherConfig(max_pool=args.max_pool),
        )
        holder["strategy"] = strategy

        # bullet-trade 的 run_daily/run_monthly 接受全局函数;把 method 暴露为模块级
        # 这里偷个懒:用 functools.partial 注册到 engine 的 scheduler
        import functools

        # bullet-trade 顶层 run_daily 等可调用,context._scheduler 暴露
        try:
            from bullet_trade.core import run_daily, run_monthly  # type: ignore
            run_daily(strategy.prepare_stock_list, "9:05")
            run_monthly(strategy.monthly_adjustment, 1, "9:30")
            run_daily(strategy.stop_loss, "14:00")
        except Exception as exc:
            logger.warning("注册定时任务失败(回测可能不触达): %s", exc)

        strategy.initialize(context)
        holder["broker"] = build_broker_facade_inner(strategy, context)
        strategy.broker = holder["broker"]

    def build_broker_facade_inner(strategy: AllWeatherStrategy, context: Any):
        from .strategies.all_weather import BrokerFacade
        # 在回测内,聚宽风格 order_target_value 来自 bullet_trade 顶层
        from bullet_trade.core.api import (  # type: ignore
            order_target_value as bt_otv,
            order_value as bt_ov,
        )
        return BrokerFacade(
            order_target_value=lambda c, v: bt_otv(c, v),
            order_value=lambda c, v: bt_ov(c, v),
        )

    print("[runner] ENGINE_BUILD_PRE", flush=True)
    engine = BacktestEngine(
        initialize=initialize,
        start_date=args.start,
        end_date=args.end,
        frequency=args.frequency,
        initial_cash=args.cash,
        benchmark=args.benchmark,
    )
    print("[runner] RUN_START", flush=True)
    result = engine.run()
    print("[runner] RUN_DONE type=%s" % type(result).__name__, flush=True)

    # 输出结果摘要到 markdown(JSON 模式时 result_file="" 跳过)
    if getattr(args, "result_file", ""):
        _write_result_md(result, args.result_file, args)
    return result


def _write_result_md(result: Dict[str, Any], path: str, args: argparse.Namespace) -> None:
    """把回测关键指标写成 markdown(给 docs/portfolio_backtest_result.md)。"""
    try:
        summary = result.get("summary", {}) if isinstance(result, dict) else {}
        lines = [
            "# sanguo_portfolio 全天候回测结果",
            "",
            f"- 区间: {args.start} ~ {args.end}",
            f"- 初始资金: {args.cash:,.0f}",
            f"- 基准: {args.benchmark}",
            "",
            "## 关键指标",
            "",
            "| 指标 | 值 |",
            "|---|---|",
        ]
        for k in (
            "total_returns", "annual_returns", "benchmark_returns",
            "alpha", "beta", "sharpe", "sortino", "max_drawdown",
            "win_rate", "turnover",
        ):
            if k in summary:
                lines.append(f"| {k} | {summary[k]} |")
        content = "\n".join(lines)
        with open(path, "w") as f:
            f.write(content + "\n")
        logger.info("回测结果写入 %s", path)
    except Exception as exc:
        logger.warning("写结果文件失败: %s", exc)


def run_backtest_json(params: Dict[str, Any]) -> Dict[str, Any]:
    """JSON 入口(供 SSH 触发,前端 MVP 用)。

    Args:
        params: {
            pool: 标的池(暂未实际使用,占位),
            start_date, end_date: YYYY-MM-DD,
            initial_cash: 初始资金,
        }

    Returns:
        {
            "strategy": "all_weather",
            "period": {"start": ..., "end": ..., "trading_days": N},
            "stocks_selected": [{"code":..., "name":...}, ...],  # 末日持仓
            "trades": [{date, code, side, amount, price, ...}, ...],
            "equity_curve": [{"date":..., "equity":...}, ...],
            "metrics": {total_return, annual_return, max_drawdown, sharpe, ...},
        }
    """
    # 构造一个 Namespace 复用 run_backtest
    args = argparse.Namespace(
        start=params.get("start_date", "2024-01-01"),
        end=params.get("end_date", "2024-02-29"),
        cash=float(params.get("initial_cash", 1_000_000.0)),
        benchmark=params.get("benchmark", "000300.XSHG"),
        frequency="day",
        provider=params.get("provider", "local"),
        provider_config="{}",
        result_file="",  # JSON 模式不写 md
        max_pool=int(params.get("max_pool", 0)),
    )
    raw = run_backtest(args)

    summary = raw.get("summary", {}) if isinstance(raw, dict) else {}
    metrics = _extract_metrics(summary)

    # 净值曲线:daily_records 是 DataFrame,index=date,列含 total_value
    equity_curve = _extract_equity_curve(raw.get("daily_records"))

