"""日内做 T 策略启动器。"""

from __future__ import annotations

import logging
import time
from datetime import datetime, time as clock_time

import config
from libs.calc import trading_time
from libs.grid_take_profit import GridTrailingTracker
from libs.market import market_allow_open
from libs.signal import init_signals
from sdk import Client
from strategy.trend.order import OrderBook
from strategy.trend.watch import DipWatch

from .open import open_base
from .positions import manage_positions
from .runtime import Runtime
from .state import TState


def StartZT() -> None:
    client = Client(config.global_config.qmt_base_url, config.global_config.qmt_token, config.HTTP_TIMEOUT)
    orders = OrderBook()
    orders.refresh(client)
    _, positions = client.positions()
    state = TState.for_strategy(config.global_config.qmt_data_dir, config.account_config.strategy, config.account_config.account_id)
    state.reconcile(positions, orders.data, datetime.now().date().isoformat())
    run = Runtime(client, config.global_config, config.account_config, state, orders, DipWatch(), GridTrailingTracker(config.account_config.grid_step_pct))
    while True:
        started = time.monotonic()
        try:
            RunOnce(run)
        except Exception:
            logging.exception("ZT 策略本轮失败")
        time.sleep(max(0.0, 30.0 - (time.monotonic() - started)))


def RunOnce(run: Runtime) -> None:
    if not trading_time(datetime.now()):
        return
    try:
        run.orders.refresh(run.client)
        assets = run.client.assets()
        position_codes, positions = run.client.positions()
    except Exception:
        logging.exception("[ZT] 刷新账户或订单失败")
        return
    today = datetime.now().date().isoformat()
    try:
        run.state.reconcile(positions, run.orders.data, today)
    except Exception:
        logging.exception("[ZT] 状态对账失败")
        return
    signals = init_signals(run.global_cfg, run.account_cfg.signal_allow)
    candidate_codes = [item.code for item in signals if item.code not in position_codes]
    codes = list(dict.fromkeys(position_codes + candidate_codes))
    try:
        ticks = run.client.full_tick(codes)
    except Exception:
        logging.exception("[ZT] 获取行情失败")
        return
    market_ok = market_allow_open(run.global_cfg.api_host)
    if market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio:
        open_base(run, ticks, signals)
    manage_positions(
        run,
        ticks,
        positions,
        assets.available,
        today,
        force_buy_back=datetime.now().time() >= clock_time(14, 50),
    )