"""财务因子批 P0 表达式库: 32 个因子注册(category="fundamental").

选型来源 docs/fundamental_factor_survey_20260907.md(§3 候选池 96 个 + §4.1 去重),
首批 32 = P0 50 个按族去重后的主代表;全部「因子 = cs_rank(基础指标)」一层截面,
负 IC 因子表达式取负(统一高=好,与量价批 IC 口径一致;原始方向见下表)。

基础指标列由 fundamental_adapter.build_fundamental_features 产出并 join 到
alpha_df;估值族市值 = close × share_capital 自算(三表股本,规避 valuation
中文列名表,PIT 口径与报表一致)。

P0 32 因子名单(编号=调研文档 §3):
  A 盈利能力(7): A01 ROE / A02 扣非ROE / A04 ROA / A05 GP/A(族主代表) /
      A06 毛利率 / A07 净利率 / A13 CFO/TA
  B 盈利质量(7): B01 TACC(Sloan,族核心) / B04 非经常占比 / B05 减值冲击 /
      B07 投资收益依赖 / B08 应收异常 / B10 销售收现率 / B11 其他应收占比
  C 成长(6): C01 营收单季同比 / C02 净利单季同比 / C09 增速剪刀差 /
      C10 ΔGM(副代表) / C12 ΔROE / C15 资产增速(投资-融资群代表)
  D 估值(4): D01 EP_TTM / D03 扣非EP(A股特色) / D04 BP / D06 CP(CNE5 CETOP)
  E 资本结构/行为(4): E01 NSI 净股票发行 / E02 股权融资强度 / E05 有息负债率 /
      E09 商誉占比
  F 预期事件(4): F01 SUE(净利,Foster) / F02 SUE(营收) / F04 预告类型分 /
      F05 预告幅度
同族被裁变体(A03/A08/A09/A10/A12/B02/B06/C03/C04/C05/C06/D02/D05/E04 等)
在 P1 或互证后再议,见文档 §4。
"""
from .registry import register_factor, _REGISTRY

# (name, expression, 文档编号, 原始 IC 方向)
FUNDAMENTAL_FACTORS: list[tuple[str, str, str, str]] = [
    # ---- A 盈利能力(7) ----
    ("fund_roe_ttm", "cs_rank(roe_ttm)", "A01", "+"),
    ("fund_roe_deduct_ttm", "cs_rank(roe_deduct_ttm)", "A02", "+"),
    ("fund_roa_ttm", "cs_rank(roa_ttm)", "A04", "+"),
    ("fund_gp_over_assets", "cs_rank(gp_over_assets)", "A05", "+"),
    ("fund_gross_margin", "cs_rank(gross_margin)", "A06", "+"),
    ("fund_net_margin", "cs_rank(net_margin)", "A07", "+"),
    ("fund_cfo_over_assets", "cs_rank(cfo_over_assets)", "A13", "+"),
    # ---- B 盈利质量(7) ----
    ("fund_tacc", "cs_rank(-tacc)", "B01", "-"),
    ("fund_nonrec_ratio", "cs_rank(-nonrec_ratio)", "B04", "-"),
    ("fund_impairment_ratio", "cs_rank(-impairment_ratio)", "B05", "-"),
    ("fund_invest_income_dep", "cs_rank(-invest_income_dep)", "B07", "-"),
    ("fund_receivables_anomaly", "cs_rank(-receivables_anomaly)", "B08", "-"),
    ("fund_sales_cash_ratio", "cs_rank(sales_cash_ratio)", "B10", "+"),
    ("fund_other_rece_ratio", "cs_rank(-other_rece_ratio)", "B11", "-"),
    # ---- C 成长(6) ----
    ("fund_rev_q_yoy", "cs_rank(rev_q_yoy)", "C01", "+"),
    ("fund_np_q_yoy", "cs_rank(np_q_yoy)", "C02", "+"),
    ("fund_growth_scissors", "cs_rank(growth_scissors)", "C09", "+"),
    ("fund_gm_delta", "cs_rank(gm_delta)", "C10", "+"),
    ("fund_roe_delta", "cs_rank(roe_delta)", "C12", "+"),
    ("fund_asset_growth", "cs_rank(-asset_growth)", "C15", "-"),
    # ---- D 估值(4) ----
    ("fund_ep_ttm", "cs_rank(np_ttm / (close * share_capital))", "D01", "+"),
    ("fund_ep_deduct_ttm", "cs_rank(dnp_ttm / (close * share_capital))", "D03", "+"),
    ("fund_bp", "cs_rank(equity / (close * share_capital))", "D04", "+"),
    ("fund_cp", "cs_rank(cfo_ttm / (close * share_capital))", "D06", "+"),
    # ---- E 资本结构/行为(4) ----
    ("fund_nsi", "cs_rank(-nsi)", "E01", "-"),
    ("fund_equity_fin_intensity",
     "cs_rank(-(acc_invest_cash_ttm / (close * share_capital)))", "E02", "-"),
    ("fund_ibd_ratio", "cs_rank(-ibd_ratio)", "E05", "-"),
    ("fund_goodwill_ratio", "cs_rank(-goodwill_ratio)", "E09", "-"),
    # ---- F 预期事件(4) ----
    ("fund_sue_np", "cs_rank(sue_np)", "F01", "+"),
    ("fund_sue_rev", "cs_rank(sue_rev)", "F02", "+"),
    ("fund_forecast_type", "cs_rank(forecast_type_score)", "F04", "+"),
    ("fund_forecast_change", "cs_rank(forecast_change_pct)", "F05", "+"),
]


def _register_all() -> None:
    """注册全部财务因子(已存在同名跳过,幂等;同 library.py 模式)."""
    for name, expression, _doc_id, _ic in FUNDAMENTAL_FACTORS:
        if name not in _REGISTRY:
            register_factor(name, expression, category="fundamental")


# 模块导入时自动注册(与 library.py/alpha_datasets.py 同一模式)
_register_all()