package logic

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

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

func logf(level, format string, args ...any) {
	log.Printf("[%s] %s", level, fmt.Sprintf(format, args...))
}

func Overview(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 buy_value: %.0f\n", config.Account.AccountID, config.Account.HostKey, config.Account.BuyValue)
	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 := 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, signals *libs.SignalResult) {
	if !libs.TradingTime(time.Now()) {
		return
	}
	// 每轮先消费 QMT 回写，终态订单会立即释放本地委托锁。
	books.readReceipts()
	roundCtx, cancel := context.WithTimeout(ctx, config.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
	}

	seen := map[string]struct{}{}
	stockList := make([]string, 0, len(signals.Data)+len(positions))
	addCode := func(code string) {
		if code == "" {
			return
		}
		if _, ok := seen[code]; ok {
			return
		}
		seen[code] = struct{}{}
		stockList = append(stockList, code)
	}
	for code := range signals.Data {
		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[code] = tick
		}
	}
	runRound(roundCtx, client, books, assets, ticks, positions, signals.Data)
}

func runRound(ctx context.Context, client *sdk.Client, books *OrderBook, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position, signals map[string]libs.SignalItem) {
	if !books.cancelExpired(ctx, client) {
		logf("ERROR", "[ZT] 委托查询失败，本轮跳过")
		return
	}
	buys, sells, ok := books.activeSets(ctx, client)
	if !ok {
		return
	}

	hold := positionCodes(positions)
	openSignals := map[string]libs.SignalItem{}
	for code, signal := range signals {
		if _, held := hold[code]; held {
			continue
		}
		openSignals[code] = signal
	}
	for code := range buys {
		delete(openSignals, code)
	}
	marketOK := libs.AllowOpen()
	buyBudget := 0.0
	if assets != nil {
		buyBudget = assets.Available - assets.Total*config.Account.MinCashRatio
	}
	if len(openSignals) > 0 {
		openSignal(ctx, client, books, ticks, openSignals, marketOK, &buyBudget)
	}
	managePositions(ctx, client, books, ticks, positions, buys, sells, marketOK, &buyBudget)
}