"""Selection Engine（ARCHITECTURE_v2 §14）—— 纯 pandas 执行层。

当前实现 method=score：因子加权复合分 → TopN/Top% 截断，输出 SelectionResult。
M6.2 在同一模块加入 method=condition（结构化条件选股）。

未来函数纪律：面板只在 <= observation_date 的数据上计算；observation_date 是
<= as_of 的最近可用交易日（as_of 显式传入即历史选股，None 则到数据最新）。
data 长表由 Service 装配（已按 universe 过滤 symbol、含预热窗口）。
"""

from __future__ import annotations

from datetime import date

import pandas as pd

from app.domain.entities.market import DAILY_BASIC_NUMERIC_FIELDS, FinancialIndicator
from app.domain.entities.selection import (
    SelectionCandidate,
    SelectionQuery,
    SelectionResult,
    SelectionStatistics,
)
from app.quant.composite import build_score_panel
from app.quant.factors import FactorError, compute_factor, get_factor

_UNIMPLEMENTED_DEFAULT = [
    "exclude_suspended 依赖停牌数据，当前未建模（结果可能包含停牌股）",
]


def score_panel_for_factors(daily: pd.DataFrame, factor_specs) -> pd.DataFrame:
    """因子加权复合分面板（index=trade_date, columns=symbol）。

    回测（LocalEngine）与选股（run_score_selection）共用同一构建 ——
    保证 v2 §25/§27「历史回测与当前选股使用同一套引擎」的一致性。
    """
    return build_score_panel(daily, factor_specs)  # 未知因子在此抛 FactorError


def resolve_observation_date(daily: pd.DataFrame, as_of: date | None) -> pd.Timestamp | None:
    """<= as_of 的最近可用交易日；as_of=None 取数据最新一日。"""
    if daily.empty:
        return None
    dates = pd.to_datetime(daily["trade_date"])
    if as_of is None:
        return dates.max()
    avail = dates[dates <= pd.Timestamp(as_of)]
    return avail.max() if len(avail) else None


def factor_columns(query: SelectionQuery) -> set[str]:
    """score 模式所需行情数值列（数据装配裁剪用）。"""
    needed = {"close"}
    for fs in query.factors:
        try:
            defn, _fn = get_factor(fs.name)
        except FactorError:
            continue  # 未知因子由执行期统一报错（score_selection 中 build_factor_panels）
        needed.update(defn.requires)
    return needed


def run_score_selection(
    daily: pd.DataFrame,
    query: SelectionQuery,
    as_of: date | None,
) -> SelectionResult:
    """因子评分选股（v2 §14.1B）：复合分 → 排序 → TopN/Top%。"""
    if query.method != "score":
        raise ValueError(f"run_score_selection 需要 method=score，当前 {query.method}")
    obs = resolve_observation_date(daily, as_of)
    if obs is None:
        resolved = as_of or date.today()
        return SelectionResult(
            as_of_date=resolved,
            method=query.method,
            statistics=SelectionStatistics(),
            candidates=[],
            unimplemented=list(_UNIMPLEMENTED_DEFAULT),
            config_snapshot=query.model_dump(mode="json"),
        )
    resolved = obs.date()
    # 只允许使用 <= obs 的数据（面板计算在截断后数据上进行）
    view = daily[pd.to_datetime(daily["trade_date"]) <= obs]
    if view.empty:
        return SelectionResult(
            as_of_date=resolved,
            method=query.method,
            statistics=SelectionStatistics(),
            candidates=[],
            unimplemented=list(_UNIMPLEMENTED_DEFAULT),
            config_snapshot=query.model_dump(mode="json"),
        )

    score = score_panel_for_factors(view, query.factors).loc[obs].dropna().sort_values(
        ascending=False
    )