    # 选股(末日持仓):daily_positions 最后一日
    stocks_selected = _extract_last_positions(raw.get("daily_positions"))

    # 成交明细
    trades = _extract_trades(raw.get("trades"))

    meta = raw.get("meta", {}) if isinstance(raw, dict) else {}
    return {
        "strategy": "all_weather",
        "period": {
            "start": meta.get("start_date", args.start),
            "end": meta.get("end_date", args.end),
            "trading_days": len(equity_curve),
        },
        "stocks_selected": stocks_selected,
        "trades": trades,
        "equity_curve": equity_curve,
        "metrics": metrics,
        "raw_summary": summary,
    }


def _to_float(v: Any) -> float | None:
    """从 string/number 提取 float,失败返 None。bullet-trade summary 多为 '12.34%' 字符串。"""
    if v is None:
        return None
    if isinstance(v, (int, float)):
        return float(v)
    s = str(v).strip().replace("%", "").replace(",", "")
    try:
        return float(s)
    except (TypeError, ValueError):
        return None


def _extract_metrics(summary: Dict[str, Any]) -> Dict[str, float | None]:
    """bullet-trade summary 用中文 key('策略收益'/'最大回撤'/...)。
    百分比按字面数值(12.34% → 12.34),前端按需 /100 显示。
    """
    return {
        "total_return": _to_float(summary.get("策略收益")),
        "annual_return": _to_float(summary.get("策略年化收益")),
        "max_drawdown": _to_float(summary.get("最大回撤")),
        "sharpe": _to_float(summary.get("夏普比率")),
        "win_rate_daily": _to_float(summary.get("日胜率")),
        "win_rate_trade": _to_float(summary.get("交易胜率")),
        "trading_days": _to_float(summary.get("交易天数")),
    }


def _extract_equity_curve(daily_records: Any) -> list[Dict[str, Any]]:
    """daily_records: DataFrame,index=date,列含 total_value。"""
    out: list[Dict[str, Any]] = []
    if daily_records is None:
        return out
    try:
        import pandas as pd  # type: ignore
        if isinstance(daily_records, pd.DataFrame):
            df = daily_records.reset_index()
            date_col = "date" if "date" in df.columns else df.columns[0]
            val_col = "total_value" if "total_value" in df.columns else None
            if val_col is None:
                return out
            for _, row in df.iterrows():
                d = row[date_col]
                out.append({
                    "date": getattr(d, "strftime", lambda f: str(d))("%Y-%m-%d"),
                    "equity": float(row[val_col]),
                })
    except Exception as exc:
        logger.warning("解析 equity_curve 失败: %s", exc)
    return out


def _extract_last_positions(daily_positions: Any) -> list[Dict[str, Any]]:
    """daily_positions: DataFrame,列含 date/code/amount/avg_cost/price/value。
    取最后一日的非零持仓作为选股名单。"""
    out: list[Dict[str, Any]] = []
    if daily_positions is None:
        return out
    try:
        import pandas as pd  # type: ignore
        if isinstance(daily_positions, pd.DataFrame) and not daily_positions.empty:
            df = daily_positions
            if "date" in df.columns:
                last_date = df["date"].max()
                df = df[df["date"] == last_date]
            for _, row in df.iterrows():
                amt = row.get("amount", 0)
                if amt is None or float(amt) <= 0:
                    continue
                out.append({
                    "code": str(row.get("code", "")),
                    "name": str(row.get("code", "")),  # name 字段 bullet-trade 没存,前端展示 code
                    "amount": float(amt),
                    "avg_cost": float(row.get("avg_cost", 0) or 0),
                    "price": float(row.get("price", 0) or 0),
                    "value": float(row.get("value", 0) or 0),
                })
    except Exception as exc:
        logger.warning("解析 last_positions 失败: %s", exc)
    return out


def _extract_trades(trades: Any) -> list[Dict[str, Any]]:
    """trades: list[Trade],用 __dict__ 或属性兜底提取关键字段。"""
    out: list[Dict[str, Any]] = []
    if not trades:
        return out
    keys = ("datetime", "date", "code", "side", "action", "amount",
            "filled_amount", "price", "filled_price", "commission", "status")
    for t in trades:
        item: Dict[str, Any] = {}
        for k in keys:
            v = None
            if hasattr(t, k):
                v = getattr(t, k)
            elif isinstance(t, dict):
                v = t.get(k)
            if v is None:
                continue
            # datetime 类转字符串
            if hasattr(v, "strftime"):
                v = v.strftime("%Y-%m-%d %H:%M:%S")
            try:
                if isinstance(v, (int, float)):
                    v = float(v)
            except Exception:
                pass
            item[k] = v
        if item:
            out.append(item)
    return out


def main() -> None:
    logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(name)s: %(message)s")
    args = parse_args()
    if args.json:
        # JSON 模式:stderr 仍打日志,stdout 只输出 JSON(供 SSH 捕获)
        result = run_backtest_json({
            "start_date": args.start,
            "end_date": args.end,
            "initial_cash": args.cash,
            "benchmark": args.benchmark,
            "provider": args.provider,
            "max_pool": args.max_pool,
        })
        print(json.dumps(result, ensure_ascii=False, default=str))
    else:
        run_backtest(args)


if __name__ == "__main__":
    main()