"""新白名单（16 只板块 ETF）的快速回测冒烟：只打印，不覆盖既有 results.json。

用法： py -3.14 -B labs/analysis/etf/smoke_sectors.py [起始资金]
"""

import sys
from pathlib import Path

HERE = Path(__file__).resolve().parent
sys.path.insert(0, str(HERE))
try:
    sys.stdout.reconfigure(encoding="utf-8", errors="replace")
except Exception:
    pass

from backtest import REPO_DEFAULTS, START_CASH, SYMBOLS, SYMBOL_PARAMS, analyze, fetch_daily, simulate  # noqa: E402

CASH = float(sys.argv[1]) if len(sys.argv) > 1 else 600_000.0

data = {code: fetch_daily(code) for code in SYMBOLS}
print(f"标的 {len(SYMBOLS)} 只，账户 {CASH:,.0f} 元，参数取 py-client/etc/_etf.yaml")
print(f"{'成交模型':10} {'权益变动':>11} {'收益率':>8} {'最大回撤':>9} {'平均占用':>9} "
      f"{'峰值占用':>9} {'底仓':>5} {'补仓':>5} {'主出口':>6} {'佣金':>8}")
for mode in ("touch", "bounce", "close"):
    result = simulate(data, start_cash=CASH, fill_mode=mode)
    stats = analyze(result)
    fills = result["fills"]
    print(f"{mode:10} {stats['final_equity'] - CASH:11,.2f} {stats['return_pct']:7.2f}% "
          f"{stats['max_dd_pct']:8.2f}% {stats['avg_deployed'] / CASH * 100:8.2f}% "
          f"{stats['max_deployed'] / CASH * 100:8.2f}% "
          f"{sum(1 for f in fills if f.kind == 'base'):5} "
          f"{sum(1 for f in fills if f.kind == 'add'):5} "
          f"{sum(1 for f in fills if f.kind == 'exit'):6} {stats['fees']:8.2f}")

# 逐标的参与度：新白名单里谁真的被交易到
print()
print("逐标的成交（touch 模型）")
result = simulate(data, start_cash=CASH, fill_mode="touch")
for code in SYMBOLS:
    rows = [f for f in result["fills"] if f.code == code]
    buys = sum(f.price * f.volume for f in rows if f.side == "BUY")
    print(f"  {code:11} 成交 {len(rows):3} 笔  买入名义 {buys:10,.0f}  "
          f"底仓 {sum(1 for f in rows if f.kind == 'base')}  补仓 {sum(1 for f in rows if f.kind == 'add')}")