    # 每因子在 obs 行的原始值（factor_values 供展示与解释；与 build_factor_panels 同数据）
    raw: dict[str, pd.Series] = {}
    for fs in query.factors:
        _defn, panel = compute_factor(fs.name, view)
        if obs in panel.index:
            raw[fs.name] = panel.loc[obs]

    candidates_df = _truncate(score, query)
    evaluated = int(len(score))  # score 已 dropna，长度即有分股票数
    candidates: list[SelectionCandidate] = []
    for rank, (sym, sc) in enumerate(candidates_df.items(), start=1):
        factor_values = {
            name: _to_float(series.get(sym))
            for name, series in raw.items()
            if isinstance(series, pd.Series)
        }
        factor_values = {k: v for k, v in factor_values.items() if v is not None}
        candidates.append(
            SelectionCandidate(
                symbol=sym,
                rank=rank,
                score=round(float(sc), 6),
                factor_values=factor_values,
                selection_reason=_score_reason(query, sym, raw),
            )
        )

    return SelectionResult(
        as_of_date=resolved,
        method=query.method,
        statistics=SelectionStatistics(
            universe_size=_symbol_count(view),
            evaluated=evaluated,
            selected=len(candidates),
        ),
        candidates=candidates,
        unimplemented=list(_UNIMPLEMENTED_DEFAULT),
        config_snapshot=query.model_dump(mode="json"),
    )


def _truncate(score: pd.Series, query: SelectionQuery) -> pd.Series:
    """按 top_n / top_pct / min_score 截断（入参已按分数降序）。"""
    s = score
    if query.min_score is not None:
        s = s[s >= query.min_score]
    if query.top_pct is not None:
        n = max(int(round(len(s) * query.top_pct)), 1)
        s = s.head(n)
    elif query.top_n is not None:
        s = s.head(query.top_n)
    return s


def _score_reason(query: SelectionQuery, symbol: str, raw: dict[str, pd.Series]) -> list[str]:
    """生成可读的入选理由：列每个因子的观测值与权重。"""
    reasons: list[str] = []
    for fs in query.factors:
        try:
            defn, _fn = get_factor(fs.name)
        except FactorError:
            continue
        series = raw.get(fs.name)
        val = _to_float(series.get(symbol)) if isinstance(series, pd.Series) else None
        if val is None:
            continue
        good = defn.direction == "higher_is_better"
        reasons.append(
            f"{fs.name}={val:.4f}（权重 {fs.weight}，{'越高越好' if good else '越低越好'}）"
        )
    return reasons


def _symbol_count(daily: pd.DataFrame) -> int:
    return int(daily["symbol"].nunique()) if not daily.empty and "symbol" in daily else 0


# ---------- method=condition：结构化条件选股（M6.2） ----------

# 技术字段：预计算派生量 + 行情原列（原列需在装配列中才可用）
_TECH_DERIVED = ("ma20", "ma60")
_STATIC_PREFIX = "static."
_FUNDAMENTAL_PREFIX = "fundamental."


def condition_needed_columns(query) -> set[str]:
    """条件引用的行情/指标列（fundamental/static 走元数据与财务表，不需要面板列）。

    query 可以是 SelectionQuery，也可以是任何带 `conditions` 的对象
    （ResearchSpec 亦然）—— 回测与选股共用本函数，保证列裁剪一致。
    """
    needed = {"close"}
    names = [c.field for c in query.conditions] + [
        c.ref for c in query.conditions if c.ref and not c.ref.startswith(_FUNDAMENTAL_PREFIX)
    ]
    for f in names:
        if not f or f.startswith((_STATIC_PREFIX, _FUNDAMENTAL_PREFIX)):
            continue
        if f in {"open", "high", "low", "close", "volume", "amount", *_TECH_DERIVED}:
            if f not in _TECH_DERIVED:
                needed.add(f)
            continue
        if f in DAILY_BASIC_NUMERIC_FIELDS:
            needed.add(f)  # 每日指标列（dv_ratio / pe / pb / total_mv …）
            continue
        try:  # 其余按已注册因子处理
            defn, _fn = get_factor(f)
        except FactorError:
            raise ValueError(
                f"条件字段未知：{f}（可用: 行情列/ma20/ma60/已注册因子/"
                "参数化因子键(如 momentum(window=90,direction=higher_is_better))/"
                "每日指标列(dv_ratio 等)/static.*/fundamental.*）"
            ) from None
        needed.update(defn.requires)
    return needed


def build_condition_fields(
    daily: pd.DataFrame,
    conditions,
    obs: pd.Timestamp,
) -> dict[str, pd.Series]:
    """条件各字段在 obs（<= as_of 的最近交易日）的截面值。

