"""PaperBroker —— 回测中的虚拟撮合 / 账户。

建模 A 股规则：
  - 100 股整数手（1手=100股）
  - T+1：当日买入次日才可卖（fast_mode 关闭此约束）
  - 印花税（卖出）、过户费（双边）、佣金（万1 最低5元）、滑点
  - 撮合价：以当根 bar 收盘价近似（阶段1 接 VWAP / 限价单）
"""
from __future__ import annotations

from dataclasses import dataclass, field

from ..commission import CostSchedule, DEFAULT, buy_cost, sell_cost
from ..domain import Fill, Side

LOT = 100  # A股 1 手 = 100 股


@dataclass
class PaperBroker:
    initial_cash: float = 100000.0
    schedule: CostSchedule = field(default_factory=lambda: DEFAULT)
    enable_costs: bool = True
    enable_t_plus_1: bool = True

    cash: float = field(init=False)
    holdings: float = 0.0   # 可卖数量
    locked: float = 0.0     # 当日买入（T+1 锁定）
    avg_price: float = 0.0
    fills: list[Fill] = field(default_factory=list)

    def __post_init__(self) -> None:
        self.cash = self.initial_cash

    @property
    def position(self) -> float:
        return self.holdings + self.locked

    def equity(self, price: float) -> float:
        return self.cash + self.position * price

    @staticmethod
    def _to_lots(qty: float) -> int:
        return int(qty // LOT) * LOT

    def buy_max(self, ts, price: float) -> Fill | None:
        """用当前现金买尽可能多的整手。"""
        if price <= 0:
            return None
        rate = (
            self.schedule.commission_rate
            + self.schedule.transfer_fee_rate
            + self.schedule.slippage_rate
        ) if self.enable_costs else 0.0
        affordable_qty = self.cash / (price * (1 + rate))
        qty = self._to_lots(affordable_qty)
        if qty <= 0:
            return None
        return self._execute_buy(ts, price, qty)

    def sell_all(self, ts, price: float) -> Fill | None:
        """卖出全部可卖持仓（整手）。"""
        qty = self._to_lots(self.holdings)
        if qty <= 0:
            return None
        return self._execute_sell(ts, price, qty)

    def _execute_buy(self, ts, price: float, qty: int) -> Fill:
        if self.enable_costs:
            fp, comm, tf = buy_cost(price, qty, self.schedule)
        else:
            fp, comm, tf = price, 0.0, 0.0
        cost = fp * qty + comm + tf
        prev_pos = self.position
        new_pos = prev_pos + qty
        self.avg_price = (self.avg_price * prev_pos + fp * qty) / new_pos if new_pos else 0.0
        if self.enable_t_plus_1:
            self.locked += qty
        else:
            self.holdings += qty
        self.cash -= cost
        f = Fill(ts=ts, side=Side.BUY, price=fp, qty=qty, commission=comm, transfer_fee=tf)
        self.fills.append(f)
        return f

    def _execute_sell(self, ts, price: float, qty: int) -> Fill:
        if self.enable_costs:
            fp, comm, tf, sd = sell_cost(price, qty, self.schedule)
        else:
            fp, comm, tf, sd = price, 0.0, 0.0, 0.0
        proceeds = fp * qty - comm - tf - sd
        self.holdings -= qty
        self.cash += proceeds
        if self.position == 0:
            self.avg_price = 0.0
        f = Fill(ts=ts, side=Side.SELL, price=fp, qty=qty, commission=comm, stamp_duty=sd, transfer_fee=tf)
        self.fills.append(f)
        return f

    def release_t_plus_1(self) -> None:
        """每根 bar 结束时调用：当日锁定转为次日可卖。"""
        if self.enable_t_plus_1:
            self.holdings += self.locked
            self.locked = 0.0