package logic

import (
	"context"
	"fmt"
	"strings"
	"time"

	"big-qmt/go-client/libs"
	"big-qmt/go-client/sdk"
)

func Overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
	fmt.Println("\n" + strings.Repeat("=", 80))
	fmt.Printf("【时间】%s\n", time.Now().Format("2006-01-02 15:04:05"))
	fmt.Printf("【配置】account_id: %s host_key: %s open_money: %.0f\n", cfg.AccountID, cfg.HostKey, cfg.OpenMoney)
	if assets != nil {
		fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
	} else {
		fmt.Println("【资金】查询失败")
	}
	fmt.Printf("【持仓】%d只\n", len(positions))
	fmt.Println(strings.Repeat("=", 80))
	for _, p := range positions {
		if p.Volume <= 0 {
			continue
		}
		code := normalizeCode(p.StockCode, "")
		fmt.Printf("【持仓】%s %s 持仓=%d 可用=%d 冻结=%d 在途=%d 昨仓=%d 成本=%.3f 现价=%.3f 市值=%.2f 浮盈=%.2f 盈亏比例=%.2f%%\n",
			code, p.StockName, p.Volume, p.CanUseVolume, p.FrozenVolume, p.OnRoadVolume, p.YesterdayVolume,
			p.OpenPrice, p.LastPrice, p.MarketValue, p.FloatProfit, p.ProfitRate*100)
	}
}

func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config) {
	if !tradingTime(time.Now()) {
		return
	}
	roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
	defer cancel()

	assets, err := client.Assets(roundCtx)
	if err != nil {
		logf("ERROR", "获取资产失败: %v", err)
		return
	}
	positions, err := client.Positions(roundCtx)
	if err != nil {
		logf("ERROR", "获取持仓失败: %v", err)
		return
	}

	signals := fetchSignal(cfg, "dcm_signal")
	seen := map[string]struct{}{}
	stockList := make([]string, 0, len(signals)+len(positions))
	addCode := func(code string) {
		n := normalizeCode(code, "")
		if n == "" {
			n = strings.ToUpper(strings.TrimSpace(code))
		}
		if n == "" {
			return
		}
		if _, ok := seen[n]; ok {
			return
		}
		seen[n] = struct{}{}
		stockList = append(stockList, n)
	}
	for code := range signals {
		addCode(code)
	}
	for _, p := range positions {
		addCode(p.StockCode)
	}

	ticks := map[string]sdk.Tick{}
	if len(stockList) > 0 {
		raw, err := client.FullTick(roundCtx, stockList)
		if err != nil {
			logf("ERROR", "获取行情失败: %v", err)
			return
		}
		for code, tick := range raw {
			ticks[normalizeCode(code, "")] = tick
			ticks[code] = tick
		}
	}
	runRound(roundCtx, client, books, cfg, assets, ticks, positions, signals)
}

func runRound(ctx context.Context, client *sdk.Client, books *OrderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position, signals map[string]map[string]any) {
	books.cancelExpired(ctx, client, cfg)

	hold := positionCodes(positions)
	openSignals := map[string]map[string]any{}
	for code, signal := range signals {
		norm := normalizeCode(code, "")
		if norm == "" {
			norm = code
		}
		if _, held := hold[norm]; held {
			continue
		}
		openSignals[norm] = signal
	}
	if len(openSignals) > 0 {
		if books.refresh(ctx, client, cfg) {
			buys, _, ok := books.activeSets(ctx, client, cfg)
			if ok {
				filtered := map[string]map[string]any{}
				for code, signal := range openSignals {
					if _, buying := buys[code]; buying {
						continue
					}
					filtered[code] = signal
				}
				openSignals = filtered
			}
		}
	}
	marketOK := libs.AllowOpen(cfg.APIHost, cfg.HTTPTimeout)
	if len(openSignals) > 0 {
		openSignal(ctx, client, books, cfg, assets, ticks, openSignals, marketOK)
	}
	managePositions(ctx, client, books, cfg, ticks, positions, marketOK)
}