"""Bar Replay 服务（M9-6）：线性逐交易日重放选股+信号（as_of 语义）。

- 范围约束：universe.symbols 必填（≤ 40 只）、重放交易日 ≤ 90 —— 避免全市场长任务
- 每日计算只使用 <= as_of 数据（与 select/signal/回测同一引擎与口径）
- ReplayDay.events 按 rank 升序；top 取前 N（意图排名，与回测 selection_history 对齐）
"""

from __future__ import annotations

from datetime import date, timedelta

import pandas as pd

from app.domain.entities.replay import ReplayDay, ReplayResult, ReplayTop
from app.domain.entities.selection import SelectionQuery
from app.domain.entities.signal import SignalRules
from app.domain.repositories.market import DailyBarRepository, StockRepository
from app.quant.selection import factor_columns
from app.quant.service import filter_stocks, load_daily_df
from app.quant.signal import generate_signals

MAX_SYMBOLS = 40
MAX_DAYS = 90


class ReplayService:
    def __init__(self, stock_repo: StockRepository, daily_repo: DailyBarRepository) -> None:
        self._stock_repo = stock_repo
        self._daily_repo = daily_repo

    def replay(
        self,
        query: SelectionQuery,
        rules: SignalRules,
        start: date,
        end: date,
        top_n: int = 5,
    ) -> ReplayResult:
        symbols = list(query.universe.symbols or [])
        if not symbols:
            raise ValueError("Bar Replay 需要 universe.symbols 白名单（≤40 只），避免全市场长任务")
        if len(symbols) > MAX_SYMBOLS:
            raise ValueError(f"Bar Replay 白名单最多 {MAX_SYMBOLS} 只，当前 {len(symbols)}")
        stocks = filter_stocks(self._stock_repo.list(), query.universe, as_of=start)
        if not stocks:
            return ReplayResult(start=start, end=end, top_n=top_n)

        columns = sorted(factor_columns(query))
        daily = load_daily_df(
            self._daily_repo,
            symbols,
            start - timedelta(days=query.warmup_days),
            end,
            columns,
            adjust=query.price_adjustment,
        )
        if daily.empty:
            return ReplayResult(start=start, end=end, top_n=top_n)
        trading_days = sorted(
            pd.to_datetime(daily["trade_date"].unique())
        )
        days = [d for d in trading_days if start <= d.date() <= end]
        if len(days) > MAX_DAYS:
            raise ValueError(f"重放区间交易日 {len(days)} > 上限 {MAX_DAYS}，请缩短区间")

        out_days: list[ReplayDay] = []
        for d in days:
            res = generate_signals(daily, query, rules, as_of=d.date())
            top = [
                ReplayTop(symbol=e.symbol, score=e.score or 0.0)
                for e in res.events[:top_n]
            ]
            out_days.append(
                ReplayDay(
                    as_of=d.date(),
                    top=top,
                    events=res.events,
                    counts={
                        "buy": res.statistics.buy,
                        "watch": res.statistics.watch,
                        "sell": res.statistics.sell,
                    },
                )
            )
        return ReplayResult(start=start, end=end, days=out_days, top_n=top_n)