    返回 {字段名: Series(index=symbol)}，覆盖：
    - 行情原列：close / open / high / low / volume / amount
    - 技术派生：ma20 / ma60
    - 每日指标列：dv_ratio / dv_ttm / pe / pb / total_mv …（由 Service 并入 daily）
    - 已注册因子：momentum_60 等（在 <=obs 的截断数据上计算，无未来函数）

    回测与选股共用本函数（v2 §25 一致性）。
    """
    view = daily[pd.to_datetime(daily["trade_date"]) <= obs]
    if view.empty:
        return {}
    close = view.pivot(index="trade_date", columns="symbol", values="close").sort_index()
    close.index = pd.to_datetime(close.index)

    fields: dict[str, pd.Series] = {}
    for col in ("open", "high", "low", "volume", "amount"):
        if col in view.columns:
            panel = view.pivot(index="trade_date", columns="symbol", values=col).sort_index()
            panel.index = pd.to_datetime(panel.index)
            if obs in panel.index:
                fields[col] = panel.loc[obs]
    if obs in close.index:
        fields["close"] = close.loc[obs]
    ma20 = close.rolling(20).mean()
    ma60 = close.rolling(60).mean()
    if obs in ma20.index:
        fields["ma20"] = ma20.loc[obs]
    if obs in ma60.index:
        fields["ma60"] = ma60.loc[obs]

    wanted: set[str] = set()
    for cond in conditions:
        for f in (cond.field, cond.ref):
            if not f or f.startswith((_STATIC_PREFIX, _FUNDAMENTAL_PREFIX)):
                continue
            if f in _TECH_DERIVED or f in fields:
                continue
            wanted.add(f)
    for f in sorted(wanted):
        if f in DAILY_BASIC_NUMERIC_FIELDS:
            if f in view.columns:
                panel = view.pivot(index="trade_date", columns="symbol", values=f).sort_index()
                panel.index = pd.to_datetime(panel.index)
                if obs in panel.index:
                    fields[f] = panel.loc[obs]
            continue
        try:
            _defn, panel = compute_factor(f, view)
        except FactorError:
            continue  # 已在 condition_needed_columns 报错；此处防御
        if obs in panel.index:
            fields[f] = panel.loc[obs]
    return fields


def eligible_symbols(
    candidates,
    conditions,
    statics: dict[str, dict],
    fields: dict[str, pd.Series],
    financial: dict[str, FinancialIndicator],
) -> dict[str, list[str]]:
    """逐股求值全部条件（AND），返回 {symbol: [各条件通过情况文案]}（仅通过者）。

    `candidates` 限定参与求值的股票（通常 = universe 过滤后的 symbol 列表）。
    回测（ResearchSpec.conditions）与选股（SelectionQuery.conditions）共用，
    确保「历史某日 Selection == 回测当日 Selection」（v2 §25 / v3 §28）。
    """
    passed: dict[str, list[str]] = {}
    for sym in candidates:
        statuses: list[str] = []
        all_ok = True
        for cond in conditions:
            ok = _eval_condition(cond, sym, statics, fields, financial)
            statuses.append(
                f"{cond.field} {cond.op} {cond.ref or cond.value}: {'通过' if ok else '未通过'}"
            )
            all_ok = all_ok and ok
        if all_ok:
            passed[sym] = statuses
    return passed


def run_condition_selection(
    daily: pd.DataFrame,
    stocks: list,
    query: SelectionQuery,
    as_of: date | None,
    financial: dict[str, FinancialIndicator] | None = None,
) -> SelectionResult:
    """条件选股（v2 §14.1A）：全部条件 AND 通过者入选（无排序；truncation 不适用）。

    fields 域：static.*（股票基础）、close/volume/amount/ma20/ma60/已注册因子（行情）、
    fundamental.*（announce_date <= as_of 的最新已公告财务值 —— 防未来函数由 Service 取数保证）。
    """
    if query.method != "condition":
        raise ValueError(f"run_condition_selection 需要 method=condition，当前 {query.method}")
    obs = resolve_observation_date(daily, as_of)
    resolved = (obs.date() if obs is not None else as_of) or date.today()
    if obs is None or daily.empty:
        return SelectionResult(
            as_of_date=resolved, method=query.method,
            statistics=SelectionStatistics(), candidates=[],
            unimplemented=list(_UNIMPLEMENTED_DEFAULT),
            config_snapshot=query.model_dump(mode="json"),
        )

    # 共享字段面板 + 求值器（回测与选股同一实现，v2 §25 一致性）
    tech = build_condition_fields(daily, query.conditions, obs)

    statics = {s.symbol: s.model_dump() for s in stocks}
    passed = eligible_symbols(sorted(statics), query.conditions, statics, tech, financial or {})
    candidates: list[SelectionCandidate] = []
    for rank, sym in enumerate(sorted(passed), start=1):
        candidates.append(
            SelectionCandidate(
                symbol=sym,
                rank=rank,
                score=1.0,
                filter_status=passed[sym],
                selection_reason=[f"通过全部 {len(query.conditions)} 条条件"],
            )
        )

    return SelectionResult(
        as_of_date=resolved,
        method=query.method,
        statistics=SelectionStatistics(
            universe_size=len(statics),
            evaluated=len(statics),
            selected=len(candidates),
        ),
        candidates=candidates,
        unimplemented=list(_UNIMPLEMENTED_DEFAULT) + [
            "条件选股为纯过滤（AND），未排序/未截断；如需排序请在 factors 中提供评分",
        ],
        config_snapshot=query.model_dump(mode="json"),
    )


def _eval_condition(
    cond,
    sym: str,
    statics: dict,
    tech: dict[str, pd.Series],
    financial: dict,
) -> bool:
    """求值单条条件：value 与 ref 二选一；left 与 right 同为 field 或 field vs 字面量。"""
    left = _field_value(cond.field, sym, statics, tech, financial)
    if cond.ref is not None:
        right = _field_value(cond.ref, sym, statics, tech, financial)
    else:
        right = cond.value
    return _compare(left, right, cond.op)


def _field_value(field, sym, statics, tech, financial):
    if field.startswith(_STATIC_PREFIX):
        return statics.get(sym, {}).get(field[len(_STATIC_PREFIX):])
    if field.startswith(_FUNDAMENTAL_PREFIX):
        fin = financial.get(sym)
        return getattr(fin, field[len(_FUNDAMENTAL_PREFIX):], None) if fin else None
    series = tech.get(field)
    if series is None:
        return None
    v = series.get(sym)
    return None if v is None or (isinstance(v, float) and v != v) else v  # NaN → None


def _compare(left, right, op: str) -> bool:
    """混合比较：None 视为不可用 → 除 ne 外不通过；数值/字符串分别处理。

    任何类型不匹配（拿日期字段去比大小、in 的右侧不是列表…）一律返回 False，
    **绝不抛异常**：条件是用户可以随手改的输入，一个手滑的字段名不该把选股/回测
    打成 500。字段库（quant.condition_fields）会在源头上拒绝不可比较的字段，
    这里只是最后一道防线。
    """
    if op == "ne":
        return left != right
    if left is None or right is None:
        return False
    try:
        if isinstance(left, (int, float)) or isinstance(right, (int, float)):
            return _num_cmp(float(left), float(right), op)
    except (TypeError, ValueError):
        pass
    # 字符串/其它：支持 eq/ne/in/not_in
    if op == "eq":
        return left == right
    if op in ("in", "not_in"):
        try:
            return left in right if op == "in" else left not in right
        except TypeError:  # 右侧不是容器 → 该条件无法求值
            return False
    if op in ("gt", "gte", "lt", "lte"):
        try:
            return _num_cmp(left, right, op)  # 尝试数值，字符串会 ValueError → False
        except (TypeError, ValueError):
            return False
    return False


def _num_cmp(a: float, b: float, op: str) -> bool:
    if op == "gt":
        return a > b
    if op == "gte":
        return a >= b
    if op == "lt":
        return a < b
    if op == "lte":
        return a <= b
    if op == "eq":
        return a == b
    return a != b


def _to_float(v) -> float | None:
    if v is None:
        return None
    try:
        f = float(v)
    except (TypeError, ValueError):
        return None
    if f != f:  # NaN
        return None
    